COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 296,412: 121,939 9,394 49,862 103,624 228,603 275,424 287,859: 20,987 8,553
Old : 255,414: 111,166 12,604 42,082 83,667 192,837 236,915 247,524: 18,499 7,890
Other: 40,998: 16,375 2,393 2,176 19,957 35,766 38,509 40,336: 2,489 662
: : :
: : Changes in Commitments from: November 16, 2021 :
: -4,112: -685 1,100 -171 -1,856 -3,412 -2,711 -2,482: -1,400 -1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 3.2 16.8 35.0 77.1 92.9 97.1: 7.1 2.9
Old : 100.0: 43.5 4.9 16.5 32.8 75.5 92.8 96.9: 7.2 3.1
Other: 100.0: 39.9 5.8 5.3 48.7 87.2 93.9 98.4: 6.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 169 30 79 67 72 263 163:
Old : 288: 159 40 70 65 70 250 159:
Other: 101: 45 6 15 26 39 75 59:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 41.4 19.9 54.8 10.6 38.0 16.5 50.6
Old : 12.1 45.0 19.4 55.7 11.5 43.4 17.9 53.6
Other: 41.9 45.2 57.5 64.5 39.0 40.7 51.7 59.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 12,922: 2,303 2,560 1,036 6,798 7,871 10,137 11,467: 2,785 1,455
Old : 12,922: 2,303 2,560 1,036 6,798 7,871 10,137 11,467: 2,785 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 2: -230 -189 124 -140 375 -245 310: 247 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.8 8.0 52.6 60.9 78.4 88.7: 21.6 11.3
Old : 100.0: 17.8 19.8 8.0 52.6 60.9 78.4 88.7: 21.6 11.3
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 : 65: 23 10 7 23 15 47 32:
Old : 65: 23 10 7 23 15 47 32:
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 : 22.3 45.5 37.9 62.8 22.1 44.4 37.5 61.5
Old : 22.3 45.5 37.9 62.8 22.1 44.4 37.5 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 267,887: 58,197 49,163 59,403 139,706 150,573 257,306 259,139: 10,581 8,748
Old : 228,534: 58,168 45,284 55,925 104,507 118,969 218,600 220,177: 9,933 8,356
Other: 39,353: 2,662 6,512 845 35,199 31,604 38,706 38,962: 647 392
: : :
: : Changes in Commitments from: November 16, 2021 :
: 3,106: 1,940 -9,592 2,304 -589 10,208 3,655 2,919: -549 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 18.4 22.2 52.2 56.2 96.1 96.7: 3.9 3.3
Old : 100.0: 25.5 19.8 24.5 45.7 52.1 95.7 96.3: 4.3 3.7
Other: 100.0: 6.8 16.5 2.1 89.4 80.3 98.4 99.0: 1.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 79 66 73 67 47 185 151:
Old : 220: 77 69 73 65 46 183 149:
Other: 68: 11 15 11 28 25 44 46:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 21.7 31.6 33.0 13.2 11.2 21.4 18.4
Old : 17.7 20.4 29.1 32.2 14.1 11.8 22.4 20.1
Other: 61.2 54.9 76.6 74.5 61.2 48.8 71.0 66.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 1,099,101: 295,371 43,783 244,255 459,307 759,831 998,933 1,047,868: 100,168 51,233
Old : 1,099,101: 295,371 43,783 244,255 459,307 759,831 998,933 1,047,868: 100,168 51,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 24,672: 18,828 -3,924 -3,921 10,656 31,844 25,563 23,999: -891 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.0 22.2 41.8 69.1 90.9 95.3: 9.1 4.7
Old : 100.0: 26.9 4.0 22.2 41.8 69.1 90.9 95.3: 9.1 4.7
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 : 237: 105 30 80 92 78 221 165:
Old : 237: 105 30 80 92 78 221 165:
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 : 11.6 20.5 21.0 35.9 9.8 17.3 17.0 27.7
Old : 11.6 20.5 21.0 35.9 9.8 17.3 17.0 27.7
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, November 23, 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 : 342,067: 78,417 12,354 118,103 134,353 204,082 330,873 334,539: 11,194 7,528
Old : 301,825: 79,012 29,614 92,844 119,528 172,537 291,384 294,994: 10,441 6,830
Other: 40,243: 19,141 2,476 5,523 14,825 31,545 39,489 39,545: 753 698
: : :
: : Changes in Commitments from: November 16, 2021 :
: 1,177: 1,347 -749 4,275 -3,449 -1,856 2,173 1,670: -996 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.6 34.5 39.3 59.7 96.7 97.8: 3.3 2.2
Old : 100.0: 26.2 9.8 30.8 39.6 57.2 96.5 97.7: 3.5 2.3
Other: 100.0: 47.6 6.2 13.7 36.8 78.4 98.1 98.3: 1.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 194 66 138 129 141 377 301:
Old : 436: 192 71 134 123 140 369 297:
Other: 151: 31 22 20 65 64 106 99:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.9 24.6 29.8 9.8 15.1 15.0 21.4
Old : 14.3 18.0 25.7 29.7 11.3 14.1 17.1 20.3
