COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 292,619: 90,701 7,194 69,541 113,990 206,120 274,231 282,855: 18,388 9,765
Old : 269,191: 85,255 11,731 63,261 103,555 184,894 252,071 259,886: 17,120 9,305
Other: 23,428: 10,013 30 1,713 10,435 21,225 22,160 22,969: 1,268 460
: : :
: : Changes in Commitments from: October 13, 2020 :
: 10,785: 7,555 -429 924 1,348 10,086 9,827 10,581: 958 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.5 23.8 39.0 70.4 93.7 96.7: 6.3 3.3
Old : 100.0: 31.7 4.4 23.5 38.5 68.7 93.6 96.5: 6.4 3.5
Other: 100.0: 42.7 0.1 7.3 44.5 90.6 94.6 98.0: 5.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 152 38 88 66 79 247 186:
Old : 288: 144 46 86 63 79 240 186:
Other: 75: 31 3 14 26 27 60 42:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 36.0 20.9 45.9 10.8 31.8 16.4 39.7
Old : 14.0 37.6 21.8 46.5 12.1 34.3 18.1 41.4
Other: 33.0 47.3 49.1 73.1 31.0 45.3 45.8 70.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 13,222: 1,661 2,798 1,357 7,701 7,780 10,719 11,935: 2,503 1,287
Old : 2,250: 316 982 0 1,105 960 1,421 1,942: 829 308
Other: 10,972: 1,420 1,891 1,282 6,596 6,820 9,298 9,993: 1,674 979
: : :
: : Changes in Commitments from: October 13, 2020 :
: -401: 30 -203 -648 293 596 -325 -255: -77 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 21.2 10.3 58.2 58.8 81.1 90.3: 18.9 9.7
Old : 100.0: 14.0 43.6 0.0 49.1 42.7 63.2 86.3: 36.8 13.7
Other: 100.0: 12.9 17.2 11.7 60.1 62.2 84.7 91.1: 15.3 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 17 13 7 21 11 41 28:
Old : 22: 4 6 0 6 7 10 13:
Other: 51: 15 13 6 21 10 38 27:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 45.1 42.0 64.4 24.0 40.5 40.6 56.9
Old : 48.4 52.0 60.6 78.2 48.4 52.0 60.6 78.2
Other: 22.7 49.2 43.4 68.3 22.4 46.2 41.2 60.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 247,337: 54,750 33,284 68,498 112,177 138,247 235,424 240,028: 11,913 7,309
Old : 236,331: 57,214 32,097 65,216 102,746 132,090 225,175 229,403: 11,155 6,928
Other: 11,007: 685 4,336 132 9,431 6,157 10,249 10,626: 758 381
: : :
: : Changes in Commitments from: October 13, 2020 :
: -8,185: -6,512 -1,107 -1,565 866 -4,639 -7,211 -7,311: -974 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 13.5 27.7 45.4 55.9 95.2 97.0: 4.8 3.0
Old : 100.0: 24.2 13.6 27.6 43.5 55.9 95.3 97.1: 4.7 2.9
Other: 100.0: 6.2 39.4 1.2 85.7 55.9 93.1 96.5: 6.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 89 55 70 61 51 184 147:
Old : 214: 90 53 69 59 51 182 144:
Other: 45: 6 11 4 19 16 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 : 19.2 23.7 28.4 35.1 12.0 14.2 18.6 22.6
Old : 19.3 23.8 28.9 35.2 12.9 14.8 19.7 23.1
Other: 68.9 53.8 81.8 72.9 53.0 41.6 62.5 57.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,167,652: 343,016 39,488 213,654 515,200 870,143 1,071,869 1,123,285: 95,782 44,367
Old : 1,167,652: 343,016 39,488 213,654 515,200 870,143 1,071,869 1,123,285: 95,782 44,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 36,095: 13,807 3,556 4,003 15,423 26,909 33,232 34,469: 2,862 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 3.4 18.3 44.1 74.5 91.8 96.2: 8.2 3.8
Old : 100.0: 29.4 3.4 18.3 44.1 74.5 91.8 96.2: 8.2 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 : 262: 116 32 73 97 87 245 166:
Old : 262: 116 32 73 97 87 245 166:
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 26.1 18.3 44.3 10.2 24.3 16.4 36.9
Old : 10.5 26.1 18.3 44.3 10.2 24.3 16.4 36.9
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, October 20, 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 : 330,493: 58,697 25,226 91,451 163,552 203,193 313,700 319,870: 16,793 10,623
Old : 297,860: 57,805 29,923 81,825 142,273 175,936 281,904 287,684: 15,956 10,176
Other: 32,633: 8,371 2,783 2,147 21,279 27,257 31,796 32,186: 837 447
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,017: -898 4,714 -1,509 3,844 -1,345 1,437 1,860: 1,580 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.6 27.7 49.5 61.5 94.9 96.8: 5.1 3.2
Old : 100.0: 19.4 10.0 27.5 47.8 59.1 94.6 96.6: 5.4 3.4
Other: 100.0: 25.7 8.5 6.6 65.2 83.5 97.4 98.6: 2.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 170 72 135 137 126 366 291:
Old : 417: 163 81 132 133 124 358 288:
