COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 298,998: 87,785 7,903 74,057 119,710 206,704 281,552 288,664: 17,447 10,334
Old : 273,003: 83,024 12,978 66,732 107,161 183,620 256,918 263,331: 16,085 9,672
Other: 25,995: 9,951 115 2,134 12,548 23,084 24,634 25,333: 1,362 662
: : :
: : Changes in Commitments from: October 27, 2020 :
: -3,794: -7,578 269 -958 6,082 -3,581 -2,453 -4,270: -1,341 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 2.6 24.8 40.0 69.1 94.2 96.5: 5.8 3.5
Old : 100.0: 30.4 4.8 24.4 39.3 67.3 94.1 96.5: 5.9 3.5
Other: 100.0: 38.3 0.4 8.2 48.3 88.8 94.8 97.5: 5.2 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 134 50 94 69 78 243 193:
Old : 283: 123 62 91 64 78 234 192:
Other: 82: 35 2 15 30 27 68 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 : 13.7 35.5 21.4 45.7 10.9 30.2 16.4 37.5
Old : 13.9 37.5 21.8 46.2 12.2 32.8 18.4 39.5
Other: 32.7 47.4 46.4 72.4 28.6 44.7 42.3 69.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 12,655: 1,684 3,282 1,352 7,384 6,970 10,420 11,604: 2,235 1,051
Old : 12,655: 1,684 3,282 1,352 7,384 6,970 10,420 11,604: 2,235 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -131: 42 -56 47 -123 -64 -34 -73: -97 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 25.9 10.7 58.3 55.1 82.3 91.7: 17.7 8.3
Old : 100.0: 13.3 25.9 10.7 58.3 55.1 82.3 91.7: 17.7 8.3
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 : 56: 19 14 8 21 11 42 31:
Old : 56: 19 14 8 21 11 42 31:
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 : 23.2 44.6 42.9 66.2 21.2 41.8 40.4 60.2
Old : 23.2 44.6 42.9 66.2 21.2 41.8 40.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 241,037: 45,307 34,927 69,246 115,105 129,274 229,658 233,447: 11,379 7,590
Old : 229,877: 47,611 33,760 66,048 105,687 122,846 219,346 222,654: 10,532 7,224
Other: 11,160: 753 4,224 141 9,418 6,428 10,313 10,794: 847 366
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,245: -8,679 6,686 4,741 6,520 -10,258 2,582 1,169: -337 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 14.5 28.7 47.8 53.6 95.3 96.9: 4.7 3.1
Old : 100.0: 20.7 14.7 28.7 46.0 53.4 95.4 96.9: 4.6 3.1
Other: 100.0: 6.7 37.9 1.3 84.4 57.6 92.4 96.7: 7.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 68 63 65 63 52 168 148:
Old : 201: 68 62 64 63 51 168 144:
Other: 46: 8 9 5 19 18 28 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 : 20.0 22.5 30.8 34.1 13.0 11.9 19.7 20.0
Old : 20.2 22.7 30.8 33.6 13.8 12.4 20.7 20.4
Other: 60.6 53.5 78.1 72.5 43.0 38.2 54.8 52.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 1,212,101: 327,229 38,565 224,302 559,592 902,247 1,111,123 1,165,114: 100,978 46,987
Old : 1,212,101: 327,229 38,565 224,302 559,592 902,247 1,111,123 1,165,114: 100,978 46,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 5,374: -27,439 -57 3,607 28,282 3,646 4,450 7,196: 924 -1,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.2 18.5 46.2 74.4 91.7 96.1: 8.3 3.9
Old : 100.0: 27.0 3.2 18.5 46.2 74.4 91.7 96.1: 8.3 3.9
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 : 261: 110 38 72 96 85 242 166:
Old : 261: 110 38 72 96 85 242 166:
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 : 11.4 25.7 18.8 43.7 10.8 23.6 16.9 35.2
Old : 11.4 25.7 18.8 43.7 10.8 23.6 16.9 35.2
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, November 03, 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 : 342,440: 52,908 33,294 94,719 176,796 203,566 324,423 331,579: 18,018 10,861
Old : 309,400: 51,723 37,846 85,399 155,035 175,733 292,157 298,978: 17,243 10,422
Other: 33,040: 8,122 2,384 2,383 21,761 27,833 32,265 32,600: 775 440
: : :
: : Changes in Commitments from: October 27, 2020 :
: 11,251: -3,069 4,546 4,367 9,066 2,123 10,364 11,036: 888 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.7 27.7 51.6 59.4 94.7 96.8: 5.3 3.2
Old : 100.0: 16.7 12.2 27.6 50.1 56.8 94.4 96.6: 5.6 3.4
Other: 100.0: 24.6 7.2 7.2 65.9 84.2 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 158 89 142 139 124 366 301:
Old : 420: 150 98 139 137 122 360 298:
Other: 140: 31 10 16 75 56 114 76:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 20.0 27.2 31.5 8.9 12.6 14.1 18.4
