COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 332,195: 120,950 29,096 76,719 115,708 215,947 313,378 321,762: 18,817 10,433
Old : 228,362: 97,838 26,853 50,876 64,992 143,041 213,706 220,771: 14,656 7,591
Other: 103,833: 36,200 15,330 12,756 50,716 72,905 99,671 100,991: 4,162 2,842
: : :
: : Changes in Commitments from: March 19, 2024 :
: 2,207: -3,852 352 567 5,926 1,234 2,640 2,153: -433 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 8.8 23.1 34.8 65.0 94.3 96.9: 5.7 3.1
Old : 100.0: 42.8 11.8 22.3 28.5 62.6 93.6 96.7: 6.4 3.3
Other: 100.0: 34.9 14.8 12.3 48.8 70.2 96.0 97.3: 4.0 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 164 63 112 73 80 286 209:
Old : 294: 139 70 91 62 74 249 188:
Other: 206: 86 45 43 53 54 154 127:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 29.5 20.9 40.6 7.5 21.2 13.0 29.8
Old : 14.7 32.2 22.6 41.9 7.5 20.1 13.3 26.4
Other: 18.9 34.0 30.6 47.7 18.5 31.1 29.4 44.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 11,418: 3,829 2,337 2,761 2,742 5,088 9,332 10,185: 2,087 1,233
Old : 11,312: 3,820 2,384 2,686 2,721 5,031 9,228 10,101: 2,084 1,210
Other: 107: 64 9 18 21 57 104 84: 3 23
: : :
: : Changes in Commitments from: March 19, 2024 :
: 13: 109 -78 278 -671 -105 -283 96: 296 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 20.5 24.2 24.0 44.6 81.7 89.2: 18.3 10.8
Old : 100.0: 33.8 21.1 23.7 24.1 44.5 81.6 89.3: 18.4 10.7
Other: 100.0: 60.3 8.2 17.3 19.6 53.0 97.2 78.4: 2.8 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 27 20 10 14 9 47 33:
Old : 64: 27 20 10 14 9 47 33:
Other: 10: 3 3 2 3 3 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 37.0 40.7 53.8 16.3 27.2 24.6 39.7
Old : 26.4 36.8 40.5 53.8 16.3 27.0 24.7 39.6
Other: 78.4 75.4 97.2 78.4 67.8 57.2 76.0 57.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 383,874: 52,207 25,541 201,836 115,664 148,228 369,706 375,604: 14,168 8,270
Old : 290,020: 42,266 35,713 151,087 85,371 96,256 278,725 283,056: 11,296 6,965
Other: 93,854: 27,174 7,062 33,515 30,292 51,972 90,982 92,549: 2,872 1,305
: : :
: : Changes in Commitments from: March 19, 2024 :
: 965: -5,331 -3,504 5,224 849 -455 743 1,266: 222 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.7 52.6 30.1 38.6 96.3 97.8: 3.7 2.2
Old : 100.0: 14.6 12.3 52.1 29.4 33.2 96.1 97.6: 3.9 2.4
Other: 100.0: 29.0 7.5 35.7 32.3 55.4 96.9 98.6: 3.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 93 59 76 55 46 179 152:
Old : 210: 89 62 71 55 45 173 149:
Other: 114: 41 24 28 35 30 91 68:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 37.4 49.5 51.8 5.5 9.0 8.3 13.9
Old : 37.9 39.7 50.1 53.7 3.7 9.2 6.5 15.7
Other: 39.0 33.5 61.0 52.3 25.3 21.4 32.3 33.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 1,010,825: 168,036 82,753 259,887 502,644 605,744 930,567 948,384: 80,258 62,441
Old : 1,010,825: 168,036 82,753 259,887 502,644 605,744 930,567 948,384: 80,258 62,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 4,649: 12,826 -2,638 -6,551 -8,715 17,882 -2,439 8,694: 7,088 -4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.2 25.7 49.7 59.9 92.1 93.8: 7.9 6.2
Old : 100.0: 16.6 8.2 25.7 49.7 59.9 92.1 93.8: 7.9 6.2
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 : 231: 80 50 88 88 81 210 179:
Old : 231: 80 50 88 88 81 210 179:
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 : 12.9 17.2 21.1 31.3 6.9 13.1 11.3 20.4
Old : 12.9 17.2 21.1 31.3 6.9 13.1 11.3 20.4
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, March 26, 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 : 267,043: 75,261 21,847 81,018 101,497 156,371 257,777 259,236: 9,266 7,806
Old : 224,490: 73,819 36,300 54,755 87,535 126,477 216,109 217,532: 8,381 6,958
Other: 42,553: 23,392 7,497 4,313 13,962 29,895 41,667 41,705: 885 848
: : :
: : Changes in Commitments from: March 19, 2024 :
: 18,302: 3,229 -1,627 9,517 4,474 9,520 17,220 17,410: 1,082 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.2 30.3 38.0 58.6 96.5 97.1: 3.5 2.9
Old : 100.0: 32.9 16.2 24.4 39.0 56.3 96.3 96.9: 3.7 3.1
Other: 100.0: 55.0 17.6 10.1 32.8 70.3 97.9 98.0: 2.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 148 80 132 116 126 329 286:
Old : 380: 146 88 121 106 122 314 274:
