COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 237,165: 82,870 10,060 46,006 90,653 172,493 219,528 228,558: 17,637 8,607
Old : 207,040: 78,736 14,922 37,253 75,430 146,858 191,419 199,033: 15,621 8,007
Other: 30,125: 9,683 687 3,204 15,223 25,635 28,109 29,526: 2,016 599
: : :
: : Changes in Commitments from: December 1, 2020 :
: -6,684: -2,467 97 2,426 -6,407 -9,652 -6,447 -7,128: -236 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 4.2 19.4 38.2 72.7 92.6 96.4: 7.4 3.6
Old : 100.0: 38.0 7.2 18.0 36.4 70.9 92.5 96.1: 7.5 3.9
Other: 100.0: 32.1 2.3 10.6 50.5 85.1 93.3 98.0: 6.7 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 137 39 75 60 63 224 158:
Old : 258: 129 47 72 56 62 214 156:
Other: 87: 32 8 16 31 27 69 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 : 12.9 39.5 20.9 50.6 11.7 36.0 19.1 45.3
Old : 14.2 41.1 23.0 50.7 13.8 39.9 22.3 48.3
Other: 29.0 42.8 46.8 67.6 24.9 37.9 39.9 62.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 13,975: 3,460 807 1,995 6,075 10,188 11,530 12,990: 2,445 986
Old : 13,975: 3,460 807 1,995 6,075 10,188 11,530 12,990: 2,445 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 381: 84 -111 271 -29 95 325 254: 55 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.8 14.3 43.5 72.9 82.5 92.9: 17.5 7.1
Old : 100.0: 24.8 5.8 14.3 43.5 72.9 82.5 92.9: 17.5 7.1
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 : 49: 24 4 7 18 13 43 23:
Old : 49: 24 4 7 18 13 43 23:
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 56.5 36.6 77.1 17.2 51.8 30.7 63.3
Old : 20.0 56.5 36.6 77.1 17.2 51.8 30.7 63.3
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 08, 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 : 242,824: 66,931 28,097 71,066 90,888 135,390 228,885 234,553: 13,939 8,271
Old : 220,382: 70,250 25,790 65,586 71,241 120,908 207,076 212,284: 13,306 8,098
Other: 22,442: 2,013 7,638 149 19,647 14,482 21,809 22,269: 633 173
: : :
: : Changes in Commitments from: December 1, 2020 :
: -687: -1,120 1,366 -4,062 4,036 2,155 -1,146 -541: 460 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.6 29.3 37.4 55.8 94.3 96.6: 5.7 3.4
Old : 100.0: 31.9 11.7 29.8 32.3 54.9 94.0 96.3: 6.0 3.7
Other: 100.0: 9.0 34.0 0.7 87.5 64.5 97.2 99.2: 2.8 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 89 48 71 59 53 184 144:
Old : 210: 88 48 69 58 53 182 141:
Other: 56: 10 13 8 22 19 34 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 : 18.2 27.2 27.6 37.9 9.1 15.3 15.7 24.0
Old : 18.4 24.6 27.5 35.7 10.1 14.3 17.0 22.5
Other: 71.3 53.0 84.1 72.9 65.1 50.9 77.5 68.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 1,239,868: 309,556 45,032 239,632 589,241 901,741 1,138,429 1,186,404: 101,439 53,464
Old : 1,239,868: 309,556 45,032 239,632 589,241 901,741 1,138,429 1,186,404: 101,439 53,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -14,441: -13,145 -405 -2,282 2,185 -6,423 -13,241 -9,109: -1,200 -5,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.6 19.3 47.5 72.7 91.8 95.7: 8.2 4.3
Old : 100.0: 25.0 3.6 19.3 47.5 72.7 91.8 95.7: 8.2 4.3
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 : 255: 106 35 79 93 87 234 174:
Old : 255: 106 35 79 93 87 234 174:
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 : 11.5 25.4 19.0 42.6 10.5 23.1 16.6 33.4
Old : 11.5 25.4 19.0 42.6 10.5 23.1 16.6 33.4
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, December 08, 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 : 302,555: 55,091 21,485 74,080 158,712 199,940 287,884 295,505: 14,672 7,050
Old : 264,404: 55,589 27,079 62,696 132,590 168,200 250,875 257,975: 13,529 6,429
Other: 38,151: 8,301 3,204 2,585 26,123 31,740 37,009 37,530: 1,142 621
: : :
: : Changes in Commitments from: December 1, 2020 :
: -4,097: -1,718 -1,081 1,410 -3,945 -4,493 -4,253 -4,164: 156 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.1 24.5 52.5 66.1 95.2 97.7: 4.8 2.3
