COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 289,396: 91,997 5,847 62,706 116,170 212,303 270,873 280,857: 18,523 8,539
Old : 186,039: 68,776 13,527 39,837 64,376 126,417 172,990 179,781: 13,049 6,258
Other: 103,357: 32,867 1,967 13,222 51,794 85,887 97,883 101,076: 5,474 2,281
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,345: 1,601 -1,945 784 -549 2,946 1,835 1,785: -490 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 2.0 21.7 40.1 73.4 93.6 97.0: 6.4 3.0
Old : 100.0: 37.0 7.3 21.4 34.6 68.0 93.0 96.6: 7.0 3.4
Other: 100.0: 31.8 1.9 12.8 50.1 83.1 94.7 97.8: 5.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 147 32 86 69 77 245 174:
Old : 255: 121 42 73 65 71 216 159:
Other: 180: 77 20 26 55 55 148 87:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 35.0 22.8 47.1 10.6 29.8 16.9 39.1
Old : 14.4 37.4 23.4 47.7 11.6 33.7 17.8 41.0
Other: 18.1 35.8 30.0 53.7 14.8 32.5 25.8 48.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 13,520: 2,519 2,735 1,082 6,661 7,721 10,262 11,537: 3,258 1,982
Old : 13,464: 2,519 2,733 1,082 6,621 7,703 10,222 11,517: 3,242 1,946
Other: 56: 0 2 0 40 18 40 20: 16 36
: : :
: : Changes in Commitments from: March 9, 2021 :
: -608: 46 -517 -213 -572 298 -739 -432: 131 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.2 8.0 49.3 57.1 75.9 85.3: 24.1 14.7
Old : 100.0: 18.7 20.3 8.0 49.2 57.2 75.9 85.5: 24.1 14.5
Other: 100.0: 0.0 3.5 0.0 71.5 32.2 71.5 35.7: 28.5 64.3
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 21 18 8 22 11 46 34:
Old : 66: 21 18 8 22 11 46 34:
Other: 4: 0 1 0 1 2 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 43.5 37.9 58.4 23.2 42.4 34.8 54.2
Old : 23.3 43.5 37.8 58.5 23.3 42.5 34.6 54.3
Other: 71.5 35.7 71.5 35.7 71.5 35.7 71.5 35.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 224,247: 75,866 25,478 54,681 81,787 138,187 212,333 218,345: 11,914 5,902
Old : 195,315: 75,992 27,409 48,019 60,532 114,452 184,544 189,881: 10,771 5,434
Other: 28,932: 4,528 2,722 2,007 21,255 23,735 27,790 28,464: 1,143 468
: : :
: : Changes in Commitments from: March 9, 2021 :
: 3,792: -1,167 -1,283 3,112 2,032 1,822 3,976 3,650: -184 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 11.4 24.4 36.5 61.6 94.7 97.4: 5.3 2.6
Old : 100.0: 38.9 14.0 24.6 31.0 58.6 94.5 97.2: 5.5 2.8
Other: 100.0: 15.6 9.4 6.9 73.5 82.0 96.1 98.4: 3.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 86 46 71 59 47 180 134:
Old : 198: 85 46 68 53 45 170 130:
Other: 74: 13 16 13 37 24 56 47:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 21.6 26.3 38.7 11.9 14.9 19.7 25.3
Old : 16.6 20.5 28.5 37.2 13.7 15.7 22.6 24.1
Other: 43.5 50.5 57.1 68.6 40.0 41.2 52.8 57.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 1,217,394: 271,657 49,276 256,121 579,264 867,371 1,107,041 1,172,768: 110,352 44,626
Old : 1,217,394: 271,657 49,276 256,121 579,264 867,371 1,107,041 1,172,768: 110,352 44,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 11,673: 5,261 6,461 4,206 5,123 3,287 14,590 13,954: -2,917 -2,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.0 21.0 47.6 71.2 90.9 96.3: 9.1 3.7
Old : 100.0: 22.3 4.0 21.0 47.6 71.2 90.9 96.3: 9.1 3.7
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 : 256: 109 36 80 90 81 230 172:
Old : 256: 109 36 80 90 81 230 172:
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 : 13.0 23.8 20.6 41.8 10.1 20.8 16.1 31.4
Old : 13.0 23.8 20.6 41.8 10.1 20.8 16.1 31.4
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, March 16, 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 : 331,430: 70,862 22,491 103,220 144,815 199,079 318,897 324,790: 12,533 6,640
Old : 245,975: 74,213 37,215 65,297 95,597 137,681 235,107 240,193: 10,869 5,782
Other: 85,455: 21,174 9,800 13,398 49,218 61,399 83,790 84,597: 1,665 858
: : :
: : Changes in Commitments from: March 9, 2021 :
: 2,359: 80 2,081 94 2,601 404 2,775 2,579: -416 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.8 31.1 43.7 60.1 96.2 98.0: 3.8 2.0
Old : 100.0: 30.2 15.1 26.5 38.9 56.0 95.6 97.6: 4.4 2.4
Other: 100.0: 24.8 11.5 15.7 57.6 71.8 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 193 80 146 134 134 395 304:
Old : 441: 187 87 135 128 128 379 293:
Other: 208: 55 28 35 93 81 165 129:
:----------------------------------------------------------------------------------------------------
