COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 242,056: 83,345 8,947 41,844 99,998 182,166 225,187 232,956: 16,869 9,100
Old : 215,055: 79,453 13,903 34,401 85,971 158,266 199,825 206,570: 15,230 8,485
Other: 27,001: 8,958 110 2,376 14,027 23,900 25,362 26,386: 1,639 615
: : :
: : Changes in Commitments from: November 10, 2020 :
: -48,081: -1,661 -824 -23,597 -22,182 -23,354 -47,440 -47,776: -641 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 3.7 17.3 41.3 75.3 93.0 96.2: 7.0 3.8
Old : 100.0: 36.9 6.5 16.0 40.0 73.6 92.9 96.1: 7.1 3.9
Other: 100.0: 33.2 0.4 8.8 52.0 88.5 93.9 97.7: 6.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 132 35 71 60 69 225 153:
Old : 255: 120 48 64 55 68 211 151:
Other: 81: 31 4 16 29 27 64 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 : 13.8 42.0 21.8 52.1 12.8 37.4 20.2 46.0
Old : 15.2 44.5 23.7 52.8 14.9 42.1 23.3 49.4
Other: 37.2 46.3 50.1 71.3 33.3 43.8 45.6 68.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 13,719: 2,540 2,656 1,829 6,782 8,486 11,151 12,971: 2,568 747
Old : 13,719: 2,540 2,656 1,829 6,782 8,486 11,151 12,971: 2,568 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 738: 814 -490 398 -553 1,205 659 1,113: 80 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.4 13.3 49.4 61.9 81.3 94.6: 18.7 5.4
Old : 100.0: 18.5 19.4 13.3 49.4 61.9 81.3 94.6: 18.7 5.4
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 : 57: 24 10 9 21 12 49 27:
Old : 57: 24 10 9 21 12 49 27:
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 : 20.4 50.4 37.7 71.6 18.1 46.2 32.5 62.4
Old : 20.4 50.4 37.7 71.6 18.1 46.2 32.5 62.4
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 17, 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 : 205,897: 49,868 31,528 57,418 87,512 110,990 194,798 199,936: 11,099 5,961
Old : 186,644: 54,783 31,029 50,921 70,599 99,026 176,303 180,977: 10,341 5,667
Other: 19,253: 1,412 6,825 169 16,913 11,964 18,495 18,959: 758 294
: : :
: : Changes in Commitments from: November 10, 2020 :
: 86: 3,498 -4,126 8,197 -11,758 -2,942 -64 1,129: 150 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 15.3 27.9 42.5 53.9 94.6 97.1: 5.4 2.9
Old : 100.0: 29.4 16.6 27.3 37.8 53.1 94.5 97.0: 5.5 3.0
Other: 100.0: 7.3 35.5 0.9 87.8 62.1 96.1 98.5: 3.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 79 55 65 61 49 171 142:
Old : 202: 79 54 64 59 49 169 139:
Other: 50: 8 11 6 25 18 35 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 : 20.5 27.5 32.6 38.8 12.4 15.7 19.7 25.0
Old : 19.4 25.1 30.4 36.9 12.6 15.5 19.6 24.3
Other: 73.8 53.9 84.5 75.2 62.2 53.9 72.6 67.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 1,262,183: 345,959 38,829 239,275 572,547 934,992 1,157,781 1,213,096: 104,402 49,087
Old : 1,262,183: 345,959 38,829 239,275 572,547 934,992 1,157,781 1,213,096: 104,402 49,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 27,582: 12,049 -2,998 1,545 9,672 26,829 23,266 25,376: 4,316 2,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.1 19.0 45.4 74.1 91.7 96.1: 8.3 3.9
Old : 100.0: 27.4 3.1 19.0 45.4 74.1 91.7 96.1: 8.3 3.9
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 : 257: 113 34 76 93 85 241 166:
Old : 257: 113 34 76 93 85 241 166:
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 25.6 18.8 42.9 10.4 23.5 16.4 33.6
Old : 11.2 25.6 18.8 42.9 10.4 23.5 16.4 33.6
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 17, 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 : 296,252: 53,179 28,934 62,808 165,862 197,390 281,848 289,131: 14,404 7,121
Old : 260,463: 52,831 34,162 53,369 140,812 166,286 247,011 253,817: 13,453 6,646
Other: 35,789: 7,427 1,850 2,360 25,050 31,104 34,838 35,315: 951 474
: : :
: : Changes in Commitments from: November 10, 2020 :
