COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 17, 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 : 211,258: 45,828 49,696 33,706 122,026 116,571 201,560 199,973: 9,698 11,285
Old : 147,867: 36,289 52,063 24,214 80,415 62,398 140,918 138,675: 6,949 9,192
Other: 63,391: 18,050 6,144 981 41,611 54,173 60,642 61,298: 2,749 2,093
: : :
: : Changes in Commitments from: March 10, 2020 :
: 455: -3,735 4,109 -5,969 10,755 2,201 1,051 341: -596 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 23.5 16.0 57.8 55.2 95.4 94.7: 4.6 5.3
Old : 100.0: 24.5 35.2 16.4 54.4 42.2 95.3 93.8: 4.7 6.2
Other: 100.0: 28.5 9.7 1.5 65.6 85.5 95.7 96.7: 4.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 70 96 78 61 65 178 199:
Old : 250: 71 95 59 48 60 150 185:
Other: 144: 44 32 16 47 36 97 78:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 24.7 36.4 34.1 15.5 13.9 22.7 22.3
Old : 31.5 17.9 40.5 28.3 19.6 10.7 27.1 18.2
Other: 27.8 49.6 42.0 70.9 27.8 47.2 42.0 68.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 17, 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 : 16,180: 4,405 8,153 333 9,057 6,392 13,795 14,878: 2,385 1,302
Old : 15,704: 4,375 8,153 333 8,629 5,932 13,337 14,418: 2,367 1,286
Other: 476: 30 0 0 428 460 458 460: 18 16
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,478: -732 -1,461 -50 -238 548 -1,020 -963: -458 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 50.4 2.1 56.0 39.5 85.3 92.0: 14.7 8.0
Old : 100.0: 27.9 51.9 2.1 54.9 37.8 84.9 91.8: 15.1 8.2
Other: 100.0: 6.3 0.0 0.0 89.9 96.6 96.2 96.6: 3.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 29 20 6 22 10 54 36:
Old : 79: 29 20 6 22 10 54 36:
Other: 7: 3 0 0 2 2 5 2:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 46.2 41.6 63.9 29.0 45.7 41.6 61.6
Old : 27.9 44.7 40.9 62.9 27.9 44.2 40.9 60.6
Other: 95.6 96.6 96.2 96.6 95.6 96.6 96.2 96.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 17, 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 : 271,341: 70,794 39,993 63,564 119,299 153,276 253,657 256,833: 17,684 14,508
Old : 186,428: 67,638 42,340 36,248 68,210 94,293 172,096 172,881: 14,332 13,547
Other: 84,913: 22,563 17,060 7,909 51,089 58,983 81,561 83,952: 3,352 961
: : :
: : Changes in Commitments from: March 10, 2020 :
: -32,617: -35,220 -9,839 -18,799 16,881 -8,550 -37,138 -37,188: 4,521 4,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.7 23.4 44.0 56.5 93.5 94.7: 6.5 5.3
Old : 100.0: 36.3 22.7 19.4 36.6 50.6 92.3 92.7: 7.7 7.3
Other: 100.0: 26.6 20.1 9.3 60.2 69.5 96.1 98.9: 3.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 89 46 80 55 48 181 148:
Old : 201: 82 52 69 53 46 169 137:
Other: 102: 29 24 13 43 22 82 50:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 31.1 29.5 43.8 15.2 19.9 20.6 29.6
Old : 16.7 28.5 26.2 40.3 11.0 21.3 16.1 28.8
Other: 41.8 47.2 58.4 66.9 35.6 42.6 48.0 56.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 17, 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 : 1,048,963: 201,033 107,083 153,275 619,842 728,367 974,150 988,725: 74,813 60,238
Old : 1,048,963: 201,033 107,083 153,275 619,842 728,367 974,150 988,725: 74,813 60,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -78,785: -53,219 -9,684 -37,491 18,962 -35,944 -71,748 -83,119: -7,037 4,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 10.2 14.6 59.1 69.4 92.9 94.3: 7.1 5.7
Old : 100.0: 19.2 10.2 14.6 59.1 69.4 92.9 94.3: 7.1 5.7
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 : 244: 83 44 79 95 80 217 172:
Old : 244: 83 44 79 95 80 217 172:
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 : 15.7 27.9 25.0 41.2 9.4 17.9 15.2 25.7
Old : 15.7 27.9 25.0 41.2 9.4 17.9 15.2 25.7
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 - Futures Only, March 17, 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 : 256,258: 47,428 29,481 60,756 138,267 158,499 246,451 248,736: 9,807 7,522
Old : 174,501: 42,296 40,030 36,096 88,868 92,230 167,260 168,356: 7,241 6,145
Other: 81,757: 20,404 4,723 9,388 49,399 66,269 79,191 80,380: 2,566 1,377
: : :
: : Changes in Commitments from: March 10, 2020 :
