COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 267,040: 36,144 47,234 72,248 147,382 135,329 255,773 254,810: 11,267 12,230
Old : 187,459: 30,803 48,510 51,485 97,330 77,608 179,617 177,602: 7,841 9,857
Other: 79,582: 13,709 7,092 12,395 50,052 57,722 76,156 77,209: 3,426 2,373
: : :
: : Changes in Commitments from: March 10, 2020 :
: 9,916: -6,443 4,049 1,136 15,937 4,590 10,631 9,774: -714 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.7 27.1 55.2 50.7 95.8 95.4: 4.2 4.6
Old : 100.0: 16.4 25.9 27.5 51.9 41.4 95.8 94.7: 4.2 5.3
Other: 100.0: 17.2 8.9 15.6 62.9 72.5 95.7 97.0: 4.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 82 104 101 75 74 217 227:
Old : 274: 84 101 87 64 70 192 217:
Other: 157: 45 38 31 61 45 119 101:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 22.3 33.0 31.3 12.8 11.2 18.4 17.5
Old : 27.2 17.6 36.2 26.6 16.2 8.3 21.6 12.9
Other: 22.4 40.4 35.0 58.4 22.3 35.6 33.5 51.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 18,546: 3,616 8,192 2,003 10,426 7,025 16,045 17,220: 2,501 1,325
Old : 18,012: 3,619 8,168 1,970 9,940 6,565 15,530 16,702: 2,482 1,309
Other: 534: 3 31 27 485 460 515 518: 18 16
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,254: -333 -1,446 -153 -306 859 -792 -740: -462 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 44.2 10.8 56.2 37.9 86.5 92.9: 13.5 7.1
Old : 100.0: 20.1 45.3 10.9 55.2 36.4 86.2 92.7: 13.8 7.3
Other: 100.0: 0.5 5.7 5.1 91.0 86.2 96.6 97.0: 3.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 27 25 11 25 13 58 45:
Old : 82: 28 24 11 25 13 58 45:
Other: 8: 1 2 3 3 2 6 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 : 25.4 42.7 39.0 58.3 24.7 40.5 38.2 54.9
Old : 25.1 41.4 37.9 57.5 24.4 39.2 37.2 53.9
Other: 94.7 96.1 96.6 97.0 91.5 91.9 91.5 91.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 320,821: 66,053 40,021 98,695 137,567 167,297 302,316 306,012: 18,505 14,808
Old : 232,658: 61,790 41,697 70,608 85,112 106,535 217,510 218,840: 15,147 13,818
Other: 88,163: 22,556 16,616 9,794 52,455 60,762 84,806 87,172: 3,358 991
: : :
: : Changes in Commitments from: March 10, 2020 :
: -26,954: -37,655 -7,838 -14,594 20,471 -9,047 -31,778 -31,479: 4,824 4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.5 30.8 42.9 52.1 94.2 95.4: 5.8 4.6
Old : 100.0: 26.6 17.9 30.3 36.6 45.8 93.5 94.1: 6.5 5.9
Other: 100.0: 25.6 18.8 11.1 59.5 68.9 96.2 98.9: 3.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 88 54 89 56 50 190 157:
Old : 207: 80 61 79 54 48 177 148:
Other: 103: 32 22 20 43 24 89 53:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 28.9 29.7 40.7 12.9 16.1 17.4 23.7
Old : 19.0 26.2 29.2 37.3 8.8 15.0 12.9 21.0
Other: 40.6 45.8 56.7 64.7 34.3 41.1 46.2 54.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 1,272,515: 164,882 103,777 299,887 729,955 804,138 1,194,725 1,207,802: 77,790 64,713
Old : 1,272,515: 164,882 103,777 299,887 729,955 804,138 1,194,725 1,207,802: 77,790 64,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -43,774: -66,684 -12,809 -10,415 40,211 -25,088 -36,888 -48,311: -6,886 4,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.2 23.6 57.4 63.2 93.9 94.9: 6.1 5.1
Old : 100.0: 13.0 8.2 23.6 57.4 63.2 93.9 94.9: 6.1 5.1
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 : 251: 86 50 91 101 89 229 193:
Old : 251: 86 50 91 101 89 229 193:
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 24.6 23.6 36.5 8.2 15.5 13.3 22.1
Old : 13.9 24.6 23.6 36.5 8.2 15.5 13.3 22.1
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 17, 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 : 335,706: 36,201 27,322 114,574 174,364 185,938 325,139 327,835: 10,567 7,871
Old : 234,973: 37,019 42,418 74,621 115,375 111,474 227,015 228,513: 7,958 6,461
Other: 100,732: 19,827 5,550 19,308 58,989 74,465 98,124 99,322: 2,609 1,410
: : :
: : Changes in Commitments from: March 10, 2020 :
