COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,085: 56,709 28,486 74,164 112,282 148,531 243,155 251,181: 17,929 9,904
Old : 225,752: 56,010 29,975 67,760 85,866 119,059 209,636 216,794: 16,116 8,958
Other: 35,333: 4,236 2,047 2,868 26,416 29,472 33,520 34,387: 1,813 946
: : :
: : Changes in Commitments from: December 24, 2019 :
: 10,512: 495 -3,252 6,201 4,005 7,407 10,702 10,356: -190 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 10.9 28.4 43.0 56.9 93.1 96.2: 6.9 3.8
Old : 100.0: 24.8 13.3 30.0 38.0 52.7 92.9 96.0: 7.1 4.0
Other: 100.0: 12.0 5.8 8.1 74.8 83.4 94.9 97.3: 5.1 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 121 78 99 71 73 242 211:
Old : 299: 116 83 93 69 71 234 206:
Other: 109: 32 14 22 42 38 81 70:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 22.9 22.5 31.7 11.8 15.5 17.0 22.9
Old : 13.6 25.0 20.6 33.1 12.7 22.2 18.8 29.3
Other: 46.6 42.9 61.1 64.4 42.9 42.2 55.9 63.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,827: 2,870 8,408 2,633 10,921 7,741 16,423 18,782: 4,404 2,045
Old : 20,662: 2,870 8,408 2,633 10,767 7,595 16,269 18,636: 4,393 2,026
Other: 165: 0 0 0 154 146 154 146: 11 19
: : :
: : Changes in Commitments from: December 24, 2019 :
: 3: -66 0 184 86 -343 204 -158: -201 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 40.4 12.6 52.4 37.2 78.9 90.2: 21.1 9.8
Old : 100.0: 13.9 40.7 12.7 52.1 36.8 78.7 90.2: 21.3 9.8
Other: 100.0: 0.0 0.0 0.0 93.3 88.5 93.3 88.5: 6.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 18 31 13 29 13 58 50:
Old : 85: 18 31 13 29 13 58 50:
Other: 3: 0 0 0 2 1 2 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 : 22.2 37.3 36.7 53.6 20.3 32.9 32.6 47.0
Old : 22.1 36.9 36.2 53.3 19.7 32.5 32.2 46.6
Other: 93.3 88.5 93.3 88.5 93.3 88.5 93.3 88.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,552: 82,026 40,701 100,706 122,329 168,144 305,061 309,552: 13,491 9,000
Old : 260,171: 81,168 47,736 78,080 89,988 125,673 249,236 251,489: 10,936 8,682
Other: 58,380: 14,378 6,485 9,106 32,341 42,471 55,826 58,063: 2,555 318
: : :
: : Changes in Commitments from: December 24, 2019 :
: -7,053: -4,861 -2,732 -3,601 879 -494 -7,583 -6,827: 531 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 12.8 31.6 38.4 52.8 95.8 97.2: 4.2 2.8
Old : 100.0: 31.2 18.3 30.0 34.6 48.3 95.8 96.7: 4.2 3.3
Other: 100.0: 24.6 11.1 15.6 55.4 72.7 95.6 99.5: 4.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 94 56 96 56 48 205 158:
Old : 226: 91 65 84 56 46 194 153:
Other: 87: 29 17 16 32 23 69 48:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 26.7 23.0 38.7 12.3 17.9 18.2 26.5
Old : 12.9 24.0 21.3 34.9 10.9 16.3 17.3 24.6
Other: 41.6 49.5 53.2 68.0 34.7 44.4 43.5 56.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,167,028: 217,164 167,162 289,200 561,884 653,117 1,068,248 1,109,479: 98,780 57,549
Old : 1,167,028: 217,164 167,162 289,200 561,884 653,117 1,068,248 1,109,479: 98,780 57,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -3,936: -5,868 1,025 -1,400 -469 -1,397 -7,737 -1,772: 3,801 -2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.3 24.8 48.1 56.0 91.5 95.1: 8.5 4.9
Old : 100.0: 18.6 14.3 24.8 48.1 56.0 91.5 95.1: 8.5 4.9
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 : 273: 93 66 102 97 93 242 213:
Old : 273: 93 66 102 97 93 242 213:
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 : 13.6 20.5 21.6 32.5 9.4 14.9 14.8 23.6
Old : 13.6 20.5 21.6 32.5 9.4 14.9 14.8 23.6
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 358,238: 66,925 20,065 121,484 158,562 208,072 346,971 349,622: 11,267 8,617
Old : 306,165: 65,362 29,301 103,247 127,446 165,703 296,055 298,251: 10,110 7,914
Other: 52,074: 12,264 1,465 7,537 31,115 42,369 50,917 51,371: 1,157 703
