COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 253,558: 95,555 9,069 48,446 90,669 188,402 234,670 245,916: 18,888 7,642
Old : 221,207: 90,706 14,111 39,584 74,330 160,690 204,620 214,385: 16,588 6,823
Other: 32,351: 10,338 447 3,373 16,339 27,711 30,050 31,532: 2,301 819
: : :
: : Changes in Commitments from: December 8, 2020 :
: 16,393: 12,686 -991 2,440 16 15,909 15,142 17,358: 1,252 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 3.6 19.1 35.8 74.3 92.6 97.0: 7.4 3.0
Old : 100.0: 41.0 6.4 17.9 33.6 72.6 92.5 96.9: 7.5 3.1
Other: 100.0: 32.0 1.4 10.4 50.5 85.7 92.9 97.5: 7.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 161 31 76 67 72 252 163:
Old : 282: 152 40 70 62 71 241 158:
Other: 96: 34 9 16 35 31 74 53:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 37.3 19.6 48.3 11.2 34.4 17.8 43.7
Old : 13.2 39.7 21.3 49.1 12.9 38.6 20.4 46.3
Other: 25.8 42.5 41.7 67.0 21.9 40.2 36.0 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 13,951: 3,204 1,236 2,131 6,475 9,587 11,810 12,955: 2,141 996
Old : 13,951: 3,204 1,236 2,131 6,475 9,587 11,810 12,955: 2,141 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -24: -256 429 136 400 -600 280 -35: -304 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.9 15.3 46.4 68.7 84.7 92.9: 15.3 7.1
Old : 100.0: 23.0 8.9 15.3 46.4 68.7 84.7 92.9: 15.3 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 : 55: 22 10 10 19 12 45 29:
Old : 55: 22 10 10 19 12 45 29:
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 : 19.6 54.2 36.0 73.8 17.2 50.8 32.0 60.1
Old : 19.6 54.2 36.0 73.8 17.2 50.8 32.0 60.1
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 15, 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 : 248,904: 67,449 26,758 70,726 95,867 142,462 234,041 239,946: 14,863 8,958
Old : 226,008: 71,025 25,149 64,543 76,206 127,556 211,773 217,248: 14,234 8,760
Other: 22,896: 2,496 7,681 110 19,661 14,906 22,268 22,698: 628 198
: : :
: : Changes in Commitments from: December 8, 2020 :
: 6,080: 518 -1,339 -340 4,979 7,072 5,156 5,393: 924 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 10.8 28.4 38.5 57.2 94.0 96.4: 6.0 3.6
Old : 100.0: 31.4 11.1 28.6 33.7 56.4 93.7 96.1: 6.3 3.9
Other: 100.0: 10.9 33.5 0.5 85.9 65.1 97.3 99.1: 2.7 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 93 39 67 60 52 183 137:
Old : 205: 94 37 65 59 51 181 133:
Other: 56: 11 12 5 22 18 34 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 : 17.7 26.6 27.4 39.0 9.3 14.1 15.7 23.1
Old : 18.0 23.9 27.7 36.1 10.3 13.6 16.9 21.8
Other: 70.3 53.5 84.1 73.3 64.2 51.3 77.8 68.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,204,634: 290,904 45,769 231,364 583,793 875,695 1,106,061 1,152,828: 98,572 51,806
Old : 1,204,634: 290,904 45,769 231,364 583,793 875,695 1,106,061 1,152,828: 98,572 51,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -35,234: -18,652 737 -8,267 -5,448 -26,046 -32,368 -33,576: -2,867 -1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.8 19.2 48.5 72.7 91.8 95.7: 8.2 4.3
Old : 100.0: 24.1 3.8 19.2 48.5 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: 107 35 80 94 85 235 173:
Old : 255: 107 35 80 94 85 235 173:
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 : 11.8 25.7 19.3 42.5 10.7 23.4 16.9 33.6
Old : 11.8 25.7 19.3 42.5 10.7 23.4 16.9 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, December 15, 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 : 302,788: 57,329 19,623 76,902 154,674 199,052 288,905 295,577: 13,883 7,211
Old : 264,073: 57,989 26,123 64,555 128,719 166,726 251,262 257,404: 12,811 6,670
Other: 38,714: 9,010 3,170 2,677 25,956 32,326 37,643 38,173: 1,072 541
: : :
: : Changes in Commitments from: December 8, 2020 :
: 232: 2,238 -1,862 2,822 -4,038 -889 1,021 71: -789 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.5 25.4 51.1 65.7 95.4 97.6: 4.6 2.4