Old : 100.0: 21.0 10.2 23.7 50.1 63.6 94.9 97.6: 5.1 2.4
Other: 100.0: 21.8 8.4 6.8 68.5 83.2 97.0 98.4: 3.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 180 72 139 138 127 373 293:
Old : 421: 176 78 136 135 121 367 286:
Other: 147: 36 10 16 73 61 113 83:
:----------------------------------------------------------------------------------------------------
: 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 24.9 27.4 35.6 8.9 15.0 13.0 22.4
Old : 18.9 23.9 27.3 33.9 9.3 15.6 14.4 23.3
Other: 42.7 40.4 55.7 57.8 38.8 40.2 51.5 55.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 48,601: 23,197 29,694 1,813 18,406 11,965 43,416 43,472: 5,185 5,129
Old : 48,601: 23,197 29,694 1,813 18,406 11,965 43,416 43,472: 5,185 5,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 11,167: -470 2,849 -779 11,876 7,942 10,627 10,012: 540 1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 61.1 3.7 37.9 24.6 89.3 89.4: 10.7 10.6
Old : 100.0: 47.7 61.1 3.7 37.9 24.6 89.3 89.4: 10.7 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 : 99: 33 56 12 7 5 46 68:
Old : 99: 33 56 12 7 5 46 68:
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 : 51.4 51.2 69.6 66.9 40.3 34.2 53.9 49.3
Old : 51.4 51.2 69.6 66.9 40.3 34.2 53.9 49.3
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 08, 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 : 240,495: 66,639 11,279 22,408 149,670 204,940 238,717 238,627: 1,778 1,868
Old : 191,874: 66,408 10,241 18,092 105,811 162,092 190,311 190,425: 1,563 1,449
Other: 48,621: 2,695 3,502 1,852 43,859 42,848 48,406 48,202: 215 419
: : :
: : Changes in Commitments from: December 1, 2020 :
: 4,037: -677 -2,177 2,813 1,570 3,511 3,706 4,147: 331 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.7 9.3 62.2 85.2 99.3 99.2: 0.7 0.8
Old : 100.0: 34.6 5.3 9.4 55.1 84.5 99.2 99.2: 0.8 0.8
Other: 100.0: 5.5 7.2 3.8 90.2 88.1 99.6 99.1: 0.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 109 80 56 61 68 207 185:
Old : 285: 111 79 49 58 65 198 175:
Other: 78: 18 20 6 13 32 32 57:
:----------------------------------------------------------------------------------------------------
: 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 : 37.7 51.9 53.8 68.2 35.9 46.8 45.5 58.3
Old : 32.2 51.7 47.4 68.9 28.2 45.8 39.9 58.4
Other: 87.1 53.6 95.8 76.4 86.2 53.5 91.9 76.4
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 428,734: 53,715 8,349 270 366,308 412,898 420,293 421,517: 8,441 7,217
Old : 428,734: 53,715 8,349 270 366,308 412,898 420,293 421,517: 8,441 7,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,838: 358 169 -113 -2,181 -4,266 -1,936 -4,210: -902 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 1.9 0.1 85.4 96.3 98.0 98.3: 2.0 1.7
Old : 100.0: 12.5 1.9 0.1 85.4 96.3 98.0 98.3: 2.0 1.7
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 : 180: 28 8 5 105 85 135 96:
Old : 180: 28 8 5 105 85 135 96:
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 : 23.8 48.4 37.1 63.5 20.8 48.0 33.4 62.6
Old : 23.8 48.4 37.1 63.5 20.8 48.0 33.4 62.6
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 08, 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 : 1,296,762: 251,625 122,506 18,589 985,947 1,144,577 1,256,161 1,285,672: 40,601 11,090
Old : 1,296,762: 251,625 122,506 18,589 985,947 1,144,577 1,256,161 1,285,672: 40,601 11,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -13,758: -2,114 -2,185 4,641 -19,638 -16,903 -17,111 -14,447: 3,353 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.4 1.4 76.0 88.3 96.9 99.1: 3.1 0.9
Old : 100.0: 19.4 9.4 1.4 76.0 88.3 96.9 99.1: 3.1 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 : 442: 100 49 31 244 139 360 204:
Old : 442: 100 49 31 244 139 360 204:
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 42.7 23.1 59.1 14.2 41.9 21.1 57.1
Old : 15.4 42.7 23.1 59.1 14.2 41.9 21.1 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020