COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 24, 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 : 214,041: 54,614 34,348 46,607 97,374 124,069 198,595 205,024: 15,446 9,017
Old : 183,916: 54,246 35,930 42,489 73,206 97,340 169,941 175,759: 13,975 8,157
Other: 30,125: 4,290 2,340 196 24,168 26,729 28,654 29,265: 1,471 860
: : :
: : Changes in Commitments from: December 17, 2019 :
: 7,940: 4,677 -8,531 5,535 -3,461 13,192 6,751 10,196: 1,189 -2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.0 21.8 45.5 58.0 92.8 95.8: 7.2 4.2
Old : 100.0: 29.5 19.5 23.1 39.8 52.9 92.4 95.6: 7.6 4.4
Other: 100.0: 14.2 7.8 0.7 80.2 88.7 95.1 97.1: 4.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 102 85 85 59 67 209 200:
Old : 281: 101 86 80 53 65 198 196:
Other: 97: 25 14 7 34 32 64 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 : 16.7 21.9 24.6 31.2 14.0 14.4 20.4 23.7
Old : 15.7 23.2 23.4 32.5 15.3 22.4 22.8 30.7
Other: 54.6 50.3 68.7 73.8 51.6 49.8 65.1 73.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 24, 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 : 17,422: 3,775 8,388 447 8,848 6,764 13,070 15,599: 4,352 1,823
Old : 17,258: 3,775 8,388 447 8,694 6,620 12,916 15,455: 4,342 1,803
Other: 164: 0 0 0 154 144 154 144: 10 20
: : :
: : Changes in Commitments from: December 17, 2019 :
: -2,376: 205 -1,826 -921 -1,451 1,034 -2,167 -1,713: -209 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 48.1 2.6 50.8 38.8 75.0 89.5: 25.0 10.5
Old : 100.0: 21.9 48.6 2.6 50.4 38.4 74.8 89.6: 25.2 10.4
Other: 100.0: 0.0 0.0 0.0 93.9 87.8 93.9 87.8: 6.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 23 26 9 26 13 55 46:
Old : 84: 23 26 9 26 13 55 46:
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 : 24.1 38.5 37.1 55.9 24.1 38.5 37.1 54.3
Old : 23.5 38.0 36.6 55.6 23.5 38.0 36.5 54.0
Other: 93.9 87.8 93.9 87.8 93.9 87.8 93.9 87.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 24, 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 : 288,731: 88,886 47,080 79,921 107,570 152,823 276,377 279,824: 12,354 8,907
Old : 233,868: 87,842 53,540 58,960 77,125 112,671 223,927 225,171: 9,941 8,697
Other: 54,863: 13,954 6,450 8,051 30,445 40,152 52,450 54,653: 2,413 210
: : :
: : Changes in Commitments from: December 17, 2019 :
: -35,982: -20,100 -3,389 -17,847 2,584 -14,092 -35,363 -35,328: -619 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.3 27.7 37.3 52.9 95.7 96.9: 4.3 3.1
Old : 100.0: 37.6 22.9 25.2 33.0 48.2 95.7 96.3: 4.3 3.7
Other: 100.0: 25.4 11.8 14.7 55.5 73.2 95.6 99.6: 4.4 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 93 52 80 57 47 197 146:
Old : 220: 92 59 71 57 45 188 140:
Other: 87: 26 20 9 33 22 64 46:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 27.2 23.2 38.9 13.5 20.8 20.1 28.5
Old : 13.2 24.1 22.6 34.9 12.2 18.8 19.4 26.2
Other: 42.4 52.2 54.3 70.5 36.8 47.5 46.3 60.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 24, 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 : 995,824: 232,379 169,879 198,973 474,225 570,768 905,577 939,620: 90,247 56,204
Old : 995,824: 232,379 169,879 198,973 474,225 570,768 905,577 939,620: 90,247 56,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -7,754: -6,286 -16,696 -2,863 -160 7,565 -9,309 -11,994: 1,555 4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 17.1 20.0 47.6 57.3 90.9 94.4: 9.1 5.6
Old : 100.0: 23.3 17.1 20.0 47.6 57.3 90.9 94.4: 9.1 5.6
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 : 269: 89 62 92 89 83 227 197:
Old : 269: 89 62 92 89 83 227 197:
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 : 13.5 23.6 22.5 36.2 11.3 18.4 17.2 27.6
Old : 13.5 23.6 22.5 36.2 11.3 18.4 17.2 27.6
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 - Futures Only, December 24, 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 : 276,599: 71,377 24,380 66,665 127,762 177,726 265,804 268,771: 10,795 7,828
Old : 232,267: 69,807 32,300 53,185 99,680 139,711 222,672 225,196: 9,595 7,071
Other: 44,332: 11,434 1,944 3,616 28,082 38,015 43,132 43,575: 1,200 757
