COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 266,385: 73,137 32,244 67,052 111,331 155,150 251,520 254,445: 14,865 11,940
Old : 228,503: 66,546 34,151 60,016 88,835 123,484 215,397 217,652: 13,106 10,851
Other: 37,882: 10,143 1,645 3,483 22,496 31,665 36,123 36,793: 1,760 1,089
: : :
: : Changes in Commitments from: January 16, 2024 :
: 25,642: 11,629 -14,870 5,771 6,015 35,574 23,414 26,475: 2,228 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 12.1 25.2 41.8 58.2 94.4 95.5: 5.6 4.5
Old : 100.0: 29.1 14.9 26.3 38.9 54.0 94.3 95.3: 5.7 4.7
Other: 100.0: 26.8 4.3 9.2 59.4 83.6 95.4 97.1: 4.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 128 70 106 69 78 238 217:
Old : 285: 117 79 99 62 76 222 214:
Other: 123: 48 13 18 46 33 101 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 : 13.0 22.8 23.6 31.9 10.0 14.4 16.0 21.0
Old : 14.3 23.2 24.1 31.4 9.5 14.1 16.2 19.6
Other: 28.8 37.0 42.5 58.5 28.1 37.0 41.5 57.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 12,468: 2,680 2,169 3,694 4,526 4,644 10,900 10,507: 1,568 1,961
Old : 12,444: 2,670 2,169 3,694 4,512 4,640 10,876 10,503: 1,568 1,941
Other: 24: 10 0 0 14 4 24 4: 0 20
: : :
: : Changes in Commitments from: January 16, 2024 :
: -605: -92 84 -485 87 42 -491 -359: -115 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.4 29.6 36.3 37.2 87.4 84.3: 12.6 15.7
Old : 100.0: 21.5 17.4 29.7 36.3 37.3 87.4 84.4: 12.6 15.6
Other: 100.0: 41.7 0.0 0.0 58.3 16.7 100.0 16.7: 0.0 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 19 23 12 17 10 45 36:
Old : 62: 19 23 12 17 10 45 36:
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 : 30.6 36.3 47.6 55.2 19.2 21.7 27.4 28.0
Old : 30.5 36.4 47.5 55.3 19.1 21.7 27.3 28.0
Other: 100.0 16.7 100.0 16.7 100.0 16.7 100.0 16.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 492,495: 123,373 53,547 216,514 134,508 206,591 474,395 476,652: 18,100 15,843
Old : 442,980: 120,001 64,600 192,629 115,023 170,798 427,653 428,027: 15,327 14,954
Other: 49,514: 16,656 2,231 10,601 19,486 35,793 46,742 48,625: 2,772 889
: : :
: : Changes in Commitments from: January 16, 2024 :
: 16,054: 7,498 1,407 8,815 -535 6,173 15,778 16,395: 276 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 10.9 44.0 27.3 41.9 96.3 96.8: 3.7 3.2
Old : 100.0: 27.1 14.6 43.5 26.0 38.6 96.5 96.6: 3.5 3.4
Other: 100.0: 33.6 4.5 21.4 39.4 72.3 94.4 98.2: 5.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 119 76 91 49 54 216 183:
Old : 263: 113 84 83 48 54 207 181:
Other: 100: 43 14 21 31 28 79 58:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 29.4 35.9 41.0 7.4 8.8 12.2 14.1
Old : 27.1 30.4 36.6 41.9 8.2 10.2 13.7 15.5
Other: 29.0 33.6 48.5 54.8 17.4 26.3 27.2 42.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,101,422: 142,837 91,243 299,486 580,310 657,300 1,022,633 1,048,029: 78,788 53,392
Old : 1,101,422: 142,837 91,243 299,486 580,310 657,300 1,022,633 1,048,029: 78,788 53,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 20,874: 7,735 -5,947 10,327 5,705 21,728 23,766 26,107: -2,892 -5,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.3 27.2 52.7 59.7 92.8 95.2: 7.2 4.8
Old : 100.0: 13.0 8.3 27.2 52.7 59.7 92.8 95.2: 7.2 4.8
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 : 225: 78 49 84 87 81 202 179:
Old : 225: 78 49 84 87 81 202 179:
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 : 16.5 21.3 25.8 32.9 6.8 11.9 10.5 17.6
Old : 16.5 21.3 25.8 32.9 6.8 11.9 10.5 17.6
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 23, 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 : 268,730: 72,972 19,458 93,890 91,191 146,269 258,053 259,616: 10,678 9,114
Old : 245,554: 74,847 29,113 75,721 84,798 132,389 235,366 237,223: 10,188 8,331
Other: 23,176: 14,354 6,574 1,939 6,393 13,880 22,687 22,393: 489 783
: : :
: : Changes in Commitments from: January 16, 2024 :
