COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 203,786: 52,817 20,390 44,474 93,911 131,149 191,202 196,013: 12,584 7,773
Old : 190,005: 50,378 24,454 39,973 87,551 117,964 177,902 182,391: 12,103 7,614
Other: 13,781: 6,748 245 191 6,360 13,185 13,299 13,621: 481 159
: : :
: : Changes in Commitments from: June 30, 2020 :
: 9,147: 5,028 -8,094 3,795 -473 15,017 8,350 10,717: 797 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.0 21.8 46.1 64.4 93.8 96.2: 6.2 3.8
Old : 100.0: 26.5 12.9 21.0 46.1 62.1 93.6 96.0: 6.4 4.0
Other: 100.0: 49.0 1.8 1.4 46.2 95.7 96.5 98.8: 3.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 105 53 83 73 73 214 178:
Old : 255: 100 60 77 70 72 206 176:
Other: 63: 22 4 7 24 19 48 29:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 26.1 23.9 36.5 13.3 21.2 20.3 29.0
Old : 15.9 26.4 24.9 36.7 14.5 22.8 21.8 30.9
Other: 60.3 58.2 73.3 81.4 56.1 57.5 69.0 79.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 12,769: 2,779 751 1,973 6,225 9,154 10,977 11,878: 1,792 891
Old : 11,634: 2,744 730 1,847 5,335 8,283 9,927 10,860: 1,708 774
Other: 1,134: 75 61 86 889 871 1,050 1,018: 84 116
: : :
: : Changes in Commitments from: June 30, 2020 :
: -44: -5 -21 -46 39 -58 -12 -125: -32 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.9 15.5 48.7 71.7 86.0 93.0: 14.0 7.0
Old : 100.0: 23.6 6.3 15.9 45.9 71.2 85.3 93.3: 14.7 6.7
Other: 100.0: 6.6 5.4 7.6 78.4 76.8 92.6 89.8: 7.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 23 8 8 20 12 48 23:
Old : 53: 24 6 8 19 12 46 23:
Other: 18: 4 3 5 10 3 17 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 : 22.5 56.3 38.5 75.0 18.8 51.9 31.8 65.2
Old : 24.4 55.5 40.5 74.2 20.0 53.3 32.8 67.9
Other: 61.8 86.0 76.2 89.8 61.5 80.1 75.3 80.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 248,509: 45,585 55,347 69,674 120,066 113,907 235,326 238,929: 13,184 9,580
Old : 108,070: 47,108 47,405 13,974 40,271 39,962 101,353 101,341: 6,717 6,729
Other: 140,439: 34,014 43,479 20,163 79,796 73,946 133,973 137,588: 6,467 2,851
: : :
: : Changes in Commitments from: June 30, 2020 :
: 3,188: -2,355 7,601 -909 6,043 -3,743 2,779 2,949: 409 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 22.3 28.0 48.3 45.8 94.7 96.1: 5.3 3.9
Old : 100.0: 43.6 43.9 12.9 37.3 37.0 93.8 93.8: 6.2 6.2
Other: 100.0: 24.2 31.0 14.4 56.8 52.7 95.4 98.0: 4.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 73 71 81 67 50 185 166:
Old : 211: 76 65 44 48 38 144 127:
Other: 159: 46 52 31 55 38 118 105:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 22.8 32.4 35.4 16.1 14.4 22.9 21.5
Old : 21.1 23.7 33.7 34.6 19.5 18.8 28.7 29.7
Other: 31.8 30.9 42.4 46.9 26.5 26.1 36.2 37.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 1,085,330: 193,705 63,683 198,218 619,534 769,300 1,011,457 1,031,201: 73,873 54,129
Old : 1,085,330: 193,705 63,683 198,218 619,534 769,300 1,011,457 1,031,201: 73,873 54,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 8,552: 12,548 -9,441 3,646 -6,101 20,106 10,093 14,311: -1,541 -5,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 5.9 18.3 57.1 70.9 93.2 95.0: 6.8 5.0
Old : 100.0: 17.8 5.9 18.3 57.1 70.9 93.2 95.0: 6.8 5.0
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 : 247: 84 47 87 98 85 223 183:
Old : 247: 84 47 87 98 85 223 183:
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 : 12.2 27.2 20.8 42.0 10.2 22.9 16.6 31.7
Old : 12.2 27.2 20.8 42.0 10.2 22.9 16.6 31.7
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, July 07, 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 : 324,076: 48,189 61,363 88,659 172,668 165,517 309,516 315,539: 14,561 8,538
Old : 125,287: 44,694 61,115 17,022 55,461 41,404 117,177 119,541: 8,110 5,746
Other: 198,790: 33,105 29,858 42,027 117,206 124,113 192,339 195,998: 6,451 2,792
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,812: 322 -1,865 -1,645 -634 1,507 -1,957 -2,003: 145 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.9 27.4 53.3 51.1 95.5 97.4: 4.5 2.6
Old : 100.0: 35.7 48.8 13.6 44.3 33.0 93.5 95.4: 6.5 4.6
Other: 100.0: 16.7 15.0 21.1 59.0 62.4 96.8 98.6: 3.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 156 103 152 146 131 376 333:
Old : 413: 149 105 86 112 102 291 263:
Other: 322: 92 73 67 125 101 261 205:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.1 27.2 28.3 8.5 10.0 14.1 16.6
Old : 17.6 16.7 27.6 27.7 14.1 15.6 23.1 25.7
Other: 22.7 22.0 33.8 36.7 11.5 14.5 17.0 22.7
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 29,380: 1,501 2,569 11,271 16,606 15,537 29,378 29,377: 2 2
Old : 29,380: 1,501 2,569 11,271 16,606 15,537 29,378 29,377: 2 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 8.7 38.4 56.5 52.9 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 8.7 38.4 56.5 52.9 100.0 100.0: 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: 5 5 6 10 6 19 13:
Old : 20: 5 5 6 10 6 19 13:
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 : 68.2 82.5 88.0 96.4 15.1 15.7 17.1 17.3
Old : 68.2 82.5 88.0 96.4 15.1 15.7 17.1 17.3
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, July 07, 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 : 22,898: 12,150 17,075 1,979 6,316 857 20,445 19,911: 2,452 2,987
Old : 22,898: 12,150 17,075 1,979 6,316 857 20,445 19,911: 2,452 2,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 3,427: 2,327 2,288 788 378 -84 3,494 2,993: -66 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 74.6 8.6 27.6 3.7 89.3 87.0: 10.7 13.0
Old : 100.0: 53.1 74.6 8.6 27.6 3.7 89.3 87.0: 10.7 13.0
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: 31 26 8 6 5 41 35:
Old : 66: 31 26 8 6 5 41 35:
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 : 54.2 54.3 67.8 68.6 51.8 49.2 63.3 63.4
Old : 54.2 54.3 67.8 68.6 51.8 49.2 63.3 63.4
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, July 07, 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 : 168,710: 11,714 45,804 14,091 142,080 106,537 167,885 166,433: 826 2,278
Old : 168,201: 11,699 46,183 13,682 141,995 106,133 167,376 165,998: 826 2,204
Other: 509: 424 31 0 85 404 509 435: 0 74
: : :
: : Changes in Commitments from: June 30, 2020 :
: 1,485: 1,438 -6,541 1,274 -1,250 6,487 1,463 1,220: 22 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 27.1 8.4 84.2 63.1 99.5 98.7: 0.5 1.3
Old : 100.0: 7.0 27.5 8.1 84.4 63.1 99.5 98.7: 0.5 1.3
Other: 100.0: 83.3 6.1 0.0 16.7 79.4 100.0 85.5: 0.0 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 42 88 24 32 53 90 156:
Old : 201: 41 89 24 32 52 90 155:
Other: 13: 2 2 0 2 7 4 9:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 42.8 77.1 57.6 57.7 41.4 71.5 54.4
Old : 58.8 42.9 77.1 57.8 57.8 41.6 71.8 54.6
Other: 100.0 67.4 100.0 82.5 100.0 67.4 100.0 82.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 442,417: 38,773 8,798 390 395,627 426,701 434,790 435,889: 7,627 6,528
Old : 442,417: 38,773 8,798 390 395,627 426,701 434,790 435,889: 7,627 6,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -8,323: -3,462 331 197 -5,644 -9,962 -8,909 -9,434: 586 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.0 0.1 89.4 96.4 98.3 98.5: 1.7 1.5
Old : 100.0: 8.8 2.0 0.1 89.4 96.4 98.3 98.5: 1.7 1.5
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 : 169: 18 12 8 100 83 123 98:
Old : 169: 18 12 8 100 83 123 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 : 26.5 46.9 40.3 64.5 24.9 46.8 38.5 63.7
Old : 26.5 46.9 40.3 64.5 24.9 46.8 38.5 63.7
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, July 07, 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 : 1,203,655: 191,164 106,456 14,882 961,279 1,073,937 1,167,325 1,195,275: 36,330 8,380
Old : 1,203,655: 191,164 106,456 14,882 961,279 1,073,937 1,167,325 1,195,275: 36,330 8,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 15,215: 3,532 2,289 501 6,443 31,130 10,476 33,920: 4,739 -18,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.8 1.2 79.9 89.2 97.0 99.3: 3.0 0.7
Old : 100.0: 15.9 8.8 1.2 79.9 89.2 97.0 99.3: 3.0 0.7
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 : 420: 93 46 28 224 143 326 208:
Old : 420: 93 46 28 224 143 326 208:
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 : 17.1 41.1 27.8 54.2 15.3 41.0 24.7 53.9
Old : 17.1 41.1 27.8 54.2 15.3 41.0 24.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2020