: -15,732: -6,893 -3,142 -7,152 -587 -5,205 -14,632 -15,500: -1,100 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.1 34.1 51.9 55.4 96.9 97.7: 3.1 2.3
Old : 100.0: 15.8 18.1 31.8 49.1 47.4 96.6 97.3: 3.4 2.7
Other: 100.0: 19.7 5.5 19.2 58.6 73.9 97.4 98.6: 2.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 127 80 135 128 121 318 285:
Old : 362: 118 91 115 127 115 299 270:
Other: 211: 47 40 45 100 76 170 140:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 18.9 28.5 31.1 6.2 9.0 10.8 15.1
Old : 15.7 20.6 25.2 32.5 7.7 11.1 12.8 18.0
Other: 29.9 26.6 42.0 41.6 20.3 21.4 28.9 29.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 25,344: 19,539 12,398 850 1,871 10,890 22,260 24,138: 3,084 1,206
Old : 25,344: 19,539 12,398 850 1,871 10,890 22,260 24,138: 3,084 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -19,623: -6,063 -792 -2,211 -8,680 -14,538 -16,954 -17,541: -2,669 -2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 48.9 3.4 7.4 43.0 87.8 95.2: 12.2 4.8
Old : 100.0: 77.1 48.9 3.4 7.4 43.0 87.8 95.2: 12.2 4.8
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: 36 19 6 6 5 44 29:
Old : 65: 36 19 6 6 5 44 29:
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 : 55.0 64.1 68.5 79.4 53.4 62.0 66.5 77.2
Old : 55.0 64.1 68.5 79.4 53.4 62.0 66.5 77.2
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 17, 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 : 193,085: 8,646 69,402 21,190 162,335 101,044 192,171 191,637: 914 1,448
Old : 138,483: 9,919 68,161 10,953 116,821 58,419 137,693 137,533: 790 949
Other: 54,602: 5,207 7,720 3,758 45,514 42,625 54,479 54,103: 124 499
: : :
: : Changes in Commitments from: March 10, 2020 :
: 519: -794 -12,399 1,904 -361 11,153 748 657: -229 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 35.9 11.0 84.1 52.3 99.5 99.2: 0.5 0.8
Old : 100.0: 7.2 49.2 7.9 84.4 42.2 99.4 99.3: 0.6 0.7
Other: 100.0: 9.5 14.1 6.9 83.4 78.1 99.8 99.1: 0.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 37 104 31 43 51 104 165:
Old : 183: 38 90 21 35 35 85 135:
Other: 94: 14 34 12 20 38 40 80:
:----------------------------------------------------------------------------------------------------
: 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 : 60.7 34.6 78.2 49.5 60.4 30.2 67.9 42.4
Old : 65.5 29.2 81.0 47.4 65.5 28.2 77.0 44.2
Other: 68.2 62.7 89.6 79.8 67.9 60.7 86.8 73.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 580,094: 25,442 19,544 3,148 530,486 545,642 559,076 568,334: 21,018 11,760
Old : 580,094: 25,442 19,544 3,148 530,486 545,642 559,076 568,334: 21,018 11,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 173,801: -6,197 1,650 2,504 166,832 166,125 163,139 170,279: 10,662 3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 3.4 0.5 91.4 94.1 96.4 98.0: 3.6 2.0
Old : 100.0: 4.4 3.4 0.5 91.4 94.1 96.4 98.0: 3.6 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 : 183: 23 18 6 104 94 132 113:
Old : 183: 23 18 6 104 94 132 113:
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 : 33.7 46.6 46.9 62.2 25.5 35.2 36.6 46.6
Old : 33.7 46.6 46.9 62.2 25.5 35.2 36.6 46.6
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, March 17, 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 : 1,804,441: 217,127 111,834 23,699 1,389,910 1,584,269 1,630,736 1,719,802: 173,705 84,639
Old : 1,804,441: 217,127 111,834 23,699 1,389,910 1,584,269 1,630,736 1,719,802: 173,705 84,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 241,308: -32,355 15,245 15,037 125,499 148,598 108,181 178,880: 133,127 62,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.2 1.3 77.0 87.8 90.4 95.3: 9.6 4.7
Old : 100.0: 12.0 6.2 1.3 77.0 87.8 90.4 95.3: 9.6 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 : 418: 83 53 28 231 167 326 237:
Old : 418: 83 53 28 231 167 326 237:
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 : 19.9 37.1 31.0 51.6 15.7 36.7 23.9 49.8
Old : 19.9 37.1 31.0 51.6 15.7 36.7 23.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020