COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 258,575: 37,607 46,955 78,754 129,912 120,706 246,273 246,415: 12,302 12,160
Old : 172,855: 31,278 44,872 52,640 81,238 65,793 165,155 163,305: 7,700 9,550
Other: 85,720: 15,506 11,261 16,937 48,674 54,913 81,117 83,110: 4,603 2,610
: : :
: : Changes in Commitments from: March 31, 2020 :
: -12,478: 3,577 -2,269 -1,841 -15,498 -9,209 -13,762 -13,320: 1,284 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.2 30.5 50.2 46.7 95.2 95.3: 4.8 4.7
Old : 100.0: 18.1 26.0 30.5 47.0 38.1 95.5 94.5: 4.5 5.5
Other: 100.0: 18.1 13.1 19.8 56.8 64.1 94.6 97.0: 5.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 89 105 108 79 70 232 226:
Old : 271: 78 106 85 67 63 195 209:
Other: 178: 62 39 33 60 50 134 112:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 21.8 26.0 32.3 10.8 16.3 16.7 20.8
Old : 17.2 20.2 27.3 28.8 13.7 14.3 20.1 19.6
Other: 17.4 36.4 30.6 49.3 16.8 30.0 27.1 40.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 15,193: 2,392 1,693 2,383 8,593 10,060 13,368 14,136: 1,825 1,058
Old : 14,581: 2,434 1,692 2,289 8,050 9,557 12,772 13,537: 1,809 1,043
Other: 613: 0 43 53 543 503 596 599: 16 14
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,433: -660 -670 -531 -52 -272 -1,243 -1,474: -190 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.1 15.7 56.6 66.2 88.0 93.0: 12.0 7.0
Old : 100.0: 16.7 11.6 15.7 55.2 65.5 87.6 92.8: 12.4 7.2
Other: 100.0: 0.0 7.0 8.6 88.7 82.1 97.3 97.7: 2.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 20 15 9 22 15 47 34:
Old : 61: 20 15 9 22 15 47 34:
Other: 11: 0 5 5 4 2 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 54.1 39.4 70.3 22.2 48.7 37.9 62.1
Old : 22.4 53.0 38.8 69.5 21.5 47.3 37.1 61.3
Other: 88.7 95.4 97.2 97.7 88.7 88.7 88.7 89.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 246,257: 41,666 44,181 62,209 130,439 133,625 234,314 240,014: 11,943 6,243
Old : 158,454: 41,177 41,683 38,880 68,479 72,321 148,536 152,884: 9,918 5,570
Other: 87,803: 16,136 18,145 7,681 61,960 61,304 85,777 87,130: 2,025 673
: : :
: : Changes in Commitments from: March 31, 2020 :
: -44,693: 240 1,566 -26,603 -18,765 -19,040 -45,128 -44,077: 435 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.9 25.3 53.0 54.3 95.2 97.5: 4.8 2.5
Old : 100.0: 26.0 26.3 24.5 43.2 45.6 93.7 96.5: 6.3 3.5
Other: 100.0: 18.4 20.7 8.7 70.6 69.8 97.7 99.2: 2.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 87 45 81 61 47 184 148:
Old : 201: 84 46 71 58 44 170 138:
Other: 106: 25 28 21 46 26 84 64:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 31.3 34.5 44.7 15.9 18.0 22.2 26.1
Old : 21.8 29.9 32.9 41.2 10.3 17.4 15.8 25.2
Other: 44.4 47.6 57.0 64.1 38.1 39.8 48.4 53.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 1,284,480: 146,239 123,427 293,069 768,529 802,602 1,207,837 1,219,099: 76,643 65,381
Old : 1,284,480: 146,239 123,427 293,069 768,529 802,602 1,207,837 1,219,099: 76,643 65,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 12,310: -1,969 13,596 4,169 11,669 -5,770 13,868 11,995: -1,558 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.6 22.8 59.8 62.5 94.0 94.9: 6.0 5.1
Old : 100.0: 11.4 9.6 22.8 59.8 62.5 94.0 94.9: 6.0 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 : 259: 73 68 97 102 89 233 202:
Old : 259: 73 68 97 102 89 233 202:
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 : 16.1 22.7 26.0 34.8 6.9 13.2 11.8 18.2
Old : 16.1 22.7 26.0 34.8 6.9 13.2 11.8 18.2
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, April 07, 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 : 327,644: 34,671 11,576 108,683 174,864 200,298 318,218 320,556: 9,426 7,087
Old : 212,155: 30,631 25,276 66,239 108,404 115,043 205,274 206,557: 6,882 5,598
Other: 115,488: 22,600 4,861 23,883 66,460 85,255 112,944 113,999: 2,545 1,489
: : :
: : Changes in Commitments from: March 31, 2020 :
