COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 229,676: 47,240 54,538 58,929 111,362 105,575 217,530 219,042: 12,146 10,634
Old : 135,822: 40,310 51,829 24,115 64,820 52,177 129,245 128,122: 6,577 7,700
Other: 93,854: 23,531 19,309 18,212 46,541 53,398 88,285 90,920: 5,569 2,934
: : :
: : Changes in Commitments from: April 14, 2020 :
: -4,093: 3,274 2,426 -1,968 -5,082 -3,310 -3,776 -2,851: -316 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 23.7 25.7 48.5 46.0 94.7 95.4: 5.3 4.6
Old : 100.0: 29.7 38.2 17.8 47.7 38.4 95.2 94.3: 4.8 5.7
Other: 100.0: 25.1 20.6 19.4 49.6 56.9 94.1 96.9: 5.9 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 84 109 97 71 69 211 223:
Old : 261: 77 106 58 54 56 164 188:
Other: 194: 66 49 40 62 54 148 124:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 22.3 27.6 30.8 14.5 17.7 22.1 23.3
Old : 22.2 23.1 32.4 31.6 21.5 20.0 30.7 27.1
Other: 13.8 28.4 25.8 40.4 12.9 22.3 22.8 31.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 13,499: 1,939 1,809 1,502 8,643 9,322 12,084 12,633: 1,415 866
Old : 12,848: 2,002 1,808 1,375 8,082 8,818 11,460 12,002: 1,388 846
Other: 651: 3 67 60 561 504 624 631: 27 20
: : :
: : Changes in Commitments from: April 14, 2020 :
: -1,465: -53 306 -777 -418 -686 -1,247 -1,157: -218 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 13.4 11.1 64.0 69.1 89.5 93.6: 10.5 6.4
Old : 100.0: 15.6 14.1 10.7 62.9 68.6 89.2 93.4: 10.8 6.6
Other: 100.0: 0.5 10.3 9.2 86.2 77.4 95.8 96.9: 4.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 18 14 10 21 15 44 35:
Old : 60: 18 14 10 21 15 44 35:
Other: 12: 1 5 5 4 2 10 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 : 27.7 57.3 45.1 71.6 27.0 54.2 44.1 67.7
Old : 27.3 56.2 44.6 71.0 26.5 53.1 43.5 67.2
Other: 86.5 94.4 94.9 96.9 86.2 87.3 86.6 87.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 241,007: 40,085 42,990 60,353 129,795 131,468 230,233 234,811: 10,774 6,197
Old : 147,050: 40,573 41,486 33,731 64,009 66,639 138,312 141,856: 8,738 5,195
Other: 93,957: 17,640 19,631 8,495 65,786 64,829 91,921 92,955: 2,036 1,002
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,609: 1,288 -1,198 62 448 2,375 1,798 1,240: -190 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.8 25.0 53.9 54.5 95.5 97.4: 4.5 2.6
Old : 100.0: 27.6 28.2 22.9 43.5 45.3 94.1 96.5: 5.9 3.5
Other: 100.0: 18.8 20.9 9.0 70.0 69.0 97.8 98.9: 2.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 82 46 73 62 46 175 143:
Old : 198: 80 48 58 58 43 159 129:
Other: 110: 27 29 23 47 27 89 66:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 31.2 36.1 43.9 16.1 18.0 22.5 25.2
Old : 24.9 27.8 36.0 39.9 10.8 17.8 16.6 27.1
Other: 42.6 48.0 54.5 63.8 36.7 37.6 47.2 51.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 1,165,392: 143,431 153,242 232,513 718,154 703,268 1,094,098 1,089,023: 71,294 76,369
Old : 1,165,392: 143,431 153,242 232,513 718,154 703,268 1,094,098 1,089,023: 71,294 76,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -144,473: -4,932 12,511 -65,629 -67,269 -92,223 -137,830 -145,341: -6,643 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.1 20.0 61.6 60.3 93.9 93.4: 6.1 6.6
Old : 100.0: 12.3 13.1 20.0 61.6 60.3 93.9 93.4: 6.1 6.6
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 : 247: 59 70 77 99 82 212 183:
Old : 247: 59 70 77 99 82 212 183:
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 : 15.4 20.7 24.9 32.9 7.7 13.7 13.1 19.2
Old : 15.4 20.7 24.9 32.9 7.7 13.7 13.1 19.2
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 21, 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 : 283,318: 37,253 12,643 85,306 151,940 178,343 274,500 276,292: 8,818 7,026
Old : 160,690: 32,489 27,513 39,595 82,833 88,387 154,916 155,495: 5,773 5,195
Other: 122,628: 25,273 5,640 25,202 69,108 89,955 119,583 120,797: 3,045 1,831
: : :
: : Changes in Commitments from: April 14, 2020 :
