COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 213,887: 61,055 19,061 48,245 92,673 137,683 201,973 204,989: 11,914 8,898
Old : 200,146: 58,592 22,906 43,749 86,411 124,676 188,752 191,331: 11,394 8,815
Other: 13,741: 6,650 343 308 6,262 13,007 13,221 13,658: 521 83
: : :
: : Changes in Commitments from: July 14, 2020 :
: 3,447: 2,395 1,746 1,041 19 571 3,456 3,358: -8 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 8.9 22.6 43.3 64.4 94.4 95.8: 5.6 4.2
Old : 100.0: 29.3 11.4 21.9 43.2 62.3 94.3 95.6: 5.7 4.4
Other: 100.0: 48.4 2.5 2.2 45.6 94.7 96.2 99.4: 3.8 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 112 48 85 71 71 217 178:
Old : 257: 107 56 82 69 70 213 176:
Other: 65: 18 8 9 25 19 48 33:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 27.6 22.9 37.8 12.8 23.7 19.7 31.8
Old : 14.5 27.5 23.3 37.5 13.3 24.1 20.7 32.0
Other: 52.2 62.7 67.8 82.4 47.8 61.9 63.5 79.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 12,658: 2,810 906 1,864 6,132 9,039 10,805 11,808: 1,852 850
Old : 11,417: 2,767 870 1,742 5,125 8,070 9,634 10,682: 1,783 735
Other: 1,241: 77 69 88 1,006 969 1,171 1,126: 69 114
: : :
: : Changes in Commitments from: July 14, 2020 :
: -403: -141 164 -273 160 -374 -254 -483: -150 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 7.2 14.7 48.4 71.4 85.4 93.3: 14.6 6.7
Old : 100.0: 24.2 7.6 15.3 44.9 70.7 84.4 93.6: 15.6 6.4
Other: 100.0: 6.2 5.6 7.1 81.1 78.1 94.4 90.8: 5.6 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 19 9 8 20 12 46 22:
Old : 50: 20 7 8 19 12 44 22:
Other: 20: 4 3 5 10 4 17 9:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 56.0 35.2 74.5 19.0 48.2 32.6 64.7
Old : 22.1 53.7 37.8 73.4 20.4 48.3 33.8 64.6
Other: 63.1 85.8 80.6 90.7 63.1 82.6 80.4 83.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 255,974: 48,052 65,819 61,923 132,182 120,033 242,156 247,775: 13,818 8,200
Old : 104,382: 39,300 48,477 14,461 43,989 36,155 97,750 99,093: 6,632 5,289
Other: 151,592: 40,537 49,127 15,676 88,193 83,878 144,406 148,682: 7,186 2,910
: : :
: : Changes in Commitments from: July 14, 2020 :
: 3,431: 371 1,379 -7,613 10,080 9,976 2,838 3,743: 593 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.7 24.2 51.6 46.9 94.6 96.8: 5.4 3.2
Old : 100.0: 37.6 46.4 13.9 42.1 34.6 93.6 94.9: 6.4 5.1
Other: 100.0: 26.7 32.4 10.3 58.2 55.3 95.3 98.1: 4.7 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 68 72 82 69 53 187 167:
Old : 205: 70 63 40 49 39 141 120:
Other: 167: 46 57 29 60 42 123 111:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 22.7 32.4 34.4 16.4 13.8 23.0 21.6
Old : 22.2 25.4 33.1 37.5 19.3 21.2 28.3 32.9
Other: 30.6 28.6 42.1 43.4 26.7 24.0 37.0 34.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 1,099,448: 197,135 68,919 211,797 617,626 765,079 1,026,557 1,045,794: 72,891 53,654
Old : 1,099,448: 197,135 68,919 211,797 617,626 765,079 1,026,557 1,045,794: 72,891 53,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 401: 3,284 -2,221 1,015 -1,315 7,762 2,984 6,556: -2,583 -6,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.3 19.3 56.2 69.6 93.4 95.1: 6.6 4.9
Old : 100.0: 17.9 6.3 19.3 56.2 69.6 93.4 95.1: 6.6 4.9
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 : 249: 85 47 90 97 83 222 187:
Old : 249: 85 47 90 97 83 222 187:
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 : 11.8 26.9 20.0 41.5 9.9 22.5 16.4 32.3
Old : 11.8 26.9 20.0 41.5 9.9 22.5 16.4 32.3
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, July 21, 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 : 329,603: 48,922 59,633 91,752 173,566 169,099 314,240 320,484: 15,363 9,119
Old : 118,723: 44,301 60,272 14,610 51,546 38,157 110,457 113,039: 8,267 5,684
Other: 210,880: 35,009 29,749 46,753 122,021 130,942 203,783 207,444: 7,096 3,435
: : :
: : Changes in Commitments from: July 14, 2020 :
: 6,916: 716 -2,000 4,341 2,061 4,524 7,119 6,866: -202 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.1 27.8 52.7 51.3 95.3 97.2: 4.7 2.8
Old : 100.0: 37.3 50.8 12.3 43.4 32.1 93.0 95.2: 7.0 4.8
Other: 100.0: 16.6 14.1 22.2 57.9 62.1 96.6 98.4: 3.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 148 111 141 143 128 366 322:
Old : 397: 137 109 76 106 94 279 243:
Other: 329: 99 70 80 129 106 272 220:
