COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,824: 65,567 27,689 92,123 142,762 182,719 300,453 302,530: 13,372 11,294
Old : 281,514: 59,225 28,911 83,290 127,302 158,430 269,818 270,632: 11,696 10,882
Other: 32,311: 9,596 2,031 5,579 15,460 24,288 30,635 31,898: 1,675 412
: : :
: : Changes in Commitments from: September 20, 2022 :
: 11,185: -980 1,118 5,644 9,854 4,160 14,518 10,922: -3,333 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.8 29.4 45.5 58.2 95.7 96.4: 4.3 3.6
Old : 100.0: 21.0 10.3 29.6 45.2 56.3 95.8 96.1: 4.2 3.9
Other: 100.0: 29.7 6.3 17.3 47.8 75.2 94.8 98.7: 5.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 135 71 109 73 76 239 227:
Old : 293: 129 76 102 70 75 231 223:
Other: 98: 34 19 19 33 29 76 58:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 24.7 31.8 36.4 6.7 10.8 11.0 16.8
Old : 21.7 24.1 31.8 36.3 7.2 9.8 11.6 16.3
Other: 33.4 40.3 50.9 60.3 29.3 37.6 44.4 53.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,851: 4,548 849 1,525 3,814 8,769 9,886 11,144: 1,965 708
Old : 8,467: 4,298 976 925 1,619 6,038 6,842 7,938: 1,626 529
Other: 3,384: 467 91 383 2,195 2,732 3,044 3,205: 340 179
: : :
: : Changes in Commitments from: September 20, 2022 :
: 489: 302 -138 329 -50 294 581 485: -93 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 7.2 12.9 32.2 74.0 83.4 94.0: 16.6 6.0
Old : 100.0: 50.8 11.5 10.9 19.1 71.3 80.8 93.8: 19.2 6.2
Other: 100.0: 13.8 2.7 11.3 64.9 80.7 90.0 94.7: 10.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 31 11 12 19 11 56 29:
Old : 61: 28 14 8 13 10 46 27:
Other: 33: 8 5 6 13 9 24 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 : 22.5 57.4 34.7 78.1 21.0 56.9 32.4 72.7
Old : 20.6 55.7 36.1 75.5 19.9 55.2 34.7 71.1
Other: 42.6 70.4 68.1 85.2 42.6 70.4 66.1 80.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 377,227: 80,820 112,949 107,078 173,619 146,143 361,518 366,171: 15,709 11,057
Old : 353,239: 84,333 113,774 100,947 152,907 127,619 338,188 342,340: 15,051 10,899
Other: 23,988: 1,369 4,057 1,249 20,712 18,524 23,330 23,830: 658 158
: : :
: : Changes in Commitments from: September 20, 2022 :
: 21,145: 2,086 9,095 11,740 6,090 25 19,916 20,861: 1,229 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 29.9 28.4 46.0 38.7 95.8 97.1: 4.2 2.9
Old : 100.0: 23.9 32.2 28.6 43.3 36.1 95.7 96.9: 4.3 3.1
Other: 100.0: 5.7 16.9 5.2 86.3 77.2 97.3 99.3: 2.7 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 104 88 87 67 44 215 182:
Old : 270: 105 90 86 66 44 213 182:
Other: 62: 12 10 12 34 15 50 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 : 17.2 19.7 26.0 34.2 11.2 14.4 17.5 23.4
Old : 15.0 20.4 24.2 34.2 9.3 15.9 15.6 24.7
Other: 57.5 74.8 70.2 86.8 57.1 73.2 68.2 84.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 837,868: 151,871 123,026 166,954 446,489 482,896 765,315 772,876: 72,553 64,991
Old : 837,868: 151,871 123,026 166,954 446,489 482,896 765,315 772,876: 72,553 64,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: -29,765: 5,213 -4,311 -7,889 -32,092 -13,692 -34,768 -25,892: 5,003 -3,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.7 19.9 53.3 57.6 91.3 92.2: 8.7 7.8
Old : 100.0: 18.1 14.7 19.9 53.3 57.6 91.3 92.2: 8.7 7.8
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 : 237: 77 58 79 85 79 198 186:
Old : 237: 77 58 79 85 79 198 186:
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 : 16.4 20.1 25.5 31.0 11.4 14.7 18.2 21.5
Old : 16.4 20.1 25.5 31.0 11.4 14.7 18.2 21.5
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 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 234,884: 53,694 10,152 75,534 95,998 141,420 225,225 227,106: 9,659 7,778
Old : 223,640: 53,835 12,879 69,948 90,497 133,335 214,280 216,162: 9,360 7,478
Other: 11,244: 3,895 1,310 1,549 5,501 8,084 10,945 10,944: 299 301
: : :
: : Changes in Commitments from: September 20, 2022 :
: -5,901: 2,710 -622 -635 -7,956 -4,613 -5,881 -5,870: -20 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.3 32.2 40.9 60.2 95.9 96.7: 4.1 3.3
Old : 100.0: 24.1 5.8 31.3 40.5 59.6 95.8 96.7: 4.2 3.3
Other: 100.0: 34.6 11.6 13.8 48.9 71.9 97.3 97.3: 2.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 169 62 134 119 119 337 275:
Old : 378: 169 65 131 118 119 332 274:
