COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 298,404: 102,276 14,993 56,703 118,234 217,787 277,213 289,483: 21,191 8,921
Old : 281,683: 94,063 15,606 55,297 112,612 201,935 261,972 272,839: 19,711 8,845
Other: 16,721: 9,314 488 305 5,622 15,852 15,241 16,644: 1,479 77
: : :
: : Changes in Commitments from: July 20, 2021 :
: 13,745: 8,764 -334 1,939 1,062 10,545 11,765 12,150: 1,980 1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 5.0 19.0 39.6 73.0 92.9 97.0: 7.1 3.0
Old : 100.0: 33.4 5.5 19.6 40.0 71.7 93.0 96.9: 7.0 3.1
Other: 100.0: 55.7 2.9 1.8 33.6 94.8 91.2 99.5: 8.8 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 167 38 90 71 67 270 170:
Old : 298: 161 46 88 69 66 266 169:
Other: 60: 24 5 9 14 22 41 33:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 37.5 20.9 49.4 11.4 32.7 17.3 41.8
Old : 13.6 37.9 21.2 49.7 11.9 33.5 18.2 42.5
Other: 48.1 59.1 64.9 85.0 46.6 59.1 63.4 85.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 14,748: 4,937 763 2,001 4,424 11,062 11,362 13,827: 3,386 921
Old : 14,036: 5,022 752 1,806 3,900 10,619 10,728 13,177: 3,308 859
Other: 712: 26 123 84 524 443 635 650: 78 62
: : :
: : Changes in Commitments from: July 20, 2021 :
: 1,186: 816 -269 403 -124 1,101 1,096 1,235: 91 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.2 13.6 30.0 75.0 77.0 93.8: 23.0 6.2
Old : 100.0: 35.8 5.4 12.9 27.8 75.7 76.4 93.9: 23.6 6.1
Other: 100.0: 3.7 17.2 11.8 73.6 62.2 89.1 91.3: 10.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 42 8 8 20 16 65 29:
Old : 78: 44 6 7 20 16 65 28:
Other: 18: 3 4 4 8 3 14 8:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 55.9 32.6 73.2 19.1 51.6 28.8 67.1
Old : 19.9 55.9 33.6 73.2 19.9 51.3 29.1 67.4
Other: 63.8 76.9 81.3 91.3 63.8 75.4 76.3 79.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 294,713: 65,173 64,425 71,819 145,159 148,817 282,151 285,062: 12,562 9,652
Old : 110,408: 57,628 43,315 9,624 35,471 51,457 102,724 104,397: 7,685 6,011
Other: 184,305: 36,904 50,469 32,836 109,688 97,360 179,427 180,665: 4,878 3,640
: : :
: : Changes in Commitments from: July 20, 2021 :
: 5,310: 8,703 -2,506 -27 -2,044 8,991 6,632 6,458: -1,322 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 21.9 24.4 49.3 50.5 95.7 96.7: 4.3 3.3
Old : 100.0: 52.2 39.2 8.7 32.1 46.6 93.0 94.6: 7.0 5.4
Other: 100.0: 20.0 27.4 17.8 59.5 52.8 97.4 98.0: 2.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 95 66 77 67 46 199 156:
Old : 200: 80 57 35 51 27 148 102:
Other: 173: 56 51 51 58 39 138 119:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 23.1 32.6 37.4 14.3 12.9 21.1 22.8
Old : 26.9 34.2 38.3 48.4 21.2 27.0 31.8 38.0
Other: 27.9 26.7 40.8 46.2 21.7 20.5 30.8 31.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 1,139,810: 302,296 35,489 258,721 477,900 800,496 1,038,917 1,094,706: 100,893 45,104
Old : 1,139,810: 302,296 35,489 258,721 477,900 800,496 1,038,917 1,094,706: 100,893 45,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 64,124: 26,322 -2,586 19,828 4,905 42,843 51,056 60,085: 13,068 4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.1 22.7 41.9 70.2 91.1 96.0: 8.9 4.0
Old : 100.0: 26.5 3.1 22.7 41.9 70.2 91.1 96.0: 8.9 4.0
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 : 248: 116 24 80 94 87 229 174:
Old : 248: 116 24 80 94 87 229 174:
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 : 11.0 22.5 19.4 38.0 9.7 18.9 16.1 29.3
Old : 11.0 22.5 19.4 38.0 9.7 18.9 16.1 29.3
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, July 27, 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 : 402,088: 68,585 16,316 150,631 171,291 228,001 390,507 394,949: 11,581 7,140
Old : 163,809: 52,882 47,603 39,741 64,720 73,363 157,343 160,707: 6,466 3,102
Other: 238,279: 57,856 10,867 68,737 106,571 154,638 233,164 234,242: 5,115 4,037
: : :
: : Changes in Commitments from: July 20, 2021 :
: 37,334: -7,108 -5,552 36,271 8,473 6,588 37,636 37,308: -302 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.1 37.5 42.6 56.7 97.1 98.2: 2.9 1.8
Old : 100.0: 32.3 29.1 24.3 39.5 44.8 96.1 98.1: 3.9 1.9
Other: 100.0: 24.3 4.6 28.8 44.7 64.9 97.9 98.3: 2.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 195 66 154 141 139 393 315:
Old : 396: 154 88 75 106 105 290 238:
Other: 337: 124 49 94 122 123 288 233:
:----------------------------------------------------------------------------------------------------
: 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 20.4 27.1 33.7 8.4 14.5 12.3 19.7
Old : 17.7 25.2 26.9 38.2 12.0 24.2 19.0 34.3
Other: 18.5 23.7 29.9 36.3 11.7 14.3 17.2 21.8
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 52,732: 5,515 472 21,272 25,945 30,989 52,732 52,732: 1 0
Old : 52,732: 5,515 472 21,272 25,945 30,989 52,732 52,732: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 3,303: 1,962 -1,062 1,987 -647 2,377 3,303 3,303: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.9 40.3 49.2 58.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.5 0.9 40.3 49.2 58.8 100.0 100.0: 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: 11 3 11 8 7 22 18:
Old : 22: 11 3 11 8 7 22 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 : 65.8 74.1 91.5 95.3 13.6 17.8 16.6 18.0
Old : 65.8 74.1 91.5 95.3 13.6 17.8 16.6 18.0
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, July 27, 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 : 43,141: 31,786 15,225 2,143 1,346 23,623 35,275 40,991: 7,866 2,150
Old : 43,141: 31,786 15,225 2,143 1,346 23,623 35,275 40,991: 7,866 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 4,096: 2,932 -1,403 344 511 4,938 3,786 3,878: 309 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 35.3 5.0 3.1 54.8 81.8 95.0: 18.2 5.0
Old : 100.0: 73.7 35.3 5.0 3.1 54.8 81.8 95.0: 18.2 5.0
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 : 125: 78 39 9 5 5 87 49:
Old : 125: 78 39 9 5 5 87 49:
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 : 35.9 66.1 51.9 74.9 33.5 66.1 48.0 74.7
Old : 35.9 66.1 51.9 74.9 33.5 66.1 48.0 74.7
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, July 27, 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 : 244,995: 35,858 24,860 26,856 179,174 192,160 241,887 243,877: 3,108 1,118
Old : 243,673: 35,888 24,790 26,604 178,317 191,166 240,808 242,561: 2,865 1,112
Other: 1,322: 191 291 31 857 994 1,079 1,316: 243 6
: : :
: : Changes in Commitments from: July 20, 2021 :
: 1,303: -67 1,317 815 544 -804 1,292 1,328: 11 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.1 11.0 73.1 78.4 98.7 99.5: 1.3 0.5
Old : 100.0: 14.7 10.2 10.9 73.2 78.5 98.8 99.5: 1.2 0.5
Other: 100.0: 14.4 22.0 2.3 64.8 75.2 81.6 99.5: 18.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 112 96 51 74 83 209 213:
Old : 328: 112 95 51 73 82 208 211:
Other: 33: 7 6 2 4 16 13 22:
:----------------------------------------------------------------------------------------------------
: 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 : 47.4 34.0 62.7 52.4 41.1 28.8 50.4 42.7
Old : 47.6 34.1 63.0 52.6 41.3 29.0 50.6 42.9
Other: 64.8 58.9 76.5 79.0 64.8 58.9 76.5 77.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 433,666: 41,106 12,321 1,002 381,338 409,999 423,446 423,322: 10,220 10,344
Old : 433,666: 41,106 12,321 1,002 381,338 409,999 423,446 423,322: 10,220 10,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 244: -1,300 1,367 -237 2,246 -5,200 709 -4,070: -465 4,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.8 0.2 87.9 94.5 97.6 97.6: 2.4 2.4
Old : 100.0: 9.5 2.8 0.2 87.9 94.5 97.6 97.6: 2.4 2.4
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 : 189: 31 13 5 105 86 140 100:
Old : 189: 31 13 5 105 86 140 100:
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 : 31.0 43.6 43.1 62.6 26.2 43.0 36.8 60.4
Old : 31.0 43.6 43.1 62.6 26.2 43.0 36.8 60.4
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, July 27, 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 : 1,069,489: 187,904 56,827 10,347 839,799 986,308 1,038,050 1,053,482: 31,439 16,007
Old : 1,069,489: 187,904 56,827 10,347 839,799 986,308 1,038,050 1,053,482: 31,439 16,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2021 :
: 18,969: 4,564 -8,970 -3,733 17,442 28,168 18,273 15,465: 696 3,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.3 1.0 78.5 92.2 97.1 98.5: 2.9 1.5
Old : 100.0: 17.6 5.3 1.0 78.5 92.2 97.1 98.5: 2.9 1.5
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 : 418: 87 41 26 230 154 327 211:
Old : 418: 87 41 26 230 154 327 211:
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 : 16.1 30.6 23.5 48.2 13.7 30.6 20.7 46.4
Old : 16.1 30.6 23.5 48.2 13.7 30.6 20.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2021