COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 230,508: 42,428 42,044 59,628 115,065 117,640 217,121 219,312: 13,386 11,195
Old : 118,006: 30,855 40,402 23,878 56,652 46,643 111,385 110,923: 6,621 7,083
Other: 112,502: 26,938 17,006 20,386 58,413 70,997 105,737 108,389: 6,765 4,113
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,684: 1,221 -3,910 117 -568 5,647 769 1,854: 915 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.2 25.9 49.9 51.0 94.2 95.1: 5.8 4.9
Old : 100.0: 26.1 34.2 20.2 48.0 39.5 94.4 94.0: 5.6 6.0
Other: 100.0: 23.9 15.1 18.1 51.9 63.1 94.0 96.3: 6.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 85 92 86 72 74 207 207:
Old : 242: 77 89 47 54 55 155 167:
Other: 200: 74 43 40 64 59 153 128:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 20.8 27.0 30.5 12.7 14.1 19.2 20.8
Old : 21.9 24.7 32.3 35.1 20.6 21.0 29.4 28.6
Other: 19.1 22.0 30.0 36.5 14.6 18.2 23.0 28.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 12,730: 2,285 1,309 1,841 6,848 8,861 10,973 12,011: 1,757 719
Old : 12,094: 2,329 1,309 1,732 6,302 8,357 10,363 11,398: 1,731 696
Other: 636: 4 48 60 546 504 610 613: 26 23
: : :
: : Changes in Commitments from: May 5, 2020 :
: 103: 260 -326 139 -237 150 162 -38: -59 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.3 14.5 53.8 69.6 86.2 94.3: 13.8 5.7
Old : 100.0: 19.3 10.8 14.3 52.1 69.1 85.7 94.2: 14.3 5.8
Other: 100.0: 0.6 7.6 9.5 85.8 79.3 95.9 96.4: 4.1 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 25 8 9 21 18 47 34:
Old : 60: 25 8 9 21 18 47 34:
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 : 23.1 57.1 39.5 72.4 22.2 55.8 37.4 68.8
Old : 24.3 56.0 40.7 71.6 23.3 54.6 38.2 68.3
Other: 85.8 94.4 95.0 96.4 85.8 86.7 86.4 86.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 257,182: 46,821 46,087 67,283 131,005 135,610 245,109 248,979: 12,073 8,202
Old : 155,653: 46,303 43,530 34,410 66,189 70,604 146,902 148,544: 8,751 7,109
Other: 101,529: 21,878 23,917 11,512 64,816 65,006 98,206 100,435: 3,322 1,093
: : :
: : Changes in Commitments from: May 5, 2020 :
: 8,201: 1,000 92 7,146 337 397 8,483 7,635: -283 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.9 26.2 50.9 52.7 95.3 96.8: 4.7 3.2
Old : 100.0: 29.7 28.0 22.1 42.5 45.4 94.4 95.4: 5.6 4.6
Other: 100.0: 21.5 23.6 11.3 63.8 64.0 96.7 98.9: 3.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 83 48 79 60 47 177 151:
Old : 200: 82 51 64 52 42 155 137:
Other: 118: 38 26 26 47 29 99 69:
:----------------------------------------------------------------------------------------------------
: 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 28.4 34.9 40.7 15.2 16.0 20.6 23.0
Old : 23.3 25.2 36.0 37.8 10.5 16.8 16.7 24.8
Other: 39.9 41.6 51.5 57.9 34.2 30.3 43.8 45.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,161,585: 146,705 142,363 248,139 692,940 706,187 1,087,784 1,096,688: 73,800 64,897
Old : 1,161,585: 146,705 142,363 248,139 692,940 706,187 1,087,784 1,096,688: 73,800 64,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 33,259: 4,240 -3,580 20,238 8,693 18,502 33,171 35,160: 89 -1,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.3 21.4 59.7 60.8 93.6 94.4: 6.4 5.6
Old : 100.0: 12.6 12.3 21.4 59.7 60.8 93.6 94.4: 6.4 5.6
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 : 252: 73 60 84 103 85 221 189:
Old : 252: 73 60 84 103 85 221 189:
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 : 13.2 21.8 22.5 32.9 8.2 17.0 14.4 23.9
Old : 13.2 21.8 22.5 32.9 8.2 17.0 14.4 23.9
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 12, 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 : 303,153: 41,880 23,886 90,510 160,084 181,237 292,475 295,633: 10,678 7,521
Old : 165,076: 36,084 38,324 39,955 82,272 81,562 158,311 159,842: 6,765 5,234
Other: 138,077: 26,633 6,398 29,718 77,812 99,674 134,164 135,791: 3,914 2,286
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,972: 2,226 889 -2,512 -2,406 -488 -2,692 -2,111: 720 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 7.9 29.9 52.8 59.8 96.5 97.5: 3.5 2.5
Old : 100.0: 21.9 23.2 24.2 49.8 49.4 95.9 96.8: 4.1 3.2
Other: 100.0: 19.3 4.6 21.5 56.4 72.2 97.2 98.3: 2.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 128 73 125 130 120 319 273:
Old : 358: 125 79 101 121 110 289 253:
Other: 243: 67 42 46 107 85 196 154:
:----------------------------------------------------------------------------------------------------
: 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 21.2 30.0 33.8 7.0 11.4 11.7 17.2
Old : 20.5 22.2 28.9 32.3 14.5 16.4 19.3 24.0
Other: 24.5 29.5 36.5 42.7 16.5 22.7 24.3 30.7
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 37,294: 2,680 359 15,740 18,867 21,094 37,287 37,192: 7 102
Old : 37,294: 2,680 359 15,740 18,867 21,094 37,287 37,192: 7 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.0 42.2 50.6 56.6 100.0 99.7: 0.0 0.3
Old : 100.0: 7.2 1.0 42.2 50.6 56.6 100.0 99.7: 0.0 0.3
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 : 20: 7 3 6 10 5 19 12:
Old : 20: 7 3 6 10 5 19 12:
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 : 77.2 86.9 93.8 96.6 11.6 13.7 13.5 13.8
Old : 77.2 86.9 93.8 96.6 11.6 13.7 13.5 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 31,156: 23,966 7,508 1,074 2,643 21,040 27,683 29,622: 3,473 1,534
Old : 31,156: 23,966 7,508 1,074 2,643 21,040 27,683 29,622: 3,473 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -443: -760 -784 126 253 132 -381 -526: -62 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 24.1 3.4 8.5 67.5 88.9 95.1: 11.1 4.9
Old : 100.0: 76.9 24.1 3.4 8.5 67.5 88.9 95.1: 11.1 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 : 68: 38 18 8 8 5 50 28:
Old : 68: 38 18 8 8 5 50 28:
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 : 57.6 76.6 67.0 87.0 55.7 74.6 64.7 84.8
Old : 57.6 76.6 67.0 87.0 55.7 74.6 64.7 84.8
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, May 12, 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 : 184,139: 8,520 52,664 14,100 160,568 115,588 183,188 182,352: 951 1,787
Old : 88,893: 9,830 46,577 2,963 75,581 38,641 88,374 88,181: 519 712
Other: 95,246: 1,896 9,294 7,930 84,987 76,947 94,814 94,171: 432 1,075
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,280: 1,289 -5,241 -1,543 1,422 7,889 1,168 1,105: 111 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 28.6 7.7 87.2 62.8 99.5 99.0: 0.5 1.0
Old : 100.0: 11.1 52.4 3.3 85.0 43.5 99.4 99.2: 0.6 0.8
Other: 100.0: 2.0 9.8 8.3 89.2 80.8 99.5 98.9: 0.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 46 84 21 35 52 92 150:
Old : 152: 42 63 9 24 29 70 97:
Other: 110: 16 43 12 23 41 43 94:
:----------------------------------------------------------------------------------------------------
: 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 : 56.5 37.7 80.4 53.9 52.1 35.3 67.6 48.4
Old : 71.6 39.2 85.6 60.4 71.6 39.2 83.7 60.1
Other: 69.1 49.5 90.0 69.5 68.0 48.6 82.2 65.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 500,135: 45,520 26,320 90 447,045 468,508 492,655 494,918: 7,480 5,217
Old : 500,135: 45,520 26,320 90 447,045 468,508 492,655 494,918: 7,480 5,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -3,799: -2,087 283 -207 -2,143 -4,372 -4,437 -4,296: 638 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.3 0.0 89.4 93.7 98.5 99.0: 1.5 1.0
Old : 100.0: 9.1 5.3 0.0 89.4 93.7 98.5 99.0: 1.5 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 : 180: 18 16 4 95 96 116 113:
Old : 180: 18 16 4 95 96 116 113:
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 : 30.2 50.8 44.7 61.4 28.8 50.8 42.7 61.3
Old : 30.2 50.8 44.7 61.4 28.8 50.8 42.7 61.3
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 12, 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 : 1,190,909: 178,277 114,351 8,488 980,419 1,042,777 1,167,184 1,165,616: 23,725 25,293
Old : 1,190,909: 178,277 114,351 8,488 980,419 1,042,777 1,167,184 1,165,616: 23,725 25,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -18,240: 1,205 -183 -173 -22,850 -22,315 -21,818 -22,671: 3,578 4,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.6 0.7 82.3 87.6 98.0 97.9: 2.0 2.1
Old : 100.0: 15.0 9.6 0.7 82.3 87.6 98.0 97.9: 2.0 2.1
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 : 408: 71 63 32 203 158 289 238:
Old : 408: 71 63 32 203 158 289 238:
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 33.9 27.4 47.1 15.7 33.9 24.4 46.4
Old : 17.2 33.9 27.4 47.1 15.7 33.9 24.4 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020