COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 263,051: 74,643 9,826 63,343 110,621 180,444 248,607 253,613: 14,444 9,438
Old : 242,777: 69,966 14,358 57,453 101,762 161,784 229,182 233,596: 13,595 9,181
Other: 20,274: 9,277 68 1,290 8,859 18,659 19,425 20,017: 849 258
: : :
: : Changes in Commitments from: September 22, 2020 :
: 74: 701 122 509 -916 304 294 935: -220 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 3.7 24.1 42.1 68.6 94.5 96.4: 5.5 3.6
Old : 100.0: 28.8 5.9 23.7 41.9 66.6 94.4 96.2: 5.6 3.8
Other: 100.0: 45.8 0.3 6.4 43.7 92.0 95.8 98.7: 4.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 133 44 90 68 74 236 186:
Old : 278: 125 55 87 66 74 230 186:
Other: 69: 25 4 11 24 26 54 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 : 15.5 34.4 23.1 43.7 11.9 27.6 17.8 35.3
Old : 15.8 35.4 23.9 44.2 12.6 29.6 19.1 36.5
Other: 40.1 49.6 55.4 74.9 36.9 47.9 51.2 72.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 13,279: 1,426 3,414 2,043 7,282 6,108 10,751 11,565: 2,528 1,713
Old : 8,056: 758 3,398 829 4,561 2,568 6,149 6,795: 1,907 1,261
Other: 5,223: 989 338 893 2,720 3,540 4,602 4,770: 621 453
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,718: -78 1,874 254 1,221 -276 1,397 1,852: 321 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 25.7 15.4 54.8 46.0 81.0 87.1: 19.0 12.9
Old : 100.0: 9.4 42.2 10.3 56.6 31.9 76.3 84.4: 23.7 15.6
Other: 100.0: 18.9 6.5 17.1 52.1 67.8 88.1 91.3: 11.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 20 10 20 10 41 36:
Old : 55: 17 18 8 17 9 36 33:
Other: 32: 8 7 6 17 7 28 17:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 36.9 39.5 55.4 21.9 32.0 38.5 47.8
Old : 27.3 32.1 48.7 53.3 27.3 31.3 44.6 49.3
Other: 33.6 56.9 54.2 79.4 32.6 49.4 47.2 59.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 267,149: 82,432 33,654 67,641 105,305 158,865 255,377 260,160: 11,772 6,990
Old : 257,046: 84,861 32,470 64,062 96,845 153,673 245,768 250,205: 11,279 6,842
Other: 10,103: 744 4,357 406 8,460 5,192 9,610 9,955: 493 148
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,227: 541 -2,340 2,616 -645 2,111 2,512 2,386: -285 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.6 25.3 39.4 59.5 95.6 97.4: 4.4 2.6
Old : 100.0: 33.0 12.6 24.9 37.7 59.8 95.6 97.3: 4.4 2.7
Other: 100.0: 7.4 43.1 4.0 83.7 51.4 95.1 98.5: 4.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 100 60 74 58 52 195 158:
Old : 235: 102 56 73 57 52 194 155:
Other: 45: 8 10 5 17 16 25 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 : 19.2 26.9 28.2 37.9 12.0 17.7 19.2 25.9
Old : 19.5 27.6 28.7 38.1 12.8 18.4 20.3 26.7
Other: 65.7 56.7 81.7 76.6 58.1 46.5 69.4 65.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,100,779: 284,921 32,242 188,559 543,161 837,806 1,016,641 1,058,608: 84,137 42,171
Old : 1,100,779: 284,921 32,242 188,559 543,161 837,806 1,016,641 1,058,608: 84,137 42,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -7,233: 13,260 -3,208 1,281 -24,332 -629 -9,792 -2,556: 2,558 -4,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.9 17.1 49.3 76.1 92.4 96.2: 7.6 3.8
Old : 100.0: 25.9 2.9 17.1 49.3 76.1 92.4 96.2: 7.6 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: 109 29 75 91 84 230 165:
Old : 250: 109 29 75 91 84 230 165:
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 : 12.4 28.5 20.3 46.0 8.9 25.1 15.4 34.9
Old : 12.4 28.5 20.3 46.0 8.9 25.1 15.4 34.9
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 29, 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 : 336,841: 63,765 16,100 105,093 152,643 205,486 321,501 326,679: 15,340 10,162
Old : 305,369: 63,472 21,812 94,541 132,846 179,337 290,859 295,690: 14,510 9,679
Other: 31,472: 8,883 2,879 1,962 19,797 26,149 30,642 30,989: 830 483
: : :
: : Changes in Commitments from: September 22, 2020 :
: 3,576: -4,866 3,061 1,769 5,981 -1,015 2,884 3,815: 692 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 4.8 31.2 45.3 61.0 95.4 97.0: 4.6 3.0
Old : 100.0: 20.8 7.1 31.0 43.5 58.7 95.2 96.8: 4.8 3.2
Other: 100.0: 28.2 9.1 6.2 62.9 83.1 97.4 98.5: 2.6 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 168 70 146 135 130 370 303:
Old : 425: 162 81 142 130 130 362 302:
