COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 270,094: 77,013 9,156 66,913 110,406 184,406 254,332 260,475: 15,763 9,619
Old : 249,649: 72,420 14,074 60,673 101,801 165,607 234,894 240,354: 14,755 9,295
Other: 20,445: 9,559 49 1,274 8,605 18,799 19,438 20,121: 1,007 324
: : :
: : Changes in Commitments from: September 29, 2020 :
: 7,043: 2,369 -670 3,571 -216 3,962 5,724 6,863: 1,319 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 3.4 24.8 40.9 68.3 94.2 96.4: 5.8 3.6
Old : 100.0: 29.0 5.6 24.3 40.8 66.3 94.1 96.3: 5.9 3.7
Other: 100.0: 46.8 0.2 6.2 42.1 91.9 95.1 98.4: 4.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 140 46 89 67 77 245 186:
Old : 287: 134 55 87 65 77 240 186:
Other: 70: 28 3 10 24 26 55 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 : 13.9 34.9 20.9 44.3 11.9 30.4 17.5 38.0
Old : 14.5 36.0 21.7 44.7 12.5 32.4 18.8 39.2
Other: 39.5 49.7 55.5 74.9 37.0 48.8 51.4 72.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 13,358: 1,468 3,502 2,054 7,380 6,165 10,902 11,721: 2,456 1,637
Old : 7,167: 568 3,473 847 4,074 1,759 5,489 6,080: 1,678 1,087
Other: 6,191: 1,132 261 974 3,307 4,406 5,413 5,641: 778 550
: : :
: : Changes in Commitments from: September 29, 2020 :
: 79: 42 87 10 99 58 151 155: -72 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 26.2 15.4 55.3 46.2 81.6 87.7: 18.4 12.3
Old : 100.0: 7.9 48.5 11.8 56.8 24.5 76.6 84.8: 23.4 15.2
Other: 100.0: 18.3 4.2 15.7 53.4 71.2 87.4 91.1: 12.6 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 19 9 20 10 40 34:
Old : 51: 14 18 8 16 9 33 32:
Other: 32: 9 6 6 17 7 29 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 : 22.9 36.6 40.4 55.7 22.9 32.4 39.3 48.3
Old : 30.1 33.3 49.8 53.2 30.1 31.9 44.9 49.3
Other: 30.7 61.2 50.4 81.4 30.6 54.6 45.1 64.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 258,783: 71,508 32,851 69,326 105,723 147,739 246,557 249,917: 12,225 8,866
Old : 248,076: 73,908 31,922 65,709 96,819 141,820 236,437 239,452: 11,639 8,624
Other: 10,707: 988 4,317 228 8,904 5,919 10,121 10,465: 586 242
: : :
: : Changes in Commitments from: September 29, 2020 :
: -8,367: -10,924 -803 1,685 419 -11,126 -8,820 -10,243: 454 1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.7 26.8 40.9 57.1 95.3 96.6: 4.7 3.4
Old : 100.0: 29.8 12.9 26.5 39.0 57.2 95.3 96.5: 4.7 3.5
Other: 100.0: 9.2 40.3 2.1 83.2 55.3 94.5 97.7: 5.5 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 84 56 68 56 49 177 144:
Old : 211: 85 53 67 55 49 176 141:
Other: 43: 5 11 5 17 17 24 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 : 18.9 25.4 27.6 37.0 11.6 16.7 18.6 25.0
Old : 19.1 26.2 28.0 37.3 12.5 17.5 19.8 25.7
Other: 68.4 53.9 83.3 75.2 56.4 44.1 66.7 62.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,092,191: 305,842 35,224 202,256 490,473 807,679 998,571 1,045,158: 93,620 47,033
Old : 1,092,191: 305,842 35,224 202,256 490,473 807,679 998,571 1,045,158: 93,620 47,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -8,588: 20,921 2,982 13,697 -52,688 -30,128 -18,070 -13,449: 9,482 4,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.2 18.5 44.9 74.0 91.4 95.7: 8.6 4.3
Old : 100.0: 28.0 3.2 18.5 44.9 74.0 91.4 95.7: 8.6 4.3
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 : 251: 109 29 69 96 85 231 163:
Old : 251: 109 29 69 96 85 231 163:
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 : 10.5 26.8 18.0 43.8 10.2 25.2 16.5 37.2
Old : 10.5 26.8 18.0 43.8 10.2 25.2 16.5 37.2
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, October 06, 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 : 339,249: 60,061 19,959 104,065 159,477 204,899 323,604 328,923: 15,644 10,325
Old : 307,536: 59,485 24,256 94,837 138,467 178,629 292,788 297,722: 14,748 9,814
Other: 31,712: 7,967 3,093 1,839 21,011 26,270 30,816 31,202: 896 511
: : :
: : Changes in Commitments from: September 29, 2020 :
: 2,408: -3,704 3,859 -1,028 6,835 -587 2,103 2,244: 305 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.9 30.7 47.0 60.4 95.4 97.0: 4.6 3.0
Old : 100.0: 19.3 7.9 30.8 45.0 58.1 95.2 96.8: 4.8 3.2
Other: 100.0: 25.1 9.8 5.8 66.3 82.8 97.2 98.4: 2.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 161 78 132 134 128 354 292:
