COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 302,792: 95,362 7,634 75,015 113,627 210,285 284,005 292,934: 18,788 9,858
Old : 277,719: 90,446 13,001 67,698 102,227 187,686 260,371 268,385: 17,349 9,334
Other: 25,073: 10,389 105 1,845 11,400 22,599 23,634 24,549: 1,439 524
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10,173: 4,662 440 5,474 -362 4,165 9,773 10,080: 400 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 2.5 24.8 37.5 69.4 93.8 96.7: 6.2 3.3
Old : 100.0: 32.6 4.7 24.4 36.8 67.6 93.8 96.6: 6.2 3.4
Other: 100.0: 41.4 0.4 7.4 45.5 90.1 94.3 97.9: 5.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 155 46 100 68 77 263 194:
Old : 300: 144 56 97 65 77 256 193:
Other: 79: 33 2 12 27 29 62 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 : 13.0 36.1 19.9 46.0 10.7 31.8 15.9 39.5
Old : 13.6 37.9 20.8 46.6 11.9 34.6 17.7 41.4
Other: 32.7 47.7 47.6 72.6 28.8 45.2 43.0 69.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 12,786: 1,641 3,338 1,306 7,507 7,033 10,454 11,677: 2,332 1,110
Old : 635: 0 118 0 446 439 446 557: 189 78
Other: 12,151: 1,641 3,220 1,306 7,061 6,594 10,008 11,120: 2,143 1,032
: : :
: : Changes in Commitments from: October 20, 2020 :
: -436: -19 539 -52 -194 -746 -265 -259: -171 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.1 10.2 58.7 55.0 81.8 91.3: 18.2 8.7
Old : 100.0: 0.0 18.6 0.0 70.2 69.1 70.2 87.7: 29.8 12.3
Other: 100.0: 13.5 26.5 10.7 58.1 54.3 82.4 91.5: 17.6 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 13 7 21 12 41 30:
Old : 12: 0 2 0 4 6 4 8:
Other: 54: 18 13 7 21 11 41 29:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 45.0 43.6 64.5 22.4 41.1 41.1 58.1
Old : 70.2 61.9 70.2 87.7 70.2 61.9 70.2 87.7
Other: 23.1 45.0 42.7 64.7 21.1 41.6 40.2 58.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 238,792: 53,987 28,241 64,505 108,584 139,532 227,076 232,278: 11,716 6,514
Old : 227,372: 56,533 27,360 60,936 98,908 132,890 216,377 221,186: 10,996 6,187
Other: 11,420: 901 4,328 122 9,676 6,642 10,700 11,093: 720 327
: : :
: : Changes in Commitments from: October 20, 2020 :
: -8,545: -763 -5,043 -3,993 -3,592 1,285 -8,348 -7,750: -197 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.8 27.0 45.5 58.4 95.1 97.3: 4.9 2.7
Old : 100.0: 24.9 12.0 26.8 43.5 58.4 95.2 97.3: 4.8 2.7
Other: 100.0: 7.9 37.9 1.1 84.7 58.2 93.7 97.1: 6.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 84 53 68 60 51 179 143:
Old : 205: 85 51 67 58 51 177 140:
Other: 46: 7 10 4 18 18 26 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 : 19.5 24.3 29.0 35.9 12.4 15.1 19.1 23.7
Old : 19.8 24.5 29.1 36.1 13.4 15.8 20.2 24.3
Other: 65.4 51.3 81.6 69.9 51.8 39.4 63.7 55.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,206,727: 354,668 38,622 220,695 531,310 898,601 1,106,673 1,157,918: 100,054 48,809
Old : 1,206,727: 354,668 38,622 220,695 531,310 898,601 1,106,673 1,157,918: 100,054 48,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 39,075: 11,652 -866 7,042 16,110 28,458 34,804 34,634: 4,272 4,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 3.2 18.3 44.0 74.5 91.7 96.0: 8.3 4.0
Old : 100.0: 29.4 3.2 18.3 44.0 74.5 91.7 96.0: 8.3 4.0
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 : 261: 119 31 74 95 85 244 166:
Old : 261: 119 31 74 95 85 244 166:
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 : 10.9 25.8 18.4 43.8 10.6 23.9 16.6 36.1
Old : 10.9 25.8 18.4 43.8 10.6 23.9 16.6 36.1
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 27, 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 : 331,189: 55,977 28,748 90,352 167,730 201,443 314,059 320,543: 17,130 10,646
Old : 298,056: 55,362 33,673 80,415 145,895 173,770 281,672 287,859: 16,384 10,197
Other: 33,133: 8,309 2,768 2,243 21,835 27,673 32,387 32,684: 746 449
: : :
: : Changes in Commitments from: October 20, 2020 :
: 696: -2,719 3,522 -1,100 4,178 -1,749 359 672: 337 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.7 27.3 50.6 60.8 94.8 96.8: 5.2 3.2
Old : 100.0: 18.6 11.3 27.0 48.9 58.3 94.5 96.6: 5.5 3.4
Other: 100.0: 25.1 8.4 6.8 65.9 83.5 97.7 98.6: 2.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 162 84 141 139 128 368 302:
Old : 421: 155 92 137 136 126 360 299:
Other: 138: 28 10 16 75 57 110 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 : 18.1 20.3 27.2 31.6 9.0 12.9 14.1 19.0
Old : 18.3 19.6 27.3 30.9 9.8 11.9 15.4 18.3
Other: 41.1 44.0 54.1 61.1 40.0 43.5 52.3 58.8
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 35,477: 2,787 963 14,320 18,369 20,193 35,476 35,476: 1 1
Old : 35,477: 2,787 963 14,320 18,369 20,193 35,476 35,476: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,295: -413 -92 1,645 64 -258 1,296 1,295: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.7 40.4 51.8 56.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 2.7 40.4 51.8 56.9 100.0 100.0: 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: 4 6 8 10 10 20 18:
Old : 23: 4 6 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 : 74.5 80.3 93.8 93.8 22.7 21.5 24.3 23.5
Old : 74.5 80.3 93.8 93.8 22.7 21.5 24.3 23.5
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, October 27, 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 : 29,783: 18,759 20,043 3,714 3,514 2,772 25,987 26,529: 3,796 3,254
Old : 29,783: 18,759 20,043 3,714 3,514 2,772 25,987 26,529: 3,796 3,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 274: 686 276 -78 111 -173 719 24: -445 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 67.3 12.5 11.8 9.3 87.3 89.1: 12.7 10.9
Old : 100.0: 63.0 67.3 12.5 11.8 9.3 87.3 89.1: 12.7 10.9
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 : 98: 47 42 8 5 5 56 52:
Old : 98: 47 42 8 5 5 56 52:
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 : 37.1 39.1 56.5 58.9 33.6 36.8 51.5 53.3
Old : 37.1 39.1 56.5 58.9 33.6 36.8 51.5 53.3
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 27, 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 : 205,107: 71,455 12,443 13,755 118,621 176,488 203,831 202,686: 1,276 2,421
Old : 182,695: 70,172 11,997 12,275 99,095 156,434 181,542 180,706: 1,154 1,990
Other: 22,412: 2,211 1,373 553 19,526 20,054 22,290 21,980: 122 432
: : :
: : Changes in Commitments from: October 20, 2020 :
: -2,974: 1,603 -2,109 -6,639 2,273 5,819 -2,763 -2,928: -211 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 6.1 6.7 57.8 86.0 99.4 98.8: 0.6 1.2
Old : 100.0: 38.4 6.6 6.7 54.2 85.6 99.4 98.9: 0.6 1.1
Other: 100.0: 9.9 6.1 2.5 87.1 89.5 99.5 98.1: 0.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 100 77 40 45 80 170 180:
Old : 268: 101 77 38 44 78 166 177:
Other: 56: 7 13 3 9 30 18 44:
:----------------------------------------------------------------------------------------------------
: 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 : 42.8 47.5 55.7 66.9 35.5 44.9 44.6 54.8
Old : 41.2 47.1 54.9 67.7 33.1 44.1 45.1 56.5
Other: 83.5 57.1 96.9 80.8 83.5 56.3 94.7 79.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 438,668: 37,789 14,784 795 391,430 417,188 430,014 432,767: 8,654 5,901
Old : 438,668: 37,789 14,784 795 391,430 417,188 430,014 432,767: 8,654 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10,429: -1,856 -2,348 -227 12,794 13,056 10,711 10,481: -282 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.4 0.2 89.2 95.1 98.0 98.7: 2.0 1.3
Old : 100.0: 8.6 3.4 0.2 89.2 95.1 98.0 98.7: 2.0 1.3
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 : 178: 27 13 6 95 84 125 100:
Old : 178: 27 13 6 95 84 125 100:
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 : 26.7 45.0 40.4 60.6 25.1 44.7 38.6 59.9
Old : 26.7 45.0 40.4 60.6 25.1 44.7 38.6 59.9
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 27, 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 : 1,243,808: 256,855 104,749 11,268 951,471 1,114,529 1,219,594 1,230,546: 24,214 13,262
Old : 1,243,808: 256,855 104,749 11,268 951,471 1,114,529 1,219,594 1,230,546: 24,214 13,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 13,588: -2,858 3,665 245 18,449 5,051 15,836 8,961: -2,248 4,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.4 0.9 76.5 89.6 98.1 98.9: 1.9 1.1
Old : 100.0: 20.7 8.4 0.9 76.5 89.6 98.1 98.9: 1.9 1.1
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 : 431: 101 44 24 231 143 342 201:
Old : 431: 101 44 24 231 143 342 201:
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 : 14.9 44.0 24.5 61.6 14.1 43.8 22.6 60.6
Old : 14.9 44.0 24.5 61.6 14.1 43.8 22.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020