COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 242,834: 52,233 37,338 64,372 109,917 129,239 226,522 230,949: 16,311 11,885
Old : 210,530: 51,099 37,939 59,477 85,032 102,109 195,608 199,525: 14,922 11,005
Other: 32,304: 3,230 1,494 2,800 24,885 27,130 30,915 31,424: 1,389 880
: : :
: : Changes in Commitments from: December 10, 2019 :
: 13,178: 204 -10,282 10,193 1,280 13,648 11,677 13,559: 1,501 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.4 26.5 45.3 53.2 93.3 95.1: 6.7 4.9
Old : 100.0: 24.3 18.0 28.3 40.4 48.5 92.9 94.8: 7.1 5.2
Other: 100.0: 10.0 4.6 8.7 77.0 84.0 95.7 97.3: 4.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 113 96 105 69 73 238 230:
Old : 307: 109 99 100 67 71 230 225:
Other: 103: 31 12 21 38 34 78 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 : 15.1 19.2 22.7 28.0 12.5 11.9 18.3 19.5
Old : 14.4 20.7 21.5 28.9 13.6 18.7 20.2 25.8
Other: 49.8 43.4 64.1 66.4 46.4 42.6 59.2 65.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 25,464: 3,425 9,847 4,745 12,411 8,307 20,581 22,899: 4,883 2,566
Old : 25,300: 3,425 9,847 4,745 12,257 8,163 20,427 22,755: 4,873 2,546
Other: 164: 0 0 0 154 144 154 144: 10 20
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,352: 310 -251 1,029 -24 304 1,315 1,081: 37 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 38.7 18.6 48.7 32.6 80.8 89.9: 19.2 10.1
Old : 100.0: 13.5 38.9 18.8 48.4 32.3 80.7 89.9: 19.3 10.1
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 : 90: 23 30 14 31 17 61 57:
Old : 90: 23 30 14 31 17 61 57:
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 : 24.3 35.4 37.2 50.9 18.6 30.5 28.1 42.5
Old : 24.5 35.1 36.8 50.6 18.1 30.1 27.7 42.2
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 with Delta-adjusted Options and Futures Combined, December 17, 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 : 361,925: 108,003 44,809 122,155 118,310 184,884 348,468 351,848: 13,457 10,077
Old : 304,111: 107,198 53,670 99,104 86,954 141,507 293,256 294,281: 10,854 9,829
Other: 57,814: 15,513 5,846 8,343 31,355 43,378 55,212 57,567: 2,602 247
: : :
: : Changes in Commitments from: December 10, 2019 :
: -7,311: 686 2,449 -2,962 -4,004 -6,629 -6,280 -7,142: -1,031 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.4 33.8 32.7 51.1 96.3 97.2: 3.7 2.8
Old : 100.0: 35.2 17.6 32.6 28.6 46.5 96.4 96.8: 3.6 3.2
Other: 100.0: 26.8 10.1 14.4 54.2 75.0 95.5 99.6: 4.5 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 99 61 96 55 54 207 173:
Old : 238: 96 70 84 55 53 196 168:
Other: 85: 32 14 16 31 23 70 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 : 14.3 24.9 24.1 37.3 12.8 17.7 19.1 26.0
Old : 14.8 22.1 24.3 35.6 12.4 16.1 18.9 23.9
Other: 42.6 50.1 53.9 69.0 35.3 45.3 45.0 59.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 1,169,175: 229,550 182,182 289,917 556,834 642,268 1,076,301 1,114,366: 92,874 54,809
Old : 1,169,175: 229,550 182,182 289,917 556,834 642,268 1,076,301 1,114,366: 92,874 54,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -38,441: 7,129 -19,658 -10,070 -30,935 -5,919 -33,876 -35,647: -4,565 -2,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.6 24.8 47.6 54.9 92.1 95.3: 7.9 4.7
Old : 100.0: 19.6 15.6 24.8 47.6 54.9 92.1 95.3: 7.9 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 : 278: 102 63 108 97 91 249 216:
Old : 278: 102 63 108 97 91 249 216:
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 21.0 22.1 32.4 10.3 15.9 15.6 23.9
Old : 13.6 21.0 22.1 32.4 10.3 15.9 15.6 23.9
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 17, 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 : 353,833: 64,981 21,394 119,481 157,979 203,881 342,442 344,756: 11,391 9,076
Old : 303,447: 63,449 28,509 103,863 126,044 162,699 293,357 295,071: 10,091 8,376
Other: 50,385: 10,308 1,661 6,842 31,935 41,182 49,085 49,685: 1,301 700
: : :
: : Changes in Commitments from: December 10, 2019 :