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,756: 1,560 -576 1,392 -397 1,924 2,555 2,740: 201 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.8 24.1 46.2 64.3 96.1 97.2: 3.9 2.8
Old : 100.0: 30.1 13.9 22.9 42.9 60.2 95.9 97.0: 4.1 3.0
Other: 100.0: 25.8 4.4 8.2 63.3 85.8 97.3 98.3: 2.7 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 139 88 121 130 121 338 284:
Old : 405: 139 97 109 124 119 322 279:
Other: 168: 43 15 13 80 68 126 94:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 21.7 22.1 34.6 8.9 14.2 15.6 23.2
Old : 11.9 23.7 21.4 34.9 10.2 17.2 18.1 26.1
Other: 37.9 34.9 51.4 49.9 27.9 32.3 35.9 42.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 24, 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 : 32,976: 24,038 10,807 2,040 4,536 18,418 30,614 31,265: 2,362 1,711
Old : 32,976: 24,038 10,807 2,040 4,536 18,418 30,614 31,265: 2,362 1,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 79: 990 -545 488 -958 121 520 64: -441 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 32.8 6.2 13.8 55.9 92.8 94.8: 7.2 5.2
Old : 100.0: 72.9 32.8 6.2 13.8 55.9 92.8 94.8: 7.2 5.2
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 : 90: 52 28 11 5 6 59 43:
Old : 90: 52 28 11 5 6 59 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 : 32.2 71.3 54.3 80.2 30.3 71.3 51.3 79.1
Old : 32.2 71.3 54.3 80.2 30.3 71.3 51.3 79.1
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 - Futures Only, December 24, 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 : 176,731: 8,813 62,871 14,202 152,859 97,882 175,874 174,955: 857 1,776
Old : 150,665: 9,157 63,443 11,005 129,654 75,024 149,816 149,472: 849 1,193
Other: 26,066: 2,632 2,404 221 23,205 22,858 26,058 25,483: 8 583
: : :
: : Changes in Commitments from: December 17, 2019 :
: -15,545: 772 -12,126 -72 -16,151 -3,400 -15,451 -15,598: -94 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 35.6 8.0 86.5 55.4 99.5 99.0: 0.5 1.0
Old : 100.0: 6.1 42.1 7.3 86.1 49.8 99.4 99.2: 0.6 0.8
Other: 100.0: 10.1 9.2 0.8 89.0 87.7 100.0 97.8: 0.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 38 97 28 41 54 101 161:
Old : 181: 37 80 28 38 44 97 133:
Other: 72: 8 30 4 10 27 20 60:
:----------------------------------------------------------------------------------------------------
: 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 : 57.9 28.1 77.6 41.0 54.1 25.0 67.2 37.0
Old : 57.6 25.1 76.7 40.2 53.1 21.7 68.3 35.6
Other: 83.3 67.5 96.9 80.8 82.9 65.9 93.7 76.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, December 24, 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 : 383,301: 64,498 20,612 4,340 305,766 352,818 374,604 377,770: 8,697 5,531
Old : 383,301: 64,498 20,612 4,340 305,766 352,818 374,604 377,770: 8,697 5,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -59,660: -2,748 -384 -1,110 -52,833 -54,660 -56,691 -56,154: -2,969 -3,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.4 1.1 79.8 92.0 97.7 98.6: 2.3 1.4
Old : 100.0: 16.8 5.4 1.1 79.8 92.0 97.7 98.6: 2.3 1.4
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 : 184: 39 20 10 87 71 130 97:
Old : 184: 39 20 10 87 71 130 97:
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 : 26.9 47.5 38.0 65.6 25.2 47.5 36.0 65.5
Old : 26.9 47.5 38.0 65.6 25.2 47.5 36.0 65.5
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, December 24, 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 : 1,455,018: 290,636 58,185 12,822 1,119,888 1,373,264 1,423,346 1,444,271: 31,672 10,747
Old : 1,455,018: 290,636 58,185 12,822 1,119,888 1,373,264 1,423,346 1,444,271: 31,672 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -201,974: 1,835 -10,728 -6,362 -142,235 -141,135 -146,762 -158,225: -55,212 -43,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.0 0.9 77.0 94.4 97.8 99.3: 2.2 0.7
Old : 100.0: 20.0 4.0 0.9 77.0 94.4 97.8 99.3: 2.2 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 : 442: 136 45 31 214 122 363 185:
Old : 442: 136 45 31 214 122 363 185:
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 52.5 29.6 68.6 21.1 52.3 27.9 68.4
Old : 21.8 52.5 29.6 68.6 21.1 52.3 27.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019