COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 210,600: 55,550 19,419 49,061 94,971 132,620 199,582 201,100: 11,018 9,500
Old : 196,713: 53,417 23,595 44,294 88,549 119,509 186,260 187,398: 10,453 9,315
Other: 13,887: 6,620 311 280 6,422 13,112 13,322 13,702: 565 185
: : :
: : Changes in Commitments from: July 21, 2020 :
: -3,287: -5,505 358 817 2,298 -5,063 -2,391 -3,888: -896 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.2 23.3 45.1 63.0 94.8 95.5: 5.2 4.5
Old : 100.0: 27.2 12.0 22.5 45.0 60.8 94.7 95.3: 5.3 4.7
Other: 100.0: 47.7 2.2 2.0 46.2 94.4 95.9 98.7: 4.1 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 97 60 87 70 71 211 182:
Old : 255: 95 66 85 68 71 207 182:
Other: 64: 16 10 8 25 19 48 31:
:----------------------------------------------------------------------------------------------------
: 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 26.4 23.8 36.6 13.3 22.5 20.4 30.5
Old : 14.7 26.2 24.4 36.3 13.9 22.8 21.5 30.6
Other: 52.6 62.4 68.5 82.1 48.4 61.6 64.3 80.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 12,681: 2,769 902 1,817 6,272 8,733 10,857 11,452: 1,823 1,229
Old : 11,423: 2,748 876 1,672 5,246 7,764 9,665 10,312: 1,757 1,111
Other: 1,258: 78 83 88 1,026 969 1,192 1,140: 66 118
: : :
: : Changes in Commitments from: July 21, 2020 :
: 23: -41 -4 -47 140 -305 52 -356: -29 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.1 14.3 49.5 68.9 85.6 90.3: 14.4 9.7
Old : 100.0: 24.1 7.7 14.6 45.9 68.0 84.6 90.3: 15.4 9.7
Other: 100.0: 6.2 6.6 7.0 81.5 77.0 94.7 90.6: 5.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 22 8 9 20 12 47 24:
Old : 52: 23 6 9 19 12 45 24:
Other: 21: 4 3 5 9 5 16 10:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 54.5 35.6 72.7 19.1 46.4 32.9 62.5
Old : 22.0 52.4 38.0 71.6 20.5 47.2 34.3 62.4
Other: 63.1 83.4 81.1 90.4 63.1 80.4 81.1 83.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 254,335: 52,030 58,126 62,873 124,990 124,422 239,893 245,421: 14,442 8,915
Old : 95,647: 40,113 40,025 13,387 35,828 36,896 89,328 90,308: 6,319 5,339
Other: 158,688: 43,050 49,235 18,353 89,162 87,526 150,565 155,113: 8,123 3,575
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,639: 3,978 -7,693 950 -7,192 4,389 -2,263 -2,354: 624 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.9 24.7 49.1 48.9 94.3 96.5: 5.7 3.5
Old : 100.0: 41.9 41.8 14.0 37.5 38.6 93.4 94.4: 6.6 5.6
Other: 100.0: 27.1 31.0 11.6 56.2 55.2 94.9 97.7: 5.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 74 73 83 66 52 195 166:
Old : 208: 75 64 38 45 40 142 120:
Other: 175: 56 54 39 60 43 136 116:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 24.1 32.4 35.9 16.4 14.6 23.1 23.0
Old : 22.6 28.6 34.1 40.4 20.8 24.6 28.6 36.0
Other: 30.0 28.7 40.9 43.4 25.7 24.2 35.7 35.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,127,746: 197,927 58,839 227,075 625,083 787,954 1,050,085 1,073,868: 77,662 53,878
Old : 1,127,746: 197,927 58,839 227,075 625,083 787,954 1,050,085 1,073,868: 77,662 53,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 28,298: 792 -10,079 15,278 7,457 22,875 23,527 28,074: 4,771 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.2 20.1 55.4 69.9 93.1 95.2: 6.9 4.8
Old : 100.0: 17.6 5.2 20.1 55.4 69.9 93.1 95.2: 6.9 4.8
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 : 248: 86 44 84 98 85 223 181:
Old : 248: 86 44 84 98 85 223 181:
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 : 11.3 26.8 19.5 41.5 9.5 22.4 15.9 31.7
Old : 11.3 26.8 19.5 41.5 9.5 22.4 15.9 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 28, 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 : 331,035: 49,859 43,719 102,578 164,358 175,209 316,794 321,506: 14,241 9,529
Old : 106,365: 41,468 52,396 13,537 44,797 35,414 99,801 101,347: 6,564 5,018
Other: 224,670: 40,072 23,004 57,360 119,560 139,795 216,993 220,160: 7,678 4,511
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,432: 937 -15,913 10,826 -9,209 6,110 2,554 1,023: -1,122 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.2 31.0 49.6 52.9 95.7 97.1: 4.3 2.9
Old : 100.0: 39.0 49.3 12.7 42.1 33.3 93.8 95.3: 6.2 4.7
Other: 100.0: 17.8 10.2 25.5 53.2 62.2 96.6 98.0: 3.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 157 90 144 142 129 378 305:
Old : 382: 137 95 76 105 97 279 231:
Other: 335: 109 60 84 128 110 283 220:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 18.1 28.4 29.3 7.9 9.6 13.3 16.0
Old : 16.9 19.1 26.9 31.5 15.4 18.4 24.7 28.5
Other: 22.3 23.9 32.4 37.6 10.3 13.1 16.0 18.7
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 33,868: 1,631 3,351 12,433 19,804 18,082 33,867 33,866: 0 1
Old : 33,868: 1,631 3,351 12,433 19,804 18,082 33,867 33,866: 0 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,425: 217 211 463 747 752 1,426 1,426: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 9.9 36.7 58.5 53.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 9.9 36.7 58.5 53.4 100.0 100.0: 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: 4 6 6 10 6 19 13:
Old : 20: 4 6 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 : 68.7 81.6 88.7 96.7 14.0 16.2 16.5 16.9
Old : 68.7 81.6 88.7 96.7 14.0 16.2 16.5 16.9
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 28, 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 : 37,358: 22,843 29,559 1,465 10,465 2,491 34,774 33,515: 2,584 3,843
Old : 37,358: 22,843 29,559 1,465 10,465 2,491 34,774 33,515: 2,584 3,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,908: 3,858 4,799 -271 2,143 954 5,730 5,482: 178 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 79.1 3.9 28.0 6.7 93.1 89.7: 6.9 10.3
Old : 100.0: 61.1 79.1 3.9 28.0 6.7 93.1 89.7: 6.9 10.3
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 : 97: 29 56 11 7 6 42 68:
Old : 97: 29 56 11 7 6 42 68:
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 : 59.8 45.9 78.1 62.1 58.0 45.2 75.6 61.5
Old : 59.8 45.9 78.1 62.1 58.0 45.2 75.6 61.5
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 28, 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 : 183,112: 29,491 27,874 16,894 135,665 135,082 182,050 179,850: 1,061 3,262
Old : 182,442: 29,473 28,302 16,375 135,533 134,579 181,380 179,256: 1,061 3,186
Other: 670: 538 91 0 132 503 670 594: 0 76
: : :
: : Changes in Commitments from: July 21, 2020 :
: 12,842: 11,802 -7,734 3,119 -2,277 17,115 12,643 12,500: 198 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.2 9.2 74.1 73.8 99.4 98.2: 0.6 1.8
Old : 100.0: 16.2 15.5 9.0 74.3 73.8 99.4 98.3: 0.6 1.7
Other: 100.0: 80.3 13.6 0.0 19.7 75.1 100.0 88.7: 0.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 64 106 30 35 69 116 195:
Old : 257: 63 107 30 35 68 116 194:
Other: 24: 2 9 0 3 10 5 19:
:----------------------------------------------------------------------------------------------------
: 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 : 51.4 48.4 69.5 62.3 50.2 47.0 63.0 59.0
Old : 51.6 48.5 69.7 62.4 50.4 47.2 63.2 59.2
Other: 97.0 60.9 100.0 74.5 97.0 60.9 100.0 74.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 443,360: 39,873 11,428 330 394,909 425,740 435,112 437,498: 8,248 5,862
Old : 443,360: 39,873 11,428 330 394,909 425,740 435,112 437,498: 8,248 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,721: 1,202 2,559 -196 4,129 2,970 5,135 5,333: -414 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.6 0.1 89.1 96.0 98.1 98.7: 1.9 1.3
Old : 100.0: 9.0 2.6 0.1 89.1 96.0 98.1 98.7: 1.9 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 : 178: 23 11 6 103 83 129 97:
Old : 178: 23 11 6 103 83 129 97:
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 : 26.3 44.6 39.1 63.4 24.6 44.5 37.2 62.6
Old : 26.3 44.6 39.1 63.4 24.6 44.5 37.2 62.6
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 28, 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 : 1,170,537: 202,873 90,774 12,385 921,832 1,054,870 1,137,090 1,158,029: 33,447 12,508
Old : 1,170,537: 202,873 90,774 12,385 921,832 1,054,870 1,137,090 1,158,029: 33,447 12,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -15,001: 1,442 -8,223 -384 -10,654 -4,168 -9,596 -12,775: -5,405 -2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.8 1.1 78.8 90.1 97.1 98.9: 2.9 1.1
Old : 100.0: 17.3 7.8 1.1 78.8 90.1 97.1 98.9: 2.9 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 : 413: 90 47 26 221 146 321 209:
Old : 413: 90 47 26 221 146 321 209:
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 : 17.5 42.9 28.3 56.8 15.8 42.8 25.4 56.4
Old : 17.5 42.9 28.3 56.8 15.8 42.8 25.4 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020