COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,833: 63,094 53,422 48,151 95,191 103,334 206,436 204,908: 12,397 13,925
Old : 192,570: 62,478 56,982 40,913 77,940 81,342 181,331 179,237: 11,239 13,333
Other: 26,263: 6,168 1,993 1,686 17,251 21,992 25,105 25,671: 1,158 593
: : :
: : Changes in Commitments from: November 21, 2023 :
: -1,941: 1,121 692 2,282 -4,976 -5,203 -1,573 -2,229: -367 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 24.4 22.0 43.5 47.2 94.3 93.6: 5.7 6.4
Old : 100.0: 32.4 29.6 21.2 40.5 42.2 94.2 93.1: 5.8 6.9
Other: 100.0: 23.5 7.6 6.4 65.7 83.7 95.6 97.7: 4.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 114 82 96 68 70 221 215:
Old : 282: 107 89 88 64 68 207 213:
Other: 95: 30 14 13 37 27 77 44:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 16.1 20.7 24.3 9.0 10.2 15.9 17.1
Old : 10.2 15.4 18.9 24.4 9.2 10.5 16.9 18.3
Other: 44.4 37.1 58.3 57.6 41.0 37.0 54.2 57.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,145: 4,540 1,518 2,078 2,990 6,428 9,608 10,024: 2,537 2,121
Old : 12,135: 4,540 1,518 2,078 2,982 6,424 9,600 10,020: 2,535 2,115
Other: 10: 0 0 0 8 4 8 4: 2 6
: : :
: : Changes in Commitments from: November 21, 2023 :
: -105: 47 281 19 -187 -257 -120 44: 16 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 12.5 17.1 24.6 52.9 79.1 82.5: 20.9 17.5
Old : 100.0: 37.4 12.5 17.1 24.6 52.9 79.1 82.6: 20.9 17.4
Other: 100.0: 0.0 0.0 0.0 80.0 40.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 31 21 12 14 11 49 40:
Old : 70: 31 21 12 14 11 49 40:
Other: 5: 0 0 0 4 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 46.9 41.4 61.5 18.7 42.9 30.0 49.0
Old : 24.0 46.9 41.4 61.5 18.6 43.0 30.0 49.1
Other: 80.0 40.0 80.0 40.0 80.0 40.0 80.0 40.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 418,391: 123,669 52,825 165,188 114,593 187,216 403,450 405,229: 14,941 13,162
Old : 390,185: 121,783 61,477 149,875 104,795 166,121 376,452 377,472: 13,733 12,713
Other: 28,205: 11,241 704 5,958 9,798 21,095 26,997 27,756: 1,208 449
: : :
: : Changes in Commitments from: November 21, 2023 :
: 16,012: 1,357 2,087 8,358 6,889 5,544 16,604 15,989: -592 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.6 39.5 27.4 44.7 96.4 96.9: 3.6 3.1
Old : 100.0: 31.2 15.8 38.4 26.9 42.6 96.5 96.7: 3.5 3.3
Other: 100.0: 39.9 2.5 21.1 34.7 74.8 95.7 98.4: 4.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 122 73 94 54 54 220 190:
Old : 275: 118 79 91 53 54 216 189:
Other: 76: 29 10 18 18 24 52 48:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 29.1 37.1 41.4 9.6 10.6 14.9 17.7
Old : 28.0 29.3 37.3 41.8 10.3 12.5 15.9 19.7
Other: 43.8 47.9 63.7 68.8 31.8 41.3 44.4 56.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,129,500: 260,792 80,378 298,916 474,379 699,331 1,034,087 1,078,624: 95,413 50,876
Old : 1,129,500: 260,792 80,378 298,916 474,379 699,331 1,034,087 1,078,624: 95,413 50,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: -3,576: -18,004 3,361 238 14,025 -8,855 -3,742 -5,256: 165 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.1 26.5 42.0 61.9 91.6 95.5: 8.4 4.5
Old : 100.0: 23.1 7.1 26.5 42.0 61.9 91.6 95.5: 8.4 4.5
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 : 245: 98 50 93 80 78 217 185:
Old : 245: 98 50 93 80 78 217 185:
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 : 12.3 25.6 20.6 39.2 6.7 19.4 11.1 27.4
Old : 12.3 25.6 20.6 39.2 6.7 19.4 11.1 27.4
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, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 228,056: 61,161 31,013 72,563 82,896 114,592 216,620 218,168: 11,436 9,888
Old : 211,512: 61,464 36,589 61,604 77,544 104,045 200,612 202,238: 10,900 9,274
Other: 16,544: 9,661 4,387 996 5,352 10,548 16,008 15,930: 536 614
: : :
: : Changes in Commitments from: November 21, 2023 :
