COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 276,018: 98,381 9,454 58,018 99,410 201,607 255,808 269,078: 20,209 6,939
Old : 237,658: 92,283 14,580 47,465 80,619 169,861 220,368 231,906: 17,290 5,752
Other: 38,360: 12,553 1,329 4,097 18,791 31,746 35,441 37,172: 2,919 1,188
: : :
: : Changes in Commitments from: December 29, 2020 :
: 19,657: 3,517 -390 7,036 6,955 12,467 17,508 19,113: 2,150 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 3.4 21.0 36.0 73.0 92.7 97.5: 7.3 2.5
Old : 100.0: 38.8 6.1 20.0 33.9 71.5 92.7 97.6: 7.3 2.4
Other: 100.0: 32.7 3.5 10.7 49.0 82.8 92.4 96.9: 7.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 147 37 78 70 73 244 168:
Old : 276: 139 44 71 63 71 233 160:
Other: 105: 39 7 17 41 34 83 57:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 36.1 19.1 47.7 11.2 33.8 17.1 43.2
Old : 13.1 38.5 20.6 47.9 12.7 37.4 19.5 45.3
Other: 24.4 40.4 39.4 63.2 21.3 38.6 34.2 59.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,757: 2,953 630 1,445 6,074 9,775 10,472 11,851: 2,285 907
Old : 12,756: 2,953 630 1,445 6,073 9,775 10,471 11,851: 2,285 906
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: December 29, 2020 :
: -258: -137 -104 27 -402 -220 -512 -297: 253 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.9 11.3 47.6 76.6 82.1 92.9: 17.9 7.1
Old : 100.0: 23.1 4.9 11.3 47.6 76.6 82.1 92.9: 17.9 7.1
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 : 51: 21 5 9 21 12 46 23:
Old : 51: 21 5 9 21 12 46 23:
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 : 18.7 62.3 34.4 79.3 17.9 57.7 31.0 66.7
Old : 18.7 62.3 34.4 79.3 17.9 57.7 31.0 66.7
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 254,195: 69,847 29,771 70,395 99,176 146,466 239,418 246,632: 14,778 7,564
Old : 230,855: 73,080 27,194 65,194 78,432 131,081 216,706 223,469: 14,150 7,387
Other: 23,340: 1,678 7,488 290 20,744 15,385 22,712 23,163: 628 177
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,579: 2,239 415 2,169 -469 1,687 3,939 4,270: -360 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.7 27.7 39.0 57.6 94.2 97.0: 5.8 3.0
Old : 100.0: 31.7 11.8 28.2 34.0 56.8 93.9 96.8: 6.1 3.2
Other: 100.0: 7.2 32.1 1.2 88.9 65.9 97.3 99.2: 2.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 91 45 72 62 52 188 143:
Old : 211: 91 44 70 61 52 186 140:
Other: 63: 13 14 8 23 19 39 38:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 27.4 27.5 39.6 9.8 14.4 16.6 24.5
Old : 18.2 24.8 28.4 37.2 10.7 13.4 17.9 22.6
Other: 67.5 52.7 81.2 71.8 61.6 51.7 74.7 67.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,279,025: 326,772 41,000 247,999 594,743 944,917 1,169,513 1,233,915: 109,512 45,110
Old : 1,279,025: 326,772 41,000 247,999 594,743 944,917 1,169,513 1,233,915: 109,512 45,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 61,563: 33,633 -2,664 9,340 14,030 58,661 57,003 65,338: 4,560 -3,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.2 19.4 46.5 73.9 91.4 96.5: 8.6 3.5
Old : 100.0: 25.5 3.2 19.4 46.5 73.9 91.4 96.5: 8.6 3.5
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 : 268: 120 35 85 96 89 251 180:
Old : 268: 120 35 85 96 89 251 180:
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 : 11.7 25.2 19.4 42.4 10.7 23.4 16.3 33.9
Old : 11.7 25.2 19.4 42.4 10.7 23.4 16.3 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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 310,911: 64,041 22,040 84,176 148,104 197,484 296,321 303,700: 14,590 7,211
Old : 269,556: 65,100 29,089 70,121 120,968 163,860 256,189 263,071: 13,367 6,485
Other: 41,355: 9,583 3,593 3,413 27,136 33,624 40,132 40,629: 1,223 726
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,426: 2,087 2,067 2,733 -2,499 -1,383 2,321 3,417: 1,104 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.1 27.1 47.6 63.5 95.3 97.7: 4.7 2.3
