COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 233,769: 43,966 52,111 60,897 116,444 108,885 221,306 221,893: 12,462 11,876
Old : 141,441: 39,473 51,412 27,636 67,233 53,419 134,342 132,466: 7,099 8,975
Other: 92,328: 20,450 16,657 17,303 49,211 55,467 86,965 89,427: 5,363 2,901
: : :
: : Changes in Commitments from: April 7, 2020 :
: -24,806: 6,359 5,156 -17,857 -13,468 -11,821 -24,966 -24,522: 160 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 22.3 26.0 49.8 46.6 94.7 94.9: 5.3 5.1
Old : 100.0: 27.9 36.3 19.5 47.5 37.8 95.0 93.7: 5.0 6.3
Other: 100.0: 22.1 18.0 18.7 53.3 60.1 94.2 96.9: 5.8 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 81 107 96 75 69 214 221:
Old : 260: 72 108 63 63 58 172 194:
Other: 180: 61 44 34 60 51 135 116:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 23.6 27.2 32.2 14.1 18.9 21.5 24.2
Old : 20.5 21.6 30.2 30.0 19.5 18.8 28.4 25.4
Other: 14.6 34.3 26.6 46.4 13.7 28.1 23.4 38.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 14,965: 1,991 1,503 2,279 9,061 10,008 13,331 13,790: 1,633 1,175
Old : 14,323: 2,051 1,502 2,159 8,506 9,510 12,716 13,171: 1,608 1,153
Other: 641: 1 62 59 556 498 616 619: 26 22
: : :
: : Changes in Commitments from: April 7, 2020 :
: -229: -401 -190 -105 468 -52 -37 -346: -192 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.0 15.2 60.6 66.9 89.1 92.1: 10.9 7.9
Old : 100.0: 14.3 10.5 15.1 59.4 66.4 88.8 92.0: 11.2 8.0
Other: 100.0: 0.2 9.7 9.2 86.6 77.7 96.0 96.5: 4.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 20 10 9 22 16 45 32:
Old : 56: 21 9 9 22 16 45 32:
Other: 12: 1 5 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 : 25.1 55.0 41.1 69.5 24.1 49.6 39.5 62.0
Old : 24.5 54.0 40.6 68.8 23.5 48.3 38.8 61.2
Other: 86.7 94.2 95.4 96.5 86.6 87.1 86.8 87.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 239,399: 38,797 44,188 60,290 129,347 129,093 228,435 233,571: 10,964 5,828
Old : 148,471: 39,575 42,441 35,982 64,004 65,109 139,561 143,531: 8,910 4,940
Other: 90,928: 15,657 18,183 7,873 65,343 63,983 88,874 90,040: 2,054 888
: : :
: : Changes in Commitments from: April 7, 2020 :
: -6,858: -2,869 7 -1,918 -1,092 -4,532 -5,879 -6,443: -979 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.5 25.2 54.0 53.9 95.4 97.6: 4.6 2.4
Old : 100.0: 26.7 28.6 24.2 43.1 43.9 94.0 96.7: 6.0 3.3
Other: 100.0: 17.2 20.0 8.7 71.9 70.4 97.7 99.0: 2.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 83 46 81 62 46 183 148:
Old : 200: 84 45 70 58 42 168 135:
Other: 109: 25 30 22 46 27 86 66:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 31.1 35.3 43.5 16.3 18.0 22.7 25.4
Old : 23.4 28.3 34.2 39.7 10.2 17.6 15.7 25.5
Other: 43.2 47.7 55.6 63.9 37.2 38.8 48.3 52.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,309,864: 148,363 140,731 298,142 785,423 795,490 1,231,928 1,234,364: 77,936 75,501
Old : 1,309,864: 148,363 140,731 298,142 785,423 795,490 1,231,928 1,234,364: 77,936 75,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 25,384: 2,124 17,304 5,073 16,894 -7,112 24,091 15,265: 1,294 10,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.7 22.8 60.0 60.7 94.1 94.2: 5.9 5.8
Old : 100.0: 11.3 10.7 22.8 60.0 60.7 94.1 94.2: 5.9 5.8
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 : 256: 67 68 89 103 89 227 195:
Old : 256: 67 68 89 103 89 227 195:
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 : 15.9 21.6 25.8 34.4 6.8 12.5 11.6 17.8
Old : 15.9 21.6 25.8 34.4 6.8 12.5 11.6 17.8
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, April 14, 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 : 291,760: 35,106 10,899 85,230 161,207 187,878 281,544 284,007: 10,216 7,753
Old : 172,630: 30,052 24,514 42,604 92,598 99,234 165,254 166,351: 7,376 6,280
Other: 119,130: 23,688 5,019 23,993 68,609 88,644 116,290 117,656: 2,840 1,474
: : :
: : Changes in Commitments from: April 7, 2020 :
