COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 234,519: 57,698 48,806 60,137 102,956 111,998 220,791 220,942: 13,728 13,578
Old : 201,969: 54,730 49,410 54,358 80,611 85,897 189,699 189,665: 12,270 12,304
Other: 32,550: 6,422 2,850 2,326 22,345 26,101 31,092 31,277: 1,458 1,273
: : :
: : Changes in Commitments from: January 2, 2024 :
: 6,480: 1,351 1,268 2,388 2,030 2,576 5,769 6,231: 711 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 20.8 25.6 43.9 47.8 94.1 94.2: 5.9 5.8
Old : 100.0: 27.1 24.5 26.9 39.9 42.5 93.9 93.9: 6.1 6.1
Other: 100.0: 19.7 8.8 7.1 68.6 80.2 95.5 96.1: 4.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 98 84 99 66 72 212 209:
Old : 263: 93 87 93 60 70 198 207:
Other: 111: 40 12 15 44 31 89 55:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 17.3 23.1 26.1 10.1 10.5 16.4 16.7
Old : 13.2 16.7 23.9 26.5 9.8 10.1 17.3 16.7
Other: 33.1 34.0 47.2 54.4 32.2 33.9 44.5 53.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,882: 2,828 1,975 3,992 4,277 4,678 11,098 10,645: 1,784 2,238
Old : 12,861: 2,822 1,975 3,992 4,263 4,674 11,078 10,641: 1,783 2,221
Other: 21: 6 0 0 14 4 20 4: 1 17
: : :
: : Changes in Commitments from: January 2, 2024 :
: 1,065: 32 107 956 62 -220 1,051 844: 14 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.3 31.0 33.2 36.3 86.1 82.6: 13.9 17.4
Old : 100.0: 21.9 15.4 31.0 33.1 36.3 86.1 82.7: 13.9 17.3
Other: 100.0: 28.6 0.0 0.0 66.7 19.0 95.2 19.0: 4.8 81.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 22 23 14 15 8 45 37:
Old : 62: 22 23 14 15 8 45 37:
Other: 5: 1 0 0 3 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 36.7 46.0 54.8 18.4 22.5 27.0 29.6
Old : 31.6 36.8 46.0 54.9 18.3 22.5 26.9 29.6
Other: 95.2 19.0 95.2 19.0 95.2 19.0 95.2 19.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 455,103: 108,692 50,997 193,682 136,634 192,464 439,009 437,144: 16,095 17,960
Old : 411,065: 106,899 62,633 171,190 119,151 160,355 397,240 394,177: 13,825 16,888
Other: 44,038: 15,277 1,848 9,009 17,483 32,109 41,769 42,966: 2,269 1,072
: : :
: : Changes in Commitments from: January 2, 2024 :
: -196: -2,516 586 -5,383 7,263 2,204 -636 -2,593: 440 2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 11.2 42.6 30.0 42.3 96.5 96.1: 3.5 3.9
Old : 100.0: 26.0 15.2 41.6 29.0 39.0 96.6 95.9: 3.4 4.1
Other: 100.0: 34.7 4.2 20.5 39.7 72.9 94.8 97.6: 5.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 117 79 98 46 54 211 193:
Old : 263: 108 88 91 45 54 202 190:
Other: 88: 33 14 19 30 25 70 51:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 28.8 35.7 40.2 7.9 9.1 12.8 14.6
Old : 27.9 29.6 36.4 40.1 8.7 10.4 14.2 15.6
Other: 33.3 36.8 52.1 57.0 18.6 27.5 29.7 41.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,106,520: 136,981 96,772 308,615 581,127 635,503 1,026,722 1,040,890: 79,798 65,630
Old : 1,106,520: 136,981 96,772 308,615 581,127 635,503 1,026,722 1,040,890: 79,798 65,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -10,382: -3,490 -559 5,719 -12,064 -19,636 -9,836 -14,476: -546 4,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.7 27.9 52.5 57.4 92.8 94.1: 7.2 5.9
Old : 100.0: 12.4 8.7 27.9 52.5 57.4 92.8 94.1: 7.2 5.9
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 : 217: 75 49 82 84 80 196 174:
Old : 217: 75 49 82 84 80 196 174:
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 : 15.9 21.2 25.7 32.9 6.8 12.4 10.5 17.5
Old : 15.9 21.2 25.7 32.9 6.8 12.4 10.5 17.5
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, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 269,546: 71,780 24,363 92,193 95,203 144,421 259,176 260,978: 10,370 8,569
Old : 248,365: 73,227 31,970 76,715 88,556 131,667 238,499 240,352: 9,866 8,013
Other: 21,181: 12,381 6,221 1,650 6,647 12,754 20,678 20,626: 504 556
: : :
: : Changes in Commitments from: January 2, 2024 :
: -4,241: -1,359 -2,663 -170 -2,584 -746 -4,113 -3,579: -129 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 9.0 34.2 35.3 53.6 96.2 96.8: 3.8 3.2
Old : 100.0: 29.5 12.9 30.9 35.7 53.0 96.0 96.8: 4.0 3.2
Other: 100.0: 58.5 29.4 7.8 31.4 60.2 97.6 97.4: 2.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 144 86 134 119 132 334 294:
Old : 385: 147 83 132 116 129 330 288:
