COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 255,889: 98,305 8,989 49,136 90,789 190,398 238,231 248,523: 17,659 7,366
Old : 220,753: 92,281 13,603 39,838 73,304 160,982 205,423 214,424: 15,330 6,329
Other: 35,136: 11,610 970 3,713 17,486 29,416 32,808 34,099: 2,328 1,037
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,331: 2,750 -80 690 120 1,997 3,561 2,606: -1,230 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.5 19.2 35.5 74.4 93.1 97.1: 6.9 2.9
Old : 100.0: 41.8 6.2 18.0 33.2 72.9 93.1 97.1: 6.9 2.9
Other: 100.0: 33.0 2.8 10.6 49.8 83.7 93.4 97.0: 6.6 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 160 34 74 68 70 247 163:
Old : 279: 153 39 68 63 69 237 157:
Other: 99: 35 10 16 39 31 79 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 : 11.9 36.1 19.1 47.8 11.2 33.4 17.6 43.4
Old : 13.1 39.2 20.9 48.0 12.9 38.1 20.3 45.9
Other: 24.4 42.7 38.4 64.6 20.7 40.6 32.7 62.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 13,168: 3,045 1,087 1,429 6,640 9,662 11,114 12,178: 2,054 990
Old : 13,167: 3,045 1,087 1,429 6,639 9,662 11,113 12,178: 2,054 989
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: December 15, 2020 :
: -783: -159 -149 -702 165 75 -696 -777: -87 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.3 10.9 50.4 73.4 84.4 92.5: 15.6 7.5
Old : 100.0: 23.1 8.3 10.9 50.4 73.4 84.4 92.5: 15.6 7.5
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 18 11 9 20 12 45 26:
Old : 53: 18 11 9 20 12 45 26:
Other: 1: 0 0 0 1 0 1 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 58.5 35.6 76.1 18.0 54.7 32.8 62.8
Old : 19.2 58.5 35.6 76.1 18.0 54.7 32.8 62.8
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 249,368: 67,910 29,800 69,224 97,868 142,444 235,002 241,468: 14,366 7,899
Old : 226,649: 71,851 27,781 63,443 77,623 127,783 212,917 219,008: 13,732 7,641
Other: 22,719: 1,729 7,688 111 20,245 14,661 22,086 22,461: 633 258
: : :
: : Changes in Commitments from: December 15, 2020 :
: 464: 461 3,042 -1,501 2,001 -17 961 1,523: -497 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.0 27.8 39.2 57.1 94.2 96.8: 5.8 3.2
Old : 100.0: 31.7 12.3 28.0 34.2 56.4 93.9 96.6: 6.1 3.4
Other: 100.0: 7.6 33.8 0.5 89.1 64.5 97.2 98.9: 2.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 86 48 65 61 52 181 139:
Old : 206: 86 47 63 60 52 179 136:
Other: 55: 11 12 6 22 17 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 : 17.8 26.3 27.4 38.7 9.2 13.3 15.8 22.5
Old : 18.0 23.7 27.7 36.0 10.2 12.3 17.1 20.7
Other: 68.6 52.4 82.5 72.2 62.5 50.4 76.2 67.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,200,726: 284,563 45,420 236,431 579,015 871,151 1,100,010 1,153,003: 100,716 47,723
Old : 1,200,726: 284,563 45,420 236,431 579,015 871,151 1,100,010 1,153,003: 100,716 47,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -3,908: -6,341 -348 5,067 -4,777 -4,544 -6,052 175: 2,144 -4,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.8 19.7 48.2 72.6 91.6 96.0: 8.4 4.0
Old : 100.0: 23.7 3.8 19.7 48.2 72.6 91.6 96.0: 8.4 4.0
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 : 252: 100 39 81 95 86 235 173:
Old : 252: 100 39 81 95 86 235 173:
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 : 11.7 25.7 19.3 41.9 10.8 23.4 16.9 33.3
Old : 11.7 25.7 19.3 41.9 10.8 23.4 16.9 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 21, 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 : 304,654: 58,819 19,100 78,903 153,465 199,880 291,187 297,883: 13,467 6,771
Old : 265,259: 59,423 25,422 66,298 127,329 167,422 253,049 259,142: 12,210 6,117
Other: 39,394: 8,967 3,248 3,035 26,136 32,458 38,138 38,741: 1,257 653
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,866: 1,491 -523 2,001 -1,210 829 2,282 2,306: -416 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.3 25.9 50.4 65.6 95.6 97.8: 4.4 2.2
