COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 264,384: 71,675 7,841 64,441 112,102 181,409 248,218 253,692: 16,165 10,692
Old : 244,562: 67,727 12,629 58,340 103,297 163,143 229,364 234,112: 15,198 10,450
Other: 19,822: 8,780 44 1,270 8,805 18,266 18,855 19,580: 967 242
: : :
: : Changes in Commitments from: September 8, 2020 :
: 6,818: 1,118 -4,393 3,125 -181 7,284 4,063 6,016: 2,755 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 3.0 24.4 42.4 68.6 93.9 96.0: 6.1 4.0
Old : 100.0: 27.7 5.2 23.9 42.2 66.7 93.8 95.7: 6.2 4.3
Other: 100.0: 44.3 0.2 6.4 44.4 92.2 95.1 98.8: 4.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 125 41 85 70 75 230 179:
Old : 267: 118 50 83 67 75 224 179:
Other: 66: 24 2 10 25 27 53 38:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 33.8 23.8 43.0 10.9 25.6 16.7 32.9
Old : 15.9 34.5 24.8 43.6 12.1 27.0 18.4 34.0
Other: 42.3 48.8 55.2 72.6 38.9 48.0 50.7 70.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 10,933: 1,722 1,408 1,535 5,527 6,324 8,784 9,266: 2,149 1,666
Old : 8,010: 1,712 1,467 725 3,955 4,537 6,391 6,729: 1,619 1,282
Other: 2,922: 300 230 520 1,572 1,787 2,392 2,538: 530 385
: : :
: : Changes in Commitments from: September 8, 2020 :
: 473: -181 205 257 190 -126 266 336: 206 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.9 14.0 50.6 57.8 80.3 84.8: 19.7 15.2
Old : 100.0: 21.4 18.3 9.0 49.4 56.6 79.8 84.0: 20.2 16.0
Other: 100.0: 10.3 7.9 17.8 53.8 61.2 81.9 86.8: 18.1 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 16 15 9 19 9 41 27:
Old : 50: 18 12 8 17 8 38 25:
Other: 25: 5 5 6 13 6 21 14:
:----------------------------------------------------------------------------------------------------
: 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 47.4 40.1 65.7 22.1 39.7 38.4 56.8
Old : 28.8 47.6 48.1 66.2 28.8 44.5 44.1 58.8
Other: 34.9 60.1 54.1 77.5 32.1 51.5 45.6 59.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 256,879: 85,164 33,213 59,116 100,025 156,803 244,305 249,132: 12,574 7,747
Old : 247,659: 87,371 32,282 55,930 92,227 151,967 235,527 240,178: 12,132 7,481
Other: 9,220: 566 3,704 414 7,798 4,836 8,778 8,954: 442 266
: : :
: : Changes in Commitments from: September 8, 2020 :
: 10,579: 6,855 -934 7,457 -3,882 4,292 10,429 10,816: 149 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 12.9 23.0 38.9 61.0 95.1 97.0: 4.9 3.0
Old : 100.0: 35.3 13.0 22.6 37.2 61.4 95.1 97.0: 4.9 3.0
Other: 100.0: 6.1 40.2 4.5 84.6 52.5 95.2 97.1: 4.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 106 51 68 61 51 201 144:
Old : 235: 107 50 67 59 51 199 142:
Other: 38: 7 5 5 19 13 26 23:
:----------------------------------------------------------------------------------------------------
: 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 28.0 28.0 38.3 12.4 19.9 19.5 27.9
Old : 19.6 28.8 28.6 38.5 13.2 20.6 20.7 28.6
Other: 65.6 58.6 82.7 77.6 58.3 47.0 69.6 66.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,102,150: 249,716 45,318 165,794 596,914 832,664 1,012,424 1,043,775: 89,726 58,375
Old : 1,102,150: 249,716 45,318 165,794 596,914 832,664 1,012,424 1,043,775: 89,726 58,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -117,193: -13,593 -513 -78,601 -24,083 -43,054 -116,277 -122,168: -916 4,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.1 15.0 54.2 75.5 91.9 94.7: 8.1 5.3
Old : 100.0: 22.7 4.1 15.0 54.2 75.5 91.9 94.7: 8.1 5.3
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 : 253: 94 44 81 96 87 229 179:
Old : 253: 94 44 81 96 87 229 179:
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 : 10.2 29.3 19.0 45.8 8.8 25.8 15.5 35.4
Old : 10.2 29.3 19.0 45.8 8.8 25.8 15.5 35.4
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, September 15, 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 : 331,236: 73,876 13,474 103,247 140,467 205,473 317,590 322,194: 13,646 9,042
Old : 300,890: 72,936 18,940 93,911 121,270 179,496 288,117 292,347: 12,772 8,543
Other: 30,346: 8,333 1,927 1,942 19,197 25,977 29,472 29,847: 874 499
: : :
