COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,548: 86,277 13,166 25,952 91,176 172,742 203,405 211,860: 16,143 7,688
Old : 195,002: 82,827 18,103 19,790 77,949 149,789 180,566 187,682: 14,436 7,320
Other: 24,546: 9,027 640 585 13,227 22,953 22,839 24,178: 1,707 368
: : :
: : Changes in Commitments from: November 17, 2020 :
: -893: 3,680 342 -713 -4,136 111 -1,169 -260: 276 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 6.0 11.8 41.5 78.7 92.6 96.5: 7.4 3.5
Old : 100.0: 42.5 9.3 10.1 40.0 76.8 92.6 96.2: 7.4 3.8
Other: 100.0: 36.8 2.6 2.4 53.9 93.5 93.0 98.5: 7.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 133 42 67 49 63 214 148:
Old : 255: 124 49 59 37 60 191 143:
Other: 84: 31 6 10 24 28 59 43:
:----------------------------------------------------------------------------------------------------
: 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 43.7 23.9 54.0 14.2 40.3 22.5 50.1
Old : 17.0 46.1 26.6 55.0 16.6 45.5 26.0 54.1
Other: 41.6 48.1 55.7 76.2 39.2 47.5 53.3 75.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,668: 3,136 1,600 92 4,945 8,268 8,173 9,960: 2,495 708
Old : 10,668: 3,136 1,600 92 4,945 8,268 8,173 9,960: 2,495 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -92: 579 -1,162 -27 -653 1,115 -101 -74: 9 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.0 0.9 46.4 77.5 76.6 93.4: 23.4 6.6
Old : 100.0: 29.4 15.0 0.9 46.4 77.5 76.6 93.4: 23.4 6.6
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 : 53: 20 13 5 14 11 38 25:
Old : 53: 20 13 5 14 11 38 25:
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 : 24.3 58.1 41.0 81.0 21.3 57.8 35.1 74.8
Old : 24.3 58.1 41.0 81.0 21.3 57.8 35.1 74.8
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 - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 202,165: 64,717 30,252 46,781 78,049 117,615 189,547 194,648: 12,618 7,517
Old : 181,500: 67,882 27,849 42,068 59,547 104,275 169,497 174,192: 12,003 7,308
Other: 20,665: 1,353 6,921 195 18,502 13,340 20,050 20,456: 615 209
: : :
: : Changes in Commitments from: November 17, 2020 :
: 21,699: 13,856 -4,247 7,148 -1,104 17,022 19,900 19,923: 1,799 1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.0 23.1 38.6 58.2 93.8 96.3: 6.2 3.7
Old : 100.0: 37.4 15.3 23.2 32.8 57.5 93.4 96.0: 6.6 4.0
Other: 100.0: 6.5 33.5 0.9 89.5 64.6 97.0 99.0: 3.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 98 44 60 61 51 191 132:
Old : 217: 99 42 59 58 51 187 129:
Other: 54: 9 13 5 25 18 35 35:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 29.3 30.4 40.9 11.2 18.3 17.6 28.1
Old : 19.5 26.6 28.1 38.7 11.9 17.0 18.7 26.4
Other: 76.1 53.0 86.0 74.6 69.4 50.7 78.5 69.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,085,716: 345,945 55,995 122,940 514,602 862,249 983,487 1,041,184: 102,229 44,532
Old : 1,085,716: 345,945 55,995 122,940 514,602 862,249 983,487 1,041,184: 102,229 44,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 6,201: -4,324 3,369 244 9,275 3,734 5,195 7,347: 1,006 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.2 11.3 47.4 79.4 90.6 95.9: 9.4 4.1
Old : 100.0: 31.9 5.2 11.3 47.4 79.4 90.6 95.9: 9.4 4.1
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 : 248: 102 36 65 86 79 221 155:
Old : 248: 102 36 65 86 79 221 155:
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 : 12.7 28.1 20.6 47.2 12.0 26.0 18.7 39.1
Old : 12.7 28.1 20.6 47.2 12.0 26.0 18.7 39.1
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 - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 253,568: 55,709 25,093 37,235 147,491 184,996 240,435 247,324: 13,133 6,244
Old : 218,789: 55,252 30,656 27,961 123,377 154,453 206,590 213,070: 12,199 5,719
Other: 34,779: 8,134 2,114 1,597 24,114 30,543 33,845 34,254: 934 525
: : :
: : Changes in Commitments from: November 17, 2020 :