: -8,442: 2,147 1,745 76 -9,267 -9,535 -7,044 -7,715: -1,398 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.5 30.1 53.6 62.9 96.9 97.5: 3.1 2.5
Old : 100.0: 20.2 17.1 24.6 51.5 55.0 96.4 96.8: 3.6 3.2
Other: 100.0: 20.6 4.6 20.6 56.4 73.4 97.5 98.5: 2.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 119 66 115 129 127 305 264:
Old : 339: 114 70 93 122 115 276 243:
Other: 223: 58 34 41 105 85 186 139:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 22.3 29.2 36.2 7.7 12.7 12.5 18.6
Old : 18.3 23.6 27.5 33.9 11.5 17.2 16.6 25.3
Other: 26.7 30.8 40.2 44.4 19.0 23.9 26.7 33.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 31,439: 24,860 9,235 767 2,341 19,885 27,967 29,886: 3,472 1,554
Old : 31,439: 24,860 9,235 767 2,341 19,885 27,967 29,886: 3,472 1,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,737: 992 730 -76 -12 1,421 904 2,074: 833 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 29.4 2.4 7.4 63.2 89.0 95.1: 11.0 4.9
Old : 100.0: 79.1 29.4 2.4 7.4 63.2 89.0 95.1: 11.0 4.9
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 : 72: 40 21 6 7 5 50 30:
Old : 72: 40 21 6 7 5 50 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 : 60.3 73.3 70.0 86.0 59.1 71.3 68.2 83.8
Old : 60.3 73.3 70.0 86.0 59.1 71.3 68.2 83.8
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 21, 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 : 193,964: 6,526 57,876 19,835 166,674 114,577 193,035 192,288: 929 1,676
Old : 113,587: 8,315 56,181 7,956 96,725 48,648 112,996 112,785: 591 802
Other: 80,377: 4,424 7,908 5,665 69,950 65,929 80,040 79,503: 337 874
: : :
: : Changes in Commitments from: April 14, 2020 :
: 7,097: 739 7,110 -2,051 8,476 2,269 7,163 7,328: -67 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 29.8 10.2 85.9 59.1 99.5 99.1: 0.5 0.9
Old : 100.0: 7.3 49.5 7.0 85.2 42.8 99.5 99.3: 0.5 0.7
Other: 100.0: 5.5 9.8 7.0 87.0 82.0 99.6 98.9: 0.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 38 104 27 39 57 97 173:
Old : 177: 37 85 16 32 42 79 134:
Other: 106: 15 40 16 22 40 45 91:
:----------------------------------------------------------------------------------------------------
: 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 : 53.9 32.8 77.1 48.5 46.6 30.4 62.0 41.5
Old : 64.0 29.3 82.8 46.0 61.0 28.7 73.0 44.3
Other: 61.9 53.1 89.4 71.7 61.3 53.1 83.6 66.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 510,421: 49,287 33,703 89 454,222 471,470 503,598 505,262: 6,823 5,159
Old : 510,421: 49,287 33,703 89 454,222 471,470 503,598 505,262: 6,823 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -11,835: -1,161 6,366 -35 -11,296 -17,927 -12,492 -11,596: 657 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.6 0.0 89.0 92.4 98.7 99.0: 1.3 1.0
Old : 100.0: 9.7 6.6 0.0 89.0 92.4 98.7 99.0: 1.3 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 15 3 92 95 114 111:
Old : 177: 20 15 3 92 95 114 111:
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 : 30.5 50.1 46.7 61.4 30.0 50.1 45.8 61.4
Old : 30.5 50.1 46.7 61.4 30.0 50.1 45.8 61.4
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 21, 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 : 1,234,433: 183,906 118,447 7,540 1,020,783 1,088,468 1,212,229 1,214,455: 22,204 19,978
Old : 1,234,433: 183,906 118,447 7,540 1,020,783 1,088,468 1,212,229 1,214,455: 22,204 19,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -67,438: -20,741 9,065 -368 -47,374 -75,111 -68,483 -66,414: 1,045 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.6 0.6 82.7 88.2 98.2 98.4: 1.8 1.6
Old : 100.0: 14.9 9.6 0.6 82.7 88.2 98.2 98.4: 1.8 1.6
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 : 412: 82 51 27 207 159 299 227:
Old : 412: 82 51 27 207 159 299 227:
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 : 18.6 35.7 30.5 47.8 16.8 35.6 27.4 47.7
Old : 18.6 35.7 30.5 47.8 16.8 35.6 27.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2020