COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 240,594: 42,868 32,258 64,729 119,671 132,622 227,267 229,609: 13,327 10,985
Old : 99,391: 19,322 34,420 22,867 51,926 35,221 94,114 92,508: 5,277 6,883
Other: 141,203: 38,452 12,744 26,956 67,745 97,401 133,153 137,101: 8,050 4,102
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,265: 2,997 -3,383 227 -953 5,881 2,271 2,724: -6 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 13.4 26.9 49.7 55.1 94.5 95.4: 5.5 4.6
Old : 100.0: 19.4 34.6 23.0 52.2 35.4 94.7 93.1: 5.3 6.9
Other: 100.0: 27.2 9.0 19.1 48.0 69.0 94.3 97.1: 5.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 101 72 93 74 73 220 199:
Old : 219: 67 75 42 56 52 147 146:
Other: 215: 84 44 60 64 64 173 146:
:----------------------------------------------------------------------------------------------------
: 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 22.2 27.8 33.4 11.8 15.4 17.8 22.1
Old : 23.9 20.7 36.5 34.0 22.4 18.3 30.6 26.6
Other: 15.6 28.7 26.3 42.0 14.8 23.6 23.4 34.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 14,645: 3,036 964 2,583 6,664 10,268 12,283 13,815: 2,363 831
Old : 13,942: 3,023 964 2,499 6,072 9,713 11,594 13,177: 2,348 765
Other: 704: 32 18 65 592 555 689 638: 15 65
: : :
: : Changes in Commitments from: May 26, 2020 :
: -213: -405 -22 144 30 -339 -230 -217: 17 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.6 17.6 45.5 70.1 83.9 94.3: 16.1 5.7
Old : 100.0: 21.7 6.9 17.9 43.6 69.7 83.2 94.5: 16.8 5.5
Other: 100.0: 4.6 2.6 9.2 84.1 78.9 97.9 90.7: 2.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 27 6 11 22 19 51 34:
Old : 61: 27 6 11 22 19 51 34:
Other: 14: 3 3 5 5 3 11 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 : 21.5 57.1 35.7 72.8 19.4 54.9 31.7 66.3
Old : 22.5 56.1 37.0 72.3 20.4 53.8 31.9 65.8
Other: 79.2 86.2 95.3 90.7 79.2 81.1 88.6 81.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 273,368: 47,095 43,866 77,225 136,053 143,806 260,373 264,897: 12,994 8,470
Old : 157,831: 49,025 43,863 32,491 67,478 74,492 148,994 150,846: 8,837 6,985
Other: 115,536: 28,990 30,923 13,814 68,575 69,314 111,379 114,051: 4,158 1,485
: : :
: : Changes in Commitments from: May 26, 2020 :
: 7,898: 4,991 -14 2,074 889 5,420 7,954 7,480: -56 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.0 28.2 49.8 52.6 95.2 96.9: 4.8 3.1
Old : 100.0: 31.1 27.8 20.6 42.8 47.2 94.4 95.6: 5.6 4.4
Other: 100.0: 25.1 26.8 12.0 59.4 60.0 96.4 98.7: 3.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 75 63 87 60 50 182 163:
Old : 206: 73 66 66 52 47 156 149:
Other: 137: 43 36 36 49 31 108 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 : 24.1 27.0 33.1 39.8 14.1 15.1 19.3 21.7
Old : 23.3 24.4 35.6 37.4 14.8 16.1 21.3 23.2
Other: 36.1 38.4 47.6 57.4 30.0 31.0 40.5 46.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 1,197,601: 182,411 127,134 240,218 698,860 763,553 1,121,490 1,130,905: 76,112 66,697
Old : 1,197,601: 182,411 127,134 240,218 698,860 763,553 1,121,490 1,130,905: 76,112 66,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 14,893: 4,227 -2,795 9,147 3,295 8,739 16,668 15,090: -1,775 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.6 20.1 58.4 63.8 93.6 94.4: 6.4 5.6
Old : 100.0: 15.2 10.6 20.1 58.4 63.8 93.6 94.4: 6.4 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 : 256: 86 55 87 99 86 225 191:
Old : 256: 86 55 87 99 86 225 191:
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 : 13.2 23.5 22.4 35.5 7.8 18.4 13.6 26.2
Old : 13.2 23.5 22.4 35.5 7.8 18.4 13.6 26.2
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 02, 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 : 347,008: 43,845 43,486 109,107 180,332 185,440 333,284 338,034: 13,724 8,974
Old : 186,796: 36,441 52,270 51,667 90,608 76,336 178,716 180,274: 8,080 6,523
Other: 160,212: 28,504 12,315 36,340 89,724 109,105 154,568 157,760: 5,643 2,452
: : :
: : Changes in Commitments from: May 26, 2020 :
: 29,159: 2,494 14,552 11,501 13,428 2,169 27,423 28,223: 1,736 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.5 31.4 52.0 53.4 96.0 97.4: 4.0 2.6
Old : 100.0: 19.5 28.0 27.7 48.5 40.9 95.7 96.5: 4.3 3.5
Other: 100.0: 17.8 7.7 22.7 56.0 68.1 96.5 98.5: 3.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 138 100 144 139 125 343 319:
Old : 400: 128 109 115 130 112 306 294:
Other: 271: 77 50 48 115 90 217 166:
:----------------------------------------------------------------------------------------------------
: 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 18.8 28.8 30.4 6.5 8.7 11.5 14.9
Old : 21.3 16.5 31.0 27.8 14.3 9.9 18.5 16.2
Other: 20.9 27.9 32.0 40.3 13.1 21.4 21.0 29.6
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 40,210: 3,544 513 16,410 20,252 23,281 40,205 40,205: 5 6
Old : 40,210: 3,544 513 16,410 20,252 23,281 40,205 40,205: 5 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -205: -260 100 -42 98 -263 -204 -205: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 1.3 40.8 50.4 57.9 100.0 100.0: 0.0 0.0
Old : 100.0: 8.8 1.3 40.8 50.4 57.9 100.0 100.0: 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 : 76.5 83.7 93.8 96.6 11.7 12.8 14.0 14.2
Old : 76.5 83.7 93.8 96.6 11.7 12.8 14.0 14.2
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 02, 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 : 26,044: 17,883 9,621 1,650 3,656 12,516 23,190 23,787: 2,855 2,257
Old : 26,044: 17,883 9,621 1,650 3,656 12,516 23,190 23,787: 2,855 2,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,285: -3,164 3,379 472 889 -6,690 -1,802 -2,839: -482 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 36.9 6.3 14.0 48.1 89.0 91.3: 11.0 8.7
Old : 100.0: 68.7 36.9 6.3 14.0 48.1 89.0 91.3: 11.0 8.7
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 : 68: 31 27 10 7 4 44 36:
Old : 68: 31 27 10 7 4 44 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 : 47.9 68.5 60.9 77.5 46.4 67.7 58.8 76.2
Old : 47.9 68.5 60.9 77.5 46.4 67.7 58.8 76.2
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 02, 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 : 202,309: 6,366 61,645 17,594 177,376 121,481 201,336 200,721: 973 1,588
Old : 94,220: 11,023 48,677 3,447 79,335 41,946 93,805 94,069: 415 151
Other: 108,089: 2,434 20,061 7,056 98,041 79,535 107,531 106,651: 558 1,438
: : :
: : Changes in Commitments from: May 26, 2020 :
: 4,335: -1,228 8,872 2,130 3,390 -6,344 4,292 4,658: 42 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 30.5 8.7 87.7 60.0 99.5 99.2: 0.5 0.8
Old : 100.0: 11.7 51.7 3.7 84.2 44.5 99.6 99.8: 0.4 0.2
Other: 100.0: 2.3 18.6 6.5 90.7 73.6 99.5 98.7: 0.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 41 101 23 38 54 94 170:
Old : 146: 36 66 7 24 27 62 98:
Other: 134: 17 59 15 31 43 58 111:
:----------------------------------------------------------------------------------------------------
: 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 : 56.4 37.1 80.1 54.4 49.5 35.0 67.8 47.2
Old : 66.2 37.5 84.3 57.7 66.2 37.5 83.3 57.7
Other: 71.9 47.3 88.7 62.8 70.8 46.3 81.2 60.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 466,731: 46,225 15,469 385 410,847 443,171 457,457 459,025: 9,274 7,706
Old : 466,731: 46,225 15,469 385 410,847 443,171 457,457 459,025: 9,274 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -18,759: 681 -9,656 277 -21,955 -10,700 -20,997 -20,079: 2,238 1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.3 0.1 88.0 95.0 98.0 98.3: 2.0 1.7
Old : 100.0: 9.9 3.3 0.1 88.0 95.0 98.0 98.3: 2.0 1.7
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 : 172: 19 17 4 92 88 113 107:
Old : 172: 19 17 4 92 88 113 107:
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 : 29.1 54.0 44.5 64.4 27.8 53.9 42.8 64.2
Old : 29.1 54.0 44.5 64.4 27.8 53.9 42.8 64.2
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, June 02, 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 : 1,156,937: 165,150 126,939 13,852 950,685 1,000,571 1,129,687 1,141,362: 27,250 15,575
Old : 1,156,937: 165,150 126,939 13,852 950,685 1,000,571 1,129,687 1,141,362: 27,250 15,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -14,594: 735 2,954 1,062 -14,675 -7,440 -12,878 -3,424: -1,716 -11,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.0 1.2 82.2 86.5 97.6 98.7: 2.4 1.3
Old : 100.0: 14.3 11.0 1.2 82.2 86.5 97.6 98.7: 2.4 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 : 423: 77 65 34 216 156 307 241:
Old : 423: 77 65 34 216 156 307 241:
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 35.9 28.7 49.8 16.3 35.9 25.5 49.1
Old : 18.2 35.9 28.7 49.8 16.3 35.9 25.5 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020