COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 256,360: 94,864 9,844 50,981 92,455 189,139 238,301 249,965: 18,060 6,395
Old : 220,255: 88,910 14,652 41,320 74,444 158,970 204,673 214,941: 15,582 5,314
Other: 36,105: 11,805 1,043 3,811 18,011 30,170 33,627 35,024: 2,478 1,081
: : :
: : Changes in Commitments from: December 21, 2020 :
: 471: -3,441 856 1,845 1,666 -1,259 70 1,442: 401 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.8 19.9 36.1 73.8 93.0 97.5: 7.0 2.5
Old : 100.0: 40.4 6.7 18.8 33.8 72.2 92.9 97.6: 7.1 2.4
Other: 100.0: 32.7 2.9 10.6 49.9 83.6 93.1 97.0: 6.9 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 148 35 79 68 71 240 169:
Old : 273: 143 40 73 61 70 228 163:
Other: 99: 34 12 17 39 31 79 55:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 36.0 19.2 47.6 11.3 33.4 17.6 42.9
Old : 13.1 38.8 21.1 47.9 12.9 37.6 20.2 45.6
Other: 25.0 42.2 39.3 64.1 21.1 40.2 34.4 61.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 13,016: 3,089 734 1,419 6,476 9,995 10,984 12,148: 2,032 868
Old : 13,015: 3,089 734 1,419 6,475 9,995 10,983 12,148: 2,032 867
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: December 21, 2020 :
: -152: 44 -353 -11 -164 333 -130 -30: -22 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.6 10.9 49.8 76.8 84.4 93.3: 15.6 6.7
Old : 100.0: 23.7 5.6 10.9 49.8 76.8 84.4 93.3: 15.6 6.7
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 9 8 21 13 45 24:
Old : 52: 18 9 8 21 13 45 24:
Other: 1: 0 0 0 1 0 1 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 : 18.4 61.5 34.7 78.7 18.1 56.9 31.8 64.7
Old : 18.4 61.5 34.7 78.7 18.1 56.9 31.8 64.7
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 250,617: 67,608 29,356 68,226 99,645 144,779 235,479 242,362: 15,138 8,255
Old : 227,738: 71,373 27,315 62,597 79,253 129,818 213,223 219,731: 14,515 8,007
Other: 22,879: 1,722 7,528 142 20,392 14,961 22,256 22,631: 623 248
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,249: -302 -443 -998 1,777 2,335 477 893: 772 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.7 27.2 39.8 57.8 94.0 96.7: 6.0 3.3
Old : 100.0: 31.3 12.0 27.5 34.8 57.0 93.6 96.5: 6.4 3.5
Other: 100.0: 7.5 32.9 0.6 89.1 65.4 97.3 98.9: 2.7 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 88 39 66 59 51 180 133:
Old : 200: 88 38 63 58 51 177 130:
Other: 57: 11 13 6 23 18 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 27.0 27.4 39.3 8.8 13.6 15.3 23.4
Old : 17.9 24.4 27.6 36.7 9.7 12.3 16.6 21.4
Other: 68.0 52.6 82.0 72.0 62.0 51.0 75.8 67.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 1,217,462: 293,139 43,664 238,658 580,713 886,255 1,112,510 1,168,578: 104,952 48,884
Old : 1,217,462: 293,139 43,664 238,658 580,713 886,255 1,112,510 1,168,578: 104,952 48,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 16,736: 8,576 -1,756 2,227 1,698 15,105 12,501 15,575: 4,235 1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.6 19.6 47.7 72.8 91.4 96.0: 8.6 4.0
Old : 100.0: 24.1 3.6 19.6 47.7 72.8 91.4 96.0: 8.6 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 : 254: 102 37 80 95 86 236 172:
Old : 254: 102 37 80 95 86 236 172:
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 25.7 19.4 42.1 10.9 23.6 16.8 33.7
Old : 11.8 25.7 19.4 42.1 10.9 23.6 16.8 33.7
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, December 29, 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 : 307,485: 61,954 19,973 81,444 150,602 198,867 294,000 300,283: 13,485 7,202
Old : 266,881: 62,818 26,509 68,102 123,713 165,779 254,633 260,390: 12,248 6,491
Other: 40,605: 9,121 3,449 3,357 26,890 33,087 39,368 39,893: 1,237 711
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,832: 3,135 874 2,541 -2,862 -1,014 2,813 2,400: 19 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.5 26.5 49.0 64.7 95.6 97.7: 4.4 2.3
