COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 241,734: 48,952 37,346 64,090 117,929 129,364 230,971 230,800: 10,763 10,934
Old : 177,924: 42,150 39,850 49,609 77,908 79,851 169,667 169,310: 8,257 8,613
Other: 63,810: 12,913 3,607 8,370 40,021 49,513 61,304 61,490: 2,506 2,321
: : :
: : Changes in Commitments from: February 25, 2020 :
: 19,134: -10,702 6,346 11,444 20,547 1,560 21,288 19,350: -2,154 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.4 26.5 48.8 53.5 95.5 95.5: 4.5 4.5
Old : 100.0: 23.7 22.4 27.9 43.8 44.9 95.4 95.2: 4.6 4.8
Other: 100.0: 20.2 5.7 13.1 62.7 77.6 96.1 96.4: 3.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 112 91 101 72 68 234 216:
Old : 283: 98 101 85 65 63 210 204:
Other: 156: 49 37 32 56 44 123 95:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 22.6 25.6 32.4 13.6 15.0 20.0 22.8
Old : 17.4 22.2 27.0 30.5 13.4 13.1 19.6 18.4
Other: 26.3 36.0 40.5 60.0 26.0 33.0 40.2 54.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 19,681: 3,506 9,669 2,036 10,946 6,165 16,488 17,870: 3,193 1,811
Old : 19,135: 3,515 9,654 2,000 10,466 5,723 15,982 17,377: 3,153 1,758
Other: 546: 1 25 26 479 442 506 493: 40 53
: : :
: : Changes in Commitments from: February 25, 2020 :
: -181: 388 345 -122 -85 -281 181 -58: -361 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 49.1 10.3 55.6 31.3 83.8 90.8: 16.2 9.2
Old : 100.0: 18.4 50.5 10.5 54.7 29.9 83.5 90.8: 16.5 9.2
Other: 100.0: 0.2 4.6 4.8 87.7 80.9 92.6 90.3: 7.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 23 31 11 25 11 55 48:
Old : 83: 24 30 11 25 11 55 48:
Other: 8: 1 2 2 3 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 37.4 38.3 53.2 23.9 37.0 37.6 51.2
Old : 23.4 36.1 37.6 52.4 23.0 35.8 36.7 50.4
Other: 91.3 89.4 92.6 90.3 87.8 85.5 87.8 85.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 376,626: 123,778 52,073 124,124 113,832 186,771 361,734 362,967: 14,892 13,659
Old : 289,630: 114,932 58,566 92,804 72,025 125,806 279,760 277,175: 9,870 12,455
Other: 86,996: 27,921 12,581 12,246 41,807 60,965 81,974 85,792: 5,022 1,204
: : :
: : Changes in Commitments from: February 25, 2020 :
: -14,552: -10,827 -1,484 -4,339 76 -10,132 -15,090 -15,955: 538 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 13.8 33.0 30.2 49.6 96.0 96.4: 4.0 3.6
Old : 100.0: 39.7 20.2 32.0 24.9 43.4 96.6 95.7: 3.4 4.3
Other: 100.0: 32.1 14.5 14.1 48.1 70.1 94.2 98.6: 5.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 108 66 104 53 48 219 178:
Old : 249: 99 83 92 51 46 206 170:
Other: 115: 40 28 22 40 27 95 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 : 17.6 27.5 28.9 39.9 12.9 16.9 18.7 25.2
Old : 18.7 25.6 29.0 38.4 13.0 17.6 19.4 23.5
Other: 38.0 42.8 52.9 64.8 29.1 39.2 41.7 54.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 1,311,716: 298,109 116,486 304,016 617,470 833,433 1,219,595 1,253,936: 92,121 57,781
Old : 1,311,716: 298,109 116,486 304,016 617,470 833,433 1,219,595 1,253,936: 92,121 57,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -71,947: -36,605 10,136 -32,098 4,475 -55,244 -64,227 -77,206: -7,719 5,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.9 23.2 47.1 63.5 93.0 95.6: 7.0 4.4
Old : 100.0: 22.7 8.9 23.2 47.1 63.5 93.0 95.6: 7.0 4.4
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 : 269: 97 56 102 99 83 250 196:
Old : 269: 97 56 102 99 83 250 196:
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 : 10.9 23.2 19.9 35.4 8.5 17.9 14.4 25.4
Old : 10.9 23.2 19.9 35.4 8.5 17.9 14.4 25.4
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, March 03, 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 : 363,773: 48,927 38,582 122,963 179,165 193,444 351,055 354,989: 12,718 8,784
Old : 276,259: 49,442 51,253 89,404 127,600 128,312 266,446 268,969: 9,812 7,289
Other: 87,514: 17,238 5,081 15,807 51,564 65,132 84,609 86,020: 2,905 1,494
: : :
