COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 222,600: 59,654 31,001 52,646 97,382 127,804 209,683 211,450: 12,917 11,150
Old : 168,007: 54,519 36,014 38,026 65,055 85,024 157,600 159,063: 10,407 8,944
Other: 54,593: 14,191 4,042 5,565 32,327 42,780 52,082 52,387: 2,511 2,206
: : :
: : Changes in Commitments from: February 18, 2020 :
: -9,928: -4,541 4,294 -4,137 1,725 -10,009 -6,954 -9,852: -2,974 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.9 23.7 43.7 57.4 94.2 95.0: 5.8 5.0
Old : 100.0: 32.5 21.4 22.6 38.7 50.6 93.8 94.7: 6.2 5.3
Other: 100.0: 26.0 7.4 10.2 59.2 78.4 95.4 96.0: 4.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 123 85 101 64 66 236 210:
Old : 286: 123 82 87 57 59 217 194:
Other: 140: 39 36 32 51 44 111 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 24.3 22.3 35.0 14.4 20.3 21.2 29.9
Old : 14.7 27.3 22.2 35.9 14.7 24.6 21.9 31.9
Other: 29.2 38.9 45.9 61.7 27.8 38.3 43.8 59.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 19,862: 3,118 9,324 2,159 11,031 6,445 16,307 17,928: 3,555 1,934
Old : 19,443: 3,123 9,322 2,131 10,684 6,091 15,937 17,544: 3,506 1,900
Other: 419: 0 8 23 347 354 370 385: 48 34
: : :
: : Changes in Commitments from: February 18, 2020 :
: -2,827: -93 -176 -1,059 -583 -904 -1,736 -2,140: -1,091 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 46.9 10.9 55.5 32.5 82.1 90.3: 17.9 9.7
Old : 100.0: 16.1 47.9 11.0 54.9 31.3 82.0 90.2: 18.0 9.8
Other: 100.0: 0.0 1.8 5.5 82.9 84.6 88.4 91.9: 11.6 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 23 29 14 26 12 58 51:
Old : 87: 23 29 14 26 12 58 51:
Other: 9: 0 3 2 4 2 6 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 36.7 38.0 51.5 24.7 35.8 37.6 49.0
Old : 24.7 35.6 37.3 50.8 24.2 34.8 36.9 48.3
Other: 86.0 91.3 88.4 91.9 82.9 86.2 82.9 86.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 391,178: 134,606 53,557 128,463 113,756 196,902 376,824 378,922: 14,354 12,256
Old : 305,157: 127,364 61,915 95,506 72,837 136,592 295,707 294,013: 9,450 11,144
Other: 86,021: 27,906 12,306 12,292 40,919 60,311 81,117 84,909: 4,904 1,112
: : :
: : Changes in Commitments from: February 18, 2020 :
: 857: 399 281 173 1,217 1,343 1,788 1,796: -931 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 13.7 32.8 29.1 50.3 96.3 96.9: 3.7 3.1
Old : 100.0: 41.7 20.3 31.3 23.9 44.8 96.9 96.3: 3.1 3.7
Other: 100.0: 32.4 14.3 14.3 47.6 70.1 94.3 98.7: 5.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 109 75 110 51 49 227 186:
Old : 264: 102 91 97 49 47 215 178:
Other: 119: 51 21 23 40 27 101 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 27.8 28.4 40.3 12.4 17.4 19.1 25.6
Old : 18.2 26.2 29.4 39.0 12.9 18.3 20.5 23.8
Other: 38.3 42.9 51.3 65.7 28.6 39.0 39.4 54.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 1,383,663: 334,714 106,350 336,114 612,994 888,677 1,283,822 1,331,141: 99,841 52,521
Old : 1,383,663: 334,714 106,350 336,114 612,994 888,677 1,283,822 1,331,141: 99,841 52,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -34,395: 21,068 -5,098 854 -42,954 -30,135 -21,032 -34,379: -13,363 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.7 24.3 44.3 64.2 92.8 96.2: 7.2 3.8
Old : 100.0: 24.2 7.7 24.3 44.3 64.2 92.8 96.2: 7.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 122 48 111 98 87 268 207:
Old : 288: 122 48 111 98 87 268 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 22.6 21.5 36.9 8.6 17.3 14.5 25.4
Old : 12.8 22.6 21.5 36.9 8.6 17.3 14.5 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 359,025: 48,927 53,624 115,365 182,047 183,171 346,339 352,160: 12,686 6,865
Old : 273,919: 51,332 65,078 79,923 131,638 122,774 262,893 267,774: 11,026 6,144
Other: 85,106: 16,252 7,203 16,785 50,409 60,398 83,446 84,386: 1,660 720