: -35,884: 436 -677 -23,453 -13,657 -12,420 -36,674 -36,550: 790 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.7 29.2 55.3 64.4 96.5 97.3: 3.5 2.7
Old : 100.0: 17.4 14.2 24.7 53.6 57.5 95.7 96.4: 4.3 3.6
Other: 100.0: 19.9 4.2 20.1 57.6 74.4 97.6 98.8: 2.4 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 125 61 128 133 128 318 276:
Old : 348: 112 77 110 127 121 294 262:
Other: 219: 58 33 42 102 83 180 139:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 21.7 28.7 34.8 7.4 11.9 12.2 18.3
Old : 15.5 22.5 25.3 33.4 9.4 16.4 14.1 24.5
Other: 28.6 30.0 41.9 43.8 19.8 22.5 27.3 32.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 29,702: 23,868 8,505 842 2,353 18,464 27,063 27,811: 2,640 1,891
Old : 29,702: 23,868 8,505 842 2,353 18,464 27,063 27,811: 2,640 1,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 965: 1,044 709 77 286 163 1,408 950: -443 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 28.6 2.8 7.9 62.2 91.1 93.6: 8.9 6.4
Old : 100.0: 80.4 28.6 2.8 7.9 62.2 91.1 93.6: 8.9 6.4
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 : 74: 37 25 6 7 7 46 36:
Old : 74: 37 25 6 7 7 46 36:
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 : 58.4 71.0 69.4 81.1 57.2 69.0 68.0 79.1
Old : 58.4 71.0 69.4 81.1 57.2 69.0 68.0 79.1
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, April 14, 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 : 186,867: 5,788 50,766 21,886 158,199 112,308 185,872 184,960: 995 1,907
Old : 115,136: 6,240 50,537 11,339 96,898 52,305 114,477 114,182: 659 954
Other: 71,731: 4,461 5,141 5,633 61,301 60,003 71,395 70,778: 336 953
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,375: 1,362 2,926 -2,043 2,073 348 1,392 1,232: -17 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 27.2 11.7 84.7 60.1 99.5 99.0: 0.5 1.0
Old : 100.0: 5.4 43.9 9.8 84.2 45.4 99.4 99.2: 0.6 0.8
Other: 100.0: 6.2 7.2 7.9 85.5 83.7 99.5 98.7: 0.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 35 100 28 38 59 95 172:
Old : 173: 35 83 17 33 40 79 131:
Other: 102: 13 37 14 20 42 41 88:
:----------------------------------------------------------------------------------------------------
: 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 : 52.0 34.6 73.9 49.0 46.1 32.9 60.7 42.5
Old : 57.9 31.2 80.7 47.5 56.6 31.0 71.7 46.0
Other: 65.7 51.3 89.7 71.5 65.2 51.2 83.4 67.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 522,256: 50,448 27,337 124 465,518 489,397 516,090 516,858: 6,166 5,398
Old : 522,256: 50,448 27,337 124 465,518 489,397 516,090 516,858: 6,166 5,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -10,643: 1,313 810 -188 -12,261 -11,349 -11,136 -10,727: 493 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.2 0.0 89.1 93.7 98.8 99.0: 1.2 1.0
Old : 100.0: 9.7 5.2 0.0 89.1 93.7 98.8 99.0: 1.2 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 : 179: 18 16 3 94 97 114 114:
Old : 179: 18 16 3 94 97 114 114:
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 : 29.4 48.9 45.9 60.0 28.8 48.9 45.1 60.0
Old : 29.4 48.9 45.9 60.0 28.8 48.9 45.1 60.0
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, April 14, 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 : 1,301,871: 204,647 109,382 7,908 1,068,157 1,163,579 1,280,712 1,280,869: 21,159 21,002
Old : 1,301,871: 204,647 109,382 7,908 1,068,157 1,163,579 1,280,712 1,280,869: 21,159 21,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -3,896: 659 -7,636 1,891 -7,430 4,784 -4,880 -961: 984 -2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.4 0.6 82.0 89.4 98.4 98.4: 1.6 1.6
Old : 100.0: 15.7 8.4 0.6 82.0 89.4 98.4 98.4: 1.6 1.6
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 : 405: 81 55 27 197 155 289 226:
Old : 405: 81 55 27 197 155 289 226:
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 : 18.3 35.9 31.3 49.1 17.1 35.9 28.7 49.1
Old : 18.3 35.9 31.3 49.1 17.1 35.9 28.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020