COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 238,330: 39,870 35,642 64,502 120,624 126,741 224,996 226,885: 13,333 11,445
Old : 109,841: 22,338 41,199 22,577 59,301 39,191 104,216 102,968: 5,624 6,873
Other: 128,489: 36,483 13,393 22,975 61,323 87,550 120,780 123,917: 7,709 4,572
: : :
: : Changes in Commitments from: May 19, 2020 :
: 6,335: -1,148 -1,930 3,995 3,996 3,571 6,844 5,636: -509 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.0 27.1 50.6 53.2 94.4 95.2: 5.6 4.8
Old : 100.0: 20.3 37.5 20.6 54.0 35.7 94.9 93.7: 5.1 6.3
Other: 100.0: 28.4 10.4 17.9 47.7 68.1 94.0 96.4: 6.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 96 76 92 74 71 213 202:
Old : 233: 73 83 43 53 53 147 159:
Other: 204: 81 38 51 67 60 167 131:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 21.5 27.2 32.2 12.5 14.6 18.7 21.2
Old : 24.1 21.5 36.5 32.9 22.4 18.4 32.8 28.0
Other: 15.8 26.7 26.2 41.1 14.0 21.0 22.3 32.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 14,858: 3,441 986 2,439 6,633 10,607 12,513 14,032: 2,345 826
Old : 14,181: 3,445 986 2,350 6,061 10,078 11,856 13,414: 2,325 767
Other: 677: 18 22 67 572 529 657 618: 20 59
: : :
: : Changes in Commitments from: May 19, 2020 :
: 389: 418 -172 157 -103 385 472 370: -82 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 6.6 16.4 44.6 71.4 84.2 94.4: 15.8 5.6
Old : 100.0: 24.3 7.0 16.6 42.7 71.1 83.6 94.6: 16.4 5.4
Other: 100.0: 2.7 3.3 9.8 84.5 78.1 97.1 91.3: 2.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 34 5 12 23 19 59 34:
Old : 67: 34 5 12 23 19 59 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 57.2 34.0 72.1 18.3 54.8 30.6 66.2
Old : 21.2 56.2 35.0 71.6 19.2 53.7 30.6 65.6
Other: 79.3 88.3 94.3 91.3 79.3 81.2 87.2 81.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 265,469: 42,105 43,880 75,151 135,163 138,385 252,419 257,417: 13,050 8,053
Old : 158,183: 46,675 44,285 33,416 68,731 73,725 148,822 151,427: 9,361 6,756
Other: 107,286: 23,434 27,599 13,731 66,432 64,660 103,597 105,990: 3,689 1,297
: : :
: : Changes in Commitments from: May 19, 2020 :
: 672: -3,757 -1,174 2,489 2,024 -301 756 1,014: -84 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.5 28.3 50.9 52.1 95.1 97.0: 4.9 3.0
Old : 100.0: 29.5 28.0 21.1 43.5 46.6 94.1 95.7: 5.9 4.3
Other: 100.0: 21.8 25.7 12.8 61.9 60.3 96.6 98.8: 3.4 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 69 65 79 60 47 174 152:
Old : 200: 67 65 61 52 45 152 139:
Other: 125: 39 29 33 49 29 104 77:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 27.2 34.7 40.6 14.5 14.9 19.2 21.5
Old : 24.5 25.7 37.4 38.8 14.0 17.3 20.0 24.1
Other: 37.6 38.5 48.9 58.8 32.1 30.8 42.0 47.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 1,182,708: 178,185 129,930 231,071 695,566 754,814 1,104,822 1,115,815: 77,887 66,894
Old : 1,182,708: 178,185 129,930 231,071 695,566 754,814 1,104,822 1,115,815: 77,887 66,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 12,172: 13,007 -7,756 -2,666 1,329 19,899 11,671 9,477: 501 2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.0 19.5 58.8 63.8 93.4 94.3: 6.6 5.7
Old : 100.0: 15.1 11.0 19.5 58.8 63.8 93.4 94.3: 6.6 5.7
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 : 249: 83 54 80 98 82 219 180:
Old : 249: 83 54 80 98 82 219 180:
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 : 13.4 23.9 22.6 36.2 7.8 18.4 13.7 26.1
Old : 13.4 23.9 22.6 36.2 7.8 18.4 13.7 26.1
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 26, 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 : 317,849: 41,352 28,934 97,606 166,904 183,271 305,862 309,811: 11,987 8,038
Old : 170,815: 34,001 43,513 43,807 85,576 77,812 163,384 165,132: 7,431 5,682
Other: 147,034: 29,128 7,198 32,022 81,328 105,459 142,478 144,679: 4,556 2,355
: : :
: : Changes in Commitments from: May 19, 2020 :
: 7,276: -732 3,983 1,162 6,040 1,402 6,470 6,548: 807 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.1 30.7 52.5 57.7 96.2 97.5: 3.8 2.5
Old : 100.0: 19.9 25.5 25.6 50.1 45.6 95.6 96.7: 4.4 3.3
Other: 100.0: 19.8 4.9 21.8 55.3 71.7 96.9 98.4: 3.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 137 88 136 139 128 341 303:
Old : 385: 128 97 110 129 115 304 279:
