COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 202,288: 45,707 31,671 38,942 105,524 121,813 190,174 192,426: 12,115 9,862
Old : 17,034: 1,959 2,998 571 13,029 12,024 15,559 15,593: 1,475 1,441
Other: 185,254: 44,879 29,804 37,240 92,495 109,789 174,615 176,833: 10,640 8,421
: : :
: : Changes in Commitments from: June 9, 2020 :
: -34,157: 473 4,152 -23,336 -9,950 -15,150 -32,813 -34,333: -1,344 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 15.7 19.3 52.2 60.2 94.0 95.1: 6.0 4.9
Old : 100.0: 11.5 17.6 3.4 76.5 70.6 91.3 91.5: 8.7 8.5
Other: 100.0: 24.2 16.1 20.1 49.9 59.3 94.3 95.5: 5.7 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 86 61 73 72 68 187 179:
Old : 77: 9 24 4 17 29 30 54:
Other: 236: 89 56 71 71 68 183 174:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 25.0 26.3 35.4 12.6 18.5 19.9 26.3
Old : 74.4 48.8 83.1 60.5 61.9 40.3 69.2 49.1
Other: 14.6 25.3 23.8 36.0 13.8 19.4 21.7 28.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 14,535: 2,659 1,306 2,636 7,245 9,504 12,540 13,446: 1,995 1,089
Old : 13,657: 2,612 1,274 2,520 6,543 8,852 11,676 12,646: 1,981 1,011
Other: 878: 78 64 84 702 652 864 800: 14 78
: : :
: : Changes in Commitments from: June 9, 2020 :
: -169: -562 370 -69 656 -573 25 -271: -194 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.0 18.1 49.8 65.4 86.3 92.5: 13.7 7.5
Old : 100.0: 19.1 9.3 18.5 47.9 64.8 85.5 92.6: 14.5 7.4
Other: 100.0: 8.9 7.2 9.6 79.9 74.2 98.4 91.1: 1.6 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 19 13 9 25 19 51 34:
Old : 58: 20 11 9 24 19 49 34:
Other: 16: 4 3 5 8 3 15 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 : 22.6 51.2 37.4 68.3 19.5 48.8 32.5 60.8
Old : 23.7 50.3 39.3 67.9 20.5 48.0 33.4 60.7
Other: 70.0 82.4 87.3 91.1 69.9 77.1 85.7 79.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 233,367: 48,990 45,834 65,087 109,365 114,842 223,442 225,764: 9,925 7,603
Old : 111,858: 48,912 42,563 17,175 40,048 46,697 106,135 106,436: 5,723 5,422
Other: 121,509: 31,565 34,757 16,425 69,317 68,145 117,307 119,328: 4,202 2,181
: : :
: : Changes in Commitments from: June 9, 2020 :
: -14,184: -2,472 1,790 -1,263 -8,782 -15,283 -12,517 -14,756: -1,667 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 19.6 27.9 46.9 49.2 95.7 96.7: 4.3 3.3
Old : 100.0: 43.7 38.1 15.4 35.8 41.7 94.9 95.2: 5.1 4.8
Other: 100.0: 26.0 28.6 13.5 57.0 56.1 96.5 98.2: 3.5 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 83 57 76 61 49 177 156:
Old : 205: 73 62 41 46 42 137 128:
Other: 143: 45 37 33 52 36 112 93:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 23.6 32.8 37.3 16.6 16.8 23.0 24.2
Old : 22.3 24.8 34.2 35.5 19.7 19.6 29.3 29.5
Other: 35.5 34.7 46.6 52.0 30.1 30.9 39.3 43.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 1,119,741: 177,044 91,011 198,885 660,976 771,498 1,036,905 1,061,395: 82,836 58,346
Old : 1,119,741: 177,044 91,011 198,885 660,976 771,498 1,036,905 1,061,395: 82,836 58,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -75,251: 4,742 -12,409 -42,095 -32,922 -12,753 -70,274 -67,257: -4,977 -7,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.1 17.8 59.0 68.9 92.6 94.8: 7.4 5.2
Old : 100.0: 15.8 8.1 17.8 59.0 68.9 92.6 94.8: 7.4 5.2
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 : 250: 80 52 84 103 82 224 183:
Old : 250: 80 52 84 103 82 224 183:
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 : 13.3 25.8 22.0 40.2 8.9 22.2 14.8 30.3
Old : 13.3 25.8 22.0 40.2 8.9 22.2 14.8 30.3
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 16, 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 : 322,767: 46,641 60,534 83,958 175,868 168,344 306,468 312,836: 16,299 9,931
Old : 147,486: 44,023 60,095 22,737 71,717 58,286 138,477 141,118: 9,009 6,368
Other: 175,280: 29,671 27,493 34,167 104,152 110,058 167,990 171,718: 7,290 3,563
: : :
: : Changes in Commitments from: June 9, 2020 :