: : Changes in Commitments from: September 8, 2020 :
: -6,954: 3,249 287 -1,161 -9,186 -5,120 -7,098 -5,994: 144 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.1 31.2 42.4 62.0 95.9 97.3: 4.1 2.7
Old : 100.0: 24.2 6.3 31.2 40.3 59.7 95.8 97.2: 4.2 2.8
Other: 100.0: 27.5 6.4 6.4 63.3 85.6 97.1 98.4: 2.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 165 73 141 131 137 365 303:
Old : 423: 158 83 137 128 137 359 302:
Other: 135: 27 11 16 66 59 98 82:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.0 25.1 32.7 8.1 12.8 13.7 19.9
Old : 15.8 19.0 25.2 31.5 8.6 11.8 14.7 19.0
Other: 45.0 46.9 57.2 63.4 42.5 46.5 53.0 61.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 28,631: 13,353 21,597 2,042 9,985 1,408 25,380 25,047: 3,251 3,584
Old : 28,631: 13,353 21,597 2,042 9,985 1,408 25,380 25,047: 3,251 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,265: -100 2,385 -864 1,455 -779 491 742: -1,755 -2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 75.4 7.1 34.9 4.9 88.6 87.5: 11.4 12.5
Old : 100.0: 46.6 75.4 7.1 34.9 4.9 88.6 87.5: 11.4 12.5
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 : 89: 32 49 7 6 5 40 59:
Old : 89: 32 49 7 6 5 40 59:
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 : 58.6 33.6 72.8 50.4 55.4 31.2 69.5 48.0
Old : 58.6 33.6 72.8 50.4 55.4 31.2 69.5 48.0
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, September 15, 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 : 245,738: 64,773 13,081 27,311 152,643 202,727 244,726 243,119: 1,012 2,620
Old : 238,667: 64,757 12,623 26,661 146,303 196,918 237,722 236,202: 945 2,465
Other: 7,072: 277 720 388 6,340 5,809 7,005 6,917: 67 155
: : :
: : Changes in Commitments from: September 8, 2020 :
: 6,042: 7,491 -901 4,340 -5,580 2,721 6,251 6,160: -209 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.3 11.1 62.1 82.5 99.6 98.9: 0.4 1.1
Old : 100.0: 27.1 5.3 11.2 61.3 82.5 99.6 99.0: 0.4 1.0
Other: 100.0: 3.9 10.2 5.5 89.6 82.1 99.1 97.8: 0.9 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 94 116 39 41 87 157 228:
Old : 316: 96 114 39 40 87 156 227:
Other: 46: 5 11 5 7 23 14 38:
:----------------------------------------------------------------------------------------------------
: 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 : 37.2 51.1 55.8 64.1 33.1 41.6 42.7 49.8
Old : 37.5 51.3 55.8 64.3 33.3 41.9 42.4 49.6
Other: 76.1 69.0 97.4 83.8 76.1 68.8 92.4 80.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 468,800: 46,649 8,784 1,816 409,335 448,190 457,800 458,790: 11,000 10,010
Old : 468,800: 46,649 8,784 1,816 409,335 448,190 457,800 458,790: 11,000 10,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 22,875: 694 -1,874 881 19,286 20,003 20,861 19,010: 2,014 3,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.9 0.4 87.3 95.6 97.7 97.9: 2.3 2.1
Old : 100.0: 10.0 1.9 0.4 87.3 95.6 97.7 97.9: 2.3 2.1
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 : 180: 27 10 8 114 88 144 103:
Old : 180: 27 10 8 114 88 144 103:
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 : 24.4 45.3 37.1 64.4 21.9 40.8 33.7 58.4
Old : 24.4 45.3 37.1 64.4 21.9 40.8 33.7 58.4
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, September 15, 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 : 1,452,574: 269,306 97,219 19,606 1,089,009 1,289,230 1,377,921 1,406,055: 74,653 46,519
Old : 1,452,574: 269,306 97,219 19,606 1,089,009 1,289,230 1,377,921 1,406,055: 74,653 46,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 246,041: 448 -4,869 7,386 195,865 209,945 203,699 212,462: 42,342 33,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 6.7 1.3 75.0 88.8 94.9 96.8: 5.1 3.2
Old : 100.0: 18.5 6.7 1.3 75.0 88.8 94.9 96.8: 5.1 3.2
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 : 430: 95 47 36 239 156 353 222:
Old : 430: 95 47 36 239 156 353 222:
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 : 18.4 45.0 28.0 59.8 12.7 37.9 19.8 48.2
Old : 18.4 45.0 28.0 59.8 12.7 37.9 19.8 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020