COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 290,137: 85,006 9,771 65,441 122,180 205,520 272,627 280,732: 17,510 9,405
Old : 263,457: 79,910 14,180 58,658 108,818 181,803 247,386 254,640: 16,071 8,817
Other: 26,680: 9,620 115 2,259 13,362 23,718 25,241 26,092: 1,439 588
: : :
: : Changes in Commitments from: November 3, 2020 :
: -8,862: -2,779 1,868 -8,616 2,470 -1,184 -8,925 -7,932: 63 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.4 22.6 42.1 70.8 94.0 96.8: 6.0 3.2
Old : 100.0: 30.3 5.4 22.3 41.3 69.0 93.9 96.7: 6.1 3.3
Other: 100.0: 36.1 0.4 8.5 50.1 88.9 94.6 97.8: 5.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 126 50 89 70 77 237 183:
Old : 271: 116 60 85 65 77 227 182:
Other: 80: 33 2 17 29 27 65 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 : 14.8 38.7 22.5 48.6 11.0 32.3 16.7 39.7
Old : 14.9 40.6 23.2 49.1 12.4 35.3 18.9 41.5
Other: 34.8 46.7 47.8 71.0 30.8 44.2 43.8 67.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 12,981: 1,726 3,146 1,431 7,335 7,281 10,492 11,858: 2,488 1,122
Old : 12,981: 1,726 3,146 1,431 7,335 7,281 10,492 11,858: 2,488 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 325: 42 -136 79 -49 311 73 255: 253 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 24.2 11.0 56.5 56.1 80.8 91.4: 19.2 8.6
Old : 100.0: 13.3 24.2 11.0 56.5 56.1 80.8 91.4: 19.2 8.6
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 : 53: 20 11 8 20 11 42 28:
Old : 53: 20 11 8 20 11 42 28:
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 : 22.8 46.6 41.8 68.0 20.4 43.9 39.1 62.3
Old : 22.8 46.6 41.8 68.0 20.4 43.9 39.1 62.3
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 10, 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 : 205,810: 46,370 35,653 49,221 99,270 113,932 194,862 198,807: 10,948 7,003
Old : 194,560: 48,722 34,758 45,676 90,122 107,593 184,520 188,027: 10,040 6,533
Other: 11,250: 1,066 4,313 127 9,148 6,339 10,342 10,780: 908 470
: : :
: : Changes in Commitments from: November 3, 2020 :
: -35,227: 1,063 727 -20,025 -15,834 -15,342 -34,796 -34,640: -431 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.3 23.9 48.2 55.4 94.7 96.6: 5.3 3.4
Old : 100.0: 25.0 17.9 23.5 46.3 55.3 94.8 96.6: 5.2 3.4
Other: 100.0: 9.5 38.3 1.1 81.3 56.3 91.9 95.8: 8.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 64 61 62 64 48 167 138:
Old : 196: 64 60 61 62 47 165 134:
Other: 47: 7 10 4 24 17 32 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 : 20.6 24.4 33.1 37.8 13.9 13.4 21.5 23.2
Old : 21.1 24.7 33.3 37.3 15.1 13.9 22.9 23.9
Other: 57.8 54.1 76.1 71.8 42.2 39.9 54.9 52.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,234,601: 333,910 41,827 237,730 562,875 908,163 1,134,515 1,187,720: 100,086 46,881
Old : 1,234,601: 333,910 41,827 237,730 562,875 908,163 1,134,515 1,187,720: 100,086 46,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 22,500: 6,681 3,262 13,428 3,283 5,916 23,392 22,606: -892 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.4 19.3 45.6 73.6 91.9 96.2: 8.1 3.8
Old : 100.0: 27.0 3.4 19.3 45.6 73.6 91.9 96.2: 8.1 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 : 260: 106 39 77 96 86 241 171:
Old : 260: 106 39 77 96 86 241 171:
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 : 11.2 25.4 18.7 43.1 10.6 23.3 16.7 34.4
Old : 11.2 25.4 18.7 43.1 10.6 23.3 16.7 34.4
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 10, 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 : 338,800: 53,150 37,306 88,393 179,120 202,925 320,663 328,624: 18,138 10,176
Old : 304,494: 51,984 42,048 79,070 156,164 173,700 287,218 294,818: 17,276 9,675
Other: 34,307: 8,017 2,108 2,472 22,956 29,225 33,445 33,806: 862 501
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,640: 241 4,012 -6,326 2,324 -641 -3,760 -2,955: 120 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.0 26.1 52.9 59.9 94.6 97.0: 5.4 3.0
Old : 100.0: 17.1 13.8 26.0 51.3 57.0 94.3 96.8: 5.7 3.2
Other: 100.0: 23.4 6.1 7.2 66.9 85.2 97.5 98.5: 2.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 152 93 134 139 126 358 300:
Old : 417: 145 99 131 138 124 352 297:
Other: 142: 28 13 13 75 57 108 79:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 20.4 28.3 32.3 9.1 12.5 14.4 18.3
