COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 236,446: 45,234 27,519 62,278 115,475 136,963 222,987 226,760: 13,459 9,686
Old : 68,050: 9,900 17,971 21,698 32,416 24,388 64,014 64,057: 4,037 3,993
Other: 168,395: 42,180 16,393 33,735 83,059 112,575 158,973 162,703: 9,422 5,692
: : :
: : Changes in Commitments from: June 2, 2020 :
: -4,149: 2,367 -4,740 -2,451 -4,196 4,341 -4,280 -2,849: 132 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.6 26.3 48.8 57.9 94.3 95.9: 5.7 4.1
Old : 100.0: 14.5 26.4 31.9 47.6 35.8 94.1 94.1: 5.9 5.9
Other: 100.0: 25.0 9.7 20.0 49.3 66.9 94.4 96.6: 5.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 102 63 94 76 71 218 195:
Old : 181: 51 56 34 54 50 126 120:
Other: 233: 93 49 76 69 63 193 161:
:----------------------------------------------------------------------------------------------------
: 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 24.1 26.2 35.6 11.4 17.7 17.6 24.6
Old : 25.7 20.8 40.7 36.5 19.9 14.9 28.6 24.0
Other: 15.3 29.0 24.9 41.5 14.6 23.9 22.6 33.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 14,704: 3,221 936 2,705 6,589 10,076 12,515 13,717: 2,189 987
Old : 13,974: 3,203 936 2,621 5,991 9,472 11,815 13,029: 2,159 945
Other: 730: 37 19 65 598 604 700 688: 30 42
: : :
: : Changes in Commitments from: June 2, 2020 :
: 59: 185 -28 122 -74 -192 232 -98: -174 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 6.4 18.4 44.8 68.5 85.1 93.3: 14.9 6.7
Old : 100.0: 22.9 6.7 18.8 42.9 67.8 84.5 93.2: 15.5 6.8
Other: 100.0: 5.0 2.6 8.9 81.9 82.7 95.9 94.2: 4.1 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 29 6 11 22 19 53 34:
Old : 62: 29 6 11 21 19 52 34:
Other: 15: 3 3 5 6 3 12 8:
:----------------------------------------------------------------------------------------------------
: 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 54.9 36.5 71.3 18.9 52.6 30.4 63.8
Old : 22.4 54.0 37.9 71.0 19.6 51.6 30.4 63.4
Other: 76.9 89.4 93.1 94.2 76.9 84.9 86.7 85.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 247,550: 51,462 44,044 66,350 118,147 130,125 235,959 240,520: 11,592 7,031
Old : 125,804: 49,532 42,555 17,957 50,590 59,951 118,079 120,463: 7,725 5,342
Other: 121,746: 33,684 33,243 16,639 67,556 70,174 117,880 120,057: 3,867 1,689
: : :
: : Changes in Commitments from: June 2, 2020 :
: -25,817: 4,366 178 -10,875 -17,906 -13,680 -24,414 -24,378: -1,403 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 17.8 26.8 47.7 52.6 95.3 97.2: 4.7 2.8
Old : 100.0: 39.4 33.8 14.3 40.2 47.7 93.9 95.8: 6.1 4.2
Other: 100.0: 27.7 27.3 13.7 55.5 57.6 96.8 98.6: 3.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 84 61 81 59 50 183 161:
Old : 209: 81 63 50 46 46 147 139:
Other: 147: 47 41 33 51 34 113 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 : 23.8 26.7 33.1 41.0 16.0 16.9 22.1 24.7
Old : 23.2 24.9 36.7 39.2 18.2 18.1 26.5 27.7
Other: 35.2 36.6 46.1 54.5 30.1 31.1 39.2 44.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 1,194,992: 172,301 103,420 240,980 693,898 784,251 1,107,180 1,128,651: 87,812 66,340
Old : 1,194,992: 172,301 103,420 240,980 693,898 784,251 1,107,180 1,128,651: 87,812 66,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -2,610: -10,110 -23,714 762 -4,963 20,698 -14,310 -2,253: 11,701 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.7 20.2 58.1 65.6 92.7 94.4: 7.3 5.6
Old : 100.0: 14.4 8.7 20.2 58.1 65.6 92.7 94.4: 7.3 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 : 246: 78 51 90 101 87 225 187:
Old : 246: 78 51 90 101 87 225 187:
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 : 12.4 23.8 21.6 36.4 8.1 19.2 13.8 27.4
Old : 12.4 23.8 21.6 36.4 8.1 19.2 13.8 27.4
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, June 09, 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 : 345,849: 44,360 51,309 102,253 184,535 183,440 331,148 337,001: 14,701 8,848
Old : 178,514: 39,770 57,539 42,718 87,469 72,153 169,957 172,411: 8,557 6,104
Other: 167,335: 30,336 19,515 33,789 97,066 111,286 161,191 164,591: 6,144 2,744
: : :
: : Changes in Commitments from: June 2, 2020 :
: -1,159: 515 7,823 -6,854 4,203 -2,001 -2,136 -1,032: 978 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.8 29.6 53.4 53.0 95.7 97.4: 4.3 2.6
Old : 100.0: 22.3 32.2 23.9 49.0 40.4 95.2 96.6: 4.8 3.4
