COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 233,597: 63,708 11,879 57,408 99,132 154,269 220,248 223,556: 13,349 10,041
Old : 216,984: 61,058 16,271 52,192 91,182 138,723 204,432 207,186: 12,552 9,798
Other: 16,613: 7,327 285 539 7,951 15,546 15,816 16,370: 797 243
: : :
: : Changes in Commitments from: August 11, 2020 :
: 572: -312 -340 -198 117 -32 -394 -570: 966 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.1 24.6 42.4 66.0 94.3 95.7: 5.7 4.3
Old : 100.0: 28.1 7.5 24.1 42.0 63.9 94.2 95.5: 5.8 4.5
Other: 100.0: 44.1 1.7 3.2 47.9 93.6 95.2 98.5: 4.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 111 46 81 69 73 212 176:
Old : 251: 107 54 78 67 73 207 176:
Other: 64: 20 6 9 25 20 49 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 : 14.4 30.5 23.1 40.6 13.0 26.7 20.1 34.4
Old : 14.8 30.9 24.1 40.7 14.0 27.8 21.6 35.1
Other: 46.3 55.0 65.3 77.2 42.6 54.4 61.5 76.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 12,259: 1,732 1,027 1,826 6,569 8,081 10,126 10,933: 2,133 1,326
Old : 10,334: 1,640 1,108 1,464 5,335 6,629 8,439 9,202: 1,896 1,133
Other: 1,925: 209 36 245 1,234 1,451 1,687 1,732: 238 193
: : :
: : Changes in Commitments from: August 11, 2020 :
: -244: 125 -47 35 -410 304 -249 292: 5 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 8.4 14.9 53.6 65.9 82.6 89.2: 17.4 10.8
Old : 100.0: 15.9 10.7 14.2 51.6 64.1 81.7 89.0: 18.3 11.0
Other: 100.0: 10.9 1.9 12.7 64.1 75.4 87.7 90.0: 12.3 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 10 9 21 13 41 28:
Old : 49: 15 10 9 20 13 39 28:
Other: 23: 6 2 6 11 6 18 13:
:----------------------------------------------------------------------------------------------------
: 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 52.7 40.2 72.0 19.4 44.9 34.9 57.6
Old : 26.6 49.7 44.8 70.5 22.8 46.9 37.0 58.4
Other: 46.7 75.7 69.9 87.0 44.6 68.1 60.9 71.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 227,183: 64,127 32,862 43,288 107,504 143,236 214,919 219,385: 12,264 7,797
Old : 987: 0 2 0 987 913 987 915: 0 72
Other: 226,196: 64,127 32,860 43,288 106,517 142,323 213,932 218,470: 12,264 7,725
: : :
: : Changes in Commitments from: August 11, 2020 :
: -5,010: 2,737 1,206 -913 -6,695 -5,291 -4,871 -4,998: -139 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.5 19.1 47.3 63.0 94.6 96.6: 5.4 3.4
Old : 100.0: 0.0 0.2 0.0 100.0 92.5 100.0 92.7: 0.0 7.3
Other: 100.0: 28.4 14.5 19.1 47.1 62.9 94.6 96.6: 5.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 89 56 62 57 50 177 141:
Old : 4: 0 1 0 1 2 1 3:
Other: 218: 89 56 62 57 50 177 141:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 29.1 31.3 39.5 14.1 20.2 21.5 29.2
Old : 100.0 92.7 100.0 92.7 100.0 92.7 100.0 92.7
Other: 20.9 29.2 31.0 39.7 14.1 20.3 21.6 29.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,192,703: 260,759 41,366 235,441 599,739 871,126 1,095,939 1,147,933: 96,764 44,770
Old : 1,192,703: 260,759 41,366 235,441 599,739 871,126 1,095,939 1,147,933: 96,764 44,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 6,244: 22,412 -1,726 -473 -20,365 12,305 1,574 10,106: 4,670 -3,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.5 19.7 50.3 73.0 91.9 96.2: 8.1 3.8
Old : 100.0: 21.9 3.5 19.7 50.3 73.0 91.9 96.2: 8.1 3.8
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 : 250: 86 45 89 96 88 229 184:
Old : 250: 86 45 89 96 88 229 184:
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 : 10.1 28.0 18.5 43.6 9.0 24.5 15.7 34.7
Old : 10.1 28.0 18.5 43.6 9.0 24.5 15.7 34.7
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, August 18, 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 : 316,930: 56,096 19,718 91,688 154,464 195,511 302,248 306,917: 14,682 10,012
Old : 11,041: 1,462 2,828 0 7,681 7,509 9,143 10,337: 1,898 704
Other: 305,889: 56,976 19,232 89,346 146,783 188,002 293,105 296,580: 12,784 9,308
: : :
: : Changes in Commitments from: August 11, 2020 :
