COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 190,605: 45,800 30,640 38,941 94,337 110,976 179,078 180,558: 11,527 10,047
Old : 1,031: 0 50 0 1,026 850 1,026 900: 5 131
Other: 189,574: 45,850 30,640 38,891 93,311 110,126 178,052 179,658: 11,522 9,916
: : :
: : Changes in Commitments from: June 16, 2020 :
: -11,683: 93 -1,031 -1 -11,188 -10,837 -11,095 -11,869: -588 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.1 20.4 49.5 58.2 94.0 94.7: 6.0 5.3
Old : 100.0: 0.0 4.8 0.0 99.5 82.4 99.5 87.3: 0.5 12.7
Other: 100.0: 24.2 16.2 20.5 49.2 58.1 93.9 94.8: 6.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 82 64 73 72 71 188 178:
Old : 6: 0 1 0 1 4 1 5:
Other: 241: 83 64 73 72 71 188 178:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 23.1 24.5 33.4 13.6 19.8 21.1 27.8
Old : 99.5 87.0 99.5 87.3 99.5 87.0 99.5 87.3
Other: 14.5 23.2 24.1 33.5 13.6 19.9 21.2 27.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 12,953: 2,666 1,215 1,897 6,511 8,996 11,075 12,108: 1,878 845
Old : 11,979: 2,615 1,185 1,788 5,740 8,248 10,143 11,221: 1,836 758
Other: 974: 76 54 84 772 748 932 887: 42 87
: : :
: : Changes in Commitments from: June 16, 2020 :
: -1,582: 7 -91 -739 -734 -508 -1,465 -1,338: -117 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.4 14.6 50.3 69.5 85.5 93.5: 14.5 6.5
Old : 100.0: 21.8 9.9 14.9 47.9 68.9 84.7 93.7: 15.3 6.3
Other: 100.0: 7.8 5.6 8.7 79.2 76.8 95.7 91.0: 4.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 20 12 8 22 14 48 28:
Old : 56: 20 11 8 21 14 46 28:
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 : 20.9 53.9 36.8 71.0 18.2 51.3 32.0 64.7
Old : 22.3 53.5 38.6 71.5 19.5 51.6 34.0 66.1
Other: 66.0 84.3 82.4 91.0 63.3 77.6 78.6 77.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 234,022: 47,932 47,235 65,647 108,560 113,184 222,139 226,067: 11,882 7,955
Old : 110,314: 49,666 43,541 16,858 36,867 44,408 103,391 104,807: 6,923 5,508
Other: 123,707: 31,253 36,683 15,801 71,694 68,776 118,748 121,260: 4,959 2,447
: : :
: : Changes in Commitments from: June 16, 2020 :
: 655: -1,058 1,401 560 -805 -1,658 -1,303 303: 1,957 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 20.2 28.1 46.4 48.4 94.9 96.6: 5.1 3.4
Old : 100.0: 45.0 39.5 15.3 33.4 40.3 93.7 95.0: 6.3 5.0
Other: 100.0: 25.3 29.7 12.8 58.0 55.6 96.0 98.0: 4.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 82 58 77 63 49 184 152:
Old : 203: 76 60 41 43 41 137 124:
Other: 150: 48 41 34 54 36 115 99:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 23.2 32.0 36.3 16.6 16.9 23.1 24.4
Old : 21.1 23.3 33.1 34.5 19.6 19.2 29.5 29.7
Other: 34.9 34.1 46.1 51.5 29.6 29.9 38.9 42.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,114,976: 188,481 83,446 189,736 658,225 781,451 1,036,441 1,054,632: 78,535 60,344
Old : 1,114,976: 188,481 83,446 189,736 658,225 781,451 1,036,441 1,054,632: 78,535 60,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -4,765: 11,437 -7,566 -9,150 -2,751 9,953 -464 -6,763: -4,301 1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.5 17.0 59.0 70.1 93.0 94.6: 7.0 5.4
Old : 100.0: 16.9 7.5 17.0 59.0 70.1 93.0 94.6: 7.0 5.4
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 : 247: 82 46 80 103 85 223 180:
Old : 247: 82 46 80 103 85 223 180:
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 : 13.1 25.7 22.3 41.2 9.9 21.9 16.0 30.5
Old : 13.1 25.7 22.3 41.2 9.9 21.9 16.0 30.5
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 23, 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 : 321,408: 47,929 65,479 84,940 173,620 162,559 306,489 312,978: 14,919 8,430
Old : 135,036: 46,177 64,017 16,867 63,811 48,703 126,855 129,586: 8,180 5,449
Other: 186,372: 31,119 30,830 38,705 109,809 113,856 179,633 183,392: 6,739 2,980
: : :
: : Changes in Commitments from: June 16, 2020 :
: -1,359: 1,288 4,945 982 -2,249 -5,784 21 142: -1,380 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.4 26.4 54.0 50.6 95.4 97.4: 4.6 2.6