Other: 264: 75 45 47 114 88 211 162:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 19.6 28.7 32.0 6.7 10.3 11.5 16.5
Old : 20.3 18.5 29.7 29.2 14.5 11.7 19.3 18.5
Other: 22.6 28.9 34.3 43.0 13.0 22.0 21.7 30.9
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 40,415: 3,804 413 16,452 20,154 23,544 40,410 40,409: 6 6
Old : 40,415: 3,804 413 16,452 20,154 23,544 40,410 40,409: 6 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 3,892: -266 89 1,932 2,227 1,942 3,893 3,962: -1 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.0 40.7 49.9 58.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 1.0 40.7 49.9 58.3 100.0 100.0: 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: 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 : 75.0 83.0 93.5 96.5 12.4 14.1 14.4 14.8
Old : 75.0 83.0 93.5 96.5 12.4 14.1 14.4 14.8
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 26, 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 : 28,329: 21,046 6,241 1,178 2,767 19,206 24,992 26,626: 3,337 1,703
Old : 28,329: 21,046 6,241 1,178 2,767 19,206 24,992 26,626: 3,337 1,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -3,180: -3,478 -979 79 -90 -2,061 -3,489 -2,961: 309 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 22.0 4.2 9.8 67.8 88.2 94.0: 11.8 6.0
Old : 100.0: 74.3 22.0 4.2 9.8 67.8 88.2 94.0: 11.8 6.0
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 : 66: 36 19 10 8 4 47 31:
Old : 66: 36 19 10 8 4 47 31:
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 : 55.3 75.8 65.4 84.8 53.3 73.8 63.0 82.9
Old : 55.3 75.8 65.4 84.8 53.3 73.8 63.0 82.9
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, May 26, 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 : 197,974: 7,593 52,773 15,464 173,986 127,825 197,044 196,062: 931 1,912
Old : 95,697: 10,252 44,261 3,101 81,902 47,822 95,255 95,183: 442 513
Other: 102,278: 2,782 13,953 6,922 92,084 80,004 101,789 100,879: 489 1,399
: : :
: : Changes in Commitments from: May 19, 2020 :
: 4,949: -1,514 1,177 1,433 4,997 2,287 4,916 4,897: 33 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 26.7 7.8 87.9 64.6 99.5 99.0: 0.5 1.0
Old : 100.0: 10.7 46.3 3.2 85.6 50.0 99.5 99.5: 0.5 0.5
Other: 100.0: 2.7 13.6 6.8 90.0 78.2 99.5 98.6: 0.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 41 93 23 35 55 90 162:
Old : 146: 35 68 9 23 26 64 97:
Other: 125: 14 53 14 27 46 51 106:
:----------------------------------------------------------------------------------------------------
: 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 : 58.4 41.7 81.1 56.9 53.1 39.8 70.4 51.0
Old : 69.0 44.2 85.9 63.5 69.0 44.2 84.4 63.5
Other: 72.0 48.5 89.7 66.0 71.0 47.5 82.0 62.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 485,490: 45,544 25,125 108 432,802 453,871 478,454 479,104: 7,036 6,386
Old : 485,490: 45,544 25,125 108 432,802 453,871 478,454 479,104: 7,036 6,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,206: -20 4,777 19 3,340 -3,392 3,339 1,404: -1,133 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.2 0.0 89.1 93.5 98.6 98.7: 1.4 1.3
Old : 100.0: 9.4 5.2 0.0 89.1 93.5 98.6 98.7: 1.4 1.3
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 : 182: 20 19 5 95 90 118 111:
Old : 182: 20 19 5 95 90 118 111:
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 50.9 44.0 60.6 28.5 50.9 42.1 60.5
Old : 29.4 50.9 44.0 60.6 28.5 50.9 42.1 60.5
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 26, 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 : 1,171,531: 164,415 123,985 12,790 965,360 1,008,011 1,142,565 1,144,786: 28,966 26,745
Old : 1,171,531: 164,415 123,985 12,790 965,360 1,008,011 1,142,565 1,144,786: 28,966 26,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -23,431: -25,691 -2,254 1,675 -4,935 -25,405 -28,951 -25,984: 5,520 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 10.6 1.1 82.4 86.0 97.5 97.7: 2.5 2.3
Old : 100.0: 14.0 10.6 1.1 82.4 86.0 97.5 97.7: 2.5 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 : 417: 66 66 28 210 164 290 244:
Old : 417: 66 66 28 210 164 290 244:
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 : 17.9 35.0 28.0 48.6 16.1 35.0 24.8 47.7
Old : 17.9 35.0 28.0 48.6 16.1 35.0 24.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020