COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 239,670: 72,641 9,562 55,327 96,708 165,728 224,676 230,617: 14,995 9,054
Old : 221,476: 69,742 14,539 49,365 88,200 148,924 207,308 212,828: 14,169 8,648
Other: 18,194: 8,022 147 838 8,508 16,804 17,368 17,788: 826 405
: : :
: : Changes in Commitments from: August 18, 2020 :
: 6,073: 8,933 -2,317 -2,081 -2,424 11,459 4,428 7,061: 1,645 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 4.0 23.1 40.4 69.1 93.7 96.2: 6.3 3.8
Old : 100.0: 31.5 6.6 22.3 39.8 67.2 93.6 96.1: 6.4 3.9
Other: 100.0: 44.1 0.8 4.6 46.8 92.4 95.5 97.8: 4.5 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 126 39 79 70 76 225 172:
Old : 260: 120 48 76 67 76 219 172:
Other: 65: 22 4 8 27 22 52 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 : 13.8 32.8 22.0 42.9 12.3 29.1 19.4 37.4
Old : 14.2 33.1 23.1 43.0 13.3 30.5 20.9 38.1
Other: 44.5 52.1 61.1 74.1 42.4 51.5 56.9 73.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 11,015: 1,820 1,060 1,176 5,958 7,496 8,955 9,732: 2,060 1,283
Old : 8,938: 1,741 1,144 716 4,711 6,021 7,168 7,880: 1,770 1,058
Other: 2,077: 251 88 289 1,247 1,475 1,787 1,852: 290 226
: : :
: : Changes in Commitments from: August 18, 2020 :
: -1,244: 88 33 -650 -610 -585 -1,171 -1,201: -73 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.6 10.7 54.1 68.0 81.3 88.4: 18.7 11.6
Old : 100.0: 19.5 12.8 8.0 52.7 67.4 80.2 88.2: 19.8 11.8
Other: 100.0: 12.1 4.2 13.9 60.1 71.0 86.0 89.1: 14.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 17 12 10 19 10 42 26:
Old : 49: 17 11 10 18 10 40 26:
Other: 25: 5 4 6 11 8 19 15:
:----------------------------------------------------------------------------------------------------
: 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 55.7 39.8 74.0 21.1 47.6 37.4 63.1
Old : 26.4 54.1 45.2 73.7 24.9 51.3 40.5 64.1
Other: 44.8 71.5 65.9 84.9 41.7 63.5 57.7 68.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 231,831: 66,448 32,909 43,420 108,768 148,003 218,636 224,333: 13,195 7,498
Old : 904: 0 2 0 904 856 904 858: 0 46
Other: 230,927: 66,448 32,907 43,420 107,864 147,147 217,732 223,475: 13,195 7,452
: : :
: : Changes in Commitments from: August 18, 2020 :
: 4,648: 2,320 47 133 1,264 4,767 3,717 4,947: 931 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.2 18.7 46.9 63.8 94.3 96.8: 5.7 3.2
Old : 100.0: 0.0 0.2 0.0 100.0 94.7 100.0 94.9: 0.0 5.1
Other: 100.0: 28.8 14.3 18.8 46.7 63.7 94.3 96.8: 5.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 95 51 68 60 50 187 141:
Old : 4: 0 1 0 1 2 1 3:
Other: 219: 95 51 68 60 50 187 141:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 28.9 30.2 38.8 13.8 20.6 21.1 29.1
Old : 100.0 94.9 100.0 94.9 100.0 94.9 100.0 94.9
Other: 20.2 28.8 29.9 38.8 13.8 20.4 21.2 29.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,234,789: 279,106 42,509 257,560 601,340 891,085 1,138,007 1,191,154: 96,782 43,634
Old : 1,234,789: 279,106 42,509 257,560 601,340 891,085 1,138,007 1,191,154: 96,782 43,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 42,085: 18,347 1,143 22,120 1,601 19,958 42,068 43,221: 18 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.4 20.9 48.7 72.2 92.2 96.5: 7.8 3.5
Old : 100.0: 22.6 3.4 20.9 48.7 72.2 92.2 96.5: 7.8 3.5
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 : 255: 91 44 88 96 88 234 183:
Old : 255: 91 44 88 96 88 234 183:
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 : 9.4 27.8 17.4 42.7 8.3 24.8 14.6 34.0
Old : 9.4 27.8 17.4 42.7 8.3 24.8 14.6 34.0
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 25, 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 : 320,904: 60,419 17,666 95,285 151,285 198,327 306,990 311,279: 13,913 9,625
Old : 772: 0 0 0 772 717 772 717: 0 55
Other: 320,132: 60,419 17,666 95,285 150,513 197,610 306,218 310,562: 13,913 9,570