Other: 138: 29 11 16 72 59 106 83:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 19.1 25.6 31.0 7.6 12.5 12.9 19.2
Old : 15.7 18.5 25.9 30.4 8.1 12.2 13.9 18.8
Other: 43.3 46.5 55.8 64.7 41.3 46.5 51.9 63.0
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 26,300: 655 2,763 9,771 15,875 13,767 26,300 26,300: 0 0
Old : 26,300: 655 2,763 9,771 15,875 13,767 26,300 26,300: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -501: 322 -2,556 834 -1,657 1,221 -501 -501: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.5 37.1 60.4 52.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 10.5 37.1 60.4 52.3 100.0 100.0: 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 7 9 9 17 16:
Old : 20: 2 6 7 9 9 17 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 : 72.7 81.4 93.7 93.9 22.2 20.2 23.6 22.5
Old : 72.7 81.4 93.7 93.9 22.2 20.2 23.6 22.5
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 29, 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 : 28,776: 14,844 20,432 2,529 7,707 2,483 25,080 25,444: 3,697 3,332
Old : 28,776: 14,844 20,432 2,529 7,707 2,483 25,080 25,444: 3,697 3,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -148: 2,907 -670 -444 -2,036 1,028 426 -87: -575 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 71.0 8.8 26.8 8.6 87.2 88.4: 12.8 11.6
Old : 100.0: 51.6 71.0 8.8 26.8 8.6 87.2 88.4: 12.8 11.6
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 : 90: 35 46 11 7 5 44 60:
Old : 90: 35 46 11 7 5 44 60:
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 : 61.2 33.5 70.3 50.1 54.5 33.5 63.4 50.0
Old : 61.2 33.5 70.3 50.1 54.5 33.5 63.4 50.0
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 29, 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 : 245,378: 66,476 13,455 24,963 152,649 204,122 244,089 242,541: 1,290 2,838
Old : 228,650: 65,280 13,008 24,292 137,891 188,826 227,462 226,126: 1,187 2,524
Other: 16,729: 1,392 643 476 14,758 15,296 16,626 16,415: 103 314
: : :
: : Changes in Commitments from: September 22, 2020 :
: -7,850: -12 844 -490 -7,375 -8,297 -7,877 -7,942: 27 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 5.5 10.2 62.2 83.2 99.5 98.8: 0.5 1.2
Old : 100.0: 28.6 5.7 10.6 60.3 82.6 99.5 98.9: 0.5 1.1
Other: 100.0: 8.3 3.8 2.8 88.2 91.4 99.4 98.1: 0.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 85 121 38 41 91 151 231:
Old : 309: 85 122 37 40 90 149 229:
Other: 57: 8 12 2 8 29 17 43:
:----------------------------------------------------------------------------------------------------
: 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 : 37.9 46.8 56.1 63.1 33.0 38.3 42.2 46.8
Old : 36.0 46.2 54.1 63.1 30.8 37.7 39.8 45.7
Other: 83.2 62.1 97.1 84.8 83.2 61.0 94.1 83.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 414,091: 41,778 11,793 371 363,438 394,809 405,587 406,973: 8,504 7,118
Old : 414,091: 41,778 11,793 371 363,438 394,809 405,587 406,973: 8,504 7,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -69: -142 4,500 31 546 -5,170 435 -639: -504 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.8 0.1 87.8 95.3 97.9 98.3: 2.1 1.7
Old : 100.0: 10.1 2.8 0.1 87.8 95.3 97.9 98.3: 2.1 1.7
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 : 177: 25 15 3 98 80 124 97:
Old : 177: 25 15 3 98 80 124 97:
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 : 27.5 45.6 40.6 61.5 25.9 45.3 38.8 60.7
Old : 27.5 45.6 40.6 61.5 25.9 45.3 38.8 60.7
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, September 29, 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 : 1,222,105: 250,078 83,257 7,703 931,863 1,120,407 1,189,644 1,211,367: 32,461 10,738
Old : 1,222,105: 250,078 83,257 7,703 931,863 1,120,407 1,189,644 1,211,367: 32,461 10,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 554: -12,265 -1,745 -609 12,935 3,888 61 1,534: 493 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.8 0.6 76.3 91.7 97.3 99.1: 2.7 0.9
Old : 100.0: 20.5 6.8 0.6 76.3 91.7 97.3 99.1: 2.7 0.9
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 : 416: 96 42 24 225 141 331 197:
Old : 416: 96 42 24 225 141 331 197:
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 : 15.0 44.6 24.6 62.0 13.8 44.5 22.1 61.0
Old : 15.0 44.6 24.6 62.0 13.8 44.5 22.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020