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,838: -101 -155 1,054 2,116 2,180 3,069 3,079: -231 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.6 33.9 44.3 58.1 96.9 97.6: 3.1 2.4
Old : 100.0: 21.3 9.6 33.7 41.6 54.1 96.7 97.4: 3.3 2.6
Other: 100.0: 23.6 2.8 14.5 59.8 81.4 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 155 103 165 136 133 377 333:
Old : 434: 153 111 157 134 131 369 328:
Other: 175: 48 15 24 82 72 138 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.3 23.1 31.8 6.7 10.1 11.9 17.1
Old : 11.8 21.6 20.4 32.3 7.6 12.9 13.5 19.7
Other: 38.3 32.4 50.5 46.9 26.0 27.6 32.9 37.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,023: 24,946 12,891 2,388 5,981 18,437 33,315 33,717: 2,708 2,306
Old : 36,023: 24,946 12,891 2,388 5,981 18,437 33,315 33,717: 2,708 2,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,969: 908 2,083 276 1,443 18 2,627 2,378: 342 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 35.8 6.6 16.6 51.2 92.5 93.6: 7.5 6.4
Old : 100.0: 69.2 35.8 6.6 16.6 51.2 92.5 93.6: 7.5 6.4
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 : 86: 41 36 14 4 7 46 56:
Old : 86: 41 36 14 4 7 46 56:
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 : 39.8 65.0 61.9 73.3 39.8 65.0 58.3 72.7
Old : 39.8 65.0 61.9 73.3 39.8 65.0 58.3 72.7
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 177,366: 6,577 58,074 17,484 152,279 99,777 176,341 175,336: 1,025 2,030
Old : 148,511: 7,066 58,172 13,519 126,919 75,449 147,503 147,139: 1,008 1,372
Other: 28,855: 2,953 3,344 524 25,361 24,329 28,838 28,197: 17 658
: : :
: : Changes in Commitments from: December 24, 2019 :
: -2,114: -1,429 -4,824 1,638 -2,338 890 -2,128 -2,296: 14 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 32.7 9.9 85.9 56.3 99.4 98.9: 0.6 1.1
Old : 100.0: 4.8 39.2 9.1 85.5 50.8 99.3 99.1: 0.7 0.9
Other: 100.0: 10.2 11.6 1.8 87.9 84.3 99.9 97.7: 0.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 38 90 29 45 60 105 162:
Old : 183: 38 74 29 41 51 100 135:
Other: 78: 7 35 5 16 26 27 62:
:----------------------------------------------------------------------------------------------------
: 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 : 56.7 29.0 77.1 42.2 52.7 26.3 66.2 37.5
Old : 55.6 26.0 76.6 41.7 51.8 23.0 67.7 35.8
Other: 80.1 65.2 93.7 78.8 79.8 63.2 91.8 74.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,554: 65,856 22,020 1,574 317,487 366,146 384,917 389,740: 9,637 4,814
Old : 394,554: 65,856 22,020 1,574 317,487 366,146 384,917 389,740: 9,637 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 11,253: 1,358 1,408 -2,766 11,721 13,328 10,313 11,970: 940 -717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.6 0.4 80.5 92.8 97.6 98.8: 2.4 1.2
Old : 100.0: 16.7 5.6 0.4 80.5 92.8 97.6 98.8: 2.4 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 : 183: 40 16 10 90 70 133 93:
Old : 183: 40 16 10 90 70 133 93:
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 : 28.4 47.3 39.5 66.1 27.4 47.3 37.9 66.0
Old : 28.4 47.3 39.5 66.1 27.4 47.3 37.9 66.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,466,368: 290,452 50,003 10,906 1,128,238 1,390,986 1,429,596 1,451,895: 36,772 14,473
Old : 1,466,368: 290,452 50,003 10,906 1,128,238 1,390,986 1,429,596 1,451,895: 36,772 14,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 11,350: -184 -8,182 -1,916 8,350 17,722 6,250 7,624: 5,100 3,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.4 0.7 76.9 94.9 97.5 99.0: 2.5 1.0
Old : 100.0: 19.8 3.4 0.7 76.9 94.9 97.5 99.0: 2.5 1.0
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 : 444: 139 45 32 214 122 366 186:
Old : 444: 139 45 32 214 122 366 186:
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 : 21.8 52.0 29.8 68.9 21.4 51.8 28.2 68.6
Old : 21.8 52.0 29.8 68.9 21.4 51.8 28.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020