Other: 136: 28 12 15 72 56 106 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 : 17.7 20.6 26.9 32.3 7.9 12.8 13.1 19.0
Old : 17.9 20.1 27.0 31.6 8.7 12.2 14.5 18.8
Other: 41.4 44.5 53.0 62.2 40.2 44.2 51.2 60.1
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 34,182: 3,200 1,055 12,675 18,305 20,451 34,180 34,181: 2 1
Old : 34,182: 3,200 1,055 12,675 18,305 20,451 34,180 34,181: 2 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,317: 1,380 19 1,274 1,662 3,024 4,316 4,317: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.1 37.1 53.6 59.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 3.1 37.1 53.6 59.8 100.0 100.0: 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 : 23: 5 5 8 10 10 20 18:
Old : 23: 5 5 8 10 10 20 18:
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 : 75.1 82.6 94.6 94.4 23.3 23.5 25.6 25.0
Old : 75.1 82.6 94.6 94.4 23.3 23.5 25.6 25.0
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 20, 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 : 29,509: 18,073 19,767 3,792 3,402 2,945 25,268 26,505: 4,241 3,004
Old : 29,509: 18,073 19,767 3,792 3,402 2,945 25,268 26,505: 4,241 3,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 126: -2,040 61 611 1,796 -808 367 -136: -241 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 67.0 12.9 11.5 10.0 85.6 89.8: 14.4 10.2
Old : 100.0: 61.2 67.0 12.9 11.5 10.0 85.6 89.8: 14.4 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 : 95: 42 44 9 5 6 49 57:
Old : 95: 42 44 9 5 6 49 57:
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 : 40.1 37.5 58.4 56.8 35.2 34.8 50.7 52.0
Old : 40.1 37.5 58.4 56.8 35.2 34.8 50.7 52.0
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, October 20, 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 : 208,081: 69,853 14,552 20,393 116,348 170,668 206,594 205,613: 1,487 2,468
Old : 187,834: 68,267 13,956 19,367 98,809 152,421 186,444 185,745: 1,391 2,090
Other: 20,247: 2,116 1,126 495 17,539 18,247 20,151 19,869: 96 378
: : :
: : Changes in Commitments from: October 13, 2020 :
: -11,039: 5,207 -1,250 -2,760 -13,583 -6,919 -11,135 -10,929: 97 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.0 9.8 55.9 82.0 99.3 98.8: 0.7 1.2
Old : 100.0: 36.3 7.4 10.3 52.6 81.1 99.3 98.9: 0.7 1.1
Other: 100.0: 10.5 5.6 2.4 86.6 90.1 99.5 98.1: 0.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 95 105 39 48 93 166 221:
Old : 303: 96 105 39 47 90 164 217:
Other: 61: 8 15 4 8 31 18 48:
:----------------------------------------------------------------------------------------------------
: 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 : 37.7 41.0 55.2 60.9 32.0 35.6 41.1 45.2
Old : 35.5 40.5 52.3 60.9 29.1 33.9 40.4 45.6
Other: 82.1 59.0 97.1 82.7 82.1 58.0 94.8 81.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 428,239: 39,645 17,132 1,022 378,636 404,132 419,303 422,286: 8,936 5,953
Old : 428,239: 39,645 17,132 1,022 378,636 404,132 419,303 422,286: 8,936 5,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,951: 1,332 2,755 91 751 507 2,174 3,353: 777 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.0 0.2 88.4 94.4 97.9 98.6: 2.1 1.4
Old : 100.0: 9.3 4.0 0.2 88.4 94.4 97.9 98.6: 2.1 1.4
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: 27 12 5 94 87 124 101:
Old : 177: 27 12 5 94 87 124 101:
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 : 27.1 43.8 40.1 59.6 25.4 43.5 38.3 58.8
Old : 27.1 43.8 40.1 59.6 25.4 43.5 38.3 58.8
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 20, 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 : 1,230,220: 259,713 101,084 11,023 933,022 1,109,478 1,203,758 1,221,585: 26,462 8,635
Old : 1,230,220: 259,713 101,084 11,023 933,022 1,109,478 1,203,758 1,221,585: 26,462 8,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -15,224: 2,124 -11,147 544 -20,894 -4,261 -18,226 -14,864: 3,002 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 8.2 0.9 75.8 90.2 97.8 99.3: 2.2 0.7
Old : 100.0: 21.1 8.2 0.9 75.8 90.2 97.8 99.3: 2.2 0.7
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 : 425: 102 46 27 224 141 337 203:
Old : 425: 102 46 27 224 141 337 203:
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 : 14.8 44.7 24.4 62.3 13.8 44.6 22.2 61.2
Old : 14.8 44.7 24.4 62.3 13.8 44.6 22.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020