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,974: 4,324 -2,052 3,597 -3,179 2,816 4,742 4,362: -768 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 5.5 29.7 47.1 61.8 95.7 97.0: 4.3 3.0
Old : 100.0: 0.0 0.0 0.0 100.0 92.9 100.0 92.9: 0.0 7.1
Other: 100.0: 18.9 5.5 29.8 47.0 61.7 95.7 97.0: 4.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 165 72 135 125 129 356 287:
Old : 16: 0 0 0 3 14 3 14:
Other: 411: 165 72 135 124 129 355 287:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 20.6 29.6 34.6 8.0 12.1 13.8 18.8
Old : 100.0 78.9 100.0 89.8 97.8 78.9 97.8 88.7
Other: 19.5 20.5 29.5 34.5 8.0 12.1 13.7 18.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 30,776: 13,588 21,356 2,480 9,941 2,219 26,010 26,055: 4,767 4,721
Old : 30,776: 13,588 21,356 2,480 9,941 2,219 26,010 26,055: 4,767 4,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -4,175: -5,013 -4,747 383 -1,215 25 -5,846 -4,340: 1,671 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 69.4 8.1 32.3 7.2 84.5 84.7: 15.5 15.3
Old : 100.0: 44.2 69.4 8.1 32.3 7.2 84.5 84.7: 15.5 15.3
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 : 89: 34 45 9 6 6 44 56:
Old : 89: 34 45 9 6 6 44 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 : 51.2 35.9 66.3 52.3 47.5 35.2 61.4 51.6
Old : 51.2 35.9 66.3 52.3 47.5 35.2 61.4 51.6
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 25, 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 : 213,579: 37,225 22,114 18,607 156,755 169,386 212,587 210,108: 992 3,471
Old : 212,151: 37,224 22,133 18,386 155,560 168,276 211,170 208,796: 981 3,355
Other: 1,428: 222 202 0 1,195 1,110 1,417 1,312: 11 116
: : :
: : Changes in Commitments from: August 18, 2020 :
: 5,104: -578 1,284 -979 6,859 5,101 5,302 5,405: -198 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.4 8.7 73.4 79.3 99.5 98.4: 0.5 1.6
Old : 100.0: 17.5 10.4 8.7 73.3 79.3 99.5 98.4: 0.5 1.6
Other: 100.0: 15.5 14.1 0.0 83.7 77.7 99.2 91.9: 0.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 59 133 29 35 75 115 221:
Old : 283: 59 133 29 35 75 115 221:
Other: 31: 3 11 0 4 13 7 24:
:----------------------------------------------------------------------------------------------------
: 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 : 47.0 50.5 65.1 62.9 44.1 44.3 56.1 52.4
Old : 47.3 50.7 65.0 63.1 44.4 44.4 55.9 52.6
Other: 88.0 65.5 99.2 77.5 88.0 65.5 99.2 77.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 454,446: 39,109 19,954 494 406,162 428,312 445,765 448,760: 8,681 5,686
Old : 454,446: 39,109 19,954 494 406,162 428,312 445,765 448,760: 8,681 5,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -2,838: -612 437 -20 -2,209 -2,957 -2,841 -2,540: 3 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.4 0.1 89.4 94.2 98.1 98.7: 1.9 1.3
Old : 100.0: 8.6 4.4 0.1 89.4 94.2 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 : 180: 23 17 5 101 82 126 102:
Old : 180: 23 17 5 101 82 126 102:
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 : 26.0 44.5 39.2 63.5 24.6 44.4 37.7 62.7
Old : 26.0 44.5 39.2 63.5 24.6 44.4 37.7 62.7
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, August 25, 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 : 1,213,467: 254,657 107,689 13,380 908,849 1,078,877 1,176,886 1,199,946: 36,581 13,521
Old : 1,213,467: 254,657 107,689 13,380 908,849 1,078,877 1,176,886 1,199,946: 36,581 13,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -8,690: 10,184 -23,563 803 -18,093 12,869 -7,106 -9,891: -1,584 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 8.9 1.1 74.9 88.9 97.0 98.9: 3.0 1.1
Old : 100.0: 21.0 8.9 1.1 74.9 88.9 97.0 98.9: 3.0 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 : 425: 87 49 26 235 148 332 213:
Old : 425: 87 49 26 235 148 332 213:
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 : 17.0 44.5 27.9 57.6 16.1 44.4 25.8 57.1
Old : 17.0 44.5 27.9 57.6 16.1 44.4 25.8 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020