COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 301,909: 97,807 13,541 72,973 110,768 207,567 281,548 294,082: 20,361 7,827
Old : 254,927: 87,921 17,738 60,871 89,218 169,795 238,010 248,404: 16,918 6,524
Other: 46,981: 15,505 1,422 6,484 21,550 37,773 43,538 45,678: 3,443 1,303
: : :
: : Changes in Commitments from: January 19, 2021 :
: 10,403: 1,351 2,032 4,521 4,595 3,364 10,467 9,918: -64 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.5 24.2 36.7 68.8 93.3 97.4: 6.7 2.6
Old : 100.0: 34.5 7.0 23.9 35.0 66.6 93.4 97.4: 6.6 2.6
Other: 100.0: 33.0 3.0 13.8 45.9 80.4 92.7 97.2: 7.3 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 153 51 101 64 69 255 195:
Old : 290: 143 56 90 63 66 241 185:
Other: 127: 53 14 26 40 38 105 69:
:----------------------------------------------------------------------------------------------------
: 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 34.5 19.1 45.5 10.0 30.3 15.2 38.5
Old : 12.7 36.2 19.8 45.8 11.2 32.6 17.5 41.3
Other: 21.7 35.0 37.0 58.1 19.8 33.4 31.8 50.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 12,665: 3,017 838 1,546 5,693 8,550 10,256 10,934: 2,409 1,731
Old : 12,663: 3,017 839 1,545 5,693 8,550 10,255 10,934: 2,408 1,729
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: January 19, 2021 :
: 499: -273 176 209 514 -416 449 -31: 50 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 6.6 12.2 45.0 67.5 81.0 86.3: 19.0 13.7
Old : 100.0: 23.8 6.6 12.2 45.0 67.5 81.0 86.3: 19.0 13.7
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 20 8 12 23 14 49 31:
Old : 57: 20 9 12 23 14 49 31:
Other: 1: 1 0 0 0 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 : 20.2 55.0 35.7 70.3 20.2 52.1 33.9 61.7
Old : 20.2 55.0 35.7 70.3 20.2 52.1 33.9 61.8
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 258,752: 66,275 27,990 71,716 105,436 150,766 243,427 250,472: 15,326 8,280
Old : 233,673: 71,384 28,870 63,213 84,545 133,611 219,142 225,694: 14,531 7,979
Other: 25,079: 3,206 7,436 188 20,891 17,155 24,285 24,778: 794 301
: : :
: : Changes in Commitments from: January 19, 2021 :
: 5,236: -2,797 1,304 1,360 5,298 1,818 3,862 4,482: 1,375 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.8 27.7 40.7 58.3 94.1 96.8: 5.9 3.2
Old : 100.0: 30.5 12.4 27.1 36.2 57.2 93.8 96.6: 6.2 3.4
Other: 100.0: 12.8 29.6 0.7 83.3 68.4 96.8 98.8: 3.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 92 41 77 61 49 190 141:
Old : 211: 92 43 73 60 49 187 139:
Other: 66: 14 14 7 28 21 46 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 : 17.4 25.4 28.0 39.8 10.1 12.5 16.4 21.6
Old : 18.1 23.3 29.1 37.5 11.2 10.9 17.7 20.0
Other: 57.1 51.5 73.1 70.4 51.9 45.4 66.9 59.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 1,302,237: 296,412 45,126 257,310 634,835 949,863 1,188,558 1,252,300: 113,679 49,937
Old : 1,302,237: 296,412 45,126 257,310 634,835 949,863 1,188,558 1,252,300: 113,679 49,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,334: -15,108 3,716 1,626 15,215 -3,574 1,732 1,767: 1,602 1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.5 19.8 48.7 72.9 91.3 96.2: 8.7 3.8
Old : 100.0: 22.8 3.5 19.8 48.7 72.9 91.3 96.2: 8.7 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 : 258: 108 36 80 96 88 240 174:
Old : 258: 108 36 80 96 88 240 174:
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 : 12.3 25.5 20.6 42.3 10.5 23.6 15.7 33.3
Old : 12.3 25.5 20.6 42.3 10.5 23.6 15.7 33.3
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 26, 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 : 324,371: 65,566 21,577 92,264 152,488 203,293 310,318 317,133: 14,053 7,237
Old : 272,946: 67,761 28,657 74,426 117,857 163,423 260,044 266,506: 12,902 6,440
Other: 51,424: 10,257 5,372 5,386 34,631 39,870 50,274 50,627: 1,151 797
: : :
: : Changes in Commitments from: January 19, 2021 :
: 6,047: 964 1,644 5,744 -302 -230 6,406 7,158: -359 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.7 28.4 47.0 62.7 95.7 97.8: 4.3 2.2
Old : 100.0: 24.8 10.5 27.3 43.2 59.9 95.3 97.6: 4.7 2.4
Other: 100.0: 19.9 10.4 10.5 67.3 77.5 97.8 98.5: 2.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 183 76 151 137 125 388 300:
Old : 430: 183 83 147 133 119 381 293:
Other: 166: 39 17 22 81 73 131 103:
:----------------------------------------------------------------------------------------------------
: 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 23.0 25.8 35.1 9.6 15.0 14.1 22.3
Old : 15.7 21.5 24.4 32.7 9.5 15.7 14.7 23.0
Other: 41.8 37.1 54.2 55.8 36.0 36.3 46.3 50.3
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 27,480: 1,185 5,465 8,890 17,385 13,124 27,461 27,480: 19 0
Old : 27,480: 1,185 5,465 8,890 17,385 13,124 27,461 27,480: 19 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 19.9 32.4 63.3 47.8 99.9 100.0: 0.1 0.0
Old : 100.0: 4.3 19.9 32.4 63.3 47.8 99.9 100.0: 0.1 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 : 20: 1 8 6 10 9 16 18:
Old : 20: 1 8 6 10 9 16 18:
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 : 72.8 69.4 92.1 90.6 32.2 30.0 34.7 34.0
Old : 72.8 69.4 92.1 90.6 32.2 30.0 34.7 34.0
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, January 26, 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 : 37,215: 15,350 30,088 2,859 13,433 778 31,642 33,725: 5,573 3,490
Old : 37,215: 15,350 30,088 2,859 13,433 778 31,642 33,725: 5,573 3,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,076: -65 371 667 749 169 1,350 1,206: -274 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 80.8 7.7 36.1 2.1 85.0 90.6: 15.0 9.4
Old : 100.0: 41.2 80.8 7.7 36.1 2.1 85.0 90.6: 15.0 9.4
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 : 102: 37 54 7 8 5 47 64:
Old : 102: 37 54 7 8 5 47 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 : 49.3 42.5 65.6 59.9 46.3 42.4 61.0 58.0
Old : 49.3 42.5 65.6 59.9 46.3 42.4 61.0 58.0
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, January 26, 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 : 240,452: 54,754 15,558 26,529 156,371 196,887 237,655 238,974: 2,797 1,477
Old : 158,323: 51,968 11,855 19,275 84,915 126,190 156,158 157,320: 2,164 1,002
Other: 82,129: 4,048 4,965 5,992 71,456 70,697 81,496 81,654: 633 475
: : :
: : Changes in Commitments from: January 19, 2021 :
: -373: -5,039 2,003 -535 4,698 -1,776 -877 -309: 503 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.5 11.0 65.0 81.9 98.8 99.4: 1.2 0.6
Old : 100.0: 32.8 7.5 12.2 53.6 79.7 98.6 99.4: 1.4 0.6
Other: 100.0: 4.9 6.0 7.3 87.0 86.1 99.2 99.4: 0.8 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 116 57 50 61 62 202 153:
Old : 244: 108 49 41 54 53 184 129:
Other: 113: 31 27 9 33 37 69 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 : 36.6 42.7 55.2 66.2 25.4 38.5 36.3 50.8
Old : 28.4 43.3 44.2 62.5 20.0 34.7 31.7 50.6
Other: 66.3 63.7 86.1 81.4 61.4 63.4 76.7 75.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 420,045: 41,670 23,556 378 368,590 390,882 410,638 414,816: 9,407 5,229
Old : 420,045: 41,670 23,556 378 368,590 390,882 410,638 414,816: 9,407 5,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 9,299: 5,575 6,802 24 4,110 3,669 9,709 10,495: -410 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.6 0.1 87.8 93.1 97.8 98.8: 2.2 1.2
Old : 100.0: 9.9 5.6 0.1 87.8 93.1 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 : 183: 26 15 4 107 84 135 101:
Old : 183: 26 15 4 107 84 135 101:
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 : 25.7 43.4 39.4 60.4 23.1 43.0 35.6 58.8
Old : 25.7 43.4 39.4 60.4 23.1 43.0 35.6 58.8
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 26, 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 : 1,262,832: 251,155 69,152 7,245 967,476 1,177,808 1,225,876 1,254,205: 36,956 8,627
Old : 1,262,832: 251,155 69,152 7,245 967,476 1,177,808 1,225,876 1,254,205: 36,956 8,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 13,147: 12,968 -10,995 218 3,149 24,829 16,335 14,052: -3,188 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.5 0.6 76.6 93.3 97.1 99.3: 2.9 0.7
Old : 100.0: 19.9 5.5 0.6 76.6 93.3 97.1 99.3: 2.9 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 : 436: 107 36 19 247 138 360 187:
Old : 436: 107 36 19 247 138 360 187:
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 : 14.8 44.6 23.6 62.6 13.7 44.5 21.0 61.8
Old : 14.8 44.6 23.6 62.6 13.7 44.5 21.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021