COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 228,823: 41,208 45,954 59,511 115,633 111,994 216,352 217,458: 12,472 11,365
Old : 126,767: 32,627 45,322 23,787 64,123 49,808 120,537 118,917: 6,230 7,850
Other: 102,056: 24,578 16,629 19,727 51,510 62,185 95,815 98,541: 6,242 3,515
: : :
: : Changes in Commitments from: April 28, 2020 :
: 3,892: -3,545 -2,185 2,848 5,200 3,125 4,504 3,787: -612 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 20.1 26.0 50.5 48.9 94.5 95.0: 5.5 5.0
Old : 100.0: 25.7 35.8 18.8 50.6 39.3 95.1 93.8: 4.9 6.2
Other: 100.0: 24.1 16.3 19.3 50.5 60.9 93.9 96.6: 6.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 84 99 90 72 73 208 215:
Old : 251: 79 95 50 57 53 164 170:
Other: 194: 61 50 41 64 59 146 131:
:----------------------------------------------------------------------------------------------------
: 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 19.6 27.1 28.8 13.8 14.2 20.9 21.3
Old : 22.9 24.0 33.6 33.1 21.9 20.4 30.9 28.0
Other: 15.8 20.5 27.3 34.4 13.5 19.0 22.5 28.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 12,627: 2,025 1,635 1,702 7,084 8,711 10,811 12,049: 1,816 578
Old : 11,995: 2,065 1,635 1,598 6,542 8,207 10,205 11,440: 1,790 555
Other: 632: 4 45 60 542 504 606 608: 25 23
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,076: -4 -352 43 -1,366 -706 -1,328 -1,015: 251 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.0 13.5 56.1 69.0 85.6 95.4: 14.4 4.6
Old : 100.0: 17.2 13.6 13.3 54.5 68.4 85.1 95.4: 14.9 4.6
Other: 100.0: 0.7 7.1 9.4 85.9 79.8 96.0 96.3: 4.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 21 9 9 22 17 45 33:
Old : 58: 21 9 9 22 17 45 33:
Other: 12: 3 3 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 : 23.3 58.8 39.7 73.7 22.3 57.9 38.1 70.7
Old : 24.5 57.7 41.1 73.1 23.5 56.7 39.1 70.3
Other: 85.9 94.4 95.0 96.3 85.9 86.7 86.6 86.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 248,981: 45,820 45,995 60,136 130,669 135,213 236,625 241,344: 12,356 7,636
Old : 151,135: 44,231 42,469 32,452 64,810 69,810 141,493 144,731: 9,643 6,404
Other: 97,845: 19,686 21,622 9,588 65,859 65,403 95,132 96,613: 2,713 1,232
: : :
: : Changes in Commitments from: April 28, 2020 :
: 2,580: 3,746 299 -105 -2,209 958 1,433 1,152: 1,147 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.5 24.2 52.5 54.3 95.0 96.9: 5.0 3.1
Old : 100.0: 29.3 28.1 21.5 42.9 46.2 93.6 95.8: 6.4 4.2
Other: 100.0: 20.1 22.1 9.8 67.3 66.8 97.2 98.7: 2.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 90 48 79 62 48 186 152:
Old : 210: 93 47 62 56 43 169 134:
Other: 120: 32 32 26 49 29 98 72:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 30.7 36.1 42.8 15.8 17.0 21.4 24.6
Old : 25.7 26.8 36.5 38.5 10.1 17.0 16.1 26.0
Other: 41.4 45.4 53.8 61.3 35.5 34.4 45.0 49.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 1,128,325: 142,466 145,942 227,901 684,248 687,685 1,054,614 1,061,528: 73,712 66,797
Old : 1,128,325: 142,466 145,942 227,901 684,248 687,685 1,054,614 1,061,528: 73,712 66,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -31,955: -1,462 -22,545 -8,203 -27,400 7,026 -37,065 -23,722: 5,110 -8,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.9 20.2 60.6 60.9 93.5 94.1: 6.5 5.9
Old : 100.0: 12.6 12.9 20.2 60.6 60.9 93.5 94.1: 6.5 5.9
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 : 247: 64 64 79 103 86 215 187:
Old : 247: 64 64 79 103 86 215 187:
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 : 14.1 21.6 23.4 33.2 8.3 16.5 14.3 23.0
Old : 14.1 21.6 23.4 33.2 8.3 16.5 14.3 23.0
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, May 05, 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 : 305,125: 39,654 22,997 93,023 162,490 181,724 295,167 297,744: 9,958 7,382
Old : 170,508: 34,764 37,359 43,697 85,584 84,164 164,046 165,220: 6,462 5,287
Other: 134,618: 25,466 6,214 28,749 76,906 97,561 131,121 132,523: 3,496 2,094
: : :
: : Changes in Commitments from: April 28, 2020 :
