COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 373,381: 114,960 9,373 90,758 143,296 261,333 349,014 361,465: 24,367 11,916
Old : 340,126: 105,354 11,761 84,946 127,237 232,043 317,537 328,750: 22,589 11,376
Other: 33,255: 14,332 2,339 1,086 16,059 29,290 31,477 32,715: 1,778 540
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,705: -4,192 -671 3,395 2,378 -1,558 1,580 1,165: 125 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 2.5 24.3 38.4 70.0 93.5 96.8: 6.5 3.2
Old : 100.0: 31.0 3.5 25.0 37.4 68.2 93.4 96.7: 6.6 3.3
Other: 100.0: 43.1 7.0 3.3 48.3 88.1 94.7 98.4: 5.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 171 39 102 75 75 280 189:
Old : 302: 167 45 94 73 74 270 187:
Other: 92: 33 11 11 27 35 64 53:
:----------------------------------------------------------------------------------------------------
: 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 34.2 22.4 46.5 8.9 28.5 13.7 37.6
Old : 13.0 35.9 21.8 47.4 9.1 31.6 14.0 38.7
Other: 50.7 48.8 63.1 71.2 48.8 48.6 60.4 70.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 13,377: 2,235 2,186 1,308 7,285 8,186 10,828 11,680: 2,549 1,697
Old : 1,432: 170 150 0 819 1,189 989 1,339: 443 93
Other: 11,945: 2,126 2,097 1,247 6,466 6,997 9,839 10,341: 2,106 1,604
: : :
: : Changes in Commitments from: October 19, 2021 :
: 7: -215 61 -42 512 -139 255 -120: -248 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.3 9.8 54.5 61.2 80.9 87.3: 19.1 12.7
Old : 100.0: 11.9 10.5 0.0 57.2 83.0 69.1 93.5: 30.9 6.5
Other: 100.0: 17.8 17.6 10.4 54.1 58.6 82.4 86.6: 17.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 15 8 22 13 44 34:
Old : 16: 3 2 0 6 6 9 8:
Other: 64: 17 16 8 21 13 43 34:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 45.9 39.9 61.3 24.5 44.7 39.7 59.2
Old : 57.2 86.5 68.4 93.5 57.2 86.5 67.7 92.8
Other: 23.8 42.0 39.4 58.4 23.6 41.9 39.2 57.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 281,229: 55,719 42,821 68,276 145,326 162,200 269,321 273,296: 11,908 7,933
Old : 249,391: 55,990 38,985 65,992 115,814 136,770 237,796 241,747: 11,595 7,644
Other: 31,838: 1,442 5,548 571 29,512 25,430 31,525 31,549: 313 289
: : :
: : Changes in Commitments from: October 19, 2021 :
: -4,362: -5,235 -2,615 -2,414 3,617 703 -4,032 -4,326: -330 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 15.2 24.3 51.7 57.7 95.8 97.2: 4.2 2.8
Old : 100.0: 22.5 15.6 26.5 46.4 54.8 95.4 96.9: 4.6 3.1
Other: 100.0: 4.5 17.4 1.8 92.7 79.9 99.0 99.1: 1.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 74 68 84 60 52 185 160:
Old : 213: 75 67 80 59 50 180 157:
Other: 63: 12 13 7 26 21 43 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 : 20.2 22.4 32.3 35.0 12.8 11.0 20.4 18.1
Old : 17.2 21.6 28.6 34.3 11.4 10.5 18.9 18.6
Other: 74.5 60.0 83.5 76.5 74.5 56.0 81.3 72.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 1,051,847: 245,037 57,406 244,134 464,074 698,724 953,245 1,000,265: 98,602 51,583
Old : 1,051,847: 245,037 57,406 244,134 464,074 698,724 953,245 1,000,265: 98,602 51,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 26,929: -18,707 -2,680 13,042 24,605 23,434 18,939 33,795: 7,990 -6,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.5 23.2 44.1 66.4 90.6 95.1: 9.4 4.9
Old : 100.0: 23.3 5.5 23.2 44.1 66.4 90.6 95.1: 9.4 4.9
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 : 235: 95 37 76 90 78 214 165:
Old : 235: 95 37 76 90 78 214 165:
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 : 11.2 20.6 20.2 35.9 9.6 18.2 15.8 27.3
Old : 11.2 20.6 20.2 35.9 9.6 18.2 15.8 27.3
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, October 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 : 383,978: 77,694 14,685 146,110 147,911 215,457 371,715 376,253: 12,262 7,725
Old : 353,886: 77,658 28,250 127,518 137,047 190,841 342,223 346,609: 11,663 7,277
Other: 30,092: 15,001 1,400 3,627 10,865 24,616 29,493 29,643: 599 448
: : :
: : Changes in Commitments from: October 19, 2021 :
: 5,729: 179 202 3,806 2,038 1,963 6,023 5,971: -293 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.8 38.1 38.5 56.1 96.8 98.0: 3.2 2.0
Old : 100.0: 21.9 8.0 36.0 38.7 53.9 96.7 97.9: 3.3 2.1
Other: 100.0: 49.9 4.7 12.1 36.1 81.8 98.0 98.5: 2.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 195 65 157 129 135 392 311:
Old : 439: 190 74 156 125 135 387 310:
Other: 136: 31 15 17 61 60 97 88:
:----------------------------------------------------------------------------------------------------
: 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 20.8 25.8 33.0 7.5 13.3 11.9 18.1
Old : 16.2 19.6 27.0 32.4 8.1 12.2 13.1 16.7
Other: 36.5 44.1 52.3 55.7 33.8 39.5 45.8 50.4
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 64,550: 2,821 14,452 21,824 38,854 27,223 63,499 63,499: 1,051 1,051
Old : 64,550: 2,821 14,452 21,824 38,854 27,223 63,499 63,499: 1,051 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,031: 522 -369 247 337 1,228 1,106 1,106: -76 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 22.4 33.8 60.2 42.2 98.4 98.4: 1.6 1.6
Old : 100.0: 4.4 22.4 33.8 60.2 42.2 98.4 98.4: 1.6 1.6
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 : 22: 7 7 10 8 4 21 15:
Old : 22: 7 7 10 8 4 21 15:
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 : 78.6 82.0 93.4 96.0 20.7 21.7 22.1 22.9
Old : 78.6 82.0 93.4 96.0 20.7 21.7 22.1 22.9
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, October 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 : 59,084: 45,189 10,747 2,501 2,165 44,102 49,855 57,350: 9,229 1,734
Old : 59,084: 45,189 10,747 2,501 2,165 44,102 49,855 57,350: 9,229 1,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -1,741: -2,379 -899 13 53 -733 -2,313 -1,619: 572 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 18.2 4.2 3.7 74.6 84.4 97.1: 15.6 2.9
Old : 100.0: 76.5 18.2 4.2 3.7 74.6 84.4 97.1: 15.6 2.9
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 : 126: 89 28 10 5 5 98 40:
Old : 126: 89 28 10 5 5 98 40:
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 : 34.1 78.2 49.4 85.9 32.5 77.5 47.2 84.1
Old : 34.1 78.2 49.4 85.9 32.5 77.5 47.2 84.1
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, October 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 : 197,490: 59,999 8,352 13,373 120,878 174,794 194,250 196,519: 3,240 971
Old : 190,446: 58,793 8,129 12,788 115,960 168,687 187,541 189,604: 2,904 841
Other: 7,045: 1,256 273 535 4,919 6,107 6,709 6,915: 336 130
: : :
: : Changes in Commitments from: October 19, 2021 :
: -51,680: -1,963 -1,132 -19,268 -30,430 -30,888 -51,661 -51,288: -19 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.2 6.8 61.2 88.5 98.4 99.5: 1.6 0.5
Old : 100.0: 30.9 4.3 6.7 60.9 88.6 98.5 99.6: 1.5 0.4
Other: 100.0: 17.8 3.9 7.6 69.8 86.7 95.2 98.2: 4.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 154 35 47 63 43 232 116:
Old : 268: 147 32 45 61 43 225 112:
Other: 68: 23 10 14 14 26 41 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 : 48.8 43.6 62.5 64.5 44.2 42.7 55.7 63.3
Old : 48.4 43.7 62.5 64.9 43.7 42.8 55.6 63.6
Other: 67.0 50.7 76.7 66.6 67.0 48.7 75.4 63.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 390,084: 26,318 20,543 701 352,076 362,420 379,095 383,664: 10,989 6,420
Old : 390,084: 26,318 20,543 701 352,076 362,420 379,095 383,664: 10,989 6,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 9,141: 457 7,521 -572 9,832 2,084 9,717 9,033: -576 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.3 0.2 90.3 92.9 97.2 98.4: 2.8 1.6
Old : 100.0: 6.7 5.3 0.2 90.3 92.9 97.2 98.4: 2.8 1.6
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 : 181: 24 13 6 104 84 131 100:
Old : 181: 24 13 6 104 84 131 100:
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 : 29.8 38.1 43.1 55.2 24.2 37.8 37.4 54.6
Old : 29.8 38.1 43.1 55.2 24.2 37.8 37.4 54.6
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, October 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 : 1,053,464: 162,095 74,660 8,428 855,914 955,875 1,026,437 1,038,963: 27,027 14,501
Old : 1,053,464: 162,095 74,660 8,428 855,914 955,875 1,026,437 1,038,963: 27,027 14,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -37,146: -3,625 66 451 -34,565 -38,135 -37,739 -37,618: 593 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.1 0.8 81.2 90.7 97.4 98.6: 2.6 1.4
Old : 100.0: 15.4 7.1 0.8 81.2 90.7 97.4 98.6: 2.6 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 : 400: 71 48 25 220 155 306 213:
Old : 400: 71 48 25 220 155 306 213:
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 : 18.8 32.5 27.3 49.8 17.2 32.4 24.9 48.0
Old : 18.8 32.5 27.3 49.8 17.2 32.4 24.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2021