COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 210,440: 58,660 17,315 47,204 92,654 137,112 198,517 201,631: 11,923 8,809
Old : 196,597: 56,437 21,256 42,605 86,137 124,067 185,179 187,928: 11,418 8,669
Other: 13,843: 6,553 388 269 6,516 13,045 13,338 13,703: 505 140
: : :
: : Changes in Commitments from: July 7, 2020 :
: 6,654: 5,843 -3,075 2,730 -1,258 5,963 7,316 5,618: -662 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.2 22.4 44.0 65.2 94.3 95.8: 5.7 4.2
Old : 100.0: 28.7 10.8 21.7 43.8 63.1 94.2 95.6: 5.8 4.4
Other: 100.0: 47.3 2.8 1.9 47.1 94.2 96.4 99.0: 3.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 109 51 79 71 71 212 175:
Old : 255: 104 58 75 69 70 207 173:
Other: 64: 18 7 7 25 19 46 32:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 27.3 23.3 37.7 12.9 22.9 19.9 31.1
Old : 14.7 27.3 23.5 37.6 13.4 23.5 20.8 31.8
Other: 54.5 61.2 70.1 80.8 50.2 60.5 65.7 79.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 13,061: 2,951 742 2,136 5,971 9,413 11,059 12,291: 2,002 769
Old : 11,829: 2,920 690 1,980 5,012 8,441 9,912 11,110: 1,917 718
Other: 1,232: 74 95 114 959 972 1,147 1,181: 85 51
: : :
: : Changes in Commitments from: July 7, 2020 :
: 292: 172 -9 163 -253 259 82 413: 210 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 5.7 16.4 45.7 72.1 84.7 94.1: 15.3 5.9
Old : 100.0: 24.7 5.8 16.7 42.4 71.4 83.8 93.9: 16.2 6.1
Other: 100.0: 6.0 7.7 9.3 77.8 78.9 93.1 95.8: 6.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 21 8 9 20 12 48 23:
Old : 52: 22 7 9 19 12 46 23:
Other: 20: 4 4 6 10 2 18 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 : 20.3 55.1 35.1 75.3 18.3 48.1 30.8 65.1
Old : 22.2 52.7 37.7 74.3 19.6 47.6 31.6 64.7
Other: 60.0 90.0 77.0 95.8 60.0 85.9 76.3 86.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 252,543: 47,681 64,440 69,535 122,102 110,056 239,318 244,031: 13,225 8,512
Old : 106,197: 46,140 47,911 14,261 39,195 38,196 99,597 100,368: 6,600 5,829
Other: 146,347: 36,802 51,791 20,012 82,907 71,861 139,721 143,663: 6,625 2,683
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,034: 2,096 9,092 -139 2,036 -3,851 3,992 5,102: 42 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 25.5 27.5 48.3 43.6 94.8 96.6: 5.2 3.4
Old : 100.0: 43.4 45.1 13.4 36.9 36.0 93.8 94.5: 6.2 5.5
Other: 100.0: 25.1 35.4 13.7 56.7 49.1 95.5 98.2: 4.5 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 76 69 85 66 50 191 165:
Old : 211: 80 61 46 46 39 148 124:
Other: 164: 50 55 31 54 38 121 107:
:----------------------------------------------------------------------------------------------------
: 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 22.0 32.9 34.3 16.6 13.6 23.3 20.5
Old : 21.8 23.0 34.5 34.8 19.9 18.6 29.1 29.5
Other: 31.9 29.0 43.5 44.6 27.7 23.6 37.8 34.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,099,047: 193,851 71,140 210,782 618,941 757,317 1,023,573 1,039,238: 75,474 59,809
Old : 1,099,047: 193,851 71,140 210,782 618,941 757,317 1,023,573 1,039,238: 75,474 59,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 13,717: 146 7,456 12,564 -593 -11,983 12,116 8,037: 1,601 5,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.5 19.2 56.3 68.9 93.1 94.6: 6.9 5.4
Old : 100.0: 17.6 6.5 19.2 56.3 68.9 93.1 94.6: 6.9 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 : 252: 80 55 91 96 84 224 190:
Old : 252: 80 55 91 96 84 224 190:
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 26.8 20.3 40.5 10.0 22.4 16.5 31.1
Old : 12.2 26.8 20.3 40.5 10.0 22.4 16.5 31.1
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, July 14, 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 : 322,686: 48,206 61,632 87,411 171,505 164,575 307,121 313,618: 15,565 9,069
Old : 121,621: 45,678 61,250 14,769 52,493 39,614 112,940 115,634: 8,682 5,988
Other: 201,065: 32,425 30,279 42,744 119,012 124,960 194,182 197,984: 6,883 3,081
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,390: 16 270 -1,248 -1,162 -942 -2,394 -1,921: 1,004 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.1 27.1 53.1 51.0 95.2 97.2: 4.8 2.8
Old : 100.0: 37.6 50.4 12.1 43.2 32.6 92.9 95.1: 7.1 4.9
Other: 100.0: 16.1 15.1 21.3 59.2 62.1 96.6 98.5: 3.4 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 152 108 144 147 126 371 325:
Old : 406: 136 114 76 111 96 283 250:
Other: 324: 91 71 70 129 101 264 207:
:----------------------------------------------------------------------------------------------------
: 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 17.2 27.1 28.4 8.5 10.3 14.0 17.2
Old : 16.7 17.9 27.4 29.3 13.8 17.5 24.0 27.5
Other: 23.2 22.6 34.8 37.1 11.3 14.7 16.1 23.2
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 30,756: 1,552 2,704 11,538 17,664 16,512 30,754 30,753: 2 2
Old : 30,756: 1,552 2,704 11,538 17,664 16,512 30,754 30,753: 2 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,376: 50 134 268 1,058 974 1,376 1,376: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.8 37.5 57.4 53.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 8.8 37.5 57.4 53.7 100.0 100.0: 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 : 67.1 82.4 88.3 96.7 14.8 15.4 16.9 17.2
Old : 67.1 82.4 88.3 96.7 14.8 15.4 16.9 17.2
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, July 14, 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 : 23,531: 12,139 17,162 2,220 6,720 1,093 21,078 20,474: 2,452 3,056
Old : 23,531: 12,139 17,162 2,220 6,720 1,093 21,078 20,474: 2,452 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 633: -11 87 241 404 236 633 564: 0 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 72.9 9.4 28.6 4.6 89.6 87.0: 10.4 13.0
Old : 100.0: 51.6 72.9 9.4 28.6 4.6 89.6 87.0: 10.4 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 : 71: 28 34 7 6 5 37 43:
Old : 71: 28 34 7 6 5 37 43:
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 : 52.9 45.6 67.7 61.4 50.6 40.7 63.2 56.4
Old : 52.9 45.6 67.7 61.4 50.6 40.7 63.2 56.4
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 14, 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 : 169,334: 12,419 39,891 13,128 142,937 113,692 168,484 166,711: 850 2,623
Old : 168,781: 12,419 40,317 12,663 142,849 113,277 167,931 166,257: 850 2,524
Other: 553: 465 39 0 88 415 553 454: 0 99
: : :
: : Changes in Commitments from: July 7, 2020 :
: 624: 705 -5,913 -963 857 7,155 599 278: 25 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 23.6 7.8 84.4 67.1 99.5 98.5: 0.5 1.5
Old : 100.0: 7.4 23.9 7.5 84.6 67.1 99.5 98.5: 0.5 1.5
Other: 100.0: 84.1 7.1 0.0 15.9 75.0 100.0 82.1: 0.0 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 42 96 25 35 56 96 165:
Old : 214: 42 96 25 35 55 96 164:
Other: 15: 2 3 0 2 8 4 11:
:----------------------------------------------------------------------------------------------------
: 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 : 56.0 49.1 76.4 61.1 54.7 47.7 71.4 58.8
Old : 56.1 49.2 76.6 61.3 55.0 47.9 71.7 59.0
Other: 100.0 63.8 100.0 77.8 100.0 63.8 100.0 77.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 447,074: 39,394 8,610 550 399,132 431,783 439,076 440,943: 7,998 6,131
Old : 447,074: 39,394 8,610 550 399,132 431,783 439,076 440,943: 7,998 6,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,657: 621 -188 160 3,505 5,082 4,286 5,054: 371 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 1.9 0.1 89.3 96.6 98.2 98.6: 1.8 1.4
Old : 100.0: 8.8 1.9 0.1 89.3 96.6 98.2 98.6: 1.8 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 : 173: 21 10 7 99 88 123 102:
Old : 173: 21 10 7 99 88 123 102:
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 : 26.1 45.5 39.8 62.9 24.6 45.4 38.1 62.2
Old : 26.1 45.5 39.8 62.9 24.6 45.4 38.1 62.2
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 14, 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 : 1,193,587: 200,290 111,643 13,457 943,686 1,053,595 1,157,433 1,178,695: 36,154 14,892
Old : 1,193,587: 200,290 111,643 13,457 943,686 1,053,595 1,157,433 1,178,695: 36,154 14,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -10,068: 9,126 5,187 -1,425 -17,593 -20,342 -9,892 -16,580: -176 6,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.4 1.1 79.1 88.3 97.0 98.8: 3.0 1.2
Old : 100.0: 16.8 9.4 1.1 79.1 88.3 97.0 98.8: 3.0 1.2
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 : 418: 92 50 29 219 141 321 210:
Old : 418: 92 50 29 219 141 321 210:
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 : 17.2 41.8 28.3 54.9 15.6 41.7 25.3 54.5
Old : 17.2 41.8 28.3 54.9 15.6 41.7 25.3 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020