Other: 115: 23 21 19 51 39 84 70:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 21.6 24.6 33.7 9.7 14.3 13.9 21.2
Old : 15.2 21.2 24.4 33.7 10.1 15.0 14.5 21.7
Other: 39.1 34.1 54.1 49.8 25.6 21.1 31.8 33.3
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,294: 558 9,618 20,723 21,223 12,170 42,504 42,510: 1,790 1,784
Old : 44,294: 558 9,618 20,723 21,223 12,170 42,504 42,510: 1,790 1,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 8,738: 59 1,319 4,024 4,355 3,095 8,438 8,438: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 21.7 46.8 47.9 27.5 96.0 96.0: 4.0 4.0
Old : 100.0: 1.3 21.7 46.8 47.9 27.5 96.0 96.0: 4.0 4.0
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 : 25: 3 8 8 14 11 24 20:
Old : 25: 3 8 8 14 11 24 20:
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 : 58.4 60.5 79.5 85.0 22.5 19.7 27.1 27.5
Old : 58.4 60.5 79.5 85.0 22.5 19.7 27.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USD INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,236: 47,539 16,930 1,029 2,168 34,680 50,736 52,640: 5,499 3,596
Old : 56,236: 47,539 16,930 1,029 2,168 34,680 50,736 52,640: 5,499 3,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 1,785: 1,736 -921 131 -75 1,640 1,792 850: -7 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 30.1 1.8 3.9 61.7 90.2 93.6: 9.8 6.4
Old : 100.0: 84.5 30.1 1.8 3.9 61.7 90.2 93.6: 9.8 6.4
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 : 130: 74 45 6 9 6 86 54:
Old : 130: 74 45 6 9 6 86 54:
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 73.0 63.7 80.7 53.0 72.9 62.7 80.6
Old : 54.0 73.0 63.7 80.7 53.0 72.9 62.7 80.6
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, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 242,082: 8,704 43,457 34,011 198,029 161,102 240,744 238,569: 1,338 3,513
Old : 231,782: 8,829 44,286 32,213 189,512 151,926 230,554 228,425: 1,229 3,358
Other: 10,300: 1,600 896 73 8,518 9,175 10,191 10,144: 109 155
: : :
: : Changes in Commitments from: September 20, 2022 :
: 9,748: 748 -2,864 4,449 5,733 9,865 10,930 11,450: -1,183 -1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 18.0 14.0 81.8 66.5 99.4 98.5: 0.6 1.5
Old : 100.0: 3.8 19.1 13.9 81.8 65.5 99.5 98.6: 0.5 1.4
Other: 100.0: 15.5 8.7 0.7 82.7 89.1 98.9 98.5: 1.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 60 163 79 52 102 173 286:
Old : 328: 59 161 78 51 98 171 279:
Other: 65: 11 16 7 9 31 22 52:
:----------------------------------------------------------------------------------------------------
: 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 : 45.4 32.6 65.8 45.8 38.2 18.8 46.2 25.7
Old : 45.2 33.0 66.0 46.3 39.8 19.4 48.8 27.0
Other: 88.4 66.3 95.7 81.1 88.4 66.3 95.7 81.1
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 396,737: 19,991 31,266 2,699 365,741 355,623 388,431 389,588: 8,306 7,149
Old : 396,737: 19,991 31,266 2,699 365,741 355,623 388,431 389,588: 8,306 7,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 4,810: -668 -5,102 379 4,802 8,944 4,513 4,221: 297 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.9 0.7 92.2 89.6 97.9 98.2: 2.1 1.8
Old : 100.0: 5.0 7.9 0.7 92.2 89.6 97.9 98.2: 2.1 1.8
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 : 206: 22 21 10 117 91 146 115:
Old : 206: 22 21 10 117 91 146 115:
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 : 35.4 32.0 46.7 48.7 33.4 32.0 43.7 45.9
Old : 35.4 32.0 46.7 48.7 33.4 32.0 43.7 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EM INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,137,235: 134,735 118,542 13,927 964,468 984,053 1,113,130 1,116,522: 24,105 20,713
Old : 1,137,235: 134,735 118,542 13,927 964,468 984,053 1,113,130 1,116,522: 24,105 20,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2022 :
: 5,587: 22,561 2,864 3,602 -22,553 1,136 3,610 7,602: 1,977 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.4 1.2 84.8 86.5 97.9 98.2: 2.1 1.8
Old : 100.0: 11.8 10.4 1.2 84.8 86.5 97.9 98.2: 2.1 1.8
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 : 402: 59 47 26 222 181 296 239:
Old : 402: 59 47 26 222 181 296 239:
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 : 19.5 22.5 29.1 36.2 18.4 22.2 26.8 34.2
Old : 19.5 22.5 29.1 36.2 18.4 22.2 26.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2022