: 7,664: 2,188 1,571 4,357 28 826 6,573 6,753: 1,091 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.6 31.8 36.3 50.2 95.0 95.7: 5.0 4.3
Old : 100.0: 29.1 17.3 29.1 36.7 49.2 94.8 95.6: 5.2 4.4
Other: 100.0: 58.4 26.5 6.0 32.3 63.8 96.8 96.3: 3.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 138 80 123 111 114 312 267:
Old : 366: 142 82 120 108 112 309 262:
Other: 128: 26 22 17 61 42 94 74:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 23.2 27.6 34.9 9.8 12.9 15.6 20.3
Old : 17.1 24.6 26.7 36.0 10.5 13.6 16.4 21.8
Other: 48.7 36.8 63.0 52.1 48.6 32.2 58.9 46.9
USD INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,431: 28,798 9,718 1,102 6,760 25,051 36,659 35,871: 2,772 3,561
Old : 39,431: 28,798 9,718 1,102 6,760 25,051 36,659 35,871: 2,772 3,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 1,482: 255 1,860 1 1,775 -669 2,031 1,192: -549 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 24.6 2.8 17.1 63.5 93.0 91.0: 7.0 9.0
Old : 100.0: 73.0 24.6 2.8 17.1 63.5 93.0 91.0: 7.0 9.0
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 : 97: 45 43 7 5 6 55 52:
Old : 97: 45 43 7 5 6 55 52:
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 : 45.8 70.5 65.9 75.9 44.2 70.3 62.7 74.6
Old : 45.8 70.5 65.9 75.9 44.2 70.3 62.7 74.6
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 28, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 263,225: 8,999 93,943 35,923 216,412 131,832 261,334 261,698: 1,891 1,527
Old : 252,511: 10,215 93,233 34,047 206,423 123,925 250,685 251,205: 1,825 1,305
Other: 10,714: 410 2,337 249 9,989 7,906 10,649 10,493: 65 221
: : :
: : Changes in Commitments from: November 21, 2023 :
: -8,469: -334 -4,175 -417 -7,711 -3,984 -8,462 -8,575: -6 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 35.7 13.6 82.2 50.1 99.3 99.4: 0.7 0.6
Old : 100.0: 4.0 36.9 13.5 81.7 49.1 99.3 99.5: 0.7 0.5
Other: 100.0: 3.8 21.8 2.3 93.2 73.8 99.4 97.9: 0.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 79 118 69 64 64 181 222:
Old : 292: 81 116 64 63 56 179 208:
Other: 62: 10 21 10 13 23 29 49:
:----------------------------------------------------------------------------------------------------
: 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 : 49.2 24.0 62.3 39.7 43.2 23.0 50.1 33.2
Old : 47.8 25.0 61.4 40.6 43.7 24.0 50.5 34.2
Other: 88.3 52.2 94.5 73.3 88.1 51.9 93.6 72.5
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 407,913: 19,593 81,625 3,254 372,693 315,441 395,540 400,320: 12,373 7,593
Old : 407,913: 19,593 81,625 3,254 372,693 315,441 395,540 400,320: 12,373 7,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 14,468: 229 4,015 623 11,223 8,238 12,075 12,876: 2,393 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 20.0 0.8 91.4 77.3 97.0 98.1: 3.0 1.9
Old : 100.0: 4.8 20.0 0.8 91.4 77.3 97.0 98.1: 3.0 1.9
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 : 199: 22 23 9 112 84 138 112:
Old : 199: 22 23 9 112 84 138 112:
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 : 27.7 38.7 41.3 58.5 25.9 38.7 39.1 58.4
Old : 27.7 38.7 41.3 58.5 25.9 38.7 39.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EM INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,012,923: 153,653 133,506 8,778 818,390 854,398 980,821 996,682: 32,102 16,241
Old : 1,012,923: 153,653 133,506 8,778 818,390 854,398 980,821 996,682: 32,102 16,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2023 :
: 13,894: 11,888 227 -1,349 1,844 14,822 12,383 13,700: 1,511 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.2 0.9 80.8 84.3 96.8 98.4: 3.2 1.6
Old : 100.0: 15.2 13.2 0.9 80.8 84.3 96.8 98.4: 3.2 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 : 410: 75 48 31 228 149 316 215:
Old : 410: 75 48 31 228 149 316 215:
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 : 14.8 28.2 23.2 46.6 14.2 28.1 22.0 43.4
Old : 14.8 28.2 23.2 46.6 14.2 28.1 22.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2023