COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 194,639: 47,789 28,484 40,679 94,384 116,132 182,851 185,295: 11,787 9,343
Old : 173: 0 0 0 173 172 173 172: 0 1
Other: 194,466: 47,789 28,484 40,679 94,211 115,960 182,678 185,123: 11,787 9,342
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,033: 1,988 -2,156 1,737 47 5,156 3,773 4,738: 261 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.6 20.9 48.5 59.7 93.9 95.2: 6.1 4.8
Old : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6
Other: 100.0: 24.6 14.6 20.9 48.4 59.6 93.9 95.2: 6.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 100 60 79 72 72 201 186:
Old : 3: 0 0 0 1 2 1 2:
Other: 255: 100 60 79 72 72 201 186:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 23.6 24.2 33.8 13.2 19.5 20.8 27.1
Old : 100.0 99.4 100.0 99.4 100.0 99.4 100.0 99.4
Other: 14.3 23.6 24.1 33.8 13.2 19.5 20.8 27.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 12,813: 2,784 772 2,019 6,186 9,212 10,989 12,003: 1,824 810
Old : 11,781: 2,756 772 1,887 5,371 8,368 10,014 11,027: 1,767 753
Other: 1,032: 75 47 85 815 844 975 976: 57 56
: : :
: : Changes in Commitments from: June 23, 2020 :
: -140: 118 -443 122 -325 216 -86 -105: -54 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 6.0 15.8 48.3 71.9 85.8 93.7: 14.2 6.3
Old : 100.0: 23.4 6.6 16.0 45.6 71.0 85.0 93.6: 15.0 6.4
Other: 100.0: 7.2 4.5 8.3 78.9 81.8 94.5 94.6: 5.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 26 5 8 20 11 47 23:
Old : 53: 25 5 8 19 11 45 23:
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 57.7 38.6 75.3 18.7 54.5 31.7 67.5
Old : 24.2 57.6 40.5 75.7 20.5 55.5 34.2 69.7
Other: 66.3 89.8 81.7 94.6 65.3 83.2 79.5 83.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 245,322: 47,940 47,746 70,583 114,023 117,651 232,547 235,980: 12,775 9,342
Old : 113,537: 52,046 45,902 16,079 38,242 45,398 106,366 107,379: 7,171 6,158
Other: 131,785: 31,911 37,861 18,488 75,782 72,253 126,181 128,601: 5,605 3,184
: : :
: : Changes in Commitments from: June 23, 2020 :
: 11,300: 8 511 4,936 5,463 4,467 10,407 9,914: 893 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 19.5 28.8 46.5 48.0 94.8 96.2: 5.2 3.8
Old : 100.0: 45.8 40.4 14.2 33.7 40.0 93.7 94.6: 6.3 5.4
Other: 100.0: 24.2 28.7 14.0 57.5 54.8 95.7 97.6: 4.3 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 79 65 79 61 47 183 156:
Old : 207: 79 62 38 43 40 139 123:
Other: 153: 51 43 39 52 36 120 102:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 23.9 31.2 36.6 15.8 16.6 22.2 23.6
Old : 20.1 23.5 32.2 33.7 19.6 19.9 29.5 30.1
Other: 33.4 33.8 44.3 50.1 27.6 29.5 37.3 41.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,076,778: 181,158 73,125 194,572 625,635 749,194 1,001,364 1,016,890: 75,414 59,888
Old : 1,076,778: 181,158 73,125 194,572 625,635 749,194 1,001,364 1,016,890: 75,414 59,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -38,198: -7,323 -10,321 4,836 -32,590 -32,257 -35,077 -37,742: -3,121 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.8 18.1 58.1 69.6 93.0 94.4: 7.0 5.6
Old : 100.0: 16.8 6.8 18.1 58.1 69.6 93.0 94.4: 7.0 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 : 247: 77 56 84 96 82 217 184:
Old : 247: 77 56 84 96 82 217 184:
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 26.7 21.7 41.3 10.1 22.5 16.5 30.4
Old : 12.4 26.7 21.7 41.3 10.1 22.5 16.5 30.4
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 30, 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 : 325,889: 47,867 63,228 90,304 173,301 164,010 311,473 317,542: 14,416 8,347
Old : 131,010: 47,546 62,129 17,941 57,395 45,371 122,882 125,441: 8,127 5,568
Other: 194,879: 31,841 32,618 40,843 115,906 118,639 188,591 192,100: 6,289 2,779
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,481: -62 -2,252 5,364 -318 1,451 4,984 4,563: -503 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.4 27.7 53.2 50.3 95.6 97.4: 4.4 2.6