Other: 40.0 36.2 55.1 49.3 35.8 33.1 50.6 44.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 57,894: 47,130 11,404 1,594 1,779 42,889 50,503 55,888: 7,392 2,007
Old : 57,894: 47,130 11,404 1,594 1,779 42,889 50,503 55,888: 7,392 2,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: -1,669: -835 -1,694 -321 -251 428 -1,407 -1,586: -262 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 19.7 2.8 3.1 74.1 87.2 96.5: 12.8 3.5
Old : 100.0: 81.4 19.7 2.8 3.1 74.1 87.2 96.5: 12.8 3.5
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 : 131: 88 32 12 5 6 98 47:
Old : 131: 88 32 12 5 6 98 47:
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 : 37.4 78.6 54.0 84.6 36.1 78.6 52.3 84.5
Old : 37.4 78.6 54.0 84.6 36.1 78.6 52.3 84.5
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, November 23, 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 : 214,086: 66,539 8,888 19,438 125,165 183,906 211,142 212,232: 2,944 1,853
Old : 195,492: 65,151 7,228 16,967 110,826 169,814 192,944 194,009: 2,548 1,483
Other: 18,593: 3,112 3,384 747 14,338 14,092 18,198 18,223: 396 370
: : :
: : Changes in Commitments from: November 16, 2021 :
: 10,155: 3,564 1,704 2,099 4,423 6,019 10,087 9,822: 68 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 4.2 9.1 58.5 85.9 98.6 99.1: 1.4 0.9
Old : 100.0: 33.3 3.7 8.7 56.7 86.9 98.7 99.2: 1.3 0.8
Other: 100.0: 16.7 18.2 4.0 77.1 75.8 97.9 98.0: 2.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 148 36 52 66 45 240 117:
Old : 263: 153 25 48 63 43 233 106:
Other: 80: 16 23 14 20 30 43 60:
:----------------------------------------------------------------------------------------------------
: 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 : 52.9 40.9 63.2 61.1 46.0 40.4 54.8 58.7
Old : 50.3 43.3 61.4 62.8 42.9 42.9 52.5 60.3
Other: 80.0 37.7 85.8 56.8 78.6 37.0 83.9 55.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 401,792: 28,146 19,372 1,495 359,654 373,645 389,295 394,512: 12,497 7,280
Old : 401,792: 28,146 19,372 1,495 359,654 373,645 389,295 394,512: 12,497 7,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 6,803: 468 1,811 323 5,881 10,231 6,672 12,365: 131 -5,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.8 0.4 89.5 93.0 96.9 98.2: 3.1 1.8
Old : 100.0: 7.0 4.8 0.4 89.5 93.0 96.9 98.2: 3.1 1.8
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 : 185: 27 10 8 109 86 138 102:
Old : 185: 27 10 8 109 86 138 102:
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 : 29.0 36.9 41.6 55.8 25.0 36.5 36.4 55.0
Old : 29.0 36.9 41.6 55.8 25.0 36.5 36.4 55.0
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, November 23, 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 : 1,090,128: 175,571 71,775 9,382 879,563 994,794 1,064,516 1,075,951: 25,612 14,177
Old : 1,090,128: 175,571 71,775 9,382 879,563 994,794 1,064,516 1,075,951: 25,612 14,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 13,703: 13,865 -9,718 -982 10,067 52,568 22,950 41,868: -9,247 -28,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.6 0.9 80.7 91.3 97.7 98.7: 2.3 1.3
Old : 100.0: 16.1 6.6 0.9 80.7 91.3 97.7 98.7: 2.3 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 : 403: 70 43 29 231 161 316 218:
Old : 403: 70 43 29 231 161 316 218:
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 : 19.3 31.4 27.4 47.9 17.5 31.4 24.7 46.8
Old : 19.3 31.4 27.4 47.9 17.5 31.4 24.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EM ASIA MINI NTR INDEX - ICE FUTURES U.S. Code-24477G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EM ASIA x 100) :
: : :
All : 158,958: 1,841 1,864 8,119 148,993 148,647 158,953 158,630: 5 328
Old : 158,958: 1,841 1,864 8,119 148,993 148,647 158,953 158,630: 5 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2021 :
: 4,499: -1,285 60 25 5,894 4,413 4,634 4,498: -135 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.2 5.1 93.7 93.5 100.0 99.8: 0.0 0.2
Old : 100.0: 1.2 1.2 5.1 93.7 93.5 100.0 99.8: 0.0 0.2
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 : 20: 1 3 2 12 10 14 14:
Old : 20: 1 3 2 12 10 14 14:
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 : 71.9 76.8 96.1 96.5 59.4 59.8 65.8 66.1
Old : 71.9 76.8 96.1 96.5 59.4 59.8 65.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2021