: -42,548: 29 -8,372 -25,585 -13,259 -5,536 -38,814 -39,493: -3,734 -3,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 9.8 21.2 56.0 66.6 95.1 97.6: 4.9 2.4
Old : 100.0: 20.3 13.1 20.5 54.1 63.8 94.8 97.4: 5.2 2.6
Other: 100.0: 20.8 5.2 6.6 70.0 86.9 97.3 98.7: 2.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 167 75 129 137 125 364 282:
Old : 416: 162 80 126 135 120 358 276:
Other: 140: 31 8 14 73 61 108 79:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 24.2 27.5 35.0 9.8 15.0 14.8 21.7
Old : 18.1 23.4 27.1 33.3 10.2 14.9 16.4 22.3
Other: 42.4 40.9 55.1 57.9 38.7 40.3 51.2 54.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 29,613: 19,516 20,564 2,351 4,071 3,705 25,938 26,621: 3,675 2,992
Old : 29,613: 19,516 20,564 2,351 4,071 3,705 25,938 26,621: 3,675 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 365: 925 787 -731 246 70 441 125: -76 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 69.4 7.9 13.7 12.5 87.6 89.9: 12.4 10.1
Old : 100.0: 65.9 69.4 7.9 13.7 12.5 87.6 89.9: 12.4 10.1
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 : 90: 38 43 7 6 5 45 54:
Old : 90: 38 43 7 6 5 45 54:
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 : 45.2 46.8 62.0 63.9 42.1 46.8 57.2 63.2
Old : 45.2 46.8 62.0 63.9 42.1 46.8 57.2 63.2
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 17, 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 : 240,098: 63,010 12,697 17,938 157,572 207,518 238,519 238,153: 1,579 1,946
Old : 200,694: 62,385 12,122 15,405 121,475 171,643 199,266 199,170: 1,428 1,523
Other: 39,404: 1,976 1,926 1,181 36,097 35,875 39,254 38,982: 151 422
: : :
: : Changes in Commitments from: November 10, 2020 :
: 11,418: 313 -1,348 1,598 9,628 11,428 11,539 11,678: -120 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.3 7.5 65.6 86.4 99.3 99.2: 0.7 0.8
Old : 100.0: 31.1 6.0 7.7 60.5 85.5 99.3 99.2: 0.7 0.8
Other: 100.0: 5.0 4.9 3.0 91.6 91.0 99.6 98.9: 0.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 111 60 44 45 68 184 160:
Old : 257: 114 57 41 44 66 179 155:
Other: 60: 8 15 7 8 29 21 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 : 41.1 52.4 57.8 68.9 36.7 44.5 49.0 55.7
Old : 36.8 50.5 52.1 68.8 30.9 43.6 42.7 56.3
Other: 89.5 62.2 97.2 84.4 89.1 62.2 95.3 84.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 436,297: 45,156 14,931 860 381,358 415,836 427,374 431,627: 8,923 4,670
Old : 436,297: 45,156 14,931 860 381,358 415,836 427,374 431,627: 8,923 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,581: 9,657 1,434 28 -7,719 382 1,966 1,844: -385 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 3.4 0.2 87.4 95.3 98.0 98.9: 2.0 1.1
Old : 100.0: 10.3 3.4 0.2 87.4 95.3 98.0 98.9: 2.0 1.1
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 : 182: 26 15 6 98 87 128 104:
Old : 182: 26 15 6 98 87 128 104:
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 : 25.7 45.8 38.2 61.3 22.8 45.5 34.7 60.4
Old : 25.7 45.8 38.2 61.3 22.8 45.5 34.7 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, November 17, 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 : 1,289,048: 243,509 134,189 9,522 1,000,274 1,135,941 1,253,305 1,279,652: 35,743 9,396
Old : 1,289,048: 243,509 134,189 9,522 1,000,274 1,135,941 1,253,305 1,279,652: 35,743 9,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,460: 10,223 -14,455 2,312 -15,043 11,292 -2,508 -851: 1,048 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 10.4 0.7 77.6 88.1 97.2 99.3: 2.8 0.7
Old : 100.0: 18.9 10.4 0.7 77.6 88.1 97.2 99.3: 2.8 0.7
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 : 436: 102 53 24 231 136 346 200:
Old : 436: 102 53 24 231 136 346 200:
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 : 15.1 43.8 24.2 60.8 14.0 43.6 21.9 60.0
Old : 15.1 43.8 24.2 60.8 14.0 43.6 21.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020