COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 231,995: 41,018 37,572 60,507 116,628 123,170 218,152 221,248: 13,842 10,746
Old : 112,411: 25,850 39,888 23,041 57,000 42,669 105,892 105,598: 6,519 6,812
Other: 119,584: 30,669 13,185 21,964 59,627 80,501 112,260 115,650: 7,324 3,934
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,487: -1,410 -4,472 879 1,563 5,529 1,031 1,936: 456 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.2 26.1 50.3 53.1 94.0 95.4: 6.0 4.6
Old : 100.0: 23.0 35.5 20.5 50.7 38.0 94.2 93.9: 5.8 6.1
Other: 100.0: 25.6 11.0 18.4 49.9 67.3 93.9 96.7: 6.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 85 87 90 72 72 207 206:
Old : 239: 74 87 44 54 55 150 164:
Other: 198: 78 36 51 64 61 159 132:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 20.9 26.5 32.1 12.7 15.2 19.3 21.9
Old : 21.3 23.2 33.4 34.4 19.3 19.8 29.2 28.2
Other: 16.6 24.8 27.0 40.0 14.3 19.9 22.7 31.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 14,469: 3,023 1,158 2,282 6,736 10,222 12,041 13,662: 2,427 807
Old : 13,805: 3,043 1,158 2,189 6,170 9,694 11,401 13,041: 2,403 764
Other: 664: 7 27 66 567 528 640 621: 24 43
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,739: 739 -151 441 -111 1,361 1,068 1,651: 670 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.0 15.8 46.6 70.6 83.2 94.4: 16.8 5.6
Old : 100.0: 22.0 8.4 15.9 44.7 70.2 82.6 94.5: 17.4 5.5
Other: 100.0: 1.0 4.0 10.0 85.4 79.5 96.3 93.5: 3.7 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 29 8 11 21 18 53 34:
Old : 64: 29 8 11 21 18 53 34:
Other: 13: 3 3 5 5 2 11 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 : 20.4 57.9 34.8 72.5 18.7 55.5 32.1 66.7
Old : 21.3 56.8 36.2 71.7 19.6 54.4 32.8 66.1
Other: 80.1 90.6 94.8 93.5 80.1 83.0 86.4 83.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 264,798: 45,862 45,054 72,663 133,139 138,686 251,664 256,403: 13,134 8,395
Old : 159,830: 47,691 44,226 35,479 67,507 73,171 150,677 152,875: 9,153 6,955
Other: 104,968: 22,762 25,419 12,593 65,632 65,515 100,987 103,527: 3,981 1,440
: : :
: : Changes in Commitments from: May 12, 2020 :
: 7,616: -958 -1,033 5,380 2,134 3,076 6,555 7,423: 1,061 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 17.0 27.4 50.3 52.4 95.0 96.8: 5.0 3.2
Old : 100.0: 29.8 27.7 22.2 42.2 45.8 94.3 95.6: 5.7 4.4
Other: 100.0: 21.7 24.2 12.0 62.5 62.4 96.2 98.6: 3.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 77 56 75 60 48 175 151:
Old : 200: 74 60 58 52 45 152 137:
Other: 123: 42 27 29 45 31 103 73:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 27.4 34.8 40.2 14.7 15.2 19.5 22.3
Old : 23.7 25.2 37.1 37.8 12.1 17.1 17.9 24.3
Other: 38.6 38.8 49.9 57.3 33.1 29.5 42.5 45.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,170,536: 165,178 137,686 233,737 694,236 734,915 1,093,150 1,106,337: 77,386 64,198
Old : 1,170,536: 165,178 137,686 233,737 694,236 734,915 1,093,150 1,106,337: 77,386 64,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 8,951: 18,472 -4,677 -14,402 1,296 28,728 5,366 9,649: 3,585 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.8 20.0 59.3 62.8 93.4 94.5: 6.6 5.5
Old : 100.0: 14.1 11.8 20.0 59.3 62.8 93.4 94.5: 6.6 5.5
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 : 251: 73 60 84 100 84 219 187:
Old : 251: 73 60 84 100 84 219 187:
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 : 13.7 22.9 23.2 34.2 8.1 17.9 14.2 25.6
Old : 13.7 22.9 23.2 34.2 8.1 17.9 14.2 25.6
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 19, 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 : 310,573: 42,084 24,951 96,444 160,864 181,868 299,392 303,263: 11,181 7,309
Old : 169,489: 35,828 40,705 43,196 83,243 80,240 162,266 164,141: 7,223 5,348
Other: 141,084: 28,796 6,785 30,709 77,621 101,629 137,126 139,123: 3,957 1,961
: : :
: : Changes in Commitments from: May 12, 2020 :
: 7,419: 204 1,065 5,934 779 632 6,917 7,630: 502 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.0 31.1 51.8 58.6 96.4 97.6: 3.6 2.4
Old : 100.0: 21.1 24.0 25.5 49.1 47.3 95.7 96.8: 4.3 3.2
Other: 100.0: 20.4 4.8 21.8 55.0 72.0 97.2 98.6: 2.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 126 78 128 134 124 326 281:
Old : 363: 124 81 109 123 114 296 262:
Other: 246: 67 42 43 109 89 196 156:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 20.0 29.1 32.4 6.7 10.6 11.3 16.9
Old : 19.7 20.9 28.8 31.2 14.5 14.1 19.2 21.5
Other: 23.5 29.4 35.6 42.8 15.0 22.4 23.2 30.8
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 36,523: 4,070 324 14,520 17,927 21,602 36,517 36,447: 7 76
Old : 36,523: 4,070 324 14,520 17,927 21,602 36,517 36,447: 7 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -771: 1,390 -34 -1,220 -940 509 -770 -745: -1 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.9 39.8 49.1 59.1 100.0 99.8: 0.0 0.2
Old : 100.0: 11.1 0.9 39.8 49.1 59.1 100.0 99.8: 0.0 0.2
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: 8 2 6 10 5 19 12:
Old : 20: 8 2 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 : 76.5 86.1 93.3 96.6 13.5 17.1 17.0 17.5
Old : 76.5 86.1 93.3 96.6 13.5 17.1 17.0 17.5
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 19, 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 : 31,509: 24,525 7,220 1,100 2,857 21,267 28,481 29,587: 3,028 1,923
Old : 31,509: 24,525 7,220 1,100 2,857 21,267 28,481 29,587: 3,028 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 353: 559 -288 25 214 228 798 -35: -445 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 22.9 3.5 9.1 67.5 90.4 93.9: 9.6 6.1
Old : 100.0: 77.8 22.9 3.5 9.1 67.5 90.4 93.9: 9.6 6.1
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 : 69: 41 16 8 8 6 50 30:
Old : 69: 41 16 8 8 6 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 : 54.4 77.3 65.7 87.5 52.6 75.4 63.8 85.3
Old : 54.4 77.3 65.7 87.5 52.6 75.4 63.8 85.3
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 19, 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 : 193,025: 9,107 51,596 14,031 168,990 125,538 192,127 191,166: 898 1,860
Old : 91,503: 10,470 44,657 2,900 77,646 43,458 91,016 91,015: 487 488
Other: 101,522: 2,955 11,257 6,813 91,344 82,080 101,111 100,150: 411 1,372
: : :
: : Changes in Commitments from: May 12, 2020 :
: 8,886: 587 -1,068 -69 8,421 9,950 8,940 8,813: -54 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 26.7 7.3 87.5 65.0 99.5 99.0: 0.5 1.0
Old : 100.0: 11.4 48.8 3.2 84.9 47.5 99.5 99.5: 0.5 0.5
Other: 100.0: 2.9 11.1 6.7 90.0 80.8 99.6 98.6: 0.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 42 92 23 36 56 93 163:
Old : 148: 37 67 8 23 28 63 100:
Other: 124: 18 47 18 25 46 52 106:
:----------------------------------------------------------------------------------------------------
: 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 : 56.7 39.2 80.4 54.7 52.5 37.0 67.3 48.7
Old : 69.6 39.9 83.6 58.5 69.6 39.8 82.7 58.4
Other: 71.8 48.8 89.5 68.4 70.7 47.9 83.2 64.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 483,284: 45,564 20,348 89 429,462 457,263 475,115 477,700: 8,169 5,584
Old : 483,284: 45,564 20,348 89 429,462 457,263 475,115 477,700: 8,169 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -16,851: 44 -5,972 -1 -17,583 -11,245 -17,540 -17,218: 689 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.2 0.0 88.9 94.6 98.3 98.8: 1.7 1.2
Old : 100.0: 9.4 4.2 0.0 88.9 94.6 98.3 98.8: 1.7 1.2
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: 20 16 5 96 92 120 109:
Old : 180: 20 16 5 96 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 : 29.3 51.8 44.0 61.5 28.4 51.8 42.2 61.4
Old : 29.3 51.8 44.0 61.5 28.4 51.8 42.2 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, May 19, 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 : 1,194,962: 190,106 126,239 11,115 970,295 1,033,416 1,171,516 1,170,770: 23,446 24,192
Old : 1,194,962: 190,106 126,239 11,115 970,295 1,033,416 1,171,516 1,170,770: 23,446 24,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,053: 11,829 11,888 2,627 -10,124 -9,361 4,332 5,154: -279 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.6 0.9 81.2 86.5 98.0 98.0: 2.0 2.0
Old : 100.0: 15.9 10.6 0.9 81.2 86.5 98.0 98.0: 2.0 2.0
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 : 406: 66 65 30 202 158 283 238:
Old : 406: 66 65 30 202 158 283 238:
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 : 17.4 34.8 27.6 48.0 15.9 34.8 24.6 47.2
Old : 17.4 34.8 27.6 48.0 15.9 34.8 24.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020