COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 250,196: 77,493 9,568 58,209 99,015 173,367 234,717 241,144: 15,479 9,052
Old : 230,879: 74,414 14,947 51,501 90,367 155,705 216,281 222,154: 14,598 8,725
Other: 19,317: 8,536 77 1,252 8,648 17,661 18,436 18,990: 882 327
: : :
: : Changes in Commitments from: August 25, 2020 :
: 10,526: 4,852 6 2,882 2,307 7,639 10,041 10,527: 485 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.8 23.3 39.6 69.3 93.8 96.4: 6.2 3.6
Old : 100.0: 32.2 6.5 22.3 39.1 67.4 93.7 96.2: 6.3 3.8
Other: 100.0: 44.2 0.4 6.5 44.8 91.4 95.4 98.3: 4.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 133 41 87 69 76 235 182:
Old : 272: 127 52 84 66 76 229 182:
Other: 67: 24 4 9 25 26 53 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 33.1 21.4 42.8 12.0 29.2 18.3 36.9
Old : 14.0 33.5 22.5 43.4 12.9 30.8 19.8 38.2
Other: 41.7 49.5 58.0 71.1 40.1 49.0 54.1 69.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 10,638: 1,819 1,187 1,296 5,638 6,702 8,753 9,186: 1,885 1,452
Old : 8,335: 1,797 1,238 738 4,266 5,167 6,802 7,143: 1,533 1,192
Other: 2,303: 229 157 351 1,372 1,535 1,951 2,043: 351 260
: : :
: : Changes in Commitments from: August 25, 2020 :
: -378: -1 127 120 -321 -794 -202 -547: -176 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 11.2 12.2 53.0 63.0 82.3 86.3: 17.7 13.7
Old : 100.0: 21.6 14.8 8.9 51.2 62.0 81.6 85.7: 18.4 14.3
Other: 100.0: 9.9 6.8 15.2 59.6 66.7 84.7 88.7: 15.3 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 17 14 11 20 9 44 27:
Old : 50: 19 11 10 18 9 41 26:
Other: 25: 5 5 6 11 7 19 15:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 51.9 43.1 71.4 22.5 44.0 38.9 59.2
Old : 30.2 51.5 48.9 71.2 27.3 48.9 42.4 61.4
Other: 41.2 68.7 62.2 82.8 39.1 59.4 55.3 66.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 250,142: 75,495 32,520 53,080 109,321 157,646 237,896 243,246: 12,247 6,896
Old : 242,596: 77,263 32,088 50,540 103,052 153,289 230,855 235,917: 11,742 6,680
Other: 7,546: 601 2,802 171 6,269 4,357 7,041 7,330: 505 216
: : :
: : Changes in Commitments from: August 25, 2020 :
: 18,312: 9,047 -389 9,659 553 9,643 19,260 18,914: -948 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.0 21.2 43.7 63.0 95.1 97.2: 4.9 2.8
Old : 100.0: 31.8 13.2 20.8 42.5 63.2 95.2 97.2: 4.8 2.8
Other: 100.0: 8.0 37.1 2.3 83.1 57.7 93.3 97.1: 6.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 102 53 68 61 52 194 147:
Old : 232: 103 53 67 59 52 192 146:
Other: 36: 4 7 3 19 10 23 20:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 28.7 28.0 38.6 12.8 19.7 19.9 27.9
Old : 19.6 29.4 28.8 39.4 14.2 20.3 21.5 28.7
Other: 66.8 70.7 82.8 87.7 65.8 69.6 81.7 86.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,246,909: 284,178 41,852 258,909 604,298 897,102 1,147,385 1,197,863: 99,524 49,046
Old : 1,246,909: 284,178 41,852 258,909 604,298 897,102 1,147,385 1,197,863: 99,524 49,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 12,120: 5,072 -657 1,349 2,958 6,017 9,379 6,709: 2,742 5,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.4 20.8 48.5 71.9 92.0 96.1: 8.0 3.9
Old : 100.0: 22.8 3.4 20.8 48.5 71.9 92.0 96.1: 8.0 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 : 256: 99 41 91 95 85 237 183:
Old : 256: 99 41 91 95 85 237 183:
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 : 9.4 27.4 17.0 42.3 8.2 24.4 14.1 33.4
Old : 9.4 27.4 17.0 42.3 8.2 24.4 14.1 33.4
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, September 01, 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 : 336,286: 67,896 15,606 102,598 152,045 209,152 322,538 327,356: 13,747 8,930
Old : 307,609: 67,555 19,851 94,607 132,581 184,715 294,743 299,173: 12,866 8,436
Other: 28,677: 6,416 1,830 1,917 19,463 24,437 27,796 28,183: 881 493
: : :
: : Changes in Commitments from: August 25, 2020 :
: 15,382: 7,477 -2,060 7,312 759 10,825 15,548 16,077: -166 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.6 30.5 45.2 62.2 95.9 97.3: 4.1 2.7
Old : 100.0: 22.0 6.5 30.8 43.1 60.0 95.8 97.3: 4.2 2.7
Other: 100.0: 22.4 6.4 6.7 67.9 85.2 96.9 98.3: 3.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 184 68 150 128 137 383 305:
Old : 436: 180 76 147 126 137 379 304:
Other: 129: 27 11 11 67 53 96 73:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 20.7 28.9 34.9 7.7 12.1 12.9 18.5
Old : 18.6 21.1 29.2 34.0 8.0 10.2 13.5 16.3
Other: 47.7 47.2 58.9 62.6 45.6 46.7 55.3 60.9
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 18,699: 112 8,427 4,183 14,403 6,088 18,699 18,699: 0 0
Old : 18,699: 112 8,427 4,183 14,403 6,088 18,699 18,699: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 45.1 22.4 77.0 32.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 45.1 22.4 77.0 32.6 100.0 100.0: 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 : 20: 1 7 5 9 9 15 16:
Old : 20: 1 7 5 9 9 15 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 : 69.3 80.5 89.8 94.5 39.8 44.5 46.1 46.2
Old : 69.3 80.5 89.8 94.5 39.8 44.5 46.1 46.2
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, September 01, 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 : 30,462: 14,354 21,095 2,871 9,694 2,024 26,919 25,991: 3,543 4,472
Old : 30,462: 14,354 21,095 2,871 9,694 2,024 26,919 25,991: 3,543 4,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -314: 765 -261 391 -247 -195 910 -65: -1,223 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 69.2 9.4 31.8 6.6 88.4 85.3: 11.6 14.7
Old : 100.0: 47.1 69.2 9.4 31.8 6.6 88.4 85.3: 11.6 14.7
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 : 100: 39 51 10 6 6 47 65:
Old : 100: 39 51 10 6 6 47 65:
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 : 53.5 35.4 67.8 51.8 49.7 33.1 62.0 49.4
Old : 53.5 35.4 67.8 51.8 49.7 33.1 62.0 49.4
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, September 01, 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 : 232,296: 46,932 16,443 20,847 163,396 192,083 231,176 229,373: 1,121 2,923
Old : 230,111: 46,923 16,556 20,520 161,570 190,236 229,013 227,311: 1,099 2,800
Other: 2,185: 331 209 6 1,826 1,847 2,163 2,062: 22 123
: : :
: : Changes in Commitments from: August 25, 2020 :
: 18,717: 9,707 -5,672 2,240 6,641 22,697 18,588 19,265: 129 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.1 9.0 70.3 82.7 99.5 98.7: 0.5 1.3
Old : 100.0: 20.4 7.2 8.9 70.2 82.7 99.5 98.8: 0.5 1.2
Other: 100.0: 15.1 9.6 0.3 83.6 84.5 99.0 94.4: 1.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 85 122 36 40 79 147 221:
Old : 306: 84 123 36 40 79 147 221:
Other: 37: 3 12 2 4 17 8 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 : 42.6 49.7 60.1 63.4 39.2 42.8 47.1 49.6
Old : 43.1 49.9 60.0 63.7 39.6 43.0 47.0 49.6
Other: 83.6 63.7 99.0 74.8 83.6 63.7 98.7 74.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 447,818: 42,120 11,723 1,120 395,914 428,701 439,154 441,544: 8,664 6,274
Old : 447,818: 42,120 11,723 1,120 395,914 428,701 439,154 441,544: 8,664 6,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -6,628: 3,011 -8,231 626 -10,248 389 -6,611 -7,216: -17 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.6 0.3 88.4 95.7 98.1 98.6: 1.9 1.4
Old : 100.0: 9.4 2.6 0.3 88.4 95.7 98.1 98.6: 1.9 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 : 180: 24 13 5 106 83 132 99:
Old : 180: 24 13 5 106 83 132 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 : 24.6 44.7 37.4 64.7 23.1 44.6 35.8 63.8
Old : 24.6 44.7 37.4 64.7 23.1 44.6 35.8 63.8
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, September 01, 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 : 1,210,880: 266,842 107,495 11,341 895,919 1,081,009 1,174,102 1,199,845: 36,778 11,035
Old : 1,210,880: 266,842 107,495 11,341 895,919 1,081,009 1,174,102 1,199,845: 36,778 11,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,587: 12,185 -194 -2,039 -12,930 2,132 -2,784 -101: 197 -2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.9 0.9 74.0 89.3 97.0 99.1: 3.0 0.9
Old : 100.0: 22.0 8.9 0.9 74.0 89.3 97.0 99.1: 3.0 0.9
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 : 422: 89 45 23 236 145 334 204:
Old : 422: 89 45 23 236 145 334 204:
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 46.0 27.2 58.6 16.1 45.4 25.0 57.6
Old : 17.0 46.0 27.2 58.6 16.1 45.4 25.0 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020