Old : 100.0: 22.0 9.9 24.4 48.7 63.1 95.1 97.5: 4.9 2.5
Other: 100.0: 23.3 8.2 6.9 67.0 83.5 97.2 98.6: 2.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 172 77 145 138 129 377 298:
Old : 424: 167 85 141 135 123 370 291:
Other: 146: 35 8 17 74 65 112 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 : 17.5 25.2 26.3 36.6 8.7 15.4 12.9 22.9
Old : 17.5 24.6 25.9 34.8 9.0 16.2 13.9 23.6
Other: 42.5 40.2 55.6 57.3 38.0 40.0 50.5 54.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 36,016: 14,677 28,745 3,249 14,538 432 32,464 32,426: 3,553 3,590
Old : 36,016: 14,677 28,745 3,249 14,538 432 32,464 32,426: 3,553 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -12,585: -8,520 -949 1,436 -3,868 -11,533 -10,953 -11,046: -1,632 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 79.8 9.0 40.4 1.2 90.1 90.0: 9.9 10.0
Old : 100.0: 40.8 79.8 9.0 40.4 1.2 90.1 90.0: 9.9 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 : 105: 35 60 10 7 5 46 71:
Old : 105: 35 60 10 7 5 46 71:
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 : 53.0 46.4 69.2 63.1 45.7 46.3 61.1 58.4
Old : 53.0 46.4 69.2 63.1 45.7 46.3 61.1 58.4
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 15, 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 : 219,055: 70,074 9,725 18,262 128,919 189,368 217,255 217,355: 1,800 1,700
Old : 168,065: 69,561 8,497 13,513 83,427 144,770 166,502 166,780: 1,563 1,286
Other: 50,990: 2,277 2,993 2,984 45,492 44,598 50,753 50,575: 237 415
: : :
: : Changes in Commitments from: December 8, 2020 :
: -21,440: 3,435 -1,554 -4,146 -20,752 -15,572 -21,463 -21,272: 22 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 4.4 8.3 58.9 86.4 99.2 99.2: 0.8 0.8
Old : 100.0: 41.4 5.1 8.0 49.6 86.1 99.1 99.2: 0.9 0.8
Other: 100.0: 4.5 5.9 5.9 89.2 87.5 99.5 99.2: 0.5 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 122 73 49 62 69 211 176:
Old : 286: 118 76 42 59 66 202 165:
Other: 79: 19 17 6 15 34 36 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 47.3 53.5 66.1 32.9 43.9 42.3 55.3
Old : 33.6 45.9 45.4 66.5 27.6 41.0 37.6 54.8
Other: 83.7 53.4 94.1 74.9 82.1 53.4 86.4 73.7
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 457,124: 38,498 17,371 2,387 405,375 430,719 446,260 450,477: 10,864 6,647
Old : 457,124: 38,498 17,371 2,387 405,375 430,719 446,260 450,477: 10,864 6,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 28,390: -15,217 9,022 2,117 39,067 17,821 25,967 28,960: 2,423 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.8 0.5 88.7 94.2 97.6 98.5: 2.4 1.5
Old : 100.0: 8.4 3.8 0.5 88.7 94.2 97.6 98.5: 2.4 1.5
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 : 184: 25 12 8 112 90 143 105:
Old : 184: 25 12 8 112 90 143 105:
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 : 24.2 45.2 37.0 62.6 20.6 42.9 32.2 55.6
Old : 24.2 45.2 37.0 62.6 20.6 42.9 32.2 55.6
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 15, 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 : 1,472,498: 235,439 119,368 25,794 1,131,196 1,281,299 1,392,429 1,426,461: 80,069 46,037
Old : 1,472,498: 235,439 119,368 25,794 1,131,196 1,281,299 1,392,429 1,426,461: 80,069 46,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 175,736: -16,186 -3,138 7,205 145,249 136,722 136,268 140,789: 39,468 34,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.1 1.8 76.8 87.0 94.6 96.9: 5.4 3.1
Old : 100.0: 16.0 8.1 1.8 76.8 87.0 94.6 96.9: 5.4 3.1
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 : 429: 95 45 35 249 143 361 207:
Old : 429: 95 45 35 249 143 361 207:
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 : 15.0 41.3 23.6 58.4 11.9 37.3 18.5 51.0
Old : 15.0 41.3 23.6 58.4 11.9 37.3 18.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020