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,265: -1,921 -2,337 9,655 -4,603 -4,688 3,131 2,630: 134 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.9 32.1 50.7 51.0 96.5 98.1: 3.5 1.9
Old : 100.0: 18.7 23.8 29.2 48.1 44.8 96.0 97.8: 4.0 2.2
Other: 100.0: 19.1 8.5 19.7 59.2 71.0 98.0 99.2: 2.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 156 103 162 138 127 371 330:
Old : 424: 152 110 145 138 120 359 312:
Other: 217: 54 39 42 102 76 178 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 17.7 25.5 28.6 5.9 8.3 10.8 14.8
Old : 14.2 18.8 22.6 28.6 7.2 10.5 11.9 17.1
Other: 31.3 27.9 42.6 42.5 18.6 22.9 26.8 30.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 47,901: 39,762 14,688 1,469 3,165 29,970 44,396 46,127: 3,504 1,774
Old : 47,901: 39,762 14,688 1,469 3,165 29,970 44,396 46,127: 3,504 1,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -575: -638 -1,484 60 -4 1,050 -581 -374: 7 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 30.7 3.1 6.6 62.6 92.7 96.3: 7.3 3.7
Old : 100.0: 83.0 30.7 3.1 6.6 62.6 92.7 96.3: 7.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 69 24 11 4 6 76 38:
Old : 101: 69 24 11 4 6 76 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 71.8 63.7 86.7 43.1 70.2 61.8 85.2
Old : 43.6 71.8 63.7 86.7 43.1 70.2 61.8 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANOLA - ICE FUTURES U.S. Code-135731
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 184,078: 8,185 85,236 16,123 158,549 81,211 182,857 182,571: 1,221 1,508
Old : 139,498: 9,506 84,116 9,780 119,085 44,568 138,371 138,464: 1,126 1,034
Other: 44,581: 4,203 6,644 819 39,464 36,644 44,486 44,107: 95 474
: : :
: : Changes in Commitments from: February 18, 2020 :
: -9,579: -218 3,867 -3,618 -5,764 -9,480 -9,600 -9,230: 21 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 46.3 8.8 86.1 44.1 99.3 99.2: 0.7 0.8
Old : 100.0: 6.8 60.3 7.0 85.4 31.9 99.2 99.3: 0.8 0.7
Other: 100.0: 9.4 14.9 1.8 88.5 82.2 99.8 98.9: 0.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 40 102 31 41 53 106 167:
Old : 193: 41 92 26 37 39 98 139:
Other: 85: 8 33 7 17 34 30 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 30.5 77.6 43.7 53.1 24.1 62.5 36.0
Old : 56.1 25.7 77.4 41.5 53.1 25.7 67.7 39.6
Other: 81.0 61.5 94.6 78.8 80.8 59.2 92.1 74.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 377,848: 42,746 12,445 949 324,138 359,467 367,833 372,861: 10,015 4,987
Old : 377,848: 42,746 12,445 949 324,138 359,467 367,833 372,861: 10,015 4,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 6,670: -2,946 -4,522 276 8,414 11,707 5,744 7,461: 926 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.3 0.3 85.8 95.1 97.3 98.7: 2.7 1.3
Old : 100.0: 11.3 3.3 0.3 85.8 95.1 97.3 98.7: 2.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 34 14 8 98 75 135 94:
Old : 181: 34 14 8 98 75 135 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 50.9 41.3 69.0 29.6 50.8 40.2 68.9
Old : 30.5 50.9 41.3 69.0 29.6 50.8 40.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 1,536,132: 271,971 101,366 8,746 1,224,043 1,413,206 1,504,760 1,523,318: 31,372 12,814
Old : 1,536,132: 271,971 101,366 8,746 1,224,043 1,413,206 1,504,760 1,523,318: 31,372 12,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 28,427: 13,436 39,020 -1,296 29,736 -10,841 41,876 26,883: -13,449 1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.6 0.6 79.7 92.0 98.0 99.2: 2.0 0.8
Old : 100.0: 17.7 6.6 0.6 79.7 92.0 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 122 50 25 222 140 355 204:
Old : 445: 122 50 25 222 140 355 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 52.4 31.1 68.5 20.5 52.2 28.9 68.2
Old : 20.8 52.4 31.1 68.5 20.5 52.2 28.9 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020