COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 233,026: 64,021 12,219 57,606 99,016 154,301 220,642 224,125: 12,383 8,900
Old : 217,698: 61,695 16,490 52,602 91,573 139,859 205,870 208,950: 11,829 8,748
Other: 15,327: 6,995 399 335 7,442 14,441 14,773 15,175: 555 152
: : :
: : Changes in Commitments from: August 4, 2020 :
: 11,413: 6,990 -2,469 5,759 -760 8,433 11,990 11,723: -576 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 5.2 24.7 42.5 66.2 94.7 96.2: 5.3 3.8
Old : 100.0: 28.3 7.6 24.2 42.1 64.2 94.6 96.0: 5.4 4.0
Other: 100.0: 45.6 2.6 2.2 48.6 94.2 96.4 99.0: 3.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 110 48 81 69 74 215 175:
Old : 254: 108 53 78 67 74 211 174:
Other: 65: 18 8 8 26 19 49 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 : 14.3 30.3 22.7 40.4 12.5 26.5 19.5 34.3
Old : 14.6 30.5 23.6 40.4 13.4 27.4 20.8 34.9
Other: 48.6 56.4 64.6 79.4 44.5 55.8 60.5 78.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 12,504: 1,606 1,074 1,790 6,978 7,777 10,375 10,641: 2,129 1,862
Old : 10,623: 1,554 1,172 1,390 5,735 6,362 8,680 8,924: 1,944 1,699
Other: 1,880: 191 41 262 1,243 1,415 1,696 1,718: 185 163
: : :
: : Changes in Commitments from: August 4, 2020 :
: -12: -697 -57 -79 565 -420 -211 -555: 198 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.6 14.3 55.8 62.2 83.0 85.1: 17.0 14.9
Old : 100.0: 14.6 11.0 13.1 54.0 59.9 81.7 84.0: 18.3 16.0
Other: 100.0: 10.1 2.2 13.9 66.1 75.2 90.2 91.3: 9.8 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 17 10 9 22 12 43 27:
Old : 49: 17 9 9 21 12 41 27:
Other: 21: 6 1 6 11 5 18 11:
:----------------------------------------------------------------------------------------------------
: 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 50.5 40.0 67.9 20.6 41.9 36.2 54.5
Old : 27.2 47.5 44.5 65.6 23.6 43.7 38.7 54.8
Other: 48.5 77.5 72.0 89.0 46.3 68.7 63.4 71.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 232,192: 61,390 31,656 44,201 114,199 148,527 219,790 224,383: 12,403 7,809
Old : 20,734: 5,374 2,737 13 13,830 16,387 19,217 19,137: 1,517 1,597
Other: 211,458: 59,524 32,427 40,680 100,369 132,140 200,573 205,246: 10,886 6,212
: : :
: : Changes in Commitments from: August 4, 2020 :
: -26,201: 4,862 -8,539 -23,158 -6,835 5,640 -25,131 -26,057: -1,070 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 13.6 19.0 49.2 64.0 94.7 96.6: 5.3 3.4
Old : 100.0: 25.9 13.2 0.1 66.7 79.0 92.7 92.3: 7.3 7.7
Other: 100.0: 28.1 15.3 19.2 47.5 62.5 94.9 97.1: 5.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 91 57 66 59 53 183 146:
Old : 80: 20 15 1 28 19 48 35:
Other: 218: 90 56 59 57 49 175 138:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 31.0 30.6 41.4 13.8 20.7 21.5 29.5
Old : 35.6 70.7 57.6 81.9 35.6 67.7 52.9 74.2
Other: 22.5 28.3 32.4 39.4 15.1 23.4 23.6 32.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,186,459: 238,347 43,092 235,914 620,104 858,821 1,094,365 1,137,827: 92,095 48,632
Old : 1,186,459: 238,347 43,092 235,914 620,104 858,821 1,094,365 1,137,827: 92,095 48,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 13,822: 15,499 -7,379 6,079 -12,177 17,295 9,401 15,996: 4,421 -2,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.6 19.9 52.3 72.4 92.2 95.9: 7.8 4.1
Old : 100.0: 20.1 3.6 19.9 52.3 72.4 92.2 95.9: 7.8 4.1
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 : 244: 89 37 83 98 87 224 177:
Old : 244: 89 37 83 98 87 224 177:
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 : 10.0 28.0 18.5 43.4 8.8 23.7 15.5 33.9
Old : 10.0 28.0 18.5 43.4 8.8 23.7 15.5 33.9
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, August 11, 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 : 336,405: 53,805 21,752 105,575 161,283 197,623 320,664 324,949: 15,741 11,456
Old : 57,001: 13,608 18,214 12,083 26,342 23,315 52,033 53,611: 4,968 3,390
Other: 279,404: 53,690 17,031 80,000 134,942 174,308 268,631 271,339: 10,773 8,066
: : :
: : Changes in Commitments from: August 4, 2020 :
: -6,940: -593 -6,388 -4,792 -3,180 3,811 -8,565 -7,369: 1,624 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.5 31.4 47.9 58.7 95.3 96.6: 4.7 3.4
Old : 100.0: 23.9 32.0 21.2 46.2 40.9 91.3 94.1: 8.7 5.9
Other: 100.0: 19.2 6.1 28.6 48.3 62.4 96.1 97.1: 3.9 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 157 78 149 135 132 366 305:
Old : 301: 83 78 59 89 102 200 211:
Other: 384: 145 70 120 131 118 335 263:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 20.2 30.6 32.7 7.4 10.8 12.5 17.3
Old : 26.4 23.1 40.2 33.8 20.3 17.7 28.5 27.1
Other: 20.8 22.3 30.7 36.5 9.2 12.9 14.1 19.2
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 33,463: 1,699 3,365 12,609 19,154 17,489 33,463 33,463: 0 0
Old : 33,463: 1,699 3,365 12,609 19,154 17,489 33,463 33,463: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,987: -37 1,510 290 1,735 186 1,987 1,987: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.1 37.7 57.2 52.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 10.1 37.7 57.2 52.3 100.0 100.0: 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: 4 7 6 10 8 19 16:
Old : 22: 4 7 6 10 8 19 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 : 71.4 78.9 90.7 95.3 13.2 12.9 15.2 14.9
Old : 71.4 78.9 90.7 95.3 13.2 12.9 15.2 14.9
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, August 11, 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 : 34,510: 18,260 26,434 2,150 10,980 2,161 31,390 30,744: 3,119 3,765
Old : 34,510: 18,260 26,434 2,150 10,980 2,161 31,390 30,744: 3,119 3,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,033: -2,152 -443 269 415 -409 -1,469 -584: 435 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 76.6 6.2 31.8 6.3 91.0 89.1: 9.0 10.9
Old : 100.0: 52.9 76.6 6.2 31.8 6.3 91.0 89.1: 9.0 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 : 89: 33 45 10 7 6 45 56:
Old : 89: 33 45 10 7 6 45 56:
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 : 54.0 45.8 72.0 62.3 51.6 44.2 68.1 60.7
Old : 54.0 45.8 72.0 62.3 51.6 44.2 68.1 60.7
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, August 11, 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 : 202,785: 42,569 21,328 20,286 138,635 157,265 201,490 198,879: 1,294 3,905
Old : 201,831: 42,403 21,631 19,893 138,240 156,522 200,536 198,046: 1,294 3,784
Other: 954: 559 90 0 395 743 954 833: 0 121
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,690: 2,562 -2,830 2,067 -1,846 3,062 2,784 2,299: -94 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.5 10.0 68.4 77.6 99.4 98.1: 0.6 1.9
Old : 100.0: 21.0 10.7 9.9 68.5 77.6 99.4 98.1: 0.6 1.9
Other: 100.0: 58.6 9.4 0.0 41.4 77.9 100.0 87.3: 0.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 62 127 30 37 74 118 220:
Old : 284: 59 129 30 37 74 118 220:
Other: 25: 3 9 0 3 10 6 19:
:----------------------------------------------------------------------------------------------------
: 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 : 44.8 48.8 61.9 60.5 41.7 46.3 53.2 53.8
Old : 44.9 49.0 62.0 60.6 41.8 46.4 53.3 53.9
Other: 95.2 63.0 100.0 75.5 95.2 63.0 100.0 75.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 450,026: 41,154 12,437 339 401,010 431,021 442,503 443,797: 7,523 6,229
Old : 450,026: 41,154 12,437 339 401,010 431,021 442,503 443,797: 7,523 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,336: -29 -1,079 -1 -828 -28 -858 -1,108: -478 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.8 0.1 89.1 95.8 98.3 98.6: 1.7 1.4
Old : 100.0: 9.1 2.8 0.1 89.1 95.8 98.3 98.6: 1.7 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 : 179: 26 10 5 102 86 130 99:
Old : 179: 26 10 5 102 86 130 99:
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 : 25.2 44.2 37.9 62.8 23.6 44.1 36.2 62.1
Old : 25.2 44.2 37.9 62.8 23.6 44.1 36.2 62.1
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, August 11, 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 : 1,180,367: 204,380 99,709 13,528 924,141 1,051,233 1,142,049 1,164,470: 38,318 15,897
Old : 1,180,367: 204,380 99,709 13,528 924,141 1,051,233 1,142,049 1,164,470: 38,318 15,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -798: -3,265 8,535 1,376 2,147 -11,513 258 -1,602: -1,056 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.4 1.1 78.3 89.1 96.8 98.7: 3.2 1.3
Old : 100.0: 17.3 8.4 1.1 78.3 89.1 96.8 98.7: 3.2 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 : 424: 90 49 26 226 152 325 218:
Old : 424: 90 49 26 226 152 325 218:
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 : 16.5 44.2 26.4 57.3 14.8 44.0 23.7 56.8
Old : 16.5 44.2 26.4 57.3 14.8 44.0 23.7 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020