COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 262,858: 32,805 45,349 74,827 143,979 130,995 251,610 251,172: 11,248 11,686
Old : 178,764: 27,483 45,699 53,588 90,048 70,255 171,118 169,542: 7,646 9,222
Other: 84,094: 12,155 6,484 14,406 53,931 60,740 80,492 81,630: 3,602 2,464
: : :
: : Changes in Commitments from: March 17, 2020 :
: -4,182: -3,339 -1,884 2,579 -3,403 -4,334 -4,163 -3,639: -19 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.3 28.5 54.8 49.8 95.7 95.6: 4.3 4.4
Old : 100.0: 15.4 25.6 30.0 50.4 39.3 95.7 94.8: 4.3 5.2
Other: 100.0: 14.5 7.7 17.1 64.1 72.2 95.7 97.1: 4.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 88 102 101 79 72 227 222:
Old : 272: 79 106 84 63 65 193 208:
Other: 166: 49 38 31 64 48 127 104:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 21.5 32.0 31.3 12.3 11.9 18.0 17.9
Old : 24.3 14.3 34.5 23.7 16.4 8.4 21.4 13.3
Other: 20.7 44.4 33.4 59.8 20.2 38.3 31.3 50.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 18,014: 2,999 5,426 2,468 10,012 9,291 15,479 17,185: 2,535 829
Old : 17,412: 3,032 5,426 2,385 9,480 8,787 14,897 16,597: 2,515 815
Other: 602: 2 35 49 531 504 582 588: 19 14
: : :
: : Changes in Commitments from: March 17, 2020 :
: -532: -617 -2,766 465 -414 2,266 -566 -35: 34 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 30.1 13.7 55.6 51.6 85.9 95.4: 14.1 4.6
Old : 100.0: 17.4 31.2 13.7 54.4 50.5 85.6 95.3: 14.4 4.7
Other: 100.0: 0.3 5.8 8.1 88.3 83.7 96.8 97.7: 3.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 25 18 10 26 15 55 40:
Old : 72: 25 18 10 26 15 55 40:
Other: 10: 2 2 4 4 2 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 50.3 37.1 66.3 22.5 46.1 35.3 60.9
Old : 22.7 49.1 36.0 65.5 21.9 44.8 34.2 60.1
Other: 89.2 95.4 96.8 97.7 88.3 89.5 88.6 89.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 299,509: 47,933 38,523 93,991 145,754 159,006 287,677 291,520: 11,832 7,990
Old : 209,436: 46,808 38,315 65,487 87,874 98,600 200,170 202,402: 9,267 7,034
Other: 90,073: 18,370 17,453 11,258 57,880 60,407 87,508 89,118: 2,565 956
: : :
: : Changes in Commitments from: March 17, 2020 :
: -21,311: -18,121 -1,498 -4,704 8,186 -8,291 -14,638 -14,493: -6,673 -6,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.9 31.4 48.7 53.1 96.0 97.3: 4.0 2.7
Old : 100.0: 22.3 18.3 31.3 42.0 47.1 95.6 96.6: 4.4 3.4
Other: 100.0: 20.4 19.4 12.5 64.3 67.1 97.2 98.9: 2.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 84 50 87 61 50 191 153:
Old : 207: 82 52 76 59 48 179 144:
Other: 99: 27 21 20 45 25 83 57:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 31.8 33.5 44.6 13.4 16.1 18.5 23.8
Old : 22.9 30.6 33.1 43.4 7.7 16.0 12.9 21.7
Other: 43.4 45.4 57.9 61.9 37.4 39.1 47.7 52.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 1,255,442: 152,132 102,773 287,346 741,787 798,876 1,181,266 1,188,995: 74,177 66,448
Old : 1,255,442: 152,132 102,773 287,346 741,787 798,876 1,181,266 1,188,995: 74,177 66,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -17,072: -12,750 -1,004 -12,541 11,833 -5,262 -13,459 -18,807: -3,613 1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 8.2 22.9 59.1 63.6 94.1 94.7: 5.9 5.3
Old : 100.0: 12.1 8.2 22.9 59.1 63.6 94.1 94.7: 5.9 5.3
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 : 254: 85 55 92 99 86 227 195:
Old : 254: 85 55 92 99 86 227 195:
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 : 15.0 25.2 24.7 36.4 7.8 14.3 12.8 20.0
Old : 15.0 25.2 24.7 36.4 7.8 14.3 12.8 20.0
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, March 24, 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 : 334,638: 35,259 19,398 111,931 178,458 196,863 325,649 328,192: 8,989 6,446
Old : 227,753: 33,141 32,974 72,860 114,918 116,638 220,918 222,471: 6,835 5,282
Other: 106,885: 21,604 5,909 19,586 63,540 80,225 104,730 105,721: 2,154 1,164
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,068: -941 -7,925 -2,643 4,094 10,925 510 357: -1,577 -1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.8 33.4 53.3 58.8 97.3 98.1: 2.7 1.9
