COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 288,080: 97,062 10,294 66,358 104,711 204,537 268,132 281,189: 19,948 6,891
Old : 247,379: 90,608 15,342 54,681 85,033 171,593 230,322 241,616: 17,058 5,763
Other: 40,701: 13,394 1,892 4,738 19,678 32,944 37,810 39,574: 2,891 1,127
: : :
: : Changes in Commitments from: January 5, 2021 :
: 12,062: -1,319 840 8,341 5,301 2,930 12,323 12,111: -261 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 3.6 23.0 36.3 71.0 93.1 97.6: 6.9 2.4
Old : 100.0: 36.6 6.2 22.1 34.4 69.4 93.1 97.7: 6.9 2.3
Other: 100.0: 32.9 4.6 11.6 48.3 80.9 92.9 97.2: 7.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 155 42 97 68 72 257 188:
Old : 287: 147 47 89 63 71 244 181:
Other: 119: 49 11 20 42 34 96 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 : 11.7 34.9 18.4 46.0 10.7 31.8 16.1 40.5
Old : 12.4 36.8 19.5 46.2 11.9 34.5 18.4 43.0
Other: 22.5 38.0 36.7 60.1 20.2 36.3 33.2 55.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 12,203: 3,293 675 1,333 5,362 9,206 9,988 11,214: 2,215 989
Old : 12,202: 3,293 675 1,333 5,361 9,206 9,987 11,214: 2,215 988
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: January 5, 2021 :
: -555: 340 45 -113 -712 -569 -484 -637: -70 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.5 10.9 43.9 75.4 81.8 91.9: 18.2 8.1
Old : 100.0: 27.0 5.5 10.9 43.9 75.4 81.8 91.9: 18.2 8.1
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 : 55: 25 5 9 21 13 49 25:
Old : 55: 25 5 9 21 13 49 25:
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 : 19.5 61.7 35.6 77.8 19.1 57.8 33.2 67.4
Old : 19.5 61.7 35.6 77.8 19.1 57.8 33.2 67.4
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 12, 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 : 250,130: 67,933 26,448 69,252 98,994 146,776 236,178 242,476: 13,952 7,655
Old : 226,616: 71,228 25,197 63,775 78,379 130,186 213,381 219,158: 13,235 7,459
Other: 23,514: 2,044 6,590 138 20,615 16,590 22,797 23,318: 717 196
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,065: -1,915 -3,323 -1,143 -182 310 -3,239 -4,156: -826 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.6 27.7 39.6 58.7 94.4 96.9: 5.6 3.1
Old : 100.0: 31.4 11.1 28.1 34.6 57.4 94.2 96.7: 5.8 3.3
Other: 100.0: 8.7 28.0 0.6 87.7 70.6 97.0 99.2: 3.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 97 33 76 61 50 190 137:
Old : 207: 95 36 74 60 50 188 136:
Other: 62: 12 13 7 24 20 40 36:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 27.5 28.1 40.3 10.1 14.3 16.7 24.2
Old : 18.6 25.0 28.9 37.8 11.1 13.2 18.0 22.8
Other: 63.5 54.9 78.3 74.6 53.6 49.1 68.2 64.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 1,278,094: 307,897 43,530 254,198 606,188 939,260 1,168,284 1,236,988: 109,810 41,105
Old : 1,278,094: 307,897 43,530 254,198 606,188 939,260 1,168,284 1,236,988: 109,810 41,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -931: -18,874 2,530 6,200 11,445 -5,657 -1,229 3,073: 298 -4,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.4 19.9 47.4 73.5 91.4 96.8: 8.6 3.2
Old : 100.0: 24.1 3.4 19.9 47.4 73.5 91.4 96.8: 8.6 3.2
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 : 266: 114 36 83 98 90 247 180:
Old : 266: 114 36 83 98 90 247 180:
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 : 11.5 25.5 19.8 42.9 10.8 23.6 16.4 33.9
Old : 11.5 25.5 19.8 42.9 10.8 23.6 16.4 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 12, 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 : 305,452: 60,605 24,640 78,752 151,690 194,109 291,046 297,501: 14,406 7,951
Old : 259,260: 62,470 31,221 63,468 119,972 157,274 245,909 251,962: 13,350 7,297
Other: 46,192: 9,574 4,858 3,845 31,718 36,836 45,137 45,539: 1,056 654
: : :
: : Changes in Commitments from: January 5, 2021 :
: -5,459: -3,436 2,600 -5,425 3,586 -3,375 -5,275 -6,199: -184 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 8.1 25.8 49.7 63.5 95.3 97.4: 4.7 2.6