: 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 19.9 25.6 33.0 10.6 15.0 15.3 22.5
Old : 15.0 19.5 24.1 32.3 11.7 16.9 18.0 26.1
Other: 31.8 28.4 43.6 46.3 26.7 26.1 36.3 37.3
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 23,105: 1,172 5,488 7,754 14,179 9,862 23,105 23,105: 0 0
Old : 23,105: 1,172 5,488 7,754 14,179 9,862 23,105 23,105: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 3,130: 6 -183 1,515 1,608 1,797 3,130 3,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 23.8 33.6 61.4 42.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 23.8 33.6 61.4 42.7 100.0 100.0: 0.0 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 : 22: 4 7 9 10 8 21 17:
Old : 22: 4 7 9 10 8 21 17:
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 : 60.6 64.9 85.1 92.2 26.5 29.4 31.6 32.9
Old : 60.6 64.9 85.1 92.2 26.5 29.4 31.6 32.9
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, March 16, 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 : 35,409: 26,578 20,754 1,960 1,660 10,514 30,198 33,228: 5,211 2,181
Old : 35,409: 26,578 20,754 1,960 1,660 10,514 30,198 33,228: 5,211 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -5,935: 2,815 -11,910 -412 -8,708 6,846 -6,306 -5,476: 371 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 58.6 5.5 4.7 29.7 85.3 93.8: 14.7 6.2
Old : 100.0: 75.1 58.6 5.5 4.7 29.7 85.3 93.8: 14.7 6.2
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 : 105: 48 47 9 7 5 59 57:
Old : 105: 48 47 9 7 5 59 57:
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 : 39.8 45.9 59.1 63.3 36.7 45.2 56.0 61.7
Old : 39.8 45.9 59.1 63.3 36.7 45.2 56.0 61.7
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, March 16, 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 : 252,538: 42,685 20,106 31,866 175,132 199,171 249,683 251,143: 2,855 1,395
Old : 113,102: 36,480 12,162 15,471 59,793 84,655 111,743 112,288: 1,358 813
Other: 139,436: 10,168 11,906 12,433 115,339 114,516 137,940 138,855: 1,497 582
: : :
: : Changes in Commitments from: March 9, 2021 :
: -5,069: -642 1,284 1,557 -5,863 -8,057 -4,948 -5,216: -121 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.0 12.6 69.3 78.9 98.9 99.4: 1.1 0.6
Old : 100.0: 32.3 10.8 13.7 52.9 74.8 98.8 99.3: 1.2 0.7
Other: 100.0: 7.3 8.5 8.9 82.7 82.1 98.9 99.6: 1.1 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 125 65 49 68 64 212 169:
Old : 201: 88 38 33 50 44 153 104:
Other: 197: 68 55 21 43 47 124 114:
:----------------------------------------------------------------------------------------------------
: 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 : 43.5 41.1 60.4 60.6 31.5 36.0 39.3 47.1
Old : 29.7 41.6 45.3 62.0 24.6 32.8 34.5 48.4
Other: 59.4 55.1 77.6 71.7 53.0 54.0 65.4 66.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 482,162: 33,760 22,253 3,933 431,735 445,077 469,428 471,263: 12,734 10,899
Old : 482,162: 33,760 22,253 3,933 431,735 445,077 469,428 471,263: 12,734 10,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 51,703: -1,938 1,160 1,910 48,311 45,337 48,283 48,407: 3,420 3,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.6 0.8 89.5 92.3 97.4 97.7: 2.6 2.3
Old : 100.0: 7.0 4.6 0.8 89.5 92.3 97.4 97.7: 2.6 2.3
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: 22 15 10 119 90 148 108:
Old : 183: 22 15 10 119 90 148 108:
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 : 24.8 41.1 37.7 59.6 18.5 38.3 28.7 52.1
Old : 24.8 41.1 37.7 59.6 18.5 38.3 28.7 52.1
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, March 16, 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 : 1,399,310: 188,998 62,872 34,541 1,069,594 1,210,159 1,293,133 1,307,572: 106,177 91,738
Old : 1,399,310: 188,998 62,872 34,541 1,069,594 1,210,159 1,293,133 1,307,572: 106,177 91,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 200,639: -11,073 7,128 21,723 120,537 91,072 131,187 119,923: 69,452 80,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.5 2.5 76.4 86.5 92.4 93.4: 7.6 6.6
Old : 100.0: 13.5 4.5 2.5 76.4 86.5 92.4 93.4: 7.6 6.6
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 : 438: 96 43 41 253 156 369 222:
Old : 438: 96 43 41 253 156 369 222:
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 : 12.6 35.6 21.8 55.4 11.1 34.2 17.5 48.1
Old : 12.6 35.6 21.8 55.4 11.1 34.2 17.5 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2021