COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 262,977: 73,943 9,704 62,833 111,537 180,140 248,313 252,677: 14,664 10,299
Old : 243,107: 69,599 14,070 56,956 102,824 162,051 229,379 233,078: 13,728 10,029
Other: 19,870: 8,789 79 1,432 8,713 18,089 18,934 19,599: 936 270
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,407: 2,268 1,862 -1,608 -565 -1,269 95 -1,014: -1,502 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.7 23.9 42.4 68.5 94.4 96.1: 5.6 3.9
Old : 100.0: 28.6 5.8 23.4 42.3 66.7 94.4 95.9: 5.6 4.1
Other: 100.0: 44.2 0.4 7.2 43.9 91.0 95.3 98.6: 4.7 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 123 45 84 67 74 225 181:
Old : 268: 117 53 81 65 74 219 181:
Other: 67: 22 5 11 25 26 53 39:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 34.0 24.2 43.3 11.4 26.3 17.3 33.7
Old : 15.8 35.0 25.2 43.9 12.6 27.9 18.9 34.9
Other: 40.6 49.6 55.5 73.7 37.2 47.5 51.2 70.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 11,561: 1,504 1,541 1,789 6,061 6,384 9,354 9,713: 2,207 1,848
Old : 8,027: 1,493 1,602 780 4,153 4,233 6,427 6,616: 1,600 1,411
Other: 3,534: 309 237 710 1,908 2,151 2,927 3,098: 607 437
: : :
: : Changes in Commitments from: September 15, 2020 :
: 628: -218 133 254 534 60 570 447: 58 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.3 15.5 52.4 55.2 80.9 84.0: 19.1 16.0
Old : 100.0: 18.6 20.0 9.7 51.7 52.7 80.1 82.4: 19.9 17.6
Other: 100.0: 8.8 6.7 20.1 54.0 60.9 82.8 87.6: 17.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 15 11 20 10 42 30:
Old : 51: 17 13 9 18 9 39 27:
Other: 27: 5 6 6 14 7 22 16:
:----------------------------------------------------------------------------------------------------
: 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 45.5 39.2 64.3 21.2 38.9 37.0 52.5
Old : 28.8 47.5 49.0 64.6 28.8 45.0 44.7 56.2
Other: 35.7 58.3 56.8 77.2 27.6 44.1 38.9 50.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 264,922: 81,891 35,994 65,025 105,950 156,754 252,866 257,774: 12,057 7,148
Old : 254,976: 84,078 34,519 61,906 97,413 151,551 243,397 247,977: 11,579 6,999
Other: 9,946: 458 4,120 474 8,537 5,203 9,469 9,797: 477 149
: : :
: : Changes in Commitments from: September 15, 2020 :
: 8,043: -3,274 2,781 5,909 5,925 -48 8,560 8,642: -517 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.6 24.5 40.0 59.2 95.4 97.3: 4.6 2.7
Old : 100.0: 33.0 13.5 24.3 38.2 59.4 95.5 97.3: 4.5 2.7
Other: 100.0: 4.6 41.4 4.8 85.8 52.3 95.2 98.5: 4.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 105 56 76 60 53 197 160:
Old : 237: 106 54 75 58 53 195 157:
Other: 44: 7 10 6 19 14 26 30:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 26.3 27.8 37.0 12.2 17.6 19.1 25.7
Old : 19.4 27.1 28.3 37.2 13.0 18.3 20.1 26.4
Other: 66.8 55.5 81.4 75.7 58.1 44.4 68.2 63.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,108,012: 271,661 35,450 187,279 567,493 838,435 1,026,433 1,061,164: 81,579 46,848
Old : 1,108,012: 271,661 35,450 187,279 567,493 838,435 1,026,433 1,061,164: 81,579 46,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 5,862: 21,946 -9,868 21,485 -29,421 5,772 14,009 17,388: -8,147 -11,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.2 16.9 51.2 75.7 92.6 95.8: 7.4 4.2
Old : 100.0: 24.5 3.2 16.9 51.2 75.7 92.6 95.8: 7.4 4.2
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 : 256: 109 27 82 97 86 239 174:
Old : 256: 109 27 82 97 86 239 174:
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 : 11.6 28.3 19.6 45.7 8.9 25.1 15.2 35.6
Old : 11.6 28.3 19.6 45.7 8.9 25.1 15.2 35.6
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 22, 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 : 333,265: 68,632 13,039 103,324 146,662 206,501 318,617 322,864: 14,647 10,401
Old : 302,802: 67,317 18,169 94,323 127,364 180,424 289,004 292,916: 13,798 9,886
Other: 30,463: 8,359 1,914 1,956 19,298 26,077 29,613 29,948: 850 515
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,029: -5,244 -435 77 6,195 1,028 1,028 670: 1,001 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 3.9 31.0 44.0 62.0 95.6 96.9: 4.4 3.1
Old : 100.0: 22.2 6.0 31.1 42.1 59.6 95.4 96.7: 4.6 3.3
Other: 100.0: 27.4 6.3 6.4 63.3 85.6 97.2 98.3: 2.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 165 69 140 134 135 367 299:
Old : 423: 161 77 136 132 135 362 298:
Other: 134: 28 10 13 69 59 99 81:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 19.4 25.9 32.9 7.9 13.0 13.1 20.1
Old : 16.4 19.1 26.0 32.4 8.4 12.5 14.0 19.4
Other: 44.7 46.8 56.6 63.8 42.7 46.3 53.3 62.0
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 26,802: 333 5,319 8,937 17,532 12,546 26,802 26,802: 0 0
Old : 26,802: 333 5,319 8,937 17,532 12,546 26,802 26,802: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 19.8 33.3 65.4 46.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 19.8 33.3 65.4 46.8 100.0 100.0: 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: 2 6 6 9 9 16 16:
Old : 20: 2 6 6 9 9 16 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 : 72.6 83.7 93.0 94.4 27.5 26.2 29.2 27.9
Old : 72.6 83.7 93.0 94.4 27.5 26.2 29.2 27.9
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, September 22, 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 : 28,925: 11,937 21,103 2,974 9,743 1,455 24,653 25,531: 4,271 3,393
Old : 28,925: 11,937 21,103 2,974 9,743 1,455 24,653 25,531: 4,271 3,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 294: -1,416 -494 931 -242 47 -727 484: 1,021 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 73.0 10.3 33.7 5.0 85.2 88.3: 14.8 11.7
Old : 100.0: 41.3 73.0 10.3 33.7 5.0 85.2 88.3: 14.8 11.7
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 : 93: 42 42 8 7 5 50 54:
Old : 93: 42 42 8 7 5 50 54:
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 : 52.3 33.7 66.7 51.9 48.8 32.0 59.6 49.4
Old : 52.3 33.7 66.7 51.9 48.8 32.0 59.6 49.4
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 22, 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 : 253,228: 66,488 12,611 25,454 160,024 212,419 251,965 250,483: 1,263 2,745
Old : 239,353: 65,658 12,240 24,882 147,633 199,779 238,173 236,900: 1,180 2,453
Other: 13,875: 989 531 412 12,391 12,640 13,792 13,583: 83 292
: : :
: : Changes in Commitments from: September 15, 2020 :
: 7,490: 1,715 -470 -1,857 7,381 9,692 7,239 7,365: 251 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.0 10.1 63.2 83.9 99.5 98.9: 0.5 1.1
Old : 100.0: 27.4 5.1 10.4 61.7 83.5 99.5 99.0: 0.5 1.0
Other: 100.0: 7.1 3.8 3.0 89.3 91.1 99.4 97.9: 0.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 95 117 42 43 90 165 231:
Old : 318: 94 117 41 42 89 162 229:
Other: 53: 8 12 3 7 26 17 40:
:----------------------------------------------------------------------------------------------------
: 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 50.0 55.7 64.0 32.7 37.9 42.8 46.8
Old : 36.1 49.6 54.9 63.9 31.0 37.3 41.6 45.8
Other: 81.8 65.7 97.2 86.0 81.8 65.0 94.6 84.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 414,160: 41,920 7,293 340 362,892 399,979 405,152 407,612: 9,008 6,548
Old : 414,160: 41,920 7,293 340 362,892 399,979 405,152 407,612: 9,008 6,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -54,640: -4,729 -1,491 -1,476 -46,443 -48,211 -52,648 -51,178: -1,992 -3,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.8 0.1 87.6 96.6 97.8 98.4: 2.2 1.6
Old : 100.0: 10.1 1.8 0.1 87.6 96.6 97.8 98.4: 2.2 1.6
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 : 173: 26 10 4 99 81 127 93:
Old : 173: 26 10 4 99 81 127 93:
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 : 27.0 46.4 40.6 62.2 25.2 46.1 38.8 61.5
Old : 27.0 46.4 40.6 62.2 25.2 46.1 38.8 61.5
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 22, 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 : 1,221,551: 262,343 85,002 8,312 918,928 1,116,519 1,189,583 1,209,833: 31,968 11,718
Old : 1,221,551: 262,343 85,002 8,312 918,928 1,116,519 1,189,583 1,209,833: 31,968 11,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -231,023: -6,963 -12,217 -11,294 -170,081 -172,711 -188,338 -196,222: -42,685 -34,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.0 0.7 75.2 91.4 97.4 99.0: 2.6 1.0
Old : 100.0: 21.5 7.0 0.7 75.2 91.4 97.4 99.0: 2.6 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 : 413: 91 44 21 229 138 332 191:
Old : 413: 91 44 21 229 138 332 191:
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 : 15.7 45.2 25.6 63.1 14.8 45.1 23.1 62.0
Old : 15.7 45.2 25.6 63.1 14.8 45.1 23.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020