: -2,404: 2,389 -5,320 1,744 -6,436 1,389 -2,303 -2,187: -101 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.9 14.7 58.2 73.0 94.8 97.5: 5.2 2.5
Old : 100.0: 25.3 14.0 12.8 56.4 70.6 94.4 97.4: 5.6 2.6
Other: 100.0: 23.4 6.1 4.6 69.3 87.8 97.3 98.5: 2.7 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 149 72 90 131 111 328 237:
Old : 388: 144 78 83 128 105 318 229:
Other: 137: 29 8 8 71 59 101 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 : 20.2 28.1 28.1 39.7 10.5 17.4 16.0 26.6
Old : 19.6 27.1 28.0 38.6 11.6 18.6 17.9 27.3
Other: 42.5 42.7 55.8 60.4 40.1 42.1 52.9 57.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,913: 19,647 22,401 2,583 5,022 3,751 27,252 28,735: 4,661 3,178
Old : 31,913: 19,647 22,401 2,583 5,022 3,751 27,252 28,735: 4,661 3,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,500: 107 1,887 329 1,023 49 1,459 2,265: 1,041 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 70.2 8.1 15.7 11.8 85.4 90.0: 14.6 10.0
Old : 100.0: 61.6 70.2 8.1 15.7 11.8 85.4 90.0: 14.6 10.0
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 : 99: 39 49 12 6 6 50 63:
Old : 99: 39 49 12 6 6 50 63:
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 : 43.5 43.9 57.5 59.3 40.8 43.9 54.8 58.6
Old : 43.5 43.9 57.5 59.3 40.8 43.9 54.8 58.6
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 - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 224,089: 67,847 12,881 13,792 141,135 195,836 222,774 222,509: 1,315 1,580
Old : 183,164: 66,807 12,299 11,684 103,509 157,980 182,000 181,963: 1,164 1,201
Other: 40,925: 2,568 2,110 580 37,626 37,856 40,774 40,546: 151 379
: : :
: : Changes in Commitments from: November 17, 2020 :
: -5,686: 4,756 -338 1,308 -11,675 -6,597 -5,611 -5,627: -75 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 5.7 6.2 63.0 87.4 99.4 99.3: 0.6 0.7
Old : 100.0: 36.5 6.7 6.4 56.5 86.3 99.4 99.3: 0.6 0.7
Other: 100.0: 6.3 5.2 1.4 91.9 92.5 99.6 99.1: 0.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 103 38 34 43 47 163 113:
Old : 210: 100 39 29 42 43 158 104:
Other: 56: 12 11 4 9 24 23 38:
:----------------------------------------------------------------------------------------------------
: 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 55.6 54.4 71.8 37.1 48.1 48.6 61.8
Old : 33.4 54.5 47.4 72.1 29.3 47.5 41.5 59.6
Other: 89.5 60.6 96.6 84.1 89.5 60.6 96.3 84.1
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 451,309: 52,754 19,988 841 388,406 425,222 442,001 446,051: 9,308 5,258
Old : 451,309: 52,754 19,988 841 388,406 425,222 442,001 446,051: 9,308 5,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 15,012: 7,598 5,057 -19 7,048 9,386 14,627 14,424: 385 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.4 0.2 86.1 94.2 97.9 98.8: 2.1 1.2
Old : 100.0: 11.7 4.4 0.2 86.1 94.2 97.9 98.8: 2.1 1.2
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 : 182: 26 15 7 97 88 127 106:
Old : 182: 26 15 7 97 88 127 106:
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 : 26.1 44.8 38.9 60.9 23.2 44.5 35.5 60.2
Old : 26.1 44.8 38.9 60.9 23.2 44.5 35.5 60.2
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 - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,285,043: 247,341 126,404 13,014 989,408 1,134,038 1,249,763 1,273,456: 35,280 11,587
Old : 1,285,043: 247,341 126,404 13,014 989,408 1,134,038 1,249,763 1,273,456: 35,280 11,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -4,005: 3,832 -7,785 3,492 -10,866 -1,903 -3,542 -6,196: -463 2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 9.8 1.0 77.0 88.2 97.3 99.1: 2.7 0.9
Old : 100.0: 19.2 9.8 1.0 77.0 88.2 97.3 99.1: 2.7 0.9
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 : 446: 103 52 27 239 138 356 203:
Old : 446: 103 52 27 239 138 356 203:
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 : 15.2 43.4 23.7 60.0 13.9 43.2 21.7 59.0
Old : 15.2 43.4 23.7 60.0 13.9 43.2 21.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2020