COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 291,506: 96,456 11,509 68,452 106,172 204,203 271,080 284,164: 20,425 7,342
Old : 249,442: 89,659 16,214 56,830 85,773 170,391 232,261 243,435: 17,181 6,007
Other: 42,064: 13,373 1,870 5,047 20,399 33,812 38,819 40,729: 3,245 1,335
: : :
: : Changes in Commitments from: January 12, 2021 :
: 3,426: -606 1,215 2,094 1,461 -334 2,949 2,975: 477 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.9 23.5 36.4 70.1 93.0 97.5: 7.0 2.5
Old : 100.0: 35.9 6.5 22.8 34.4 68.3 93.1 97.6: 6.9 2.4
Other: 100.0: 31.8 4.4 12.0 48.5 80.4 92.3 96.8: 7.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 157 44 96 68 71 260 188:
Old : 292: 143 54 88 65 69 249 180:
Other: 121: 54 10 23 41 36 101 64:
:----------------------------------------------------------------------------------------------------
: 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 33.9 18.3 44.9 10.5 30.6 15.9 39.4
Old : 12.3 35.7 19.2 45.3 11.7 33.1 18.0 42.1
Other: 22.6 37.5 37.9 60.0 21.2 35.9 33.8 55.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,166: 3,290 662 1,337 5,180 8,966 9,807 10,966: 2,359 1,200
Old : 12,166: 3,290 662 1,337 5,180 8,966 9,807 10,966: 2,359 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -37: -3 -13 5 -182 -240 -181 -248: 144 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.4 11.0 42.6 73.7 80.6 90.1: 19.4 9.9
Old : 100.0: 27.0 5.4 11.0 42.6 73.7 80.6 90.1: 19.4 9.9
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 : 54: 23 6 9 21 13 49 24:
Old : 54: 23 6 9 21 13 49 24:
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 : 20.2 60.3 35.7 75.9 19.8 56.8 33.8 66.8
Old : 20.2 60.3 35.7 75.9 19.8 56.8 33.8 66.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 253,516: 69,071 26,686 70,356 100,138 148,949 239,565 245,990: 13,951 7,526
Old : 228,803: 73,362 26,217 63,175 79,053 132,132 215,589 221,523: 13,214 7,280
Other: 24,713: 2,727 7,486 164 21,085 16,817 23,976 24,467: 737 246
: : :
: : Changes in Commitments from: January 12, 2021 :
: 3,386: 1,139 238 1,104 1,144 2,173 3,387 3,515: -1 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.5 27.8 39.5 58.8 94.5 97.0: 5.5 3.0
Old : 100.0: 32.1 11.5 27.6 34.6 57.7 94.2 96.8: 5.8 3.2
Other: 100.0: 11.0 30.3 0.7 85.3 68.0 97.0 99.0: 3.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 95 40 73 60 49 187 139:
Old : 210: 97 39 71 60 49 186 138:
Other: 64: 13 15 8 24 20 41 39:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 26.7 29.0 40.1 10.3 13.6 16.8 22.9
Old : 19.3 24.3 30.2 37.9 11.4 12.8 18.4 22.5
Other: 61.6 52.5 77.2 71.4 52.5 46.8 67.6 61.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,298,903: 311,521 41,411 255,685 619,621 953,437 1,186,826 1,250,533: 112,077 48,370
Old : 1,298,903: 311,521 41,411 255,685 619,621 953,437 1,186,826 1,250,533: 112,077 48,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 20,809: 3,623 -2,119 1,486 13,433 14,177 18,542 13,544: 2,267 7,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.2 19.7 47.7 73.4 91.4 96.3: 8.6 3.7
Old : 100.0: 24.0 3.2 19.7 47.7 73.4 91.4 96.3: 8.6 3.7
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 : 260: 116 28 77 98 91 244 174:
Old : 260: 116 28 77 98 91 244 174:
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 : 11.9 25.6 20.2 42.4 10.6 23.5 15.8 33.5
Old : 11.9 25.6 20.2 42.4 10.6 23.5 15.8 33.5
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,323: 64,602 19,933 86,519 152,790 203,523 303,912 309,975: 14,412 8,348
Old : 268,715: 66,882 26,598 69,844 118,741 164,741 255,467 261,183: 13,248 7,532
Other: 49,608: 9,415 5,030 4,981 34,049 38,782 48,445 48,792: 1,163 816
: : :
: : Changes in Commitments from: January 12, 2021 :
