COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 243,849: 85,336 9,963 43,580 97,060 182,144 225,976 235,687: 17,873 8,162
Old : 215,113: 81,117 14,591 35,923 82,093 157,008 199,132 207,523: 15,981 7,590
Other: 28,736: 9,236 388 2,640 14,967 25,136 26,843 28,164: 1,893 572
: : :
: : Changes in Commitments from: November 24, 2020 :
: -417: -1,609 83 1,094 -506 -1,285 -1,021 -108: 604 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.1 17.9 39.8 74.7 92.7 96.7: 7.3 3.3
Old : 100.0: 37.7 6.8 16.7 38.2 73.0 92.6 96.5: 7.4 3.5
Other: 100.0: 32.1 1.4 9.2 52.1 87.5 93.4 98.0: 6.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 138 32 73 61 68 224 156:
Old : 257: 128 41 68 56 66 212 152:
Other: 85: 31 5 15 30 30 65 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 : 13.5 39.7 21.5 49.8 12.2 36.3 19.7 44.9
Old : 15.0 41.9 23.5 50.6 14.4 40.8 22.9 48.4
Other: 34.3 43.2 48.0 68.2 30.0 40.8 43.0 65.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 13,595: 3,375 918 1,725 6,105 10,093 11,205 12,736: 2,390 859
Old : 13,595: 3,375 918 1,725 6,105 10,093 11,205 12,736: 2,390 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 48: 269 -503 -10 -29 433 230 -80: -182 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.8 12.7 44.9 74.2 82.4 93.7: 17.6 6.3
Old : 100.0: 24.8 6.8 12.7 44.9 74.2 82.4 93.7: 17.6 6.3
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 : 54: 27 6 8 18 13 47 25:
Old : 54: 27 6 8 18 13 47 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 : 19.2 56.1 35.6 76.8 17.4 51.4 29.8 64.1
Old : 19.2 56.1 35.6 76.8 17.4 51.4 29.8 64.1
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, December 01, 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 : 243,510: 68,051 26,731 75,128 86,852 133,235 230,031 235,094: 13,479 8,416
Old : 222,170: 71,454 25,038 69,502 68,370 119,433 209,326 213,972: 12,844 8,197
Other: 21,341: 2,037 7,133 187 18,482 13,802 20,706 21,122: 635 219
: : :
: : Changes in Commitments from: November 24, 2020 :
: 7,150: 4,746 894 2,991 -1,210 2,798 6,527 6,684: 622 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 11.0 30.9 35.7 54.7 94.5 96.5: 5.5 3.5
Old : 100.0: 32.2 11.3 31.3 30.8 53.8 94.2 96.3: 5.8 3.7
Other: 100.0: 9.5 33.4 0.9 86.6 64.7 97.0 99.0: 3.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 90 50 69 61 56 188 146:
Old : 215: 90 49 68 58 56 184 144:
Other: 56: 11 12 6 24 18 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 26.9 27.7 37.6 8.8 15.7 14.7 24.3
Old : 18.0 24.4 26.7 35.6 9.4 14.7 15.8 22.9
Other: 74.0 52.5 85.0 73.4 67.6 50.3 78.2 68.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 1,254,309: 322,701 45,436 241,913 587,055 908,164 1,151,670 1,195,513: 102,639 58,795
Old : 1,254,309: 322,701 45,436 241,913 587,055 908,164 1,151,670 1,195,513: 102,639 58,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -13,560: -18,542 3,341 2,109 5,407 -30,040 -11,027 -24,590: -2,533 11,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.6 19.3 46.8 72.4 91.8 95.3: 8.2 4.7
Old : 100.0: 25.7 3.6 19.3 46.8 72.4 91.8 95.3: 8.2 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 : 255: 108 36 81 92 84 235 173:
Old : 255: 108 36 81 92 84 235 173:
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 : 11.4 25.3 18.9 42.4 10.5 23.0 16.5 33.3
Old : 11.4 25.3 18.9 42.4 10.5 23.0 16.5 33.3
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, December 01, 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 : 306,652: 56,809 22,566 72,670 162,658 204,434 292,137 299,669: 14,516 6,983
Old : 269,317: 56,989 27,961 62,048 136,805 172,915 255,841 262,923: 13,475 6,393
Other: 37,336: 7,922 2,707 2,520 25,853 31,519 36,295 36,746: 1,040 590
: : :
: : Changes in Commitments from: November 24, 2020 :
: 12,749: 1,273 19 7,142 4,087 5,497 12,502 12,658: 248 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 7.4 23.7 53.0 66.7 95.3 97.7: 4.7 2.3
