COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 271,053: 34,030 49,225 80,595 145,410 129,915 260,035 259,735: 11,018 11,318
Old : 181,816: 29,023 48,711 58,011 87,753 66,063 174,787 172,785: 7,029 9,031
Other: 89,237: 12,043 7,550 15,548 57,657 63,851 85,248 86,950: 3,989 2,287
: : :
: : Changes in Commitments from: March 24, 2020 :
: 8,195: 1,225 3,875 5,768 1,431 -1,081 8,425 8,563: -230 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.2 29.7 53.6 47.9 95.9 95.8: 4.1 4.2
Old : 100.0: 16.0 26.8 31.9 48.3 36.3 96.1 95.0: 3.9 5.0
Other: 100.0: 13.5 8.5 17.4 64.6 71.6 95.5 97.4: 4.5 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 86 110 101 77 71 229 223:
Old : 274: 77 112 83 62 64 192 209:
Other: 168: 55 37 33 61 47 132 102:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 20.9 31.0 30.4 12.3 11.6 17.8 17.2
Old : 23.0 14.9 33.3 24.1 16.9 8.6 21.9 13.8
Other: 19.7 42.9 32.3 57.1 19.7 37.0 30.7 49.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 16,626: 3,053 2,363 2,915 8,644 10,332 14,612 15,610: 2,015 1,017
Old : 16,037: 3,076 2,363 2,841 8,124 9,829 14,041 15,034: 1,996 1,003
Other: 589: 1 24 49 520 503 570 576: 19 13
: : :
: : Changes in Commitments from: March 24, 2020 :
: -1,388: 53 -3,063 446 -1,367 1,041 -868 -1,576: -520 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.2 17.5 52.0 62.1 87.9 93.9: 12.1 6.1
Old : 100.0: 19.2 14.7 17.7 50.7 61.3 87.6 93.7: 12.4 6.3
Other: 100.0: 0.2 4.1 8.3 88.3 85.4 96.8 97.8: 3.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 26 11 13 23 15 53 37:
Old : 66: 26 11 13 23 15 53 37:
Other: 10: 2 2 4 4 2 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 50.3 37.8 65.6 21.1 46.2 35.8 59.3
Old : 22.0 49.1 37.2 64.7 20.4 44.8 35.1 58.3
Other: 89.4 95.8 96.8 97.8 88.3 89.5 88.5 89.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 290,950: 41,426 42,614 88,812 149,204 152,665 279,442 284,090: 11,508 6,859
Old : 203,166: 41,736 41,945 62,920 89,402 92,293 194,058 197,158: 9,108 6,008
Other: 87,784: 16,461 17,441 9,120 59,802 60,371 85,384 86,932: 2,400 851
: : :
: : Changes in Commitments from: March 24, 2020 :
: -8,560: -6,507 4,092 -5,179 3,450 -6,342 -8,236 -7,429: -324 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.6 30.5 51.3 52.5 96.0 97.6: 4.0 2.4
Old : 100.0: 20.5 20.6 31.0 44.0 45.4 95.5 97.0: 4.5 3.0
Other: 100.0: 18.8 19.9 10.4 68.1 68.8 97.3 99.0: 2.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 75 53 87 63 48 184 154:
Old : 203: 77 51 76 61 47 172 146:
Other: 97: 20 24 20 46 25 81 57:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 31.0 35.5 44.2 13.8 15.7 18.6 22.5
Old : 25.2 30.0 35.5 42.1 7.6 14.1 12.5 20.7
Other: 44.7 47.2 57.3 63.3 38.7 40.2 48.7 53.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,272,170: 148,208 109,832 288,900 756,861 808,372 1,193,969 1,207,104: 78,201 65,067
Old : 1,272,170: 148,208 109,832 288,900 756,861 808,372 1,193,969 1,207,104: 78,201 65,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 16,728: -3,924 7,059 1,554 15,073 9,496 12,704 18,109: 4,024 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 8.6 22.7 59.5 63.5 93.9 94.9: 6.1 5.1
Old : 100.0: 11.7 8.6 22.7 59.5 63.5 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 : 252: 79 59 93 100 87 226 196:
Old : 252: 79 59 93 100 87 226 196:
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 : 15.7 23.9 25.4 35.2 7.7 13.9 12.7 19.0
Old : 15.7 23.9 25.4 35.2 7.7 13.9 12.7 19.0
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 31, 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 : 325,245: 36,886 12,826 107,147 172,241 198,230 316,274 318,203: 8,971 7,043
Old : 216,857: 33,305 24,665 69,162 107,665 117,394 210,132 211,221: 6,725 5,636
Other: 108,388: 20,845 5,425 20,721 64,576 80,836 106,142 106,982: 2,246 1,407
: : :
: : Changes in Commitments from: March 24, 2020 :
