COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 257,566: 70,557 12,234 61,316 112,283 174,126 244,156 247,675: 13,410 9,890
Old : 238,085: 67,244 17,131 55,128 103,159 156,180 225,530 228,440: 12,555 9,646
Other: 19,480: 8,265 54 1,237 9,124 17,945 18,626 19,236: 855 245
: : :
: : Changes in Commitments from: September 1, 2020 :
: 7,370: -6,936 2,666 3,107 13,268 759 9,439 6,532: -2,069 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.7 23.8 43.6 67.6 94.8 96.2: 5.2 3.8
Old : 100.0: 28.2 7.2 23.2 43.3 65.6 94.7 95.9: 5.3 4.1
Other: 100.0: 42.4 0.3 6.3 46.8 92.1 95.6 98.7: 4.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 118 50 85 72 76 224 188:
Old : 268: 112 59 83 69 76 219 188:
Other: 66: 23 3 10 25 26 53 37:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 33.4 24.5 42.4 11.9 25.3 17.9 32.8
Old : 15.4 33.8 25.4 42.9 12.8 26.5 19.4 33.3
Other: 41.9 50.4 58.9 72.4 40.8 49.9 54.5 70.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 10,460: 1,903 1,203 1,278 5,337 6,450 8,518 8,930: 1,942 1,530
Old : 7,985: 1,876 1,242 660 3,945 4,871 6,482 6,773: 1,503 1,211
Other: 2,475: 252 187 391 1,392 1,578 2,036 2,157: 439 318
: : :
: : Changes in Commitments from: September 1, 2020 :
: -178: 83 16 -18 -301 -253 -236 -255: 58 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.5 12.2 51.0 61.7 81.4 85.4: 18.6 14.6
Old : 100.0: 23.5 15.6 8.3 49.4 61.0 81.2 84.8: 18.8 15.2
Other: 100.0: 10.2 7.6 15.8 56.2 63.8 82.3 87.1: 17.7 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 11 9 19 8 40 24:
Old : 46: 17 10 8 17 7 37 22:
Other: 24: 6 4 6 12 6 20 14:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 50.8 41.4 70.4 23.1 43.1 40.3 61.0
Old : 28.9 50.2 50.0 70.9 28.9 47.9 46.6 63.3
Other: 38.1 64.6 58.5 79.7 36.1 56.0 50.6 63.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 246,300: 78,310 34,147 51,659 103,907 152,510 233,876 238,316: 12,424 7,984
Old : 238,325: 80,128 33,606 49,169 97,140 147,841 226,437 230,616: 11,888 7,709
Other: 7,975: 497 2,856 175 6,767 4,669 7,439 7,700: 536 275
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,842: 2,815 1,627 -1,421 -5,414 -5,136 -4,020 -4,930: 178 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 13.9 21.0 42.2 61.9 95.0 96.8: 5.0 3.2
Old : 100.0: 33.6 14.1 20.6 40.8 62.0 95.0 96.8: 5.0 3.2
Other: 100.0: 6.2 35.8 2.2 84.9 58.5 93.3 96.6: 6.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 99 47 61 60 53 187 139:
Old : 223: 100 47 60 58 53 185 138:
Other: 35: 3 6 3 20 11 23 20:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 27.6 28.1 37.4 13.1 19.6 20.2 28.0
Old : 19.7 28.3 28.9 37.8 14.4 20.3 21.8 28.8
Other: 65.1 67.8 82.1 85.0 63.3 63.4 77.9 80.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 1,219,343: 263,309 45,831 244,395 620,997 875,718 1,128,701 1,165,943: 90,642 53,400
Old : 1,219,343: 263,309 45,831 244,395 620,997 875,718 1,128,701 1,165,943: 90,642 53,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -27,566: -20,869 3,979 -14,514 16,699 -21,384 -18,685 -31,920: -8,882 4,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.8 20.0 50.9 71.8 92.6 95.6: 7.4 4.4
Old : 100.0: 21.6 3.8 20.0 50.9 71.8 92.6 95.6: 7.4 4.4
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 : 256: 91 44 87 99 90 234 186:
Old : 256: 91 44 87 99 90 234 186:
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 : 9.6 27.3 17.7 42.3 8.1 23.5 14.2 32.1
Old : 9.6 27.3 17.7 42.3 8.1 23.5 14.2 32.1
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, September 08, 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 : 338,190: 70,627 13,186 104,408 149,653 210,593 324,688 328,188: 13,502 10,002
Old : 308,764: 69,945 17,995 95,938 130,235 185,312 296,118 299,244: 12,646 9,520
Other: 29,426: 7,194 1,704 1,958 19,417 25,282 28,570 28,943: 856 482
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,905: 2,731 -2,420 1,811 -2,392 1,441 2,150 832: -245 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.9 30.9 44.3 62.3 96.0 97.0: 4.0 3.0
Old : 100.0: 22.7 5.8 31.1 42.2 60.0 95.9 96.9: 4.1 3.1
Other: 100.0: 24.4 5.8 6.7 66.0 85.9 97.1 98.4: 2.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 169 72 141 132 138 370 302:
Old : 428: 167 77 138 129 138 365 301:
Other: 127: 25 11 13 67 55 96 75:
:----------------------------------------------------------------------------------------------------
