COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 281,835: 83,146 7,622 68,617 112,642 196,034 264,405 272,273: 17,430 9,561
Old : 260,074: 77,722 11,583 63,279 102,810 176,042 243,811 250,905: 16,263 9,169
Other: 21,761: 9,419 34 1,343 9,831 19,991 20,594 21,368: 1,167 392
: : :
: : Changes in Commitments from: October 6, 2020 :
: 11,740: 6,134 -1,533 1,704 2,236 11,628 10,073 11,798: 1,667 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.7 24.3 40.0 69.6 93.8 96.6: 6.2 3.4
Old : 100.0: 29.9 4.5 24.3 39.5 67.7 93.7 96.5: 6.3 3.5
Other: 100.0: 43.3 0.2 6.2 45.2 91.9 94.6 98.2: 5.4 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 140 41 89 66 77 239 185:
Old : 281: 131 51 87 64 77 234 185:
Other: 75: 30 5 14 25 27 59 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 : 13.9 35.3 21.2 45.0 11.2 30.7 16.4 38.3
Old : 14.6 36.8 22.2 45.5 12.2 33.0 18.0 39.8
Other: 37.3 48.3 53.1 74.7 34.7 47.5 49.1 72.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 13,624: 1,631 3,002 2,005 7,408 7,184 11,044 12,191: 2,580 1,433
Old : 5,267: 536 2,605 695 2,553 1,090 3,784 4,390: 1,483 877
Other: 8,357: 1,185 486 1,221 4,854 6,094 7,260 7,801: 1,097 556
: : :
: : Changes in Commitments from: October 6, 2020 :
: 266: 163 -500 -48 27 1,018 142 470: 124 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 22.0 14.7 54.4 52.7 81.1 89.5: 18.9 10.5
Old : 100.0: 10.2 49.5 13.2 48.5 20.7 71.8 83.3: 28.2 16.7
Other: 100.0: 14.2 5.8 14.6 58.1 72.9 86.9 93.3: 13.1 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 16 15 9 20 10 41 29:
Old : 45: 13 13 8 17 9 33 27:
Other: 40: 12 9 6 17 9 31 22:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 41.4 39.2 60.2 22.3 36.3 38.2 52.2
Old : 33.6 38.2 46.8 59.5 30.4 38.2 41.0 57.8
Other: 26.3 58.9 47.6 78.6 26.3 54.1 45.7 65.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 255,522: 61,262 34,391 70,063 111,311 142,886 242,635 247,339: 12,887 8,183
Old : 244,484: 63,720 33,320 66,464 102,040 136,798 232,224 236,582: 12,260 7,902
Other: 11,039: 978 4,507 162 9,271 6,088 10,412 10,758: 627 281
: : :
: : Changes in Commitments from: October 6, 2020 :
: -3,260: -10,246 1,540 736 5,587 -4,854 -3,922 -2,577: 662 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 13.5 27.4 43.6 55.9 95.0 96.8: 5.0 3.2
Old : 100.0: 26.1 13.6 27.2 41.7 56.0 95.0 96.8: 5.0 3.2
Other: 100.0: 8.9 40.8 1.5 84.0 55.2 94.3 97.5: 5.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 81 59 70 59 50 175 149:
Old : 209: 82 56 69 58 50 174 146:
Other: 44: 5 12 6 17 17 24 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 : 19.0 24.4 27.7 35.6 11.2 14.8 17.7 23.3
Old : 19.2 24.4 28.1 35.7 12.1 15.5 18.9 23.9
Other: 68.0 54.1 83.6 74.6 54.4 42.8 65.0 60.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,131,557: 329,210 35,932 209,650 499,777 843,234 1,038,637 1,088,816: 92,920 42,741
Old : 1,131,557: 329,210 35,932 209,650 499,777 843,234 1,038,637 1,088,816: 92,920 42,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 39,366: 23,367 708 7,394 9,304 35,555 40,066 43,658: -699 -4,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.2 18.5 44.2 74.5 91.8 96.2: 8.2 3.8
Old : 100.0: 29.1 3.2 18.5 44.2 74.5 91.8 96.2: 8.2 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 : 259: 112 32 72 98 87 239 168:
Old : 259: 112 32 72 98 87 239 168:
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 : 10.4 26.6 18.0 44.2 10.0 25.0 16.4 36.9
Old : 10.4 26.6 18.0 44.2 10.0 25.0 16.4 36.9
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, October 13, 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 : 327,476: 59,595 20,513 92,961 159,708 204,538 312,264 318,011: 15,213 9,465
Old : 295,127: 59,405 25,220 82,870 138,489 178,022 280,764 286,112: 14,363 9,015
Other: 32,349: 8,207 3,310 2,073 21,219 26,516 31,499 31,899: 850 450
: : :
: : Changes in Commitments from: October 6, 2020 :
: -11,772: -466 554 -11,105 231 -361 -11,341 -10,912: -432 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.3 28.4 48.8 62.5 95.4 97.1: 4.6 2.9
Old : 100.0: 20.1 8.5 28.1 46.9 60.3 95.1 96.9: 4.9 3.1
Other: 100.0: 25.4 10.2 6.4 65.6 82.0 97.4 98.6: 2.6 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 160 71 128 137 130 355 286:
Old : 407: 152 79 125 133 129 347 284:
Other: 137: 28 13 15 70 57 105 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 : 17.2 20.6 26.8 32.3 8.0 13.0 13.4 19.6
Old : 17.5 19.8 26.8 31.7 8.7 12.8 14.8 19.5
Other: 40.8 44.6 52.2 63.3 39.4 44.6 50.5 60.9
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 29,866: 1,820 1,036 11,401 16,643 17,427 29,864 29,864: 1 1
Old : 29,866: 1,820 1,036 11,401 16,643 17,427 29,864 29,864: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,195: 1,122 -881 335 -264 1,739 1,193 1,193: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.5 38.2 55.7 58.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 3.5 38.2 55.7 58.4 100.0 100.0: 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 : 22: 4 5 7 10 10 19 17:
Old : 22: 4 5 7 10 10 19 17:
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 82.7 94.9 94.7 21.0 21.2 23.2 22.5
Old : 74.7 82.7 94.9 94.7 21.0 21.2 23.2 22.5
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, October 13, 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 : 29,382: 20,113 19,706 3,181 1,606 3,753 24,900 26,640: 4,482 2,742
Old : 29,382: 20,113 19,706 3,181 1,606 3,753 24,900 26,640: 4,482 2,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -2,225: 1,602 -1,873 505 -4,291 -362 -2,184 -1,729: -40 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 67.1 10.8 5.5 12.8 84.7 90.7: 15.3 9.3
Old : 100.0: 68.5 67.1 10.8 5.5 12.8 84.7 90.7: 15.3 9.3
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 : 99: 43 44 7 6 8 52 56:
Old : 99: 43 44 7 6 8 52 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 : 47.8 35.9 60.9 52.9 43.0 32.4 53.2 48.1
Old : 47.8 35.9 60.9 52.9 43.0 32.4 53.2 48.1
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, October 13, 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 : 219,120: 64,645 15,801 23,153 129,931 177,587 217,729 216,542: 1,390 2,578
Old : 200,640: 62,664 15,073 22,480 114,214 160,870 199,358 198,423: 1,282 2,217
Other: 18,479: 2,206 954 448 15,717 16,717 18,371 18,119: 108 361
: : :
: : Changes in Commitments from: October 6, 2020 :
: -7,344: -4,507 3,391 -84 -2,808 -10,716 -7,398 -7,408: 54 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.2 10.6 59.3 81.0 99.4 98.8: 0.6 1.2
Old : 100.0: 31.2 7.5 11.2 56.9 80.2 99.4 98.9: 0.6 1.1
Other: 100.0: 11.9 5.2 2.4 85.1 90.5 99.4 98.0: 0.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 87 117 40 47 91 159 229:
Old : 308: 87 118 40 46 90 158 227:
Other: 58: 7 16 3 8 28 16 46:
:----------------------------------------------------------------------------------------------------
: 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 : 36.3 39.7 56.6 57.7 28.0 30.3 36.5 39.4
Old : 34.3 38.5 53.3 57.4 25.3 28.5 35.7 37.0
Other: 80.1 59.6 96.8 84.1 80.1 58.6 94.2 83.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 425,288: 38,313 14,377 931 377,885 403,625 417,129 418,933: 8,159 6,355
Old : 425,288: 38,313 14,377 931 377,885 403,625 417,129 418,933: 8,159 6,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 6,176: -3,057 -597 29 10,170 6,705 7,142 6,137: -966 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.4 0.2 88.9 94.9 98.1 98.5: 1.9 1.5
Old : 100.0: 9.0 3.4 0.2 88.9 94.9 98.1 98.5: 1.9 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 : 176: 26 12 6 96 85 125 100:
Old : 176: 26 12 6 96 85 125 100:
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 : 27.7 45.6 40.8 61.3 26.0 45.2 38.9 60.6
Old : 27.7 45.6 40.8 61.3 26.0 45.2 38.9 60.6
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, October 13, 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 : 1,245,444: 257,589 112,231 10,479 953,916 1,113,739 1,221,984 1,236,449: 23,460 8,995
Old : 1,245,444: 257,589 112,231 10,479 953,916 1,113,739 1,221,984 1,236,449: 23,460 8,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 10,563: 15,309 7,686 2,252 3,806 2,381 21,367 12,319: -10,804 -1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.0 0.8 76.6 89.4 98.1 99.3: 1.9 0.7
Old : 100.0: 20.7 9.0 0.8 76.6 89.4 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 : 429: 99 47 25 226 145 337 205:
Old : 429: 99 47 25 226 145 337 205:
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 : 14.7 44.2 24.4 61.3 13.5 44.1 22.0 60.2
Old : 14.7 44.2 24.4 61.3 13.5 44.1 22.0 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2020