: -12,548: -3,777 -4,128 -5,441 -2,182 -3,004 -11,400 -12,573: -1,148 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.5 23.7 54.0 61.9 96.2 97.1: 3.8 2.9
Old : 100.0: 24.2 22.9 20.7 50.9 52.9 95.9 96.5: 4.1 3.5
Other: 100.0: 25.0 5.8 11.5 60.4 81.1 96.9 98.3: 3.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 108 74 110 124 114 290 259:
Old : 343: 103 87 85 118 106 264 239:
Other: 203: 45 34 26 95 71 151 123:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 19.2 26.0 31.5 8.1 12.5 14.4 20.4
Old : 14.5 21.8 24.2 33.3 10.4 15.4 17.5 24.4
Other: 29.2 31.0 42.7 45.5 23.8 26.3 34.3 38.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 17, 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 : 25,322: 19,542 12,390 843 1,864 10,890 22,249 24,123: 3,073 1,199
Old : 25,322: 19,542 12,390 843 1,864 10,890 22,249 24,123: 3,073 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -19,629: -6,060 -800 -2,218 -8,678 -14,538 -16,956 -17,556: -2,673 -2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 48.9 3.3 7.4 43.0 87.9 95.3: 12.1 4.7
Old : 100.0: 77.2 48.9 3.3 7.4 43.0 87.9 95.3: 12.1 4.7
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 : 65: 37 18 6 6 5 44 29:
Old : 65: 37 18 6 6 5 44 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 : 55.1 64.2 68.6 79.4 53.4 62.1 66.5 77.3
Old : 55.1 64.2 68.6 79.4 53.4 62.1 66.5 77.3
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 - Futures Only, March 17, 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 : 182,174: 9,146 69,295 15,739 156,495 95,831 181,380 180,865: 794 1,309
Old : 132,044: 12,967 68,181 6,402 111,972 56,594 131,341 131,177: 703 867
Other: 50,130: 5,052 9,987 464 44,523 39,237 50,039 49,688: 91 442
: : :
: : Changes in Commitments from: March 10, 2020 :
: -2,819: -2,329 -12,247 1,047 -1,316 8,522 -2,598 -2,678: -221 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 38.0 8.6 85.9 52.6 99.6 99.3: 0.4 0.7
Old : 100.0: 9.8 51.6 4.8 84.8 42.9 99.5 99.3: 0.5 0.7
Other: 100.0: 10.1 19.9 0.9 88.8 78.3 99.8 99.1: 0.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 24 96 25 32 43 76 147:
Old : 159: 30 84 14 26 28 64 119:
Other: 77: 6 30 8 11 36 22 71:
:----------------------------------------------------------------------------------------------------
: 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 : 64.3 34.5 80.7 50.4 64.0 32.2 72.1 45.2
Old : 68.7 30.1 84.0 49.0 68.7 29.6 82.2 47.6
Other: 74.3 61.7 95.6 79.6 74.0 61.7 94.5 79.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, March 17, 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 : 580,094: 25,442 19,544 3,148 530,486 545,642 559,076 568,334: 21,018 11,760
Old : 580,094: 25,442 19,544 3,148 530,486 545,642 559,076 568,334: 21,018 11,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 173,801: -6,197 1,650 2,504 166,832 166,125 163,139 170,279: 10,662 3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.4 0.5 91.4 94.1 96.4 98.0: 3.6 2.0
Old : 100.0: 4.4 3.4 0.5 91.4 94.1 96.4 98.0: 3.6 2.0
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 : 183: 23 18 6 104 94 132 113:
Old : 183: 23 18 6 104 94 132 113:
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 : 33.7 46.6 46.9 62.2 25.5 35.2 36.6 46.6
Old : 33.7 46.6 46.9 62.2 25.5 35.2 36.6 46.6
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 - Futures Only, March 17, 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 : 1,804,441: 217,127 111,834 23,699 1,389,910 1,584,269 1,630,736 1,719,802: 173,705 84,639
Old : 1,804,441: 217,127 111,834 23,699 1,389,910 1,584,269 1,630,736 1,719,802: 173,705 84,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 241,308: -32,355 15,245 15,037 125,499 148,598 108,181 178,880: 133,127 62,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.2 1.3 77.0 87.8 90.4 95.3: 9.6 4.7
Old : 100.0: 12.0 6.2 1.3 77.0 87.8 90.4 95.3: 9.6 4.7
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 : 418: 83 53 28 231 167 326 237:
Old : 418: 83 53 28 231 167 326 237:
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 : 19.9 37.1 31.0 51.6 15.7 36.7 23.9 49.8
Old : 19.9 37.1 31.0 51.6 15.7 36.7 23.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020