Old : 100.0: 24.1 12.0 24.5 46.3 60.7 94.9 97.2: 5.1 2.8
Other: 100.0: 20.7 10.5 8.3 68.7 79.7 97.7 98.6: 2.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 188 77 149 133 128 385 306:
Old : 439: 183 89 144 129 123 378 299:
Other: 155: 37 14 17 77 68 121 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 23.3 26.0 34.9 9.8 16.0 14.2 22.9
Old : 17.3 21.6 25.0 32.4 10.1 15.8 15.2 23.7
Other: 42.1 39.2 54.9 56.1 36.1 38.6 48.9 53.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 34,920: 13,924 27,855 2,839 13,543 540 30,306 31,234: 4,615 3,686
Old : 34,920: 13,924 27,855 2,839 13,543 540 30,306 31,234: 4,615 3,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,742: -915 -1,984 -933 -1,665 59 -3,513 -2,858: 771 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 79.8 8.1 38.8 1.5 86.8 89.4: 13.2 10.6
Old : 100.0: 39.9 79.8 8.1 38.8 1.5 86.8 89.4: 13.2 10.6
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 : 106: 44 53 11 6 5 55 64:
Old : 106: 44 53 11 6 5 55 64:
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 : 55.4 46.7 67.6 62.1 52.2 46.6 61.3 60.1
Old : 55.4 46.7 67.6 62.1 52.2 46.6 61.3 60.1
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, January 12, 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 : 235,528: 61,486 13,421 26,883 144,964 193,947 233,332 234,250: 2,196 1,278
Old : 166,524: 59,283 10,897 19,653 85,811 135,090 164,747 165,640: 1,777 884
Other: 69,004: 4,006 4,327 5,427 59,153 58,857 68,585 68,611: 419 393
: : :
: : Changes in Commitments from: January 5, 2021 :
: 4,955: -1,365 1,065 5,036 1,248 -1,097 4,919 5,004: 36 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 5.7 11.4 61.5 82.3 99.1 99.5: 0.9 0.5
Old : 100.0: 35.6 6.5 11.8 51.5 81.1 98.9 99.5: 1.1 0.5
Other: 100.0: 5.8 6.3 7.9 85.7 85.3 99.4 99.4: 0.6 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 130 52 44 63 61 211 147:
Old : 259: 121 49 37 60 52 198 129:
Other: 102: 31 22 7 26 38 59 65:
:----------------------------------------------------------------------------------------------------
: 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 : 35.1 43.5 52.6 66.9 28.8 41.0 41.6 56.9
Old : 26.2 41.0 42.2 64.9 22.0 34.7 34.3 53.4
Other: 76.1 56.4 88.1 76.7 68.2 56.3 76.7 71.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 413,187: 38,134 8,656 392 365,677 399,189 404,203 408,237: 8,984 4,950
Old : 413,187: 38,134 8,656 392 365,677 399,189 404,203 408,237: 8,984 4,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -12,030: -7,714 124 111 -4,247 -12,457 -11,850 -12,222: -180 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.1 0.1 88.5 96.6 97.8 98.8: 2.2 1.2
Old : 100.0: 9.2 2.1 0.1 88.5 96.6 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 : 184: 27 11 5 114 85 144 98:
Old : 184: 27 11 5 114 85 144 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 : 25.4 47.7 38.3 64.3 22.6 47.3 34.7 62.6
Old : 25.4 47.7 38.3 64.3 22.6 47.3 34.7 62.6
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, January 12, 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 : 1,252,879: 246,492 97,567 6,179 963,098 1,137,353 1,215,769 1,241,099: 37,110 11,780
Old : 1,252,879: 246,492 97,567 6,179 963,098 1,137,353 1,215,769 1,241,099: 37,110 11,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 28,301: 10,829 9,091 -2,674 24,104 18,179 32,259 24,596: -3,958 3,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.8 0.5 76.9 90.8 97.0 99.1: 3.0 0.9
Old : 100.0: 19.7 7.8 0.5 76.9 90.8 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 : 439: 104 44 20 244 137 358 191:
Old : 439: 104 44 20 244 137 358 191:
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 : 15.4 44.1 24.2 62.8 14.3 43.9 21.9 61.4
Old : 15.4 44.1 24.2 62.8 14.3 43.9 21.9 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021