Old : 411: 151 89 128 131 128 346 291:
Other: 138: 30 10 12 71 58 104 78:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 19.6 26.7 31.9 7.7 12.5 12.7 18.8
Old : 17.5 19.3 26.8 31.0 8.1 12.1 13.9 18.5
Other: 41.2 46.8 52.7 65.3 39.9 46.8 50.8 63.2
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 28,671: 698 1,917 11,066 16,907 15,688 28,671 28,671: 0 0
Old : 28,671: 698 1,917 11,066 16,907 15,688 28,671 28,671: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 2,371: 43 -845 1,296 1,032 1,921 2,371 2,371: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.7 38.6 59.0 54.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 6.7 38.6 59.0 54.7 100.0 100.0: 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 : 75.3 81.9 95.1 93.9 21.4 17.9 21.9 20.7
Old : 75.3 81.9 95.1 93.9 21.4 17.9 21.9 20.7
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, October 06, 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 : 31,607: 18,511 21,579 2,676 5,898 4,115 27,085 28,369: 4,522 3,238
Old : 31,607: 18,511 21,579 2,676 5,898 4,115 27,085 28,369: 4,522 3,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 2,831: 3,667 1,147 147 -1,809 1,632 2,005 2,925: 826 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 68.3 8.5 18.7 13.0 85.7 89.8: 14.3 10.2
Old : 100.0: 58.6 68.3 8.5 18.7 13.0 85.7 89.8: 14.3 10.2
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 : 93: 39 43 9 8 6 50 55:
Old : 93: 39 43 9 8 6 50 55:
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 : 53.8 33.1 66.6 50.5 49.2 32.0 59.5 48.8
Old : 53.8 33.1 66.6 50.5 49.2 32.0 59.5 48.8
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, October 06, 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 : 226,464: 69,152 12,410 23,237 132,739 188,303 225,128 223,950: 1,336 2,513
Old : 208,483: 67,151 12,030 22,445 117,661 171,821 207,257 206,296: 1,227 2,187
Other: 17,980: 2,346 725 447 15,078 16,482 17,871 17,654: 109 326
: : :
: : Changes in Commitments from: September 29, 2020 :
: -18,915: 2,676 -1,045 -1,726 -19,910 -15,819 -18,961 -18,590: 46 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 5.5 10.3 58.6 83.1 99.4 98.9: 0.6 1.1
Old : 100.0: 32.2 5.8 10.8 56.4 82.4 99.4 99.0: 0.6 1.0
Other: 100.0: 13.0 4.0 2.5 83.9 91.7 99.4 98.2: 0.6 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 94 108 40 45 92 164 223:
Old : 311: 94 109 40 44 90 163 220:
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 : 34.0 43.2 52.8 60.3 28.5 32.5 36.9 43.1
Old : 31.9 42.1 50.2 60.1 26.0 31.4 35.3 41.8
Other: 78.9 61.5 96.3 85.3 78.9 60.4 94.0 84.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 419,112: 41,370 14,974 902 367,715 396,920 409,987 412,796: 9,125 6,316
Old : 419,112: 41,370 14,974 902 367,715 396,920 409,987 412,796: 9,125 6,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 5,021: -408 3,181 531 4,277 2,111 4,400 5,823: 621 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.6 0.2 87.7 94.7 97.8 98.5: 2.2 1.5
Old : 100.0: 9.9 3.6 0.2 87.7 94.7 97.8 98.5: 2.2 1.5
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 : 177: 24 14 4 96 85 124 99:
Old : 177: 24 14 4 96 85 124 99:
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 : 29.0 45.4 42.0 60.9 27.4 45.0 40.2 60.2
Old : 29.0 45.4 42.0 60.9 27.4 45.0 40.2 60.2
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, October 06, 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 : 1,234,881: 242,280 104,545 8,227 950,110 1,111,358 1,200,617 1,224,130: 34,264 10,751
Old : 1,234,881: 242,280 104,545 8,227 950,110 1,111,358 1,200,617 1,224,130: 34,264 10,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 12,776: -7,798 21,288 524 18,247 -9,049 10,973 12,763: 1,803 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.5 0.7 76.9 90.0 97.2 99.1: 2.8 0.9
Old : 100.0: 19.6 8.5 0.7 76.9 90.0 97.2 99.1: 2.8 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 : 424: 94 48 26 224 146 330 208:
Old : 424: 94 48 26 224 146 330 208:
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 : 15.2 42.5 24.9 59.7 14.0 42.3 22.5 58.7
Old : 15.2 42.5 24.9 59.7 14.0 42.3 22.5 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 09, 2020