COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 257,124: 42,586 43,185 71,112 131,445 130,740 245,143 245,037: 11,981 12,088
Old : 184,483: 37,094 46,418 51,600 86,998 76,712 175,692 174,730: 8,790 9,753
Other: 72,641: 16,039 7,314 8,965 44,447 54,028 69,451 70,307: 3,191 2,335
: : :
: : Changes in Commitments from: March 3, 2020 :
: 15,390: -6,365 5,838 7,022 13,515 1,376 14,172 14,237: 1,218 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.8 27.7 51.1 50.8 95.3 95.3: 4.7 4.7
Old : 100.0: 20.1 25.2 28.0 47.2 41.6 95.2 94.7: 4.8 5.3
Other: 100.0: 22.1 10.1 12.3 61.2 74.4 95.6 96.8: 4.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 98 98 107 74 70 228 228:
Old : 282: 89 104 88 64 66 199 216:
Other: 165: 49 43 32 59 45 126 102:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 22.2 29.1 31.2 13.0 13.1 19.0 19.9
Old : 22.1 19.4 31.5 28.1 13.8 10.2 20.4 16.5
Other: 24.3 37.2 37.3 58.7 24.3 33.3 37.0 53.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 19,800: 3,949 9,638 2,156 10,732 6,166 16,837 17,960: 2,963 1,839
Old : 19,263: 3,961 9,625 2,117 10,253 5,722 16,331 17,465: 2,933 1,798
Other: 536: 3 27 24 479 444 506 495: 30 41
: : :
: : Changes in Commitments from: March 3, 2020 :
: 119: 443 -31 120 -214 2 349 91: -230 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 48.7 10.9 54.2 31.1 85.0 90.7: 15.0 9.3
Old : 100.0: 20.6 50.0 11.0 53.2 29.7 84.8 90.7: 15.2 9.3
Other: 100.0: 0.5 5.0 4.6 89.3 82.8 94.4 92.4: 5.6 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 27 30 11 24 12 56 50:
Old : 86: 29 28 11 24 12 56 50:
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 : 24.2 37.2 39.8 53.3 24.0 36.9 38.9 51.4
Old : 24.6 35.9 39.0 52.5 24.3 35.6 38.1 50.5
Other: 93.1 91.4 94.4 92.4 89.8 87.8 89.8 87.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 347,775: 103,708 47,859 113,289 117,097 176,344 334,093 337,491: 13,681 10,283
Old : 260,405: 95,232 53,734 81,434 74,046 115,719 250,711 250,886: 9,694 9,519
Other: 87,369: 28,232 13,881 12,098 43,051 60,625 83,382 86,605: 3,988 765
: : :
: : Changes in Commitments from: March 3, 2020 :
: -28,852: -20,070 -4,214 -10,835 3,265 -10,427 -27,641 -25,476: -1,210 -3,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.8 32.6 33.7 50.7 96.1 97.0: 3.9 3.0
Old : 100.0: 36.6 20.6 31.3 28.4 44.4 96.3 96.3: 3.7 3.7
Other: 100.0: 32.3 15.9 13.8 49.3 69.4 95.4 99.1: 4.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 98 54 97 54 51 203 167:
Old : 224: 88 70 85 51 49 189 158:
Other: 112: 41 23 21 41 27 95 59:
:----------------------------------------------------------------------------------------------------
: 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 28.1 28.8 39.4 13.4 16.8 18.3 25.2
Old : 17.9 25.2 27.6 37.0 13.5 16.8 18.7 22.7
Other: 36.9 44.7 52.7 66.0 28.8 40.7 40.9 55.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 1,316,288: 231,566 116,585 310,302 689,744 829,225 1,231,612 1,256,113: 84,676 60,176
Old : 1,316,288: 231,566 116,585 310,302 689,744 829,225 1,231,612 1,256,113: 84,676 60,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 4,572: -66,543 99 6,286 72,274 -4,208 12,017 2,177: -7,445 2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.9 23.6 52.4 63.0 93.6 95.4: 6.4 4.6
Old : 100.0: 17.6 8.9 23.6 52.4 63.0 93.6 95.4: 6.4 4.6
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 : 261: 106 42 101 99 84 245 194:
Old : 261: 106 42 101 99 84 245 194:
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 : 12.8 24.5 22.5 36.4 8.7 17.3 13.9 24.4
Old : 12.8 24.5 22.5 36.4 8.7 17.3 13.9 24.4
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 10, 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 : 351,438: 43,093 30,464 121,727 174,951 191,144 339,771 343,334: 11,667 8,103
Old : 257,625: 44,117 44,714 84,167 120,227 121,675 248,511 250,556: 9,113 7,069
Other: 93,813: 18,878 5,652 17,658 54,724 69,469 91,260 92,779: 2,553 1,034
: : :
: : Changes in Commitments from: March 3, 2020 :