: 12,739: 2,708 6,076 3,735 5,516 2,771 11,959 12,582: 780 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.5 30.5 53.3 59.6 96.7 97.6: 3.3 2.4
Old : 100.0: 20.4 21.9 25.6 50.2 49.4 96.2 96.9: 3.8 3.1
Other: 100.0: 18.9 4.6 21.4 57.1 72.5 97.4 98.4: 2.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 118 75 123 129 122 314 270:
Old : 352: 115 81 102 122 109 286 250:
Other: 235: 62 41 42 106 84 190 148:
:----------------------------------------------------------------------------------------------------
: 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 22.1 30.3 34.4 7.0 11.0 11.7 16.6
Old : 20.3 21.9 29.6 32.1 13.9 15.9 18.9 23.2
Other: 25.5 30.3 38.4 44.2 17.7 23.9 25.1 31.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 31,600: 24,726 8,292 948 2,391 20,908 28,065 30,148: 3,535 1,452
Old : 31,600: 24,726 8,292 948 2,391 20,908 28,065 30,148: 3,535 1,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,065: -1,557 -1,894 -33 -180 986 -1,769 -941: 704 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 26.2 3.0 7.6 66.2 88.8 95.4: 11.2 4.6
Old : 100.0: 78.2 26.2 3.0 7.6 66.2 88.8 95.4: 11.2 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 : 66: 35 18 6 8 6 47 27:
Old : 66: 35 18 6 8 6 47 27:
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 : 61.6 73.8 70.3 85.0 59.7 72.0 68.1 82.9
Old : 61.6 73.8 70.3 85.0 59.7 72.0 68.1 82.9
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, May 05, 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 : 182,860: 7,231 57,906 15,642 159,147 107,700 182,020 181,247: 840 1,612
Old : 93,622: 8,994 54,179 3,230 80,947 35,560 93,171 92,969: 451 653
Other: 89,238: 3,819 9,309 6,830 78,199 72,140 88,848 88,279: 389 959
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,909: 910 -2,511 338 -3,140 227 -1,892 -1,946: -18 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 31.7 8.6 87.0 58.9 99.5 99.1: 0.5 0.9
Old : 100.0: 9.6 57.9 3.4 86.5 38.0 99.5 99.3: 0.5 0.7
Other: 100.0: 4.3 10.4 7.7 87.6 80.8 99.6 98.9: 0.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 36 105 21 36 52 88 168:
Old : 164: 35 80 9 25 31 65 115:
Other: 112: 14 47 14 24 40 46 95:
:----------------------------------------------------------------------------------------------------
: 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 : 55.4 36.3 78.4 52.6 50.1 35.1 66.6 47.8
Old : 71.1 35.2 87.2 56.8 71.1 35.0 85.0 56.5
Other: 65.2 52.0 88.9 70.7 64.0 51.8 82.1 65.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 503,934: 47,607 26,037 297 449,188 472,880 497,092 499,214: 6,842 4,720
Old : 503,934: 47,607 26,037 297 449,188 472,880 497,092 499,214: 6,842 4,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 1,041: -1,040 -1,375 181 2,229 2,751 1,370 1,557: -329 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.2 0.1 89.1 93.8 98.6 99.1: 1.4 0.9
Old : 100.0: 9.4 5.2 0.1 89.1 93.8 98.6 99.1: 1.4 0.9
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 : 179: 18 16 5 98 92 120 109:
Old : 179: 18 16 5 98 92 120 109:
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 : 29.1 52.9 44.9 63.1 28.4 52.9 43.1 63.0
Old : 29.1 52.9 44.9 63.1 28.4 52.9 43.1 63.0
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, May 05, 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 : 1,209,149: 177,072 114,534 8,661 1,003,269 1,065,092 1,189,002 1,188,287: 20,147 20,862
Old : 1,209,149: 177,072 114,534 8,661 1,003,269 1,065,092 1,189,002 1,188,287: 20,147 20,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -14,323: -6,383 -22,175 474 -8,085 3,855 -13,994 -17,846: -329 3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.5 0.7 83.0 88.1 98.3 98.3: 1.7 1.7
Old : 100.0: 14.6 9.5 0.7 83.0 88.1 98.3 98.3: 1.7 1.7
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 : 407: 74 57 30 207 152 294 226:
Old : 407: 74 57 30 207 152 294 226:
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 : 17.4 34.2 28.9 47.2 15.7 34.2 25.7 46.4
Old : 17.4 34.2 28.9 47.2 15.7 34.2 25.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2020