COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 292,507: 72,128 13,191 71,004 131,894 199,203 275,026 283,397: 17,482 9,110
Old : 96,932: 24,195 26,542 19,505 45,551 46,574 89,250 92,620: 7,681 4,312
Other: 195,575: 66,458 5,174 32,974 86,343 152,629 185,775 190,777: 9,800 4,799
: : :
: : Changes in Commitments from: May 25, 2021 :
: 10,031: 1,558 316 4,097 2,581 5,762 8,236 10,175: 1,796 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.5 24.3 45.1 68.1 94.0 96.9: 6.0 3.1
Old : 100.0: 25.0 27.4 20.1 47.0 48.0 92.1 95.6: 7.9 4.4
Other: 100.0: 34.0 2.6 16.9 44.1 78.0 95.0 97.5: 5.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 132 46 100 68 68 234 186:
Old : 212: 77 61 44 51 50 148 136:
Other: 231: 119 31 55 61 60 199 130:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 35.0 25.8 46.5 12.7 28.5 18.3 35.5
Old : 20.9 25.8 30.9 37.2 15.1 21.5 22.9 30.3
Other: 15.4 42.0 24.5 55.0 12.6 36.4 19.6 46.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 15,160: 2,856 3,259 2,040 6,865 8,424 11,761 13,723: 3,398 1,437
Old : 14,896: 2,853 3,228 2,012 6,701 8,299 11,567 13,539: 3,330 1,358
Other: 263: 10 38 21 163 125 195 184: 69 79
: : :
: : Changes in Commitments from: May 25, 2021 :
: -213: 106 -419 78 -954 317 -771 -24: 558 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.5 13.5 45.3 55.6 77.6 90.5: 22.4 9.5
Old : 100.0: 19.2 21.7 13.5 45.0 55.7 77.6 90.9: 22.4 9.1
Other: 100.0: 3.9 14.5 8.0 62.0 47.5 74.0 70.0: 26.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 22 16 10 21 14 49 34:
Old : 64: 22 16 10 21 14 49 34:
Other: 10: 1 2 3 4 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 41.6 37.2 58.4 21.8 40.3 32.8 55.4
Old : 22.9 41.4 37.5 58.2 22.2 40.1 33.0 55.6
Other: 67.9 64.3 74.0 70.0 65.5 59.3 65.9 62.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 235,652: 52,313 31,768 63,092 108,249 134,034 223,653 228,893: 11,999 6,759
Old : 138,614: 54,833 42,070 22,966 51,961 67,801 129,760 132,837: 8,854 5,776
Other: 97,039: 21,849 14,067 15,757 56,288 66,233 93,894 96,056: 3,145 983
: : :
: : Changes in Commitments from: May 25, 2021 :
: 3,152: 3,317 -236 -2,135 1,512 6,085 2,695 3,714: 457 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.5 26.8 45.9 56.9 94.9 97.1: 5.1 2.9
Old : 100.0: 39.6 30.4 16.6 37.5 48.9 93.6 95.8: 6.4 4.2
Other: 100.0: 22.5 14.5 16.2 58.0 68.3 96.8 99.0: 3.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 77 56 76 60 49 179 147:
Old : 196: 73 58 54 50 40 151 127:
Other: 125: 44 26 28 49 35 108 75:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 24.7 31.1 38.3 11.6 13.5 18.2 20.5
Old : 19.1 25.6 31.5 37.0 17.2 18.2 25.6 28.7
Other: 31.6 37.2 45.8 55.8 18.4 25.6 27.0 37.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 1,227,921: 313,953 30,545 283,351 528,667 870,120 1,125,970 1,184,016: 101,951 43,905
Old : 1,227,921: 313,953 30,545 283,351 528,667 870,120 1,125,970 1,184,016: 101,951 43,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2021 :
: 21,912: 14,646 -3,909 6,386 -4,754 17,638 16,278 20,115: 5,633 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.5 23.1 43.1 70.9 91.7 96.4: 8.3 3.6
Old : 100.0: 25.6 2.5 23.1 43.1 70.9 91.7 96.4: 8.3 3.6
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 : 250: 111 24 75 97 88 233 168:
Old : 250: 111 24 75 97 88 233 168:
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 : 11.1 23.8 19.5 39.9 9.1 19.6 15.1 30.6
Old : 11.1 23.8 19.5 39.9 9.1 19.6 15.1 30.6
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, June 01, 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 : 376,834: 84,124 19,658 119,431 158,382 228,508 361,937 367,597: 14,898 9,237
Old : 234,474: 75,557 38,533 65,225 82,446 124,539 223,228 228,297: 11,246 6,177
Other: 142,361: 34,884 7,442 27,889 75,936 103,969 138,709 139,300: 3,652 3,061
: : :
: : Changes in Commitments from: May 25, 2021 :
: 15,101: 1,908 -3,986 12,393 183 5,679 14,484 14,086: 618 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.2 31.7 42.0 60.6 96.0 97.5: 4.0 2.5
Old : 100.0: 32.2 16.4 27.8 35.2 53.1 95.2 97.4: 4.8 2.6
Other: 100.0: 24.5 5.2 19.6 53.3 73.0 97.4 97.9: 2.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 469: 224 64 162 137 138 426 316:
Old : 456: 211 84 129 116 129 375 296:
Other: 274: 99 33 60 111 100 236 171:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.7 24.0 32.3 10.2 14.8 15.1 20.9