Old : 19.1 20.2 28.2 31.7 10.0 11.5 15.8 17.6
Other: 41.5 42.5 53.7 60.9 40.0 42.0 51.9 55.5
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 41,976: 1,708 1,174 18,140 22,114 22,662 41,962 41,976: 14 0
Old : 41,976: 1,708 1,174 18,140 22,114 22,662 41,962 41,976: 14 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 3,712: -146 51 2,268 1,590 1,393 3,712 3,713: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.8 43.2 52.7 54.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 2.8 43.2 52.7 54.0 100.0 100.0: 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: 4 5 8 9 8 18 16:
Old : 20: 4 5 8 9 8 18 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 : 74.9 81.5 94.6 96.4 17.9 19.7 20.7 20.8
Old : 74.9 81.5 94.6 96.4 17.9 19.7 20.7 20.8
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 10, 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 : 29,249: 18,591 19,778 3,082 3,824 3,636 25,497 26,496: 3,751 2,753
Old : 29,249: 18,591 19,778 3,082 3,824 3,636 25,497 26,496: 3,751 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,426: 1,165 3,054 -488 1,496 -108 2,172 2,458: 254 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 67.6 10.5 13.1 12.4 87.2 90.6: 12.8 9.4
Old : 100.0: 63.6 67.6 10.5 13.1 12.4 87.2 90.6: 12.8 9.4
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: 41 40 11 7 4 52 51:
Old : 90: 41 40 11 7 4 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 : 38.8 46.3 57.1 68.0 35.9 46.3 51.6 62.8
Old : 38.8 46.3 57.1 68.0 35.9 46.3 51.6 62.8
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 10, 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 : 228,680: 62,697 14,045 16,340 147,944 196,091 226,980 226,475: 1,699 2,205
Old : 194,597: 60,917 13,313 15,058 117,053 164,482 193,028 192,853: 1,569 1,744
Other: 34,083: 2,149 1,101 913 30,890 31,608 33,952 33,622: 131 461
: : :
: : Changes in Commitments from: November 3, 2020 :
: 16,355: -2,311 -878 1,544 16,603 15,863 15,836 16,528: 519 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.1 7.1 64.7 85.7 99.3 99.0: 0.7 1.0
Old : 100.0: 31.3 6.8 7.7 60.2 84.5 99.2 99.1: 0.8 0.9
Other: 100.0: 6.3 3.2 2.7 90.6 92.7 99.6 98.6: 0.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 97 69 40 46 73 173 168:
Old : 258: 100 70 38 45 71 170 164:
Other: 61: 10 12 6 9 32 21 49:
:----------------------------------------------------------------------------------------------------
: 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 : 40.7 49.1 58.7 66.7 34.9 43.2 47.6 52.9
Old : 38.8 46.7 53.8 65.6 31.0 42.2 44.3 54.7
Other: 88.0 65.6 96.9 85.8 87.5 65.4 94.8 85.6
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 434,716: 35,499 13,497 832 389,077 415,454 425,408 429,783: 9,308 4,933
Old : 434,716: 35,499 13,497 832 389,077 415,454 425,408 429,783: 9,308 4,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,599: 1,084 -3,673 -1,290 -5,110 1,330 -5,316 -3,633: 717 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.1 0.2 89.5 95.6 97.9 98.9: 2.1 1.1
Old : 100.0: 8.2 3.1 0.2 89.5 95.6 97.9 98.9: 2.1 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 : 176: 24 13 6 99 85 127 100:
Old : 176: 24 13 6 99 85 127 100:
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 : 26.1 45.5 38.9 60.9 23.5 45.2 35.4 60.0
Old : 26.1 45.5 38.9 60.9 23.5 45.2 35.4 60.0
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 10, 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 : 1,290,508: 233,286 148,644 7,210 1,015,317 1,124,649 1,255,813 1,280,503: 34,695 10,005
Old : 1,290,508: 233,286 148,644 7,210 1,015,317 1,124,649 1,255,813 1,280,503: 34,695 10,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 47,771: 761 33,363 -5,356 41,029 18,311 36,434 46,318: 11,337 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.5 0.6 78.7 87.1 97.3 99.2: 2.7 0.8
Old : 100.0: 18.1 11.5 0.6 78.7 87.1 97.3 99.2: 2.7 0.8
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 : 442: 99 54 20 234 146 345 208:
Old : 442: 99 54 20 234 146 345 208:
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 : 15.5 42.8 24.9 59.5 14.4 42.6 22.5 58.6
Old : 15.5 42.8 24.9 59.5 14.4 42.6 22.5 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2020