Old : 100.0: 24.2 10.8 26.0 44.9 60.8 95.0 97.6: 5.0 2.4
Other: 100.0: 23.2 8.7 8.3 65.6 81.3 97.0 98.2: 3.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 195 72 155 137 130 393 310:
Old : 442: 187 84 150 135 124 388 302:
Other: 153: 40 9 18 74 66 118 90:
:----------------------------------------------------------------------------------------------------
: 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 23.4 25.4 34.9 8.6 15.4 12.7 22.5
Old : 16.6 22.6 25.0 33.3 9.3 15.8 14.0 23.6
Other: 40.6 38.6 53.1 55.6 34.1 38.4 45.9 52.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,662: 14,839 29,839 3,772 15,207 481 33,819 34,092: 3,843 3,570
Old : 37,662: 14,839 29,839 3,772 15,207 481 33,819 34,092: 3,843 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,600: 283 680 961 -182 -72 1,062 1,570: 538 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 79.2 10.0 40.4 1.3 89.8 90.5: 10.2 9.5
Old : 100.0: 39.4 79.2 10.0 40.4 1.3 89.8 90.5: 10.2 9.5
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 : 99: 31 59 11 7 4 44 68:
Old : 99: 31 59 11 7 4 44 68:
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 : 53.1 45.2 69.4 61.9 46.3 45.1 61.4 57.9
Old : 53.1 45.2 69.4 61.9 46.3 45.1 61.4 57.9
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 230,573: 62,850 12,356 21,847 143,716 195,044 228,413 229,246: 2,160 1,327
Old : 171,082: 60,679 10,154 15,528 93,103 144,482 169,310 170,165: 1,772 917
Other: 59,491: 3,735 3,765 4,755 50,613 50,561 59,103 59,082: 388 410
: : :
: : Changes in Commitments from: December 29, 2020 :
: 8,503: -3,703 2,260 3,087 9,235 3,341 8,620 8,689: -117 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.4 9.5 62.3 84.6 99.1 99.4: 0.9 0.6
Old : 100.0: 35.5 5.9 9.1 54.4 84.5 99.0 99.5: 1.0 0.5
Other: 100.0: 6.3 6.3 8.0 85.1 85.0 99.3 99.3: 0.7 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 134 52 48 58 59 215 151:
Old : 266: 127 54 37 56 52 201 132:
Other: 100: 33 24 6 23 34 56 64:
:----------------------------------------------------------------------------------------------------
: 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 : 37.5 47.7 55.1 67.7 34.4 45.9 46.1 59.7
Old : 31.8 46.2 48.8 67.2 29.2 42.6 41.8 57.3
Other: 77.8 56.4 90.7 77.2 71.3 56.3 78.9 72.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 425,217: 45,848 8,532 281 369,924 411,646 416,053 420,459: 9,164 4,758
Old : 425,217: 45,848 8,532 281 369,924 411,646 416,053 420,459: 9,164 4,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 8,494: 7,906 2,256 -91 795 6,426 8,610 8,591: -116 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.0 0.1 87.0 96.8 97.8 98.9: 2.2 1.1
Old : 100.0: 10.8 2.0 0.1 87.0 96.8 97.8 98.9: 2.2 1.1
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 : 184: 28 9 4 113 87 143 98:
Old : 184: 28 9 4 113 87 143 98:
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 : 24.7 47.1 37.4 63.4 22.1 46.9 34.1 62.7
Old : 24.7 47.1 37.4 63.4 22.1 46.9 34.1 62.7
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, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,224,578: 235,663 88,476 8,853 938,994 1,119,174 1,183,510 1,216,503: 41,068 8,075
Old : 1,224,578: 235,663 88,476 8,853 938,994 1,119,174 1,183,510 1,216,503: 41,068 8,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 2,290: -4,356 456 967 1,757 1,139 -1,632 2,562: 3,922 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.2 0.7 76.7 91.4 96.6 99.3: 3.4 0.7
Old : 100.0: 19.2 7.2 0.7 76.7 91.4 96.6 99.3: 3.4 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 : 440: 100 48 24 245 137 356 198:
Old : 440: 100 48 24 245 137 356 198:
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 44.1 23.5 62.6 13.6 43.8 21.2 60.8
Old : 14.7 44.1 23.5 62.6 13.6 43.8 21.2 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021