COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 303,509: 63,535 25,139 95,446 127,603 173,304 286,584 293,889: 16,926 9,620
Old : 261,160: 61,582 29,714 85,292 99,181 137,954 246,054 252,959: 15,105 8,200
Other: 42,350: 8,160 1,633 3,947 28,422 35,349 40,529 40,930: 1,820 1,420
: : :
: : Changes in Commitments from: January 14, 2020 :
: 3,952: -33 2,535 2,397 3,674 -273 6,038 4,659: -2,086 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.3 31.4 42.0 57.1 94.4 96.8: 5.6 3.2
Old : 100.0: 23.6 11.4 32.7 38.0 52.8 94.2 96.9: 5.8 3.1
Other: 100.0: 19.3 3.9 9.3 67.1 83.5 95.7 96.6: 4.3 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 139 79 114 70 73 259 224:
Old : 308: 136 79 109 65 72 248 220:
Other: 117: 36 19 24 48 42 95 75:
:----------------------------------------------------------------------------------------------------
: 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 25.1 24.8 34.5 11.2 15.5 16.0 22.4
Old : 15.8 28.0 22.7 36.9 12.3 21.2 17.7 27.7
Other: 43.3 45.4 59.4 65.0 40.7 44.8 53.3 63.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 23,758: 3,026 9,750 3,423 11,563 7,561 18,012 20,734: 5,746 3,024
Old : 23,566: 3,026 9,749 3,423 11,381 7,400 17,830 20,573: 5,735 2,993
Other: 193: 0 0 0 182 161 182 161: 11 31
: : :
: : Changes in Commitments from: January 14, 2020 :
: 458: 100 113 13 178 237 291 363: 167 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 41.0 14.4 48.7 31.8 75.8 87.3: 24.2 12.7
Old : 100.0: 12.8 41.4 14.5 48.3 31.4 75.7 87.3: 24.3 12.7
Other: 100.0: 0.0 0.2 0.0 94.5 83.6 94.5 83.8: 5.5 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 23 35 17 29 13 61 60:
Old : 94: 23 35 17 29 13 61 60:
Other: 6: 0 1 0 3 2 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 32.8 33.9 47.6 18.4 28.3 28.3 41.4
Old : 20.5 32.4 33.5 47.3 17.9 27.8 27.8 41.1
Other: 94.5 83.8 94.5 83.8 94.5 83.8 94.5 83.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 382,712: 106,868 44,182 132,780 126,401 194,194 366,049 371,156: 16,663 11,556
Old : 315,512: 102,619 49,121 111,053 89,749 144,389 303,421 304,563: 12,091 10,949
Other: 67,200: 17,738 8,551 8,238 36,652 49,805 62,628 66,593: 4,572 607
: : :
: : Changes in Commitments from: January 14, 2020 :
: 48,047: 18,904 3,847 20,888 6,725 22,234 46,516 46,969: 1,531 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 11.5 34.7 33.0 50.7 95.6 97.0: 4.4 3.0
Old : 100.0: 32.5 15.6 35.2 28.4 45.8 96.2 96.5: 3.8 3.5
Other: 100.0: 26.4 12.7 12.3 54.5 74.1 93.2 99.1: 6.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 124 56 108 59 59 234 186:
Old : 263: 117 71 97 58 58 223 182:
Other: 102: 42 16 20 38 23 89 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 : 16.2 27.7 26.4 38.7 11.8 16.9 17.1 24.3
Old : 15.4 24.8 26.1 36.6 10.9 15.4 16.5 21.7
Other: 43.4 50.0 53.9 69.2 35.3 45.8 43.2 59.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 1,356,234: 278,200 120,476 352,443 626,548 824,865 1,257,191 1,297,784: 99,043 58,450
Old : 1,356,234: 278,200 120,476 352,443 626,548 824,865 1,257,191 1,297,784: 99,043 58,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 32,174: 29,296 -17,584 2,317 -292 41,963 31,321 26,695: 853 5,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 8.9 26.0 46.2 60.8 92.7 95.7: 7.3 4.3
Old : 100.0: 20.5 8.9 26.0 46.2 60.8 92.7 95.7: 7.3 4.3
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 : 290: 122 48 115 102 89 272 212:
Old : 290: 122 48 115 102 89 272 212:
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 : 13.9 21.8 23.4 34.6 8.8 15.7 13.4 24.7
Old : 13.9 21.8 23.4 34.6 8.8 15.7 13.4 24.7
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 with Delta-adjusted Options and Futures Combined, January 21, 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 : 354,775: 58,514 21,650 118,336 164,435 207,488 341,286 347,475: 13,489 7,300
Old : 296,342: 58,603 32,467 94,682 130,815 162,643 284,100 289,792: 12,242 6,550
Other: 58,432: 13,962 3,234 9,603 33,620 44,845 57,186 57,682: 1,247 750
: : :
: : Changes in Commitments from: January 14, 2020 :