: : Changes in Commitments from: February 25, 2020 :
: 4,748: 0 -15,042 7,598 -2,882 10,273 4,716 2,829: 31 1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.6 33.8 49.3 53.2 96.5 97.6: 3.5 2.4
Old : 100.0: 17.9 18.6 32.4 46.2 46.4 96.4 97.4: 3.6 2.6
Other: 100.0: 19.7 5.8 18.1 58.9 74.4 96.7 98.3: 3.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 153 104 163 133 125 373 321:
Old : 419: 148 111 146 133 118 358 305:
Other: 212: 55 35 44 101 77 174 138:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 19.3 27.0 31.1 5.7 8.8 10.6 14.7
Old : 14.6 20.8 24.4 32.0 7.3 10.8 12.1 17.3
Other: 31.9 28.7 43.9 44.0 20.4 23.8 27.1 32.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 39,834: 31,868 9,421 1,322 3,680 27,553 36,870 38,296: 2,965 1,538
Old : 39,834: 31,868 9,421 1,322 3,680 27,553 36,870 38,296: 2,965 1,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -8,066: -7,894 -5,266 -147 514 -2,418 -7,526 -7,830: -540 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 23.7 3.3 9.2 69.2 92.6 96.1: 7.4 3.9
Old : 100.0: 80.0 23.7 3.3 9.2 69.2 92.6 96.1: 7.4 3.9
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 : 85: 53 24 14 5 5 62 39:
Old : 85: 53 24 14 5 5 62 39:
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 : 46.0 77.0 66.0 85.8 44.6 77.0 64.0 84.9
Old : 46.0 77.0 66.0 85.8 44.6 77.0 64.0 84.9
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, March 03, 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 : 182,851: 8,934 82,661 18,170 154,452 80,830 181,556 181,661: 1,295 1,191
Old : 137,298: 10,701 82,362 10,036 115,382 44,358 136,119 136,756: 1,179 542
Other: 45,553: 5,044 7,109 1,323 39,071 36,472 45,438 44,905: 116 649
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,227: 749 -2,575 2,047 -4,096 -381 -1,301 -910: 74 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 45.2 9.9 84.5 44.2 99.3 99.3: 0.7 0.7
Old : 100.0: 7.8 60.0 7.3 84.0 32.3 99.1 99.6: 0.9 0.4
Other: 100.0: 11.1 15.6 2.9 85.8 80.1 99.7 98.6: 0.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 47 104 32 46 52 117 169:
Old : 200: 51 90 24 42 38 108 138:
Other: 90: 12 33 10 17 35 33 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 : 56.7 32.0 76.9 46.2 55.6 26.6 64.2 38.6
Old : 57.0 28.6 77.1 45.7 56.6 28.1 68.9 42.6
Other: 79.0 62.1 92.9 77.9 78.8 61.6 91.4 74.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 388,064: 33,938 11,322 874 343,999 370,608 378,811 382,804: 9,253 5,260
Old : 388,064: 33,938 11,322 874 343,999 370,608 378,811 382,804: 9,253 5,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 10,216: -8,808 -1,123 -75 19,861 11,141 10,978 9,943: -762 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.9 0.2 88.6 95.5 97.6 98.6: 2.4 1.4
Old : 100.0: 8.7 2.9 0.2 88.6 95.5 97.6 98.6: 2.4 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 : 178: 29 15 6 89 86 121 104:
Old : 178: 29 15 6 89 86 121 104:
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 : 33.0 50.1 45.8 64.9 32.4 50.0 44.6 64.9
Old : 33.0 50.1 45.8 64.9 32.4 50.0 44.6 64.9
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, March 03, 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 : 1,535,141: 244,126 89,159 8,721 1,249,402 1,419,368 1,502,249 1,517,248: 32,892 17,893
Old : 1,535,141: 244,126 89,159 8,721 1,249,402 1,419,368 1,502,249 1,517,248: 32,892 17,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -991: -27,845 -12,207 -25 25,359 6,162 -2,511 -6,070: 1,520 5,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.8 0.6 81.4 92.5 97.9 98.8: 2.1 1.2
Old : 100.0: 15.9 5.8 0.6 81.4 92.5 97.9 98.8: 2.1 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 : 446: 109 52 26 226 145 350 208:
Old : 446: 109 52 26 226 145 350 208:
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 : 20.3 48.1 30.8 63.4 20.0 47.9 29.0 63.1
Old : 20.3 48.1 30.8 63.4 20.0 47.9 29.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020