Other: 147: 29 25 19 60 61 95 99:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 22.2 25.8 36.0 8.6 12.6 14.2 19.2
Old : 16.0 23.4 24.7 37.2 9.1 13.9 15.1 22.7
Other: 60.4 25.3 71.0 43.8 56.0 24.7 64.0 42.2
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,484: 1,265 10,885 11,614 18,602 8,985 31,481 31,483: 3 1
Old : 31,484: 1,265 10,885 11,614 18,602 8,985 31,481 31,483: 3 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 34.6 36.9 59.1 28.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 34.6 36.9 59.1 28.5 100.0 100.0: 0.0 0.0
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 : 20: 3 6 7 10 7 19 14:
Old : 20: 3 6 7 10 7 19 14:
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 : 66.8 73.9 87.2 95.5 25.6 33.8 33.1 34.7
Old : 66.8 73.9 87.2 95.5 25.6 33.8 33.1 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USD INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,908: 16,041 13,155 1,791 3,600 5,809 21,432 20,754: 2,476 3,154
Old : 23,908: 16,041 13,155 1,791 3,600 5,809 21,432 20,754: 2,476 3,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -48: 82 -388 405 -541 55 -54 72: 6 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 55.0 7.5 15.1 24.3 89.6 86.8: 10.4 13.2
Old : 100.0: 67.1 55.0 7.5 15.1 24.3 89.6 86.8: 10.4 13.2
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 : 93: 44 38 7 6 8 53 50:
Old : 93: 44 38 7 6 8 53 50:
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 : 46.6 39.8 59.1 57.7 42.8 38.5 53.2 53.8
Old : 46.6 39.8 59.1 57.7 42.8 38.5 53.2 53.8
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, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 253,370: 9,752 134,007 29,707 212,473 87,825 251,932 251,539: 1,438 1,832
Old : 231,273: 14,351 133,250 22,666 192,953 73,892 229,970 229,808: 1,302 1,465
Other: 22,097: 1,836 7,192 605 19,521 13,933 21,962 21,730: 136 367
: : :
: : Changes in Commitments from: January 2, 2024 :
: 15,813: 714 14,018 6,040 8,993 -4,243 15,747 15,814: 66 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 52.9 11.7 83.9 34.7 99.4 99.3: 0.6 0.7
Old : 100.0: 6.2 57.6 9.8 83.4 32.0 99.4 99.4: 0.6 0.6
Other: 100.0: 8.3 32.5 2.7 88.3 63.1 99.4 98.3: 0.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 62 147 54 57 59 149 235:
Old : 292: 64 148 48 56 50 146 222:
Other: 68: 14 23 11 14 25 35 52:
:----------------------------------------------------------------------------------------------------
: 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 : 50.9 27.6 71.0 40.1 49.0 23.3 61.3 34.4
Old : 49.3 29.9 69.8 43.2 47.9 25.2 63.9 38.1
Other: 83.8 56.3 91.9 72.9 83.1 56.3 90.1 72.9
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 426,275: 30,146 59,272 1,361 379,373 356,396 410,880 417,029: 15,395 9,246
Old : 426,275: 30,146 59,272 1,361 379,373 356,396 410,880 417,029: 15,395 9,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -6,408: -1,784 -9,387 23 -4,505 1,802 -6,266 -7,562: -142 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.9 0.3 89.0 83.6 96.4 97.8: 3.6 2.2
Old : 100.0: 7.1 13.9 0.3 89.0 83.6 96.4 97.8: 3.6 2.2
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 : 194: 28 16 9 109 79 143 98:
Old : 194: 28 16 9 109 79 143 98:
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 : 24.5 40.4 38.2 62.8 23.1 40.4 36.4 62.8
Old : 24.5 40.4 38.2 62.8 23.1 40.4 36.4 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EM INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,065,338: 151,559 150,940 9,024 870,813 892,105 1,031,396 1,052,069: 33,942 13,269
Old : 1,065,338: 151,559 150,940 9,024 870,813 892,105 1,031,396 1,052,069: 33,942 13,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2024 :
: -20,620: -3,937 -14,842 -1,477 -18,694 -8,978 -24,108 -25,297: 3,488 4,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.2 0.8 81.7 83.7 96.8 98.8: 3.2 1.2
Old : 100.0: 14.2 14.2 0.8 81.7 83.7 96.8 98.8: 3.2 1.2
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 : 385: 68 39 25 230 135 309 188:
Old : 385: 68 39 25 230 135 309 188:
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 : 16.8 32.1 24.8 49.4 15.9 31.2 23.5 47.1
Old : 16.8 32.1 24.8 49.4 15.9 31.2 23.5 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2024