: -10,638: 1,517 -4,459 -4,503 -7,331 -536 -10,317 -9,498: -321 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.0 33.8 44.6 57.6 96.8 97.4: 3.2 2.6
Old : 100.0: 20.9 9.4 34.2 41.5 53.6 96.7 97.2: 3.3 2.8
Other: 100.0: 20.5 3.3 13.6 63.4 81.7 97.4 98.6: 2.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 168 94 163 138 127 389 321:
Old : 436: 164 103 156 133 125 379 316:
Other: 172: 43 17 22 87 70 138 102:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 20.2 22.4 31.5 7.0 10.7 11.8 17.5
Old : 11.7 21.4 19.9 32.1 7.7 13.7 13.4 20.3
Other: 37.3 31.0 48.5 45.5 23.0 26.4 29.7 37.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 32,963: 23,048 11,354 1,613 5,495 18,298 30,156 31,265: 2,807 1,698
Old : 32,963: 23,048 11,354 1,613 5,495 18,298 30,156 31,265: 2,807 1,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -14,170: -7,703 2,861 -1,676 -3,064 -14,105 -12,444 -12,920: -1,726 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 34.4 4.9 16.7 55.5 91.5 94.8: 8.5 5.2
Old : 100.0: 69.9 34.4 4.9 16.7 55.5 91.5 94.8: 8.5 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 : 89: 51 29 12 6 5 60 43:
Old : 89: 51 29 12 6 5 60 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 : 34.1 71.2 53.7 80.3 32.1 71.2 51.6 80.3
Old : 34.1 71.2 53.7 80.3 32.1 71.2 51.6 80.3
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 with Delta-adjusted Options and Futures Combined, December 17, 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 : 197,998: 6,944 75,122 17,531 172,440 103,519 196,915 196,172: 1,083 1,826
Old : 175,081: 7,186 75,264 14,842 151,987 83,703 174,015 173,808: 1,066 1,273
Other: 22,917: 1,964 2,065 483 20,453 19,817 22,900 22,364: 18 553
: : :
: : Changes in Commitments from: December 10, 2019 :
: -1,127: 3,232 -12,578 -11,289 6,940 22,576 -1,116 -1,291: -11 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 37.9 8.9 87.1 52.3 99.5 99.1: 0.5 0.9
Old : 100.0: 4.1 43.0 8.5 86.8 47.8 99.4 99.3: 0.6 0.7
Other: 100.0: 8.6 9.0 2.1 89.2 86.5 99.9 97.6: 0.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 44 107 31 53 66 118 188:
Old : 219: 47 92 29 50 57 114 163:
Other: 69: 6 29 4 17 25 27 54:
:----------------------------------------------------------------------------------------------------
: 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 27.0 72.2 41.2 48.8 22.2 61.4 34.9
Old : 54.0 25.1 71.5 40.9 50.4 19.9 62.2 34.2
Other: 82.9 64.9 94.8 80.1 82.6 63.7 92.1 76.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 442,961: 67,246 20,996 5,450 358,599 407,478 431,295 433,924: 11,666 9,037
Old : 442,961: 67,246 20,996 5,450 358,599 407,478 431,295 433,924: 11,666 9,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 57,997: 48 5,574 569 55,945 50,598 56,562 56,741: 1,435 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.7 1.2 81.0 92.0 97.4 98.0: 2.6 2.0
Old : 100.0: 15.2 4.7 1.2 81.0 92.0 97.4 98.0: 2.6 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 : 179: 37 15 11 93 81 134 104:
Old : 179: 37 15 11 93 81 134 104:
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 : 25.1 45.1 37.7 66.6 20.5 40.3 31.1 54.8
Old : 25.1 45.1 37.7 66.6 20.5 40.3 31.1 54.8
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 17, 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 : 1,656,992: 288,801 68,913 19,184 1,262,123 1,514,399 1,570,108 1,602,496: 86,884 54,496
Old : 1,656,992: 288,801 68,913 19,184 1,262,123 1,514,399 1,570,108 1,602,496: 86,884 54,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 219,601: -29,518 7,027 4,250 189,296 170,070 164,028 181,347: 55,573 38,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.2 1.2 76.2 91.4 94.8 96.7: 5.2 3.3
Old : 100.0: 17.4 4.2 1.2 76.2 91.4 94.8 96.7: 5.2 3.3
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 : 447: 135 51 46 220 141 375 219:
Old : 447: 135 51 46 220 141 375 219:
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 : 20.1 48.0 29.2 64.0 18.9 44.0 24.9 56.7
Old : 20.1 48.0 29.2 64.0 18.9 44.0 24.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019