Old : 100.0: 23.5 9.9 25.5 46.4 62.1 95.4 97.6: 4.6 2.4
Other: 100.0: 22.5 8.5 8.3 66.2 81.5 97.0 98.2: 3.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 184 74 151 136 126 381 304:
Old : 432: 177 85 147 133 121 376 297:
Other: 149: 37 9 17 74 65 113 89:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 24.1 25.6 35.7 8.4 15.4 12.6 22.6
Old : 16.8 23.5 25.1 34.0 9.1 15.7 13.8 23.6
Other: 41.4 38.7 54.0 55.5 35.2 38.5 47.2 52.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 36,062: 14,557 29,159 2,811 15,389 553 32,756 32,522: 3,305 3,539
Old : 36,062: 14,557 29,159 2,811 15,389 553 32,756 32,522: 3,305 3,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,224: 1,111 796 442 -248 251 1,305 1,489: -82 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 80.9 7.8 42.7 1.5 90.8 90.2: 9.2 9.8
Old : 100.0: 40.4 80.9 7.8 42.7 1.5 90.8 90.2: 9.2 9.8
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 : 97: 33 54 11 7 5 44 66:
Old : 97: 33 54 11 7 5 44 66:
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 : 52.5 46.3 69.1 61.4 49.3 46.2 64.8 60.0
Old : 52.5 46.3 69.1 61.4 49.3 46.2 64.8 60.0
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, December 29, 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 : 222,070: 66,553 10,095 18,759 134,480 191,703 219,793 220,557: 2,277 1,512
Old : 165,834: 65,165 7,843 13,217 85,512 143,683 163,894 164,743: 1,939 1,090
Other: 56,236: 2,683 3,548 4,247 48,969 48,019 55,899 55,814: 337 422
: : :
: : Changes in Commitments from: December 21, 2020 :
: -641: -4,191 432 88 3,202 -953 -902 -434: 261 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 4.5 8.4 60.6 86.3 99.0 99.3: 1.0 0.7
Old : 100.0: 39.3 4.7 8.0 51.6 86.6 98.8 99.3: 1.2 0.7
Other: 100.0: 4.8 6.3 7.6 87.1 85.4 99.4 99.2: 0.6 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 130 51 49 60 59 216 148:
Old : 264: 130 49 40 57 51 205 129:
Other: 95: 28 20 7 24 35 53 62:
:----------------------------------------------------------------------------------------------------
: 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 : 36.8 48.7 53.9 69.0 34.5 46.7 43.2 59.2
Old : 32.1 48.9 47.1 70.3 28.2 44.1 38.9 59.0
Other: 80.5 55.6 92.3 76.6 75.2 55.6 81.0 72.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 416,723: 37,942 6,276 372 369,129 405,220 407,443 411,868: 9,280 4,855
Old : 416,723: 37,942 6,276 372 369,129 405,220 407,443 411,868: 9,280 4,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -735: 649 445 -169 -1,696 -1,346 -1,216 -1,070: 481 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.5 0.1 88.6 97.2 97.8 98.8: 2.2 1.2
Old : 100.0: 9.1 1.5 0.1 88.6 97.2 97.8 98.8: 2.2 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 : 175: 28 7 5 105 84 135 94:
Old : 175: 28 7 5 105 84 135 94:
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 : 25.1 48.3 38.3 65.8 21.6 48.1 34.2 64.2
Old : 25.1 48.3 38.3 65.8 21.6 48.1 34.2 64.2
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, December 29, 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 : 1,222,288: 240,019 88,020 7,886 937,237 1,118,035 1,185,142 1,213,941: 37,146 8,347
Old : 1,222,288: 240,019 88,020 7,886 937,237 1,118,035 1,185,142 1,213,941: 37,146 8,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 18,924: 4,126 35,469 479 19,739 -11,944 24,344 24,004: -5,420 -5,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.2 0.6 76.7 91.5 97.0 99.3: 3.0 0.7
Old : 100.0: 19.6 7.2 0.6 76.7 91.5 97.0 99.3: 3.0 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 : 434: 98 47 23 239 137 347 197:
Old : 434: 98 47 23 239 137 347 197:
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 : 13.9 44.5 22.1 62.8 12.4 44.2 19.5 61.1
Old : 13.9 44.5 22.1 62.8 12.4 44.2 19.5 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 04, 2021