: 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 20.0 27.7 34.0 7.9 12.5 13.2 19.0
Old : 17.8 19.9 27.9 33.2 8.3 10.4 14.0 16.8
Other: 46.8 48.2 58.4 63.0 44.2 47.8 54.4 61.4
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 19,428: 137 7,495 5,063 14,227 6,869 19,428 19,428: 0 0
Old : 19,428: 137 7,495 5,063 14,227 6,869 19,428 19,428: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 729: 25 -932 880 -176 781 729 729: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 38.6 26.1 73.2 35.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 38.6 26.1 73.2 35.4 100.0 100.0: 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: 2 6 5 9 9 15 16:
Old : 20: 2 6 5 9 9 15 16:
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 : 73.0 81.3 91.4 94.7 36.2 38.5 39.9 39.7
Old : 73.0 81.3 91.4 94.7 36.2 38.5 39.9 39.7
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, September 08, 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 : 29,896: 13,453 19,212 2,906 8,530 2,187 24,890 24,306: 5,006 5,590
Old : 29,896: 13,453 19,212 2,906 8,530 2,187 24,890 24,306: 5,006 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -567: -900 -1,883 35 -1,164 163 -2,029 -1,685: 1,463 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 64.3 9.7 28.5 7.3 83.3 81.3: 16.7 18.7
Old : 100.0: 45.0 64.3 9.7 28.5 7.3 83.3 81.3: 16.7 18.7
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 : 91: 40 40 14 6 7 49 59:
Old : 91: 40 40 14 6 7 49 59:
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 : 47.4 36.1 61.4 52.7 42.3 33.7 55.5 50.3
Old : 47.4 36.1 61.4 52.7 42.3 33.7 55.5 50.3
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, September 08, 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 : 239,696: 57,281 13,982 22,971 158,222 200,006 238,475 236,959: 1,221 2,737
Old : 235,935: 57,525 13,854 22,613 154,600 196,873 234,739 233,340: 1,196 2,595
Other: 3,761: 98 470 16 3,622 3,133 3,736 3,619: 25 142
: : :
: : Changes in Commitments from: September 1, 2020 :
: 7,400: 10,349 -2,461 2,124 -5,174 7,923 7,299 7,586: 100 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.8 9.6 66.0 83.4 99.5 98.9: 0.5 1.1
Old : 100.0: 24.4 5.9 9.6 65.5 83.4 99.5 98.9: 0.5 1.1
Other: 100.0: 2.6 12.5 0.4 96.3 83.3 99.3 96.2: 0.7 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 88 123 36 41 83 150 229:
Old : 316: 88 125 36 41 83 150 229:
Other: 42: 4 12 3 5 20 10 35:
:----------------------------------------------------------------------------------------------------
: 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 : 40.5 49.8 57.2 63.1 35.7 42.2 44.2 49.6
Old : 41.0 50.1 57.2 63.6 36.2 42.4 44.6 49.5
Other: 90.1 68.1 99.3 80.4 90.1 68.1 98.9 80.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 445,925: 45,955 10,658 935 390,049 428,187 436,939 439,780: 8,986 6,145
Old : 445,925: 45,955 10,658 935 390,049 428,187 436,939 439,780: 8,986 6,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,893: 3,835 -1,065 -185 -5,865 -514 -2,215 -1,764: 322 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.4 0.2 87.5 96.0 98.0 98.6: 2.0 1.4
Old : 100.0: 10.3 2.4 0.2 87.5 96.0 98.0 98.6: 2.0 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 : 177: 27 11 5 104 83 132 98:
Old : 177: 27 11 5 104 83 132 98:
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 : 25.1 44.3 38.0 64.2 23.5 43.9 36.2 63.0
Old : 25.1 44.3 38.0 64.2 23.5 43.9 36.2 63.0
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, September 08, 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 : 1,206,533: 268,858 102,088 12,220 893,144 1,079,285 1,174,222 1,193,593: 32,311 12,940
Old : 1,206,533: 268,858 102,088 12,220 893,144 1,079,285 1,174,222 1,193,593: 32,311 12,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,347: 2,016 -5,407 879 -2,775 -1,724 120 -6,252: -4,467 1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.5 1.0 74.0 89.5 97.3 98.9: 2.7 1.1
Old : 100.0: 22.3 8.5 1.0 74.0 89.5 97.3 98.9: 2.7 1.1
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 : 419: 91 39 25 233 151 333 206:
Old : 419: 91 39 25 233 151 333 206:
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 : 17.0 46.2 27.2 59.1 16.1 45.4 24.6 57.9
Old : 17.0 46.2 27.2 59.1 16.1 45.4 24.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020