Old : 18.5 19.4 27.2 30.8 9.6 11.3 15.3 17.4
Other: 40.7 44.1 53.2 60.2 39.4 43.6 51.5 57.2
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 38,264: 1,854 1,123 15,871 20,525 21,269 38,251 38,263: 13 1
Old : 38,264: 1,854 1,123 15,871 20,525 21,269 38,251 38,263: 13 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,787: -933 160 1,552 2,156 1,076 2,774 2,787: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.9 41.5 53.6 55.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 2.9 41.5 53.6 55.6 100.0 100.0: 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 : 22: 3 6 8 11 10 20 18:
Old : 22: 3 6 8 11 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 : 74.7 81.4 93.4 95.3 19.8 19.9 21.6 21.3
Old : 74.7 81.4 93.4 95.3 19.8 19.9 21.6 21.3
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, November 03, 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 : 26,822: 17,426 16,724 3,571 2,328 3,743 23,325 24,038: 3,497 2,784
Old : 26,822: 17,426 16,724 3,571 2,328 3,743 23,325 24,038: 3,497 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -2,960: -1,333 -3,319 -143 -1,185 972 -2,662 -2,491: -299 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 62.4 13.3 8.7 14.0 87.0 89.6: 13.0 10.4
Old : 100.0: 65.0 62.4 13.3 8.7 14.0 87.0 89.6: 13.0 10.4
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 : 90: 44 38 11 5 5 52 51:
Old : 90: 44 38 11 5 5 52 51:
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 : 34.8 43.0 55.4 64.0 30.8 41.0 49.1 57.8
Old : 34.8 43.0 55.4 64.0 30.8 41.0 49.1 57.8
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, November 03, 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 : 212,325: 65,007 14,923 14,796 131,341 180,228 211,145 209,947: 1,181 2,379
Old : 185,116: 63,237 14,344 13,650 107,165 155,143 184,052 183,137: 1,064 1,980
Other: 27,209: 2,314 1,122 603 24,176 25,085 27,093 26,810: 116 399
: : :
: : Changes in Commitments from: October 27, 2020 :
: 7,218: -6,448 2,479 1,042 12,719 3,740 7,313 7,261: -95 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.0 7.0 61.9 84.9 99.4 98.9: 0.6 1.1
Old : 100.0: 34.2 7.7 7.4 57.9 83.8 99.4 98.9: 0.6 1.1
Other: 100.0: 8.5 4.1 2.2 88.9 92.2 99.6 98.5: 0.4 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 82 81 37 43 78 151 179:
Old : 250: 82 81 33 42 75 145 175:
Other: 58: 9 11 4 9 30 20 45:
:----------------------------------------------------------------------------------------------------
: 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 : 42.0 47.0 58.0 64.4 34.0 42.1 46.6 53.3
Old : 40.7 45.0 55.7 63.9 33.1 41.3 46.9 55.3
Other: 85.1 64.0 96.7 84.9 84.9 63.3 95.0 84.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 439,315: 34,415 17,170 2,122 394,187 414,124 430,724 433,416: 8,591 5,899
Old : 439,315: 34,415 17,170 2,122 394,187 414,124 430,724 433,416: 8,591 5,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 647: -3,374 2,386 1,327 2,757 -3,064 710 649: -63 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.9 0.5 89.7 94.3 98.0 98.7: 2.0 1.3
Old : 100.0: 7.8 3.9 0.5 89.7 94.3 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 : 175: 21 16 6 95 87 122 103:
Old : 175: 21 16 6 95 87 122 103:
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 45.2 40.3 60.3 25.6 44.9 38.7 59.6
Old : 27.0 45.2 40.3 60.3 25.6 44.9 38.7 59.6
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, November 03, 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 : 1,242,737: 232,525 115,281 12,566 974,288 1,106,338 1,219,379 1,234,185: 23,358 8,552
Old : 1,242,737: 232,525 115,281 12,566 974,288 1,106,338 1,219,379 1,234,185: 23,358 8,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,071: -24,330 10,532 1,298 22,817 -8,191 -215 3,639: -856 -4,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 9.3 1.0 78.4 89.0 98.1 99.3: 1.9 0.7
Old : 100.0: 18.7 9.3 1.0 78.4 89.0 98.1 99.3: 1.9 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 : 432: 90 53 26 233 140 336 206:
Old : 432: 90 53 26 233 140 336 206:
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 : 15.4 43.4 25.0 61.1 14.6 43.3 23.0 60.0
Old : 15.4 43.4 25.0 61.1 14.6 43.3 23.0 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 06, 2020