: 2,398: -2,216 -1,251 1,536 2,623 2,068 1,944 2,354: 455 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.5 33.2 53.4 61.1 97.1 97.8: 2.9 2.2
Old : 100.0: 14.4 11.9 31.2 51.1 54.2 96.8 97.4: 3.2 2.6
Other: 100.0: 19.6 4.2 20.7 57.5 73.8 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 132 61 131 133 130 325 277:
Old : 353: 120 74 117 128 123 307 262:
Other: 215: 53 31 39 103 83 177 134:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 22.4 31.2 35.5 6.3 10.9 10.7 16.8
Old : 18.9 23.6 28.7 36.8 7.2 13.6 11.6 19.9
Other: 28.8 29.8 41.7 43.1 19.8 21.2 26.5 31.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 28,737: 22,823 7,796 765 2,067 18,301 25,655 26,862: 3,082 1,875
Old : 28,737: 22,823 7,796 765 2,067 18,301 25,655 26,862: 3,082 1,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -278: -130 -1,092 71 -16 541 -75 -480: -203 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 27.1 2.7 7.2 63.7 89.3 93.5: 10.7 6.5
Old : 100.0: 79.4 27.1 2.7 7.2 63.7 89.3 93.5: 10.7 6.5
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 : 63: 31 21 7 6 6 41 31:
Old : 63: 31 21 7 6 6 41 31:
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 : 62.0 72.2 72.4 83.0 60.6 70.1 70.4 80.8
Old : 62.0 72.2 72.4 83.0 60.6 70.1 70.4 80.8
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, April 07, 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 : 185,492: 4,425 47,839 23,929 156,125 111,960 184,480 183,728: 1,012 1,764
Old : 119,669: 4,972 49,226 13,061 100,876 56,443 118,908 118,729: 761 940
Other: 65,822: 4,850 4,009 5,472 55,250 55,517 65,571 64,999: 251 824
: : :
: : Changes in Commitments from: March 31, 2020 :
: -859: 165 -2,025 1,071 -2,188 287 -953 -668: 95 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.8 12.9 84.2 60.4 99.5 99.0: 0.5 1.0
Old : 100.0: 4.2 41.1 10.9 84.3 47.2 99.4 99.2: 0.6 0.8
Other: 100.0: 7.4 6.1 8.3 83.9 84.3 99.6 98.7: 0.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 37 92 27 35 58 92 165:
Old : 169: 36 79 18 29 39 76 128:
Other: 100: 13 36 14 20 41 41 86:
:----------------------------------------------------------------------------------------------------
: 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 : 49.0 36.6 73.6 50.9 46.4 34.4 60.3 43.7
Old : 56.1 32.8 80.1 49.5 55.6 31.8 69.5 45.9
Other: 63.8 53.0 89.7 73.7 63.2 51.5 82.7 67.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 532,899: 49,135 26,527 312 477,779 500,746 527,226 527,585: 5,673 5,314
Old : 532,899: 49,135 26,527 312 477,779 500,746 527,226 527,585: 5,673 5,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 6,943: 2,313 -11,316 -223 8,797 16,781 10,887 5,242: -3,944 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.0 0.1 89.7 94.0 98.9 99.0: 1.1 1.0
Old : 100.0: 9.2 5.0 0.1 89.7 94.0 98.9 99.0: 1.1 1.0
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 : 177: 20 18 5 91 95 114 115:
Old : 177: 20 18 5 91 95 114 115:
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 : 28.6 47.7 45.9 59.7 28.1 47.7 44.3 59.7
Old : 28.6 47.7 45.9 59.7 28.1 47.7 44.3 59.7
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, April 07, 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 : 1,305,767: 203,988 117,018 6,017 1,075,587 1,158,795 1,285,592 1,281,830: 20,175 23,937
Old : 1,305,767: 203,988 117,018 6,017 1,075,587 1,158,795 1,285,592 1,281,830: 20,175 23,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -36,053: -2,613 4,020 -3,581 -14,651 -964 -20,845 -525: -15,208 -35,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.0 0.5 82.4 88.7 98.5 98.2: 1.5 1.8
Old : 100.0: 15.6 9.0 0.5 82.4 88.7 98.5 98.2: 1.5 1.8
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 : 402: 81 54 25 196 154 286 224:
Old : 402: 81 54 25 196 154 286 224:
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 : 17.7 37.2 31.2 50.0 16.7 37.2 28.7 49.9
Old : 17.7 37.2 31.2 50.0 16.7 37.2 28.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2020