: -9,393: 1,627 -6,571 -4,785 -6,217 1,367 -9,375 -9,989: -18 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.9 32.9 53.0 60.9 97.2 97.8: 2.8 2.2
Old : 100.0: 15.4 11.4 31.9 49.6 54.1 96.9 97.4: 3.1 2.6
Other: 100.0: 19.2 5.0 19.1 59.6 74.6 97.9 98.7: 2.1 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 129 69 133 129 128 322 281:
Old : 357: 126 75 119 123 121 301 269:
Other: 214: 51 35 37 104 80 176 132:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 22.4 30.3 35.3 6.3 11.4 10.7 17.4
Old : 17.5 23.9 27.1 36.4 7.0 13.3 11.8 19.5
Other: 30.8 29.3 42.5 42.6 20.3 19.8 26.6 29.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 29,015: 22,953 8,888 694 2,083 17,760 25,730 27,342: 3,285 1,673
Old : 29,015: 22,953 8,888 694 2,083 17,760 25,730 27,342: 3,285 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 662: 497 -1,054 -73 29 2,127 453 1,000: 210 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 30.6 2.4 7.2 61.2 88.7 94.2: 11.3 5.8
Old : 100.0: 79.1 30.6 2.4 7.2 61.2 88.7 94.2: 11.3 5.8
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 : 70: 38 20 6 7 6 48 30:
Old : 70: 38 20 6 7 6 48 30:
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 : 60.0 70.9 71.0 82.9 58.7 68.9 69.2 80.9
Old : 60.0 70.9 71.0 82.9 58.7 68.9 69.2 80.9
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 31, 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 : 186,350: 4,261 49,865 22,859 158,314 111,673 185,433 184,396: 917 1,954
Old : 120,693: 4,968 50,672 11,312 103,688 57,734 119,968 119,718: 725 975
Other: 65,657: 5,354 5,253 5,486 54,625 53,939 65,465 64,678: 192 979
: : :
: : Changes in Commitments from: March 24, 2020 :
: -2,008: 2 -7,871 -717 -1,135 6,631 -1,849 -1,957: -159 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 26.8 12.3 85.0 59.9 99.5 99.0: 0.5 1.0
Old : 100.0: 4.1 42.0 9.4 85.9 47.8 99.4 99.2: 0.6 0.8
Other: 100.0: 8.2 8.0 8.4 83.2 82.2 99.7 98.5: 0.3 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 38 97 31 37 58 96 173:
Old : 170: 35 82 23 31 39 82 130:
Other: 109: 16 42 13 21 42 43 93:
:----------------------------------------------------------------------------------------------------
: 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 : 56.3 35.9 78.2 52.1 55.3 33.4 66.6 43.6
Old : 62.0 34.7 83.5 50.9 61.9 33.8 76.9 49.0
Other: 62.5 54.1 87.9 75.4 62.2 52.2 82.0 67.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 525,956: 46,822 37,843 535 468,982 483,965 516,339 522,343: 9,617 3,613
Old : 525,956: 46,822 37,843 535 468,982 483,965 516,339 522,343: 9,617 3,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 41,399: 20,273 7,902 -24 19,114 35,973 39,363 43,851: 2,036 -2,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.2 0.1 89.2 92.0 98.2 99.3: 1.8 0.7
Old : 100.0: 8.9 7.2 0.1 89.2 92.0 98.2 99.3: 1.8 0.7
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 : 173: 17 19 5 89 95 109 116:
Old : 173: 17 19 5 89 95 109 116:
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 : 30.3 43.8 46.6 55.0 29.8 43.8 45.2 55.0
Old : 30.3 43.8 46.6 55.0 29.8 43.8 45.2 55.0
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 31, 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 : 1,341,820: 206,601 112,998 9,598 1,090,238 1,159,759 1,306,437 1,282,355: 35,383 59,465
Old : 1,341,820: 206,601 112,998 9,598 1,090,238 1,159,759 1,306,437 1,282,355: 35,383 59,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -31,931: -8,476 3,115 -1,343 -24,448 -72,136 -34,267 -70,364: 2,336 38,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.4 0.7 81.3 86.4 97.4 95.6: 2.6 4.4
Old : 100.0: 15.4 8.4 0.7 81.3 86.4 97.4 95.6: 2.6 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 : 395: 83 46 26 195 154 286 218:
Old : 395: 83 46 26 195 154 286 218:
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 : 17.2 39.9 30.6 51.3 16.1 39.9 27.8 50.9
Old : 17.2 39.9 30.6 51.3 16.1 39.9 27.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020