: -12,335: -5,834 -8,118 -1,236 -4,214 -2,301 -11,284 -11,655: -1,051 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.7 34.6 49.8 54.4 96.7 97.7: 3.3 2.3
Old : 100.0: 17.1 17.4 32.7 46.7 47.2 96.5 97.3: 3.5 2.7
Other: 100.0: 20.1 6.0 18.8 58.3 74.1 97.3 98.9: 2.7 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 131 97 155 132 123 345 310:
Old : 389: 124 106 137 131 117 327 296:
Other: 214: 53 38 43 102 76 175 138:
:----------------------------------------------------------------------------------------------------
: 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 18.8 27.5 31.0 5.8 9.1 10.8 14.8
Old : 15.0 20.6 24.6 32.5 7.5 11.3 12.7 17.7
Other: 31.0 28.1 42.1 42.1 21.5 23.2 29.9 31.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 44,967: 25,602 13,190 3,061 10,551 25,428 39,214 41,679: 5,752 3,287
Old : 44,967: 25,602 13,190 3,061 10,551 25,428 39,214 41,679: 5,752 3,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 5,132: -6,266 3,769 1,739 6,872 -2,125 2,344 3,383: 2,788 1,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 29.3 6.8 23.5 56.5 87.2 92.7: 12.8 7.3
Old : 100.0: 56.9 29.3 6.8 23.5 56.5 87.2 92.7: 12.8 7.3
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 : 65: 34 22 12 5 7 41 39:
Old : 65: 34 22 12 5 7 41 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 : 55.2 74.1 69.7 84.0 51.4 74.1 65.6 81.7
Old : 55.2 74.1 69.7 84.0 51.4 74.1 65.6 81.7
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 10, 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 : 192,566: 9,440 81,802 19,286 162,696 89,891 191,423 190,979: 1,143 1,586
Old : 144,536: 11,097 81,637 10,219 122,183 51,741 143,498 143,597: 1,038 940
Other: 48,030: 5,682 7,504 1,729 40,513 38,150 47,925 47,383: 105 647
: : :
: : Changes in Commitments from: March 3, 2020 :
: 9,714: 506 -859 1,117 8,243 9,061 9,867 9,319: -152 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 42.5 10.0 84.5 46.7 99.4 99.2: 0.6 0.8
Old : 100.0: 7.7 56.5 7.1 84.5 35.8 99.3 99.3: 0.7 0.7
Other: 100.0: 11.8 15.6 3.6 84.4 79.4 99.8 98.7: 0.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 40 104 33 45 49 110 167:
Old : 193: 44 93 21 37 34 95 135:
Other: 89: 11 33 11 20 34 36 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 : 58.6 32.8 76.5 46.6 58.0 28.3 65.1 40.1
Old : 61.1 29.5 79.4 46.1 61.1 27.4 72.3 42.6
Other: 73.8 62.1 91.4 76.6 73.4 61.3 90.1 72.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 406,293: 31,639 17,894 644 363,654 379,517 395,937 398,055: 10,356 8,238
Old : 406,293: 31,639 17,894 644 363,654 379,517 395,937 398,055: 10,356 8,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 18,229: -2,299 6,572 -230 19,655 8,909 17,126 15,251: 1,103 2,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.4 0.2 89.5 93.4 97.5 98.0: 2.5 2.0
Old : 100.0: 7.8 4.4 0.2 89.5 93.4 97.5 98.0: 2.5 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: 25 17 5 93 87 121 106:
Old : 179: 25 17 5 93 87 121 106:
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 : 31.9 48.4 46.8 62.1 31.4 48.4 45.8 62.0
Old : 31.9 48.4 46.8 62.1 31.4 48.4 45.8 62.0
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 10, 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 : 1,563,133: 249,482 96,589 8,662 1,264,411 1,435,671 1,522,555 1,540,922: 40,578 22,211
Old : 1,563,133: 249,482 96,589 8,662 1,264,411 1,435,671 1,522,555 1,540,922: 40,578 22,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 27,992: 5,356 7,430 -59 15,009 16,303 20,306 23,674: 7,686 4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.2 0.6 80.9 91.8 97.4 98.6: 2.6 1.4
Old : 100.0: 16.0 6.2 0.6 80.9 91.8 97.4 98.6: 2.6 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 : 441: 106 53 30 222 147 341 217:
Old : 441: 106 53 30 222 147 341 217:
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 : 19.5 46.3 29.4 61.1 19.1 45.9 27.2 60.7
Old : 19.5 46.3 29.4 61.1 19.1 45.9 27.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020