COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 301,974: 106,469 8,917 59,473 114,589 226,269 280,531 294,659: 21,443 7,315
Old : 214,274: 84,268 14,955 39,981 73,503 153,947 197,752 208,883: 16,521 5,391
Other: 87,701: 29,050 812 12,642 41,086 72,323 82,779 85,777: 4,922 1,924
: : :
: : Changes in Commitments from: February 16, 2021 :
: 11,938: 4,543 -523 3,096 4,482 9,873 12,121 12,446: -183 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 3.0 19.7 37.9 74.9 92.9 97.6: 7.1 2.4
Old : 100.0: 39.3 7.0 18.7 34.3 71.8 92.3 97.5: 7.7 2.5
Other: 100.0: 33.1 0.9 14.4 46.8 82.5 94.4 97.8: 5.6 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 171 34 86 67 74 265 176:
Old : 286: 153 43 78 61 68 242 165:
Other: 169: 82 12 27 51 52 140 85:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 38.2 19.3 49.8 9.7 34.2 15.4 44.0
Old : 12.4 42.0 20.0 52.4 11.3 40.0 17.7 48.4
Other: 17.6 32.5 30.9 51.1 16.3 29.4 28.2 45.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 13,867: 2,276 2,569 1,013 7,240 7,780 10,530 11,362: 3,338 2,506
Old : 13,832: 2,276 2,568 1,013 7,211 7,765 10,501 11,346: 3,332 2,487
Other: 35: 0 1 0 29 15 29 16: 6 19
: : :
: : Changes in Commitments from: February 16, 2021 :
: -1,310: -134 348 -889 -86 -636 -1,