COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 244,266: 86,945 9,880 42,485 97,566 183,429 226,997 235,795: 17,270 8,471
Old : 215,871: 82,875 14,609 34,676 82,855 158,637 200,406 207,923: 15,465 7,948
Other: 28,396: 9,178 378 2,702 14,711 24,792 26,591 27,872: 1,805 524
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,210: 3,601 933 642 -2,432 1,264 1,810 2,839: 400 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.0 17.4 39.9 75.1 92.9 96.5: 7.1 3.5
Old : 100.0: 38.4 6.8 16.1 38.4 73.5 92.8 96.3: 7.2 3.7
Other: 100.0: 32.3 1.3 9.5 51.8 87.3 93.6 98.2: 6.4 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 143 38 78 59 66 234 157:
Old : 264: 132 46 73 54 65 221 154:
Other: 84: 33 4 16 28 28 65 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 : 13.9 40.9 21.8 50.9 12.7 37.5 20.3 46.1
Old : 15.5 43.2 24.1 51.9 14.9 42.3 23.5 49.9
Other: 36.7 43.9 50.1 68.3 32.4 41.4 45.0 65.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,547: 3,106 1,421 1,735 6,134 9,660 10,975 12,816: 2,572 731
Old : 13,547: 3,106 1,421 1,735 6,134 9,660 10,975 12,816: 2,572 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -172: 566 -1,235 -94 -648 1,173 -176 -156: 4 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.5 12.8 45.3 71.3 81.0 94.6: 19.0 5.4
Old : 100.0: 22.9 10.5 12.8 45.3 71.3 81.0 94.6: 19.0 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: 26 10 7 18 13 46 28:
Old : 57: 26 10 7 18 13 46 28:
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 : 20.0 53.9 36.4 74.6 17.7 49.0 29.4 62.8
Old : 20.0 53.9 36.4 74.6 17.7 49.0 29.4 62.8
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 with Delta-adjusted Options and Futures Combined, 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 : 236,361: 63,305 25,837 72,137 88,061 130,437 223,504 228,411: 12,857 7,950
Old : 215,695: 66,515 23,478 67,379 69,559 117,097 203,453 207,954: 12,242 7,741
Other: 20,666: 1,352 6,920 197 18,502 13,340 20,051 20,457: 615 209
: : :
: : Changes in Commitments from: November 17, 2020 :
: 30,464: 13,437 -5,691 14,719 549 19,447 28,706 28,475: 1,758 1,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 10.9 30.5 37.3 55.2 94.6 96.6: 5.4 3.4
Old : 100.0: 30.8 10.9 31.2 32.2 54.3 94.3 96.4: 5.7 3.6
Other: 100.0: 6.5 33.5 1.0 89.5 64.6 97.0 99.0: 3.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 99 49 69 62 54 197 143:
Old : 222: 99 48 68 60 54 194 141:
Other: 54: 9 13 6 25 18 36 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 : 18.8 28.0 28.7 38.4 9.3 16.6 14.8 24.9
Old : 18.6 25.6 26.8 36.5 9.9 14.9 15.8 23.1
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 with Delta-adjusted Options and Futures Combined, 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 : 1,267,868: 341,243 42,095 239,804 581,649 938,203 1,162,696 1,220,103: 105,172 47,765
Old : 1,267,868: 341,243 42,095 239,804 581,649 938,203 1,162,696 1,220,103: 105,172 47,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 5,685: -4,716 3,266 529 9,102 3,211 4,916 7,007: 770 -1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 3.3 18.9 45.9 74.0 91.7 96.2: 8.3 3.8
Old : 100.0: 26.9 3.3 18.9 45.9 74.0 91.7 96.2: 8.3 3.8
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 : 254: 112 32 75 93 83 235 166:
Old : 254: 112 32 75 93 83 235 166:
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 : 11.1 25.2 18.8 43.0 10.3 23.1 16.3 33.9
Old : 11.1 25.2 18.8 43.0 10.3 23.1 16.3 33.9
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 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 : 293,903: 55,536 22,547 65,527 158,571 198,937 279,635 287,011: 14,268 6,892
Old : 257,787: 54,987 27,936 55,670 133,809 167,816 244,465 251,421: 13,322 6,366
Other: 36,116: 7,901 1,962 2,507 24,762 31,121 35,170 35,590: 947 526
: : :
: : Changes in Commitments from: November 17, 2020 :
: -2,349: 2,357 -6,387 2,719 -7,290 1,547 -2,213 -2,121: -135 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.7 22.3 54.0 67.7 95.1 97.7: 4.9 2.3
Old : 100.0: 21.3 10.8 21.6 51.9 65.1 94.8 97.5: 5.2 2.5
Other: 100.0: 21.9 5.4 6.9 68.6 86.2 97.4 98.5: 2.6 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 165 80 136 135 120 362 286:
Old : 415: 161 86 132 133 115 356 280:
Other: 139: 30 8 16 72 61 106 81:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 25.3 26.6 35.9 9.0 15.5 13.7 23.4
Old : 18.1 24.2 26.2 34.3 9.6 16.2 15.0 23.8
Other: 42.1 41.1 54.9 58.4 38.6 40.6 51.0 55.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 32,126: 19,612 22,453 2,692 5,108 3,754 27,412 28,900: 4,714 3,226
Old : 32,126: 19,612 22,453 2,692 5,108 3,754 27,412 28,900: 4,714 3,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,513: 96 1,889 341 1,038 49 1,474 2,279: 1,039 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 69.9 8.4 15.9 11.7 85.3 90.0: 14.7 10.0
Old : 100.0: 61.0 69.9 8.4 15.9 11.7 85.3 90.0: 14.7 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 : 104: 42 51 12 6 6 53 65:
Old : 104: 42 51 12 6 6 53 65:
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 43.6 57.4 58.9 40.8 43.6 54.7 58.2
Old : 43.5 43.6 57.4 58.9 40.8 43.6 54.7 58.2
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 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 : 234,975: 67,607 12,373 19,675 146,177 201,035 233,459 233,082: 1,516 1,893
Old : 192,469: 66,817 11,834 16,712 107,590 162,442 191,119 190,988: 1,350 1,480
Other: 42,506: 2,378 2,127 1,374 38,588 38,593 42,340 42,094: 166 412
: : :
: : Changes in Commitments from: November 17, 2020 :
: -5,124: 4,597 -324 1,737 -11,395 -6,483 -5,061 -5,070: -63 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.3 8.4 62.2 85.6 99.4 99.2: 0.6 0.8
Old : 100.0: 34.7 6.1 8.7 55.9 84.4 99.3 99.2: 0.7 0.8
Other: 100.0: 5.6 5.0 3.2 90.8 90.8 99.6 99.0: 0.4 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 113 64 39 52 68 184 163:
Old : 264: 110 64 34 50 65 178 154:
Other: 62: 13 13 6 11 29 26 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 : 37.3 53.1 53.5 68.9 36.1 45.9 47.0 59.5
Old : 32.7 51.9 46.2 69.0 28.7 45.2 40.4 57.6
Other: 87.9 58.3 95.9 80.9 87.5 58.3 93.7 80.9
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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