:----------------------------------------------------------------------------------------------------
: 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 18.1 27.8 28.9 8.2 10.1 14.1 16.7
Old : 16.7 18.0 27.3 29.2 15.3 17.5 24.9 27.4
Other: 23.5 23.6 34.5 37.1 10.8 14.1 15.7 22.1
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 32,442: 1,414 3,140 11,971 19,056 17,330 32,441 32,440: 1 2
Old : 32,442: 1,414 3,140 11,971 19,056 17,330 32,441 32,440: 1 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,687: -138 436 433 1,392 818 1,687 1,687: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.7 36.9 58.7 53.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 9.7 36.9 58.7 53.4 100.0 100.0: 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 6 6 10 6 19 13:
Old : 20: 4 6 6 10 6 19 13:
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 : 68.8 81.9 88.6 96.6 13.5 14.1 15.3 15.4
Old : 68.8 81.9 88.6 96.6 13.5 14.1 15.3 15.4
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, July 21, 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 : 31,450: 18,986 24,760 1,736 8,322 1,537 29,044 28,033: 2,406 3,417
Old : 31,450: 18,986 24,760 1,736 8,322 1,537 29,044 28,033: 2,406 3,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 7,920: 6,847 7,598 -484 1,603 445 7,966 7,559: -46 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 78.7 5.5 26.5 4.9 92.4 89.1: 7.6 10.9
Old : 100.0: 60.4 78.7 5.5 26.5 4.9 92.4 89.1: 7.6 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 : 88: 29 50 12 6 5 40 62:
Old : 88: 29 50 12 6 5 40 62:
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 : 57.0 42.9 75.1 60.0 55.4 40.6 72.8 57.6
Old : 57.0 42.9 75.1 60.0 55.4 40.6 72.8 57.6
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, July 21, 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 : 170,270: 17,689 35,608 13,775 137,942 117,967 169,407 167,350: 863 2,920
Old : 169,628: 17,686 36,048 13,252 137,827 117,484 168,765 166,784: 863 2,844
Other: 642: 527 83 0 115 483 642 566: 0 76
: : :
: : Changes in Commitments from: July 14, 2020 :
: 936: 5,270 -4,283 647 -4,995 4,275 923 639: 13 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 20.9 8.1 81.0 69.3 99.5 98.3: 0.5 1.7
Old : 100.0: 10.4 21.3 7.8 81.3 69.3 99.5 98.3: 0.5 1.7
Other: 100.0: 82.1 12.9 0.0 17.9 75.2 100.0 88.2: 0.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 61 100 28 36 61 111 181:
Old : 240: 60 101 28 36 60 111 180:
Other: 22: 2 9 0 2 9 4 18:
:----------------------------------------------------------------------------------------------------
: 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 : 54.3 48.4 72.2 61.4 53.7 47.1 66.4 59.1
Old : 54.5 48.6 72.4 61.6 53.9 47.3 66.8 59.4
Other: 100.0 61.7 100.0 75.1 100.0 61.7 100.0 75.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 438,639: 38,671 8,869 526 390,780 422,770 429,977 432,165: 8,662 6,474
Old : 438,639: 38,671 8,869 526 390,780 422,770 429,977 432,165: 8,662 6,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -8,435: -723 259 -24 -8,352 -9,013 -9,099 -8,778: 664 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.0 0.1 89.1 96.4 98.0 98.5: 2.0 1.5
Old : 100.0: 8.8 2.0 0.1 89.1 96.4 98.0 98.5: 2.0 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 : 171: 19 12 6 99 86 122 100:
Old : 171: 19 12 6 99 86 122 100:
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 : 26.3 45.5 39.6 63.3 24.8 45.4 37.7 62.5
Old : 26.3 45.5 39.6 63.3 24.8 45.4 37.7 62.5
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, July 21, 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 : 1,185,538: 201,431 98,997 12,769 932,486 1,059,038 1,146,686 1,170,804: 38,852 14,734
Old : 1,185,538: 201,431 98,997 12,769 932,486 1,059,038 1,146,686 1,170,804: 38,852 14,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -8,049: 1,141 -12,646 -688 -11,200 5,443 -10,747 -7,891: 2,698 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.4 1.1 78.7 89.3 96.7 98.8: 3.3 1.2
Old : 100.0: 17.0 8.4 1.1 78.7 89.3 96.7 98.8: 3.3 1.2
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 : 413: 90 47 27 220 145 320 209:
Old : 413: 90 47 27 220 145 320 209:
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 : 17.0 42.2 27.7 55.9 15.5 42.0 24.8 55.4
Old : 17.0 42.2 27.7 55.9 15.5 42.0 24.8 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2020