: 4,435: 1,185 -1,685 2,719 488 3,513 4,392 4,547: 42 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.2 34.9 33.9 54.4 96.0 96.6: 4.0 3.4
Old : 100.0: 30.5 11.9 30.8 34.5 53.9 95.9 96.6: 4.1 3.4
Other: 100.0: 61.9 28.4 8.4 27.6 59.9 97.9 96.6: 2.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 149 75 124 111 124 321 274:
Old : 371: 155 70 120 107 120 315 266:
Other: 146: 23 31 20 55 61 90 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 23.2 26.0 37.0 7.7 13.1 13.1 19.6
Old : 15.5 24.5 24.0 38.6 8.2 14.3 14.1 23.3
Other: 63.4 25.2 73.0 42.8 58.9 24.6 66.2 40.3
USD INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 24,711: 16,526 14,905 1,948 2,906 5,271 21,380 22,125: 3,331 2,586
Old : 24,711: 16,526 14,905 1,948 2,906 5,271 21,380 22,125: 3,331 2,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: 1,168: 1,449 1,102 217 -1,014 61 652 1,380: 516 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 60.3 7.9 11.8 21.3 86.5 89.5: 13.5 10.5
Old : 100.0: 66.9 60.3 7.9 11.8 21.3 86.5 89.5: 13.5 10.5
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 : 99: 51 40 9 4 6 60 50:
Old : 99: 51 40 9 4 6 60 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 37.8 55.7 52.6 42.8 35.5 51.0 50.1
Old : 46.6 37.8 55.7 52.6 42.8 35.5 51.0 50.1
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 23, 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 : 280,913: 9,407 142,901 28,937 241,035 107,098 279,379 278,935: 1,534 1,978
Old : 253,837: 15,651 139,697 20,730 216,068 91,857 252,449 252,284: 1,388 1,553
Other: 27,077: 1,299 10,746 665 24,967 15,240 26,930 26,651: 147 426
: : :
: : Changes in Commitments from: January 16, 2024 :
: 12,745: 2,064 -1,790 2,882 7,803 11,468 12,750 12,560: -5 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 50.9 10.3 85.8 38.1 99.5 99.3: 0.5 0.7
Old : 100.0: 6.2 55.0 8.2 85.1 36.2 99.5 99.4: 0.5 0.6
Other: 100.0: 4.8 39.7 2.5 92.2 56.3 99.5 98.4: 0.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 57 149 62 65 63 162 243:
Old : 295: 59 147 50 61 55 149 229:
Other: 78: 13 28 11 18 28 40 58:
:----------------------------------------------------------------------------------------------------
: 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 : 52.4 28.0 69.7 41.5 49.9 23.4 60.5 34.7
Old : 50.8 29.9 68.2 44.8 48.6 25.9 63.0 39.1
Other: 81.2 59.0 91.0 76.1 79.3 59.0 88.4 76.1
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 423,631: 31,017 59,983 750 376,873 354,020 408,640 414,753: 14,991 8,878
Old : 423,631: 31,017 59,983 750 376,873 354,020 408,640 414,753: 14,991 8,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -2,854: 1,191 62 -601 -4,659 -2,826 -4,069 -3,365: 1,215 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 14.2 0.2 89.0 83.6 96.5 97.9: 3.5 2.1
Old : 100.0: 7.3 14.2 0.2 89.0 83.6 96.5 97.9: 3.5 2.1
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 : 192: 27 16 7 110 83 141 102:
Old : 192: 27 16 7 110 83 141 102:
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 : 26.2 38.6 39.5 61.8 24.4 38.6 37.7 61.8
Old : 26.2 38.6 39.5 61.8 24.4 38.6 37.7 61.8
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 23, 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 : 1,029,888: 142,836 147,265 8,976 843,050 860,269 994,862 1,016,510: 35,026 13,378
Old : 1,029,888: 142,836 147,265 8,976 843,050 860,269 994,862 1,016,510: 35,026 13,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2024 :
: -7,166: -10,213 5,986 160 501 -14,143 -9,552 -7,997: 2,386 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.3 0.9 81.9 83.5 96.6 98.7: 3.4 1.3
Old : 100.0: 13.9 14.3 0.9 81.9 83.5 96.6 98.7: 3.4 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 : 391: 64 49 27 226 137 302 201:
Old : 391: 64 49 27 226 137 302 201:
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 29.9 25.1 43.6 15.1 29.0 23.4 40.9
Old : 16.0 29.9 25.1 43.6 15.1 29.0 23.4 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2024