Old : 100.0: 21.2 10.4 23.0 50.8 64.2 95.0 97.6: 5.0 2.4
Other: 100.0: 21.2 7.3 6.7 69.2 84.4 97.2 98.4: 2.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 185 78 143 140 125 383 298:
Old : 433: 180 85 140 137 118 377 290:
Other: 148: 34 11 17 72 64 111 87:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 25.1 27.2 35.4 9.1 14.9 13.3 22.4
Old : 18.4 24.1 26.8 34.0 9.4 15.6 14.5 23.2
Other: 43.2 40.5 55.8 58.2 39.3 40.3 51.4 55.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 37,434: 23,667 26,846 2,592 6,531 4,023 32,789 33,460: 4,645 3,974
Old : 37,434: 23,667 26,846 2,592 6,531 4,023 32,789 33,460: 4,645 3,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 5,308: 4,055 4,392 -101 1,422 269 5,377 4,560: -69 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 71.7 6.9 17.4 10.7 87.6 89.4: 12.4 10.6
Old : 100.0: 63.2 71.7 6.9 17.4 10.7 87.6 89.4: 12.4 10.6
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 : 111: 37 62 13 6 7 51 75:
Old : 111: 37 62 13 6 7 51 75:
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 : 54.0 41.1 67.5 58.1 51.7 41.1 65.2 56.1
Old : 54.0 41.1 67.5 58.1 51.7 41.1 65.2 56.1
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, December 01, 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 : 236,458: 67,316 13,456 19,595 148,101 201,429 235,012 234,480: 1,447 1,978
Old : 191,241: 67,124 12,011 16,213 106,627 161,424 189,963 189,647: 1,277 1,594
Other: 45,217: 2,121 3,374 1,453 41,474 40,005 45,048 44,833: 169 385
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,483: -291 1,083 -80 1,923 394 1,553 1,398: -70 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.7 8.3 62.6 85.2 99.4 99.2: 0.6 0.8
Old : 100.0: 35.1 6.3 8.5 55.8 84.4 99.3 99.2: 0.7 0.8
Other: 100.0: 4.7 7.5 3.2 91.7 88.5 99.6 99.1: 0.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 108 77 40 52 69 186 170:
Old : 270: 108 71 35 50 65 180 159:
Other: 67: 10 19 7 11 31 24 55:
:----------------------------------------------------------------------------------------------------
: 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 : 38.4 52.8 54.6 68.6 36.7 47.1 47.2 58.4
Old : 33.1 52.4 46.9 69.0 28.0 45.6 39.7 58.1
Other: 89.0 54.8 96.6 78.4 88.6 54.8 94.2 78.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 431,572: 53,357 8,180 383 368,489 417,164 422,229 425,727: 9,343 5,845
Old : 431,572: 53,357 8,180 383 368,489 417,164 422,229 425,727: 9,343 5,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -19,737: 603 -11,808 -458 -19,917 -8,058 -19,772 -20,324: 35 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.9 0.1 85.4 96.7 97.8 98.6: 2.2 1.4
Old : 100.0: 12.4 1.9 0.1 85.4 96.7 97.8 98.6: 2.2 1.4
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 : 179: 27 9 5 101 90 131 101:
Old : 179: 27 9 5 101 90 131 101:
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 : 25.1 48.8 38.3 63.7 22.2 48.5 34.7 62.9
Old : 25.1 48.8 38.3 63.7 22.2 48.5 34.7 62.9
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, December 01, 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 : 1,310,520: 253,739 124,691 13,948 1,005,585 1,161,480 1,273,272 1,300,119: 37,248 10,401
Old : 1,310,520: 253,739 124,691 13,948 1,005,585 1,161,480 1,273,272 1,300,119: 37,248 10,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 25,477: 6,398 -1,713 934 16,177 27,442 23,509 26,663: 1,968 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.5 1.1 76.7 88.6 97.2 99.2: 2.8 0.8
Old : 100.0: 19.4 9.5 1.1 76.7 88.6 97.2 99.2: 2.8 0.8
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 : 439: 101 46 24 244 136 356 195:
Old : 439: 101 46 24 244 136 356 195:
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 : 15.4 42.6 23.1 59.4 14.2 42.4 21.3 58.0
Old : 15.4 42.6 23.1 59.4 14.2 42.4 21.3 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020