: 12,871: 3,997 -4,707 7,768 1,101 9,414 12,865 12,474: 6 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.3 27.2 48.0 63.9 95.5 97.4: 4.5 2.6
Old : 100.0: 24.9 9.9 26.0 44.2 61.3 95.1 97.2: 4.9 2.8
Other: 100.0: 19.0 10.1 10.0 68.6 78.2 97.7 98.4: 2.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 189 73 147 133 128 385 300:
Old : 431: 183 85 142 128 119 376 290:
Other: 160: 37 15 20 81 72 127 99:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 23.2 26.6 35.3 9.7 14.9 14.3 22.2
Old : 16.6 21.8 25.2 32.8 9.6 15.6 14.9 23.2
Other: 42.9 36.9 55.9 54.9 36.7 36.4 47.1 50.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,139: 15,416 29,717 2,192 12,683 609 30,291 32,519: 5,848 3,620
Old : 36,139: 15,416 29,717 2,192 12,683 609 30,291 32,519: 5,848 3,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,219: 1,491 1,862 -646 -859 69 -14 1,285: 1,233 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 82.2 6.1 35.1 1.7 83.8 90.0: 16.2 10.0
Old : 100.0: 42.7 82.2 6.1 35.1 1.7 83.8 90.0: 16.2 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 : 98: 36 53 7 5 6 44 63:
Old : 98: 36 53 7 5 6 44 63:
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 : 51.7 42.8 69.3 58.8 48.6 42.8 63.5 58.8
Old : 51.7 42.8 69.3 58.8 48.6 42.8 63.5 58.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 240,825: 59,794 13,556 27,064 151,673 198,664 238,531 239,283: 2,294 1,542
Old : 164,359: 56,967 10,889 19,963 85,641 132,407 162,571 163,259: 1,789 1,100
Other: 76,466: 4,338 4,177 5,590 66,032 66,257 75,961 76,024: 506 442
: : :
: : Changes in Commitments from: January 12, 2021 :
: 5,297: -1,692 135 182 6,709 4,717 5,199 5,033: 98 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.6 11.2 63.0 82.5 99.0 99.4: 1.0 0.6
Old : 100.0: 34.7 6.6 12.1 52.1 80.6 98.9 99.3: 1.1 0.7
Other: 100.0: 5.7 5.5 7.3 86.4 86.6 99.3 99.4: 0.7 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 116 58 44 62 64 201 152:
Old : 253: 107 56 37 56 54 184 133:
Other: 107: 33 24 7 30 38 66 66:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 44.8 53.2 65.4 27.4 41.3 42.3 57.3
Old : 26.1 41.1 41.6 62.7 19.4 34.8 30.9 51.1
Other: 75.2 59.5 88.0 78.1 69.5 59.3 78.8 75.2
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 410,746: 36,095 16,754 354 364,480 387,213 400,929 404,321: 9,817 6,425
Old : 410,746: 36,095 16,754 354 364,480 387,213 400,929 404,321: 9,817 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -2,441: -2,039 8,098 -38 -1,197 -11,976 -3,274 -3,916: 833 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.1 0.1 88.7 94.3 97.6 98.4: 2.4 1.6
Old : 100.0: 8.8 4.1 0.1 88.7 94.3 97.6 98.4: 2.4 1.6
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 : 183: 27 13 3 111 83 140 97:
Old : 183: 27 13 3 111 83 140 97:
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 : 25.3 45.1 38.1 62.2 22.6 44.7 34.7 60.5
Old : 25.3 45.1 38.1 62.2 22.6 44.7 34.7 60.5
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,249,685: 238,187 80,147 7,027 964,327 1,152,979 1,209,541 1,240,153: 40,144 9,532
Old : 1,249,685: 238,187 80,147 7,027 964,327 1,152,979 1,209,541 1,240,153: 40,144 9,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -3,194: -8,305 -17,420 848 1,229 15,626 -6,228 -946: 3,034 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.4 0.6 77.2 92.3 96.8 99.2: 3.2 0.8
Old : 100.0: 19.1 6.4 0.6 77.2 92.3 96.8 99.2: 3.2 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 : 431: 104 40 19 240 133 351 185:
Old : 431: 104 40 19 240 133 351 185:
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 : 14.6 45.0 23.4 63.9 13.5 44.7 20.9 62.6
Old : 14.6 45.0 23.4 63.9 13.5 44.7 20.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021