Old : 100.0: 34.2 47.4 12.5 47.3 36.1 93.9 96.0: 6.1 4.0
Other: 100.0: 16.7 16.5 20.8 58.9 61.1 96.4 98.4: 3.6 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 146 109 138 145 127 358 321:
Old : 411: 138 110 73 113 103 280 258:
Other: 312: 90 67 59 124 96 249 193:
:----------------------------------------------------------------------------------------------------
: 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 16.4 26.0 27.1 8.1 9.4 13.7 15.7
Old : 21.4 16.7 30.3 27.5 18.3 15.3 25.2 24.8
Other: 18.9 22.6 31.1 35.0 12.9 16.0 18.6 23.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 21,629: 11,661 16,967 1,094 6,662 857 19,417 18,918: 2,212 2,711
Old : 21,629: 11,661 16,967 1,094 6,662 857 19,417 18,918: 2,212 2,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,732: 860 827 147 1,037 374 2,044 1,348: -312 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 78.4 5.1 30.8 4.0 89.8 87.5: 10.2 12.5
Old : 100.0: 53.9 78.4 5.1 30.8 4.0 89.8 87.5: 10.2 12.5
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 : 70: 28 31 10 7 5 40 42:
Old : 70: 28 31 10 7 5 40 42:
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 : 59.6 52.6 72.3 64.2 57.5 52.6 69.1 64.2
Old : 59.6 52.6 72.3 64.2 57.5 52.6 69.1 64.2
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 23, 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 : 174,182: 10,149 52,044 15,346 147,801 104,739 173,296 172,129: 886 2,053
Old : 13,789: 896 2,250 2,305 10,459 9,134 13,660 13,689: 129 100
Other: 160,393: 9,994 50,536 12,299 137,342 95,606 159,635 158,440: 758 1,953
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,428: 267 -1,274 -638 4,050 5,355 3,679 3,442: -251 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 29.9 8.8 84.9 60.1 99.5 98.8: 0.5 1.2
Old : 100.0: 6.5 16.3 16.7 75.9 66.2 99.1 99.3: 0.9 0.7
Other: 100.0: 6.2 31.5 7.7 85.6 59.6 99.5 98.8: 0.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 42 86 23 39 53 98 152:
Old : 69: 20 13 6 19 24 41 41:
Other: 182: 32 87 19 32 47 77 145:
:----------------------------------------------------------------------------------------------------
: 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 : 55.7 37.0 76.8 53.1 52.8 35.1 67.4 50.0
Old : 57.0 58.0 80.0 76.8 53.5 51.2 65.7 64.0
Other: 60.5 39.0 78.8 55.6 59.9 37.4 72.4 53.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 450,940: 42,887 10,581 125 400,651 434,471 443,663 445,177: 7,277 5,763
Old : 450,940: 42,887 10,581 125 400,651 434,471 443,663 445,177: 7,277 5,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -126,307: -1,102 -2,353 -20 -111,664 -107,185 -112,786 -109,558: -13,521 -16,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.3 0.0 88.8 96.3 98.4 98.7: 1.6 1.3
Old : 100.0: 9.5 2.3 0.0 88.8 96.3 98.4 98.7: 1.6 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 : 179: 21 16 6 102 85 126 104:
Old : 179: 21 16 6 102 85 126 104:
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 : 27.9 47.8 42.6 65.9 26.5 47.5 41.0 65.1
Old : 27.9 47.8 42.6 65.9 26.5 47.5 41.0 65.1
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 23, 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 : 1,166,130: 176,345 95,339 13,661 945,588 1,040,273 1,135,594 1,149,273: 30,536 16,857
Old : 1,166,130: 176,345 95,339 13,661 945,588 1,040,273 1,135,594 1,149,273: 30,536 16,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -352,338: 8,618 -24,831 -4,175 -316,728 -287,084 -312,285 -316,090: -40,053 -36,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 8.2 1.2 81.1 89.2 97.4 98.6: 2.6 1.4
Old : 100.0: 15.1 8.2 1.2 81.1 89.2 97.4 98.6: 2.6 1.4
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 : 413: 77 54 24 223 143 310 211:
Old : 413: 77 54 24 223 143 310 211:
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 : 18.1 39.4 29.0 52.6 16.6 39.3 25.8 52.2
Old : 18.1 39.4 29.0 52.6 16.6 39.3 25.8 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020