Old : 100.0: 14.6 14.5 32.0 50.5 51.2 97.0 97.7: 3.0 2.3
Other: 100.0: 20.2 5.5 18.3 59.4 75.1 98.0 98.9: 2.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 123 66 138 132 128 320 282:
Old : 350: 114 80 116 126 123 294 268:
Other: 212: 55 31 40 105 78 176 134:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 21.1 30.0 33.4 6.2 10.3 10.4 16.2
Old : 16.4 22.5 26.3 35.8 7.3 12.2 12.4 19.1
Other: 31.2 28.4 42.2 42.6 19.6 19.7 27.5 29.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 28,353: 22,456 9,942 768 2,054 15,633 25,278 26,342: 3,075 2,011
Old : 28,353: 22,456 9,942 768 2,054 15,633 25,278 26,342: 3,075 2,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 3,009: 2,917 -2,456 -82 183 4,743 3,018 2,205: -8 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 35.1 2.7 7.2 55.1 89.2 92.9: 10.8 7.1
Old : 100.0: 79.2 35.1 2.7 7.2 55.1 89.2 92.9: 10.8 7.1
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 : 70: 39 20 7 7 5 50 29:
Old : 70: 39 20 7 7 5 50 29:
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 : 57.0 69.9 69.1 81.0 55.7 67.8 67.3 78.8
Old : 57.0 69.9 69.1 81.0 55.7 67.8 67.3 78.8
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, March 24, 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 : 188,359: 4,259 57,736 23,575 159,448 105,042 187,282 186,353: 1,076 2,005
Old : 127,705: 5,614 57,242 11,673 109,679 57,588 126,967 126,504: 738 1,201
Other: 60,654: 5,489 7,337 5,058 49,769 47,454 60,315 59,850: 339 804
: : :
: : Changes in Commitments from: March 17, 2020 :
: -4,726: -4,387 -11,667 2,385 -2,887 3,998 -4,889 -5,283: 163 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 30.7 12.5 84.7 55.8 99.4 98.9: 0.6 1.1
Old : 100.0: 4.4 44.8 9.1 85.9 45.1 99.4 99.1: 0.6 0.9
Other: 100.0: 9.0 12.1 8.3 82.1 78.2 99.4 98.7: 0.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 34 91 30 39 54 94 162:
Old : 165: 31 79 22 32 36 78 125:
Other: 98: 14 35 13 21 40 41 84:
:----------------------------------------------------------------------------------------------------
: 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 : 59.1 34.5 80.0 50.9 58.8 31.1 69.2 44.7
Old : 66.2 30.7 84.0 49.1 66.2 29.2 78.6 46.2
Other: 66.6 57.7 89.5 75.9 66.3 54.5 85.0 69.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 484,557: 26,549 29,941 559 449,868 447,992 476,976 478,492: 7,581 6,065
Old : 484,557: 26,549 29,941 559 449,868 447,992 476,976 478,492: 7,581 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -95,537: 1,107 10,397 -2,589 -80,618 -97,650 -82,100 -89,842: -13,437 -5,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.2 0.1 92.8 92.5 98.4 98.7: 1.6 1.3
Old : 100.0: 5.5 6.2 0.1 92.8 92.5 98.4 98.7: 1.6 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 : 171: 19 16 6 93 91 115 110:
Old : 171: 19 16 6 93 91 115 110:
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 : 32.5 48.1 48.5 59.7 32.0 48.1 47.7 59.7
Old : 32.5 48.1 48.5 59.7 32.0 48.1 47.7 59.7
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, March 24, 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 : 1,373,751: 215,077 109,883 10,941 1,114,686 1,231,895 1,340,704 1,352,719: 33,047 21,032
Old : 1,373,751: 215,077 109,883 10,941 1,114,686 1,231,895 1,340,704 1,352,719: 33,047 21,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -430,690: -2,050 -1,951 -12,758 -275,224 -352,374 -290,032 -367,083: -140,658 -63,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.0 0.8 81.1 89.7 97.6 98.5: 2.4 1.5
Old : 100.0: 15.7 8.0 0.8 81.1 89.7 97.6 98.5: 2.4 1.5
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 : 397: 90 43 24 200 150 297 210:
Old : 397: 90 43 24 200 150 297 210:
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 : 16.0 41.2 28.5 53.9 15.0 41.2 26.0 53.7
Old : 16.0 41.2 28.5 53.9 15.0 41.2 26.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020