Old : 100.0: 22.4 9.6 25.0 48.0 63.1 95.4 97.7: 4.6 2.3
Other: 100.0: 22.8 8.2 7.7 66.3 82.4 96.8 98.3: 3.2 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 176 70 145 136 126 370 298:
Old : 421: 170 81 141 133 119 364 290:
Other: 145: 35 8 17 73 65 111 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 : 17.9 25.2 26.6 36.7 8.5 15.4 12.7 22.8
Old : 17.4 24.8 25.9 35.2 9.1 16.1 13.9 23.7
Other: 42.5 38.9 55.5 55.9 36.8 38.7 49.2 52.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 34,838: 13,445 28,363 2,369 15,637 302 31,451 31,034: 3,387 3,804
Old : 34,838: 13,445 28,363 2,369 15,637 302 31,451 31,034: 3,387 3,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -1,178: -1,231 -382 -880 1,099 -130 -1,013 -1,392: -166 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 81.4 6.8 44.9 0.9 90.3 89.1: 9.7 10.9
Old : 100.0: 38.6 81.4 6.8 44.9 0.9 90.3 89.1: 9.7 10.9
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 : 96: 30 57 9 8 3 42 65:
Old : 96: 30 57 9 8 3 42 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 : 54.4 45.9 72.5 60.0 51.4 45.8 67.8 58.6
Old : 54.4 45.9 72.5 60.0 51.4 45.8 67.8 58.6
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 21, 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 : 222,711: 70,745 9,663 18,672 131,278 192,656 220,695 220,991: 2,016 1,720
Old : 169,499: 69,729 7,883 13,676 84,355 146,647 167,760 168,206: 1,740 1,293
Other: 53,212: 2,296 3,060 3,716 46,923 46,009 52,935 52,785: 276 427
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,656: 671 -62 410 2,359 3,288 3,440 3,636: 216 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 4.3 8.4 58.9 86.5 99.1 99.2: 0.9 0.8
Old : 100.0: 41.1 4.7 8.1 49.8 86.5 99.0 99.2: 1.0 0.8
Other: 100.0: 4.3 5.8 7.0 88.2 86.5 99.5 99.2: 0.5 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 119 57 44 63 59 211 144:
Old : 257: 119 53 36 60 53 199 128:
Other: 81: 21 18 7 18 33 41 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 : 35.7 47.7 52.3 67.7 32.3 45.5 41.0 57.2
Old : 31.5 48.4 44.4 69.3 26.3 42.6 36.1 56.5
Other: 82.1 55.9 93.6 78.0 77.7 55.9 83.5 73.8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 417,458: 37,293 5,831 541 370,825 406,566 408,659 412,938: 8,799 4,520
Old : 417,458: 37,293 5,831 541 370,825 406,566 408,659 412,938: 8,799 4,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -39,666: -1,205 -11,540 -1,846 -34,550 -24,153 -37,601 -37,539: -2,065 -2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.4 0.1 88.8 97.4 97.9 98.9: 2.1 1.1
Old : 100.0: 8.9 1.4 0.1 88.8 97.4 97.9 98.9: 2.1 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 : 174: 24 7 4 107 86 133 95:
Old : 174: 24 7 4 107 86 133 95:
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 38.0 65.6 21.9 48.6 34.3 64.7
Old : 25.1 48.8 38.0 65.6 21.9 48.6 34.3 64.7
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 21, 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 : 1,203,364: 235,893 52,551 7,407 917,498 1,129,979 1,160,798 1,189,937: 42,566 13,427
Old : 1,203,364: 235,893 52,551 7,407 917,498 1,129,979 1,160,798 1,189,937: 42,566 13,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -269,134: 454 -66,817 -18,387 -213,698 -151,320 -231,631 -236,524: -37,503 -32,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.4 0.6 76.2 93.9 96.5 98.9: 3.5 1.1
Old : 100.0: 19.6 4.4 0.6 76.2 93.9 96.5 98.9: 3.5 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 : 417: 97 38 24 236 135 342 188:
Old : 417: 97 38 24 236 135 342 188:
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 : 14.1 46.4 22.5 67.5 12.5 46.1 19.7 65.1
Old : 14.1 46.4 22.5 67.5 12.5 46.1 19.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2020