Old : 15.4 19.0 25.2 31.3 11.0 17.1 17.8 24.4
Other: 20.5 24.2 29.3 38.3 16.4 21.4 24.0 33.3
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 36,263: 1,165 2,232 13,367 21,730 20,664 36,263 36,263: 1 0
Old : 36,263: 1,165 2,232 13,367 21,730 20,664 36,263 36,263: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2021 :
: 1,050: 29 126 185 836 738 1,050 1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.2 36.9 59.9 57.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 6.2 36.9 59.9 57.0 100.0 100.0: 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 : 23: 8 5 11 10 5 23 16:
Old : 23: 8 5 11 10 5 23 16:
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 : 72.7 72.6 93.8 94.4 19.7 20.6 21.0 21.7
Old : 72.7 72.6 93.8 94.4 19.7 20.6 21.0 21.7
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, June 01, 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 : 48,079: 30,221 27,249 4,270 6,365 12,195 40,856 43,714: 7,222 4,365
Old : 48,079: 30,221 27,249 4,270 6,365 12,195 40,856 43,714: 7,222 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2021 :
: 5,000: 2,724 2,541 275 944 1,388 3,943 4,204: 1,057 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 56.7 8.9 13.2 25.4 85.0 90.9: 15.0 9.1
Old : 100.0: 62.9 56.7 8.9 13.2 25.4 85.0 90.9: 15.0 9.1
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 : 125: 53 61 10 6 6 65 72:
Old : 125: 53 61 10 6 6 65 72:
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 : 45.6 45.7 61.2 58.9 40.8 44.5 55.4 54.7
Old : 45.6 45.7 61.2 58.9 40.8 44.5 55.4 54.7
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, June 01, 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 : 232,632: 34,802 16,758 31,308 163,832 182,373 229,943 230,439: 2,689 2,193
Old : 35,556: 8,545 5,368 10,044 16,468 19,771 35,057 35,183: 499 374
Other: 197,075: 28,233 13,367 19,288 147,364 162,602 194,885 195,256: 2,190 1,819
: : :
: : Changes in Commitments from: May 25, 2021 :
: 5,426: 297 -1,153 973 3,722 5,723 4,993 5,543: 433 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.2 13.5 70.4 78.4 98.8 99.1: 1.2 0.9
Old : 100.0: 24.0 15.1 28.2 46.3 55.6 98.6 98.9: 1.4 1.1
Other: 100.0: 14.3 6.8 9.8 74.8 82.5 98.9 99.1: 1.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 85 102 50 59 83 174 210:
Old : 100: 35 25 8 22 30 60 60:
Other: 268: 74 94 36 55 78 153 188:
:----------------------------------------------------------------------------------------------------
: 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 : 49.0 31.4 65.2 50.0 39.6 29.0 46.9 42.5
Old : 44.5 45.9 63.4 69.3 19.8 24.9 29.7 32.0
Other: 55.6 34.7 70.0 53.6 49.4 33.5 57.2 49.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 01, 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 : 402,474: 38,312 8,356 1,189 353,090 387,564 392,591 397,109: 9,883 5,365
Old : 402,474: 38,312 8,356 1,189 353,090 387,564 392,591 397,109: 9,883 5,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2021 :
: -3,621: 2,688 -2,914 196 -6,146 -95 -3,262 -2,813: -359 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.1 0.3 87.7 96.3 97.5 98.7: 2.5 1.3
Old : 100.0: 9.5 2.1 0.3 87.7 96.3 97.5 98.7: 2.5 1.3
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 : 184: 30 11 6 112 85 144 100:
Old : 184: 30 11 6 112 85 144 100:
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 : 26.6 37.5 39.4 58.0 20.7 37.1 30.6 56.3
Old : 26.6 37.5 39.4 58.0 20.7 37.1 30.6 56.3
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, June 01, 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 : 1,079,554: 182,371 59,410 15,396 845,480 989,297 1,043,247 1,064,103: 36,307 15,451
Old : 1,079,554: 182,371 59,410 15,396 845,480 989,297 1,043,247 1,064,103: 36,307 15,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2021 :
: -4,178: 10,757 2,751 -849 -18,074 -8,764 -8,166 -6,862: 3,988 2,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.5 1.4 78.3 91.6 96.6 98.6: 3.4 1.4
Old : 100.0: 16.9 5.5 1.4 78.3 91.6 96.6 98.6: 3.4 1.4
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 : 417: 87 40 29 236 147 334 206:
Old : 417: 87 40 29 236 147 334 206:
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 : 13.2 41.9 20.9 59.8 11.6 41.5 18.7 57.6
Old : 13.2 41.9 20.9 59.8 11.6 41.5 18.7 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 04, 2021