: -23,083: 2,281 9,225 -18,294 -8,667 -15,096 -24,680 -24,165: 1,598 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.8 26.0 54.5 52.2 95.0 96.9: 5.0 3.1
Old : 100.0: 29.8 40.7 15.4 48.6 39.5 93.9 95.7: 6.1 4.3
Other: 100.0: 16.9 15.7 19.5 59.4 62.8 95.8 98.0: 4.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 142 108 144 142 125 355 329:
Old : 413: 134 116 97 122 108 299 284:
Other: 303: 86 65 53 122 94 239 186:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 15.9 26.3 26.7 8.4 8.9 14.1 15.4
Old : 22.2 15.1 30.4 24.6 19.1 13.1 25.1 20.7
Other: 18.9 24.1 31.7 36.1 14.2 18.5 20.8 26.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 19,897: 10,802 16,140 946 5,625 483 17,374 17,570: 2,524 2,328
Old : 19,897: 10,802 16,140 946 5,625 483 17,374 17,570: 2,524 2,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -14,062: -10,084 -47 -349 -1,697 -12,167 -12,130 -12,563: -1,932 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 81.1 4.8 28.3 2.4 87.3 88.3: 12.7 11.7
Old : 100.0: 54.3 81.1 4.8 28.3 2.4 87.3 88.3: 12.7 11.7
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 : 66: 29 26 8 9 3 42 34:
Old : 66: 29 26 8 9 3 42 34:
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 : 62.1 57.9 69.2 72.9 60.2 57.9 67.3 72.9
Old : 62.1 57.9 69.2 72.9 60.2 57.9 67.3 72.9
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, June 16, 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 : 170,754: 9,882 53,318 15,984 143,752 99,385 169,617 168,687: 1,137 2,067
Old : 33,399: 4,023 13,534 2,743 26,245 16,940 33,011 33,217: 388 182
Other: 137,355: 8,411 42,337 10,689 117,507 82,444 136,606 135,470: 749 1,885
: : :
: : Changes in Commitments from: June 9, 2020 :
: -32,001: 1,111 -2,214 -126 -33,095 -29,833 -32,111 -32,173: 110 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 31.2 9.4 84.2 58.2 99.3 98.8: 0.7 1.2
Old : 100.0: 12.0 40.5 8.2 78.6 50.7 98.8 99.5: 1.2 0.5
Other: 100.0: 6.1 30.8 7.8 85.5 60.0 99.5 98.6: 0.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 41 89 27 37 55 98 160:
Old : 99: 26 32 7 21 27 52 61:
Other: 173: 29 84 18 29 48 68 145:
:----------------------------------------------------------------------------------------------------
: 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 31.7 77.7 49.9 50.9 30.0 65.9 46.3
Old : 69.5 38.3 82.0 58.9 69.5 36.6 77.2 55.8
Other: 63.4 35.4 79.8 54.4 62.5 33.9 73.2 51.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 577,247: 43,989 12,934 145 512,315 541,656 556,449 554,735: 20,798 22,512
Old : 577,247: 43,989 12,934 145 512,315 541,656 556,449 554,735: 20,798 22,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 117,654: -757 -1,664 13 105,009 103,645 104,265 101,994: 13,389 15,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.2 0.0 88.8 93.8 96.4 96.1: 3.6 3.9
Old : 100.0: 7.6 2.2 0.0 88.8 93.8 96.4 96.1: 3.6 3.9
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 : 176: 20 14 6 110 88 133 105:
Old : 176: 20 14 6 110 88 133 105:
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 : 27.3 53.4 40.9 66.3 20.1 41.2 31.8 50.3
Old : 27.3 53.4 40.9 66.3 20.1 41.2 31.8 50.3
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 16, 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 : 1,518,468: 167,727 120,170 17,836 1,262,316 1,327,357 1,447,879 1,465,363: 70,589 53,105
Old : 1,518,468: 167,727 120,170 17,836 1,262,316 1,327,357 1,447,879 1,465,363: 70,589 53,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 341,392: 7,071 -8,768 4,910 285,723 309,013 297,704 305,155: 43,688 36,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.9 1.2 83.1 87.4 95.4 96.5: 4.6 3.5
Old : 100.0: 11.0 7.9 1.2 83.1 87.4 95.4 96.5: 4.6 3.5
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 : 426: 73 61 33 238 164 327 244:
Old : 426: 73 61 33 238 164 327 244:
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 : 20.1 40.5 30.4 51.8 12.5 30.2 20.1 40.7
Old : 20.1 40.5 30.4 51.8 12.5 30.2 20.1 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020