Other: 186: 49 33 29 59 75 122 123:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 19.9 25.5 33.5 7.5 12.8 13.1 20.0
Old : 13.5 21.4 22.0 35.1 8.0 16.5 14.4 27.2
Other: 59.4 25.6 69.7 42.1 56.9 22.8 65.3 38.4
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 25,496: 2,974 1,327 9,767 12,754 14,401 25,496 25,496: 0 0
Old : 25,496: 2,974 1,327 9,767 12,754 14,401 25,496 25,496: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 235: 1,028 50 -700 -93 885 235 235: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.2 38.3 50.0 56.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.7 5.2 38.3 50.0 56.5 100.0 100.0: 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 4 6 12 9 19 15:
Old : 20: 3 4 6 12 9 19 15:
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 : 74.6 68.8 90.2 89.2 21.0 20.7 23.7 23.6
Old : 74.6 68.8 90.2 89.2 21.0 20.7 23.7 23.6
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, March 26, 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 : 32,037: 19,214 19,865 1,595 7,443 8,440 28,253 29,900: 3,784 2,137
Old : 32,037: 19,214 19,865 1,595 7,443 8,440 28,253 29,900: 3,784 2,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 8,188: 3,641 4,951 297 3,575 2,888 7,513 8,136: 675 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 62.0 5.0 23.2 26.3 88.2 93.3: 11.8 6.7
Old : 100.0: 60.0 62.0 5.0 23.2 26.3 88.2 93.3: 11.8 6.7
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 : 104: 58 35 4 8 5 67 43:
Old : 104: 58 35 4 8 5 67 43:
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 : 45.5 52.5 56.1 67.6 43.6 52.5 52.6 67.5
Old : 45.5 52.5 56.1 67.6 43.6 52.5 52.6 67.5
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 26, 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 : 301,125: 17,593 113,546 43,257 237,673 141,680 298,524 298,484: 2,601 2,641
Old : 239,370: 31,932 114,812 20,276 184,849 102,381 237,057 237,469: 2,314 1,901
Other: 61,755: 6,297 19,370 2,346 52,824 39,299 61,467 61,015: 288 740
: : :
: : Changes in Commitments from: March 19, 2024 :
: -6,303: 1,140 -28,025 2,451 -10,108 18,843 -6,517 -6,731: 214 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 37.7 14.4 78.9 47.1 99.1 99.1: 0.9 0.9
Old : 100.0: 13.3 48.0 8.5 77.2 42.8 99.0 99.2: 1.0 0.8
Other: 100.0: 10.2 31.4 3.8 85.5 63.6 99.5 98.8: 0.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 88 129 70 69 60 200 227:
Old : 284: 85 115 48 57 46 167 191:
Other: 132: 32 45 22 28 45 75 98:
:----------------------------------------------------------------------------------------------------
: 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 : 53.0 22.2 65.9 36.3 47.3 17.6 50.5 28.4
Old : 52.9 26.9 66.0 41.9 52.8 23.0 61.8 35.6
Other: 76.1 49.8 84.1 65.8 75.5 49.8 82.4 65.4
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 434,622: 35,751 43,684 1,634 385,986 383,446 423,371 428,764: 11,251 5,858
Old : 434,622: 35,751 43,684 1,634 385,986 383,446 423,371 428,764: 11,251 5,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: -6,042: -2,373 -2,122 -153 -4,383 -5,554 -6,909 -7,829: 867 1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.1 0.4 88.8 88.2 97.4 98.7: 2.6 1.3
Old : 100.0: 8.2 10.1 0.4 88.8 88.2 97.4 98.7: 2.6 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 : 181: 27 13 7 104 76 133 94:
Old : 181: 27 13 7 104 76 133 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 : 25.2 39.6 37.7 58.2 23.0 39.6 34.8 58.2
Old : 25.2 39.6 37.7 58.2 23.0 39.6 34.8 58.2
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, March 26, 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 : 1,012,364: 137,340 142,363 7,344 837,518 855,763 982,202 1,005,470: 30,162 6,894
Old : 1,012,364: 137,340 142,363 7,344 837,518 855,763 982,202 1,005,470: 30,162 6,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2024 :
: 1,860: -4,177 -3,801 331 5,851 4,958 2,005 1,488: -145 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.1 0.7 82.7 84.5 97.0 99.3: 3.0 0.7
Old : 100.0: 13.6 14.1 0.7 82.7 84.5 97.0 99.3: 3.0 0.7
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 : 391: 72 36 24 230 143 309 196:
Old : 391: 72 36 24 230 143 309 196:
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 : 15.6 31.4 24.6 45.1 14.9 31.4 22.9 44.7
Old : 15.6 31.4 24.6 45.1 14.9 31.4 22.9 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2024