Old : 100.0: 36.3 47.4 13.7 43.8 34.6 93.8 95.7: 6.2 4.3
Other: 100.0: 16.3 16.7 21.0 59.5 60.9 96.8 98.6: 3.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 162 102 149 146 129 381 329:
Old : 422: 156 106 78 114 102 301 255:
Other: 326: 94 73 64 126 102 259 208:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 16.6 26.8 27.5 8.7 9.5 14.0 15.8
Old : 18.6 17.2 28.4 28.2 15.7 16.0 23.9 25.9
Other: 22.0 21.7 33.7 35.2 12.1 14.7 17.6 22.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 19,470: 9,823 14,787 1,190 5,938 940 16,951 16,918: 2,519 2,552
Old : 19,470: 9,823 14,787 1,190 5,938 940 16,951 16,918: 2,519 2,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -2,159: -1,838 -2,180 97 -724 83 -2,466 -2,000: 307 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 75.9 6.1 30.5 4.8 87.1 86.9: 12.9 13.1
Old : 100.0: 50.5 75.9 6.1 30.5 4.8 87.1 86.9: 12.9 13.1
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 : 66: 29 27 9 6 5 39 38:
Old : 66: 29 27 9 6 5 39 38:
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 : 59.1 44.0 67.2 60.8 56.3 43.1 63.5 59.8
Old : 59.1 44.0 67.2 60.8 56.3 43.1 63.5 59.8
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, June 30, 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 : 167,225: 10,275 52,345 12,817 143,329 100,051 166,422 165,213: 804 2,012
Old : 48: 48 0 0 0 24 48 24: 0 24
Other: 167,177: 10,275 52,393 12,769 143,329 100,027 166,374 165,189: 804 1,988
: : :
: : Changes in Commitments from: June 23, 2020 :
: -6,957: 127 302 -2,529 -4,472 -4,689 -6,874 -6,916: -83 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 31.3 7.7 85.7 59.8 99.5 98.8: 0.5 1.2
Old : 100.0: 100.0 0.0 0.0 0.0 50.0 100.0 50.0: 0.0 50.0
Other: 100.0: 6.1 31.3 7.6 85.7 59.8 99.5 98.8: 0.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 34 91 22 32 47 82 151:
Old : 3: 1 0 0 0 2 1 2:
Other: 191: 34 91 21 32 47 81 151:
:----------------------------------------------------------------------------------------------------
: 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 : 59.4 40.9 77.8 56.7 58.5 39.5 72.1 54.8
Old : 100.0 50.0 100.0 50.0 100.0 50.0 100.0 50.0
Other: 59.4 40.9 77.8 56.7 58.5 39.5 72.1 54.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 450,740: 42,235 8,467 193 401,271 436,663 443,699 445,323: 7,041 5,417
Old : 450,740: 42,235 8,467 193 401,271 436,663 443,699 445,323: 7,041 5,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -200: -652 -2,114 68 620 2,192 36 146: -236 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.9 0.0 89.0 96.9 98.4 98.8: 1.6 1.2
Old : 100.0: 9.4 1.9 0.0 89.0 96.9 98.4 98.8: 1.6 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 : 179: 24 10 6 106 84 133 97:
Old : 179: 24 10 6 106 84 133 97:
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 : 26.7 47.9 40.4 65.6 25.2 47.7 38.7 64.8
Old : 26.7 47.9 40.4 65.6 25.2 47.7 38.7 64.8
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 30, 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 : 1,188,440: 187,632 104,167 14,381 954,836 1,042,807 1,156,849 1,161,355: 31,591 27,085
Old : 1,188,440: 187,632 104,167 14,381 954,836 1,042,807 1,156,849 1,161,355: 31,591 27,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 22,310: 11,287 8,828 720 9,248 2,534 21,255 12,082: 1,055 10,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.8 1.2 80.3 87.7 97.3 97.7: 2.7 2.3
Old : 100.0: 15.8 8.8 1.2 80.3 87.7 97.3 97.7: 2.7 2.3
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 : 413: 79 53 29 226 141 318 210:
Old : 413: 79 53 29 226 141 318 210:
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 39.4 27.7 52.5 15.4 39.3 24.4 52.1
Old : 17.4 39.4 27.7 52.5 15.4 39.3 24.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020