COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 221,612: 57,031 14,688 51,846 99,776 145,868 208,653 212,402: 12,960 9,210
Old : 207,268: 54,488 18,935 47,079 93,332 132,221 194,899 198,235: 12,369 9,032
Other: 14,344: 6,952 162 358 6,444 13,647 13,754 14,167: 590 177
: : :
: : Changes in Commitments from: July 28, 2020 :
: 11,012: 1,481 -4,731 2,785 4,805 13,248 9,071 11,302: 1,941 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.6 23.4 45.0 65.8 94.2 95.8: 5.8 4.2
Old : 100.0: 26.3 9.1 22.7 45.0 63.8 94.0 95.6: 6.0 4.4
Other: 100.0: 48.5 1.1 2.5 44.9 95.1 95.9 98.8: 4.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 107 54 82 73 74 215 185:
Old : 264: 101 64 80 71 74 211 185:
Other: 66: 21 5 9 26 19 51 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 : 14.7 28.5 23.7 38.6 13.0 24.0 20.0 32.1
Old : 15.1 28.5 24.4 38.8 13.8 24.8 21.4 32.5
Other: 50.8 59.8 66.1 81.7 47.2 59.1 62.5 79.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 12,516: 2,303 1,131 1,869 6,414 8,197 10,586 11,197: 1,930 1,319
Old : 11,255: 2,303 1,124 1,706 5,400 7,240 9,409 10,070: 1,846 1,185
Other: 1,261: 77 84 86 1,013 957 1,177 1,127: 84 134
: : :
: : Changes in Commitments from: July 28, 2020 :
: -165: -466 229 52 142 -537 -272 -256: 107 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.0 14.9 51.2 65.5 84.6 89.5: 15.4 10.5
Old : 100.0: 20.5 10.0 15.2 48.0 64.3 83.6 89.5: 16.4 10.5
Other: 100.0: 6.1 6.7 6.8 80.4 75.9 93.3 89.4: 6.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 20 9 10 20 12 44 27:
Old : 50: 20 8 10 19 12 42 27:
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 : 20.9 52.9 37.6 70.8 20.1 45.5 35.0 60.9
Old : 23.2 50.9 40.3 69.6 22.4 47.2 36.9 60.5
Other: 62.0 80.9 80.0 89.1 62.0 79.2 79.8 82.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 258,393: 56,528 40,195 67,358 121,034 142,887 244,920 250,440: 13,473 7,953
Old : 78,995: 29,586 25,192 14,106 29,495 35,944 73,187 75,243: 5,807 3,752
Other: 179,398: 53,225 41,286 26,969 91,539 106,943 171,733 175,197: 7,665 4,201
: : :
: : Changes in Commitments from: July 28, 2020 :
: 4,058: 4,498 -17,931 4,485 -3,957 18,465 5,027 5,020: -969 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 15.6 26.1 46.8 55.3 94.8 96.9: 5.2 3.1
Old : 100.0: 37.5 31.9 17.9 37.3 45.5 92.6 95.3: 7.4 4.7
Other: 100.0: 29.7 23.0 15.0 51.0 59.6 95.7 97.7: 4.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 88 63 80 59 52 189 162:
Old : 171: 61 51 36 38 33 117 102:
Other: 200: 74 57 54 56 47 159 130:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 27.1 31.4 37.9 16.3 17.3 23.1 25.2
Old : 20.9 30.0 32.2 42.9 19.4 25.7 27.8 35.4
Other: 27.4 28.9 38.0 42.4 23.0 22.4 32.9 32.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 1,172,637: 222,848 50,471 229,834 632,281 841,527 1,084,964 1,121,832: 87,673 50,805
Old : 1,172,637: 222,848 50,471 229,834 632,281 841,527 1,084,964 1,121,832: 87,673 50,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 44,890: 24,921 -8,369 2,760 7,199 53,573 34,879 47,964: 10,012 -3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.3 19.6 53.9 71.8 92.5 95.7: 7.5 4.3
Old : 100.0: 19.0 4.3 19.6 53.9 71.8 92.5 95.7: 7.5 4.3
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 : 250: 88 42 80 99 86 228 175:
Old : 250: 88 42 80 99 86 228 175:
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 : 10.6 27.0 19.1 42.3 8.9 23.1 15.3 32.4
Old : 10.6 27.0 19.1 42.3 8.9 23.1 15.3 32.4
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, August 04, 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 : 343,345: 54,398 28,140 110,367 164,463 193,811 329,228 332,318: 14,117 11,027
Old : 95,565: 33,430 42,101 16,129 40,515 33,306 90,074 91,536: 5,492 4,030
Other: 247,780: 55,110 20,181 60,096 123,948 160,506 239,155 240,783: 8,625 6,997
: : :
: : Changes in Commitments from: July 28, 2020 :
: 12,310: 4,539 -15,579 7,789 106 18,602 12,434 10,812: -124 1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.2 32.1 47.9 56.4 95.9 96.8: 4.1 3.2
Old : 100.0: 35.0 44.1 16.9 42.4 34.9 94.3 95.8: 5.7 4.2
Other: 100.0: 22.2 8.1 24.3 50.0 64.8 96.5 97.2: 3.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 160 85 149 139 133 380 310:
Old : 359: 118 93 70 98 104 251 232:
Other: 359: 126 64 98 129 113 309 235:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 19.7 30.0 32.1 7.4 9.6 12.6 16.0
Old : 20.4 23.7 31.7 34.3 16.3 22.2 25.6 30.1
Other: 22.6 24.2 32.7 38.1 11.6 13.1 17.8 19.5
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 31,476: 1,737 1,855 12,319 17,420 17,302 31,476 31,476: 0 0
Old : 31,476: 1,737 1,855 12,319 17,420 17,302 31,476 31,476: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,391: 106 -1,496 -114 -2,384 -779 -2,392 -2,390: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.9 39.1 55.3 55.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 5.9 39.1 55.3 55.0 100.0 100.0: 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 : 22: 4 7 6 10 8 19 16:
Old : 22: 4 7 6 10 8 19 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 : 70.3 80.1 89.4 95.9 14.2 14.3 16.3 16.3
Old : 70.3 80.1 89.4 95.9 14.2 14.3 16.3 16.3
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, August 04, 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 : 35,543: 20,413 26,877 1,881 10,565 2,570 32,859 31,328: 2,684 4,215
Old : 35,543: 20,413 26,877 1,881 10,565 2,570 32,859 31,328: 2,684 4,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -1,815: -2,431 -2,682 416 100 78 -1,915 -2,188: 100 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 75.6 5.3 29.7 7.2 92.4 88.1: 7.6 11.9
Old : 100.0: 57.4 75.6 5.3 29.7 7.2 92.4 88.1: 7.6 11.9
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 : 87: 32 44 12 8 5 45 56:
Old : 87: 32 44 12 8 5 45 56:
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 : 57.7 44.8 75.6 60.3 55.6 44.1 72.3 59.6
Old : 57.7 44.8 75.6 60.3 55.6 44.1 72.3 59.6
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, August 04, 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 : 200,095: 40,007 24,158 18,219 140,481 154,203 198,707 196,580: 1,388 3,514
Old : 199,207: 39,694 24,246 18,026 140,098 153,531 197,819 195,803: 1,388 3,403
Other: 888: 505 105 0 383 672 888 777: 0 111
: : :
: : Changes in Commitments from: July 28, 2020 :
: 16,983: 10,515 -3,715 1,325 4,816 19,121 16,656 16,730: 327 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.1 9.1 70.2 77.1 99.3 98.2: 0.7 1.8
Old : 100.0: 19.9 12.2 9.0 70.3 77.1 99.3 98.3: 0.7 1.7
Other: 100.0: 56.9 11.8 0.0 43.1 75.7 100.0 87.5: 0.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 67 111 29 37 71 120 203:
Old : 270: 65 113 29 37 71 120 203:
Other: 25: 2 10 0 3 10 5 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 : 47.7 47.2 64.0 61.1 44.6 44.3 55.7 54.8
Old : 47.8 47.2 64.1 61.2 44.8 44.4 55.8 55.0
Other: 94.9 59.1 100.0 72.5 94.9 59.1 100.0 72.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 451,362: 41,183 13,516 340 401,838 431,049 443,361 444,905: 8,001 6,457
Old : 451,362: 41,183 13,516 340 401,838 431,049 443,361 444,905: 8,001 6,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 8,002: 1,310 2,088 10 6,929 5,309 8,249 7,407: -247 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.0 0.1 89.0 95.5 98.2 98.6: 1.8 1.4
Old : 100.0: 9.1 3.0 0.1 89.0 95.5 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 : 178: 27 10 5 101 86 130 99:
Old : 178: 27 10 5 101 86 130 99:
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 43.4 39.4 61.8 24.8 43.3 37.6 61.1
Old : 26.5 43.4 39.4 61.8 24.8 43.3 37.6 61.1
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, August 04, 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 : 1,181,165: 207,645 91,174 12,152 921,994 1,062,746 1,141,791 1,166,072: 39,374 15,093
Old : 1,181,165: 207,645 91,174 12,152 921,994 1,062,746 1,141,791 1,166,072: 39,374 15,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 10,628: 4,772 400 -233 162 7,876 4,701 8,043: 5,927 2,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 7.7 1.0 78.1 90.0 96.7 98.7: 3.3 1.3
Old : 100.0: 17.6 7.7 1.0 78.1 90.0 96.7 98.7: 3.3 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 : 420: 89 47 26 227 146 327 208:
Old : 420: 89 47 26 227 146 327 208:
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 : 16.4 44.7 26.8 58.2 14.8 44.6 24.2 57.8
Old : 16.4 44.7 26.8 58.2 14.8 44.6 24.2 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020