: -19,476: 2,290 -2,034 -13,887 -6,819 -2,112 -18,416 -18,032: -1,060 -1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.2 28.9 48.7 61.7 95.4 96.8: 4.6 3.2
Old : 100.0: 13.2 25.6 0.0 69.6 68.0 82.8 93.6: 17.2 6.4
Other: 100.0: 18.6 6.3 29.2 48.0 61.5 95.8 97.0: 4.2 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 156 68 131 129 132 347 284:
Old : 126: 17 18 0 31 66 48 84:
Other: 393: 155 68 128 127 128 343 275:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 20.8 30.4 34.4 8.2 11.5 14.0 18.2
Old : 55.3 47.4 65.0 61.5 54.9 47.4 64.7 61.5
Other: 20.2 21.5 30.1 35.5 8.3 11.8 13.7 18.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 34,951: 18,601 26,104 2,097 11,156 2,194 31,855 30,396: 3,096 4,555
Old : 34,951: 18,601 26,104 2,097 11,156 2,194 31,855 30,396: 3,096 4,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 442: 341 -330 -52 176 34 465 -349: -23 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 74.7 6.0 31.9 6.3 91.1 87.0: 8.9 13.0
Old : 100.0: 53.2 74.7 6.0 31.9 6.3 91.1 87.0: 8.9 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 : 89: 29 50 10 6 6 40 61:
Old : 89: 29 50 10 6 6 40 61:
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 : 55.0 41.9 72.0 57.9 52.6 40.7 67.9 56.7
Old : 55.0 41.9 72.0 57.9 52.6 40.7 67.9 56.7
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 18, 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 : 208,475: 37,803 20,831 19,587 149,896 164,285 207,285 204,703: 1,190 3,772
Old : 207,249: 37,765 21,014 19,259 149,035 163,329 206,059 203,603: 1,190 3,646
Other: 1,226: 365 144 0 861 956 1,226 1,100: 0 126
: : :
: : Changes in Commitments from: August 11, 2020 :
: 5,690: -4,766 -497 -699 11,261 7,020 5,795 5,823: -105 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.0 9.4 71.9 78.8 99.4 98.2: 0.6 1.8
Old : 100.0: 18.2 10.1 9.3 71.9 78.8 99.4 98.2: 0.6 1.8
Other: 100.0: 29.8 11.7 0.0 70.2 78.0 100.0 89.7: 0.0 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 60 131 32 35 75 116 225:
Old : 287: 59 132 32 35 75 116 225:
Other: 28: 3 10 0 4 11 7 21:
:----------------------------------------------------------------------------------------------------
: 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 : 46.1 51.3 64.2 63.2 44.4 47.4 56.3 55.0
Old : 46.4 51.5 64.2 63.4 44.5 47.6 56.2 55.2
Other: 91.8 65.7 100.0 77.2 91.8 65.7 100.0 77.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 457,284: 39,721 19,517 514 408,371 431,269 448,606 451,300: 8,678 5,984
Old : 457,284: 39,721 19,517 514 408,371 431,269 448,606 451,300: 8,678 5,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 7,258: -1,433 7,080 175 7,361 248 6,103 7,503: 1,155 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 4.3 0.1 89.3 94.3 98.1 98.7: 1.9 1.3
Old : 100.0: 8.7 4.3 0.1 89.3 94.3 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 : 179: 24 16 7 100 82 127 102:
Old : 179: 24 16 7 100 82 127 102:
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 : 25.7 43.8 38.3 62.6 24.3 43.7 36.8 61.8
Old : 25.7 43.8 38.3 62.6 24.3 43.7 36.8 61.8
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 18, 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 : 1,222,157: 244,473 131,252 12,577 926,942 1,066,008 1,183,992 1,209,837: 38,165 12,320
Old : 1,222,157: 244,473 131,252 12,577 926,942 1,066,008 1,183,992 1,209,837: 38,165 12,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 41,790: 40,093 31,543 -951 2,801 14,775 41,943 45,367: -153 -3,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 10.7 1.0 75.8 87.2 96.9 99.0: 3.1 1.0
Old : 100.0: 20.0 10.7 1.0 75.8 87.2 96.9 99.0: 3.1 1.0
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 : 417: 87 49 24 227 146 322 211:
Old : 417: 87 49 24 227 146 322 211:
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 : 16.9 42.9 27.9 55.6 16.0 42.7 25.2 54.9
Old : 16.9 42.9 27.9 55.6 16.0 42.7 25.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020