Other: 100.0: 18.1 11.7 20.2 58.0 66.5 96.3 98.4: 3.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 139 113 151 139 126 353 335:
Old : 418: 132 121 119 124 111 309 305:
Other: 282: 77 59 52 117 91 222 178:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 18.9 28.2 30.4 6.8 8.3 11.8 14.4
Old : 21.8 16.7 31.5 27.0 15.1 9.8 20.0 16.5
Other: 20.1 26.9 32.0 39.3 13.1 20.5 21.1 28.4
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 39,043: 3,520 530 15,689 19,829 22,820 39,039 39,038: 5 5
Old : 39,043: 3,520 530 15,689 19,829 22,820 39,039 39,038: 5 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -1,167: -23 16 -721 -422 -462 -1,167 -1,166: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.4 40.2 50.8 58.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.0 1.4 40.2 50.8 58.4 100.0 100.0: 0.0 0.0
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 : 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 : 74.8 81.0 93.4 96.2 12.3 13.9 14.3 14.6
Old : 74.8 81.0 93.4 96.2 12.3 13.9 14.3 14.6
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, June 09, 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 : 33,959: 20,886 16,187 1,296 7,322 12,650 29,504 30,133: 4,456 3,827
Old : 33,959: 20,886 16,187 1,296 7,322 12,650 29,504 30,133: 4,456 3,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 7,915: 3,003 6,566 -355 3,666 134 6,314 6,345: 1,601 1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 47.7 3.8 21.6 37.2 86.9 88.7: 13.1 11.3
Old : 100.0: 61.5 47.7 3.8 21.6 37.2 86.9 88.7: 13.1 11.3
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 : 68: 28 30 11 8 4 40 41:
Old : 68: 28 30 11 8 4 40 41:
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 : 55.0 65.2 71.3 75.0 52.8 65.2 68.5 75.0
Old : 55.0 65.2 71.3 75.0 52.8 65.2 68.5 75.0
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, June 09, 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 : 202,755: 8,770 55,532 16,110 176,847 129,218 201,728 200,860: 1,027 1,895
Old : 85,540: 10,007 35,197 2,957 72,121 47,067 85,084 85,220: 455 319
Other: 117,215: 2,523 24,094 9,394 104,726 82,151 116,643 115,639: 572 1,576
: : :
: : Changes in Commitments from: June 2, 2020 :
: 446: 2,405 -6,114 -1,484 -529 7,737 392 139: 55 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 27.4 7.9 87.2 63.7 99.5 99.1: 0.5 0.9
Old : 100.0: 11.7 41.1 3.5 84.3 55.0 99.5 99.6: 0.5 0.4
Other: 100.0: 2.2 20.6 8.0 89.3 70.1 99.5 98.7: 0.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 46 89 24 39 55 101 162:
Old : 135: 41 49 7 24 28 67 82:
Other: 148: 21 67 17 29 48 62 124:
:----------------------------------------------------------------------------------------------------
: 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 : 55.3 37.7 80.2 55.4 47.3 34.5 65.0 47.9
Old : 66.8 45.5 84.3 64.4 66.8 45.3 83.8 64.2
Other: 70.4 43.1 86.0 57.4 69.3 42.2 76.7 53.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 459,593: 44,746 14,598 132 407,306 438,011 452,184 452,741: 7,409 6,852
Old : 459,593: 44,746 14,598 132 407,306 438,011 452,184 452,741: 7,409 6,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -7,138: -1,479 -871 -253 -3,541 -5,160 -5,273 -6,284: -1,865 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.2 0.0 88.6 95.3 98.4 98.5: 1.6 1.5
Old : 100.0: 9.7 3.2 0.0 88.6 95.3 98.4 98.5: 1.6 1.5
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 : 175: 19 17 5 99 86 120 106:
Old : 175: 19 17 5 99 86 120 106:
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 : 28.0 54.3 43.3 65.1 26.5 54.2 41.4 64.5
Old : 28.0 54.3 43.3 65.1 26.5 54.2 41.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 1,177,076: 160,656 128,938 12,926 976,593 1,018,344 1,150,175 1,160,208: 26,901 16,868
Old : 1,177,076: 160,656 128,938 12,926 976,593 1,018,344 1,150,175 1,160,208: 26,901 16,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 20,139: -4,494 1,999 -926 25,908 17,773 20,488 18,846: -349 1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.0 1.1 83.0 86.5 97.7 98.6: 2.3 1.4
Old : 100.0: 13.6 11.0 1.1 83.0 86.5 97.7 98.6: 2.3 1.4
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 : 421: 78 59 30 227 153 318 229:
Old : 421: 78 59 30 227 153 318 229:
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 : 18.2 37.1 28.6 50.4 16.1 37.0 25.1 49.5
Old : 18.2 37.1 28.6 50.4 16.1 37.0 25.1 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2020