: -6,990: -2,611 136 -4,357 22 -2,611 -6,946 -6,833: -44 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.1 33.4 46.3 58.5 96.2 97.9: 3.8 2.1
Old : 100.0: 19.8 11.0 32.0 44.1 54.9 95.9 97.8: 4.1 2.2
Other: 100.0: 23.9 5.5 16.4 57.5 76.7 97.9 98.7: 2.1 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 161 90 163 144 133 380 328:
Old : 430: 164 94 155 144 132 373 325:
Other: 186: 38 33 30 87 74 144 119:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.5 24.0 30.8 6.4 9.4 11.1 15.7
Old : 13.1 20.6 21.5 30.8 7.6 12.0 12.9 17.8
Other: 34.6 31.1 48.9 46.1 26.9 26.0 33.8 35.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 35,887: 25,334 12,394 2,980 4,578 18,572 32,892 33,946: 2,995 1,941
Old : 35,887: 25,334 12,394 2,980 4,578 18,572 32,892 33,946: 2,995 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -308: -256 67 85 -260 57 -431 209: 122 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 34.5 8.3 12.8 51.8 91.7 94.6: 8.3 5.4
Old : 100.0: 70.6 34.5 8.3 12.8 51.8 91.7 94.6: 8.3 5.4
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 : 93: 50 31 10 6 9 59 47:
Old : 93: 50 31 10 6 9 59 47:
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 : 44.0 67.7 62.4 79.8 42.7 65.6 61.0 75.4
Old : 44.0 67.7 62.4 79.8 42.7 65.6 61.0 75.4
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, January 21, 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 : 192,403: 13,324 39,504 22,732 155,464 127,838 191,520 190,074: 883 2,329
Old : 152,686: 13,784 41,226 17,170 120,885 92,802 151,839 151,198: 847 1,488
Other: 39,717: 4,212 2,950 890 34,579 35,036 39,681 38,876: 36 841
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,748: 3,061 -1,324 981 -2,169 2,147 1,873 1,805: -125 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 20.5 11.8 80.8 66.4 99.5 98.8: 0.5 1.2
Old : 100.0: 9.0 27.0 11.2 79.2 60.8 99.4 99.0: 0.6 1.0
Other: 100.0: 10.6 7.4 2.2 87.1 88.2 99.9 97.9: 0.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 49 89 35 45 69 124 169:
Old : 199: 49 72 33 40 60 116 140:
Other: 91: 12 39 9 15 30 31 76:
:----------------------------------------------------------------------------------------------------
: 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 : 52.7 35.3 73.6 50.2 41.4 31.4 54.9 41.5
Old : 52.3 29.3 72.2 47.8 46.1 28.5 56.1 40.2
Other: 74.8 66.0 95.4 81.7 74.5 63.1 92.9 78.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 368,363: 55,778 10,836 1,026 301,899 350,443 358,703 362,305: 9,660 6,058
Old : 368,363: 55,778 10,836 1,026 301,899 350,443 358,703 362,305: 9,660 6,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -1,466: 2,650 370 -618 -3,505 -2,143 -1,473 -2,391: 7 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 2.9 0.3 82.0 95.1 97.4 98.4: 2.6 1.6
Old : 100.0: 15.1 2.9 0.3 82.0 95.1 97.4 98.4: 2.6 1.6
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 : 180: 43 12 7 89 73 133 91:
Old : 180: 43 12 7 89 73 133 91:
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 : 26.6 50.1 37.8 69.7 25.7 50.1 35.9 69.6
Old : 26.6 50.1 37.8 69.7 25.7 50.1 35.9 69.6
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 with Delta-adjusted Options and Futures Combined, January 21, 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 : 1,545,708: 288,043 52,365 11,249 1,203,206 1,465,501 1,502,498 1,529,115: 43,210 16,593
Old : 1,545,708: 288,043 52,365 11,249 1,203,206 1,465,501 1,502,498 1,529,115: 43,210 16,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 26,458: -3,008 1,312 871 26,138 24,087 24,001 26,270: 2,457 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.4 0.7 77.8 94.8 97.2 98.9: 2.8 1.1
Old : 100.0: 18.6 3.4 0.7 77.8 94.8 97.2 98.9: 2.8 1.1
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 : 443: 134 48 29 213 125 359 190:
Old : 443: 134 48 29 213 125 359 190:
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 : 22.4 55.8 30.8 73.0 22.2 55.6 29.6 72.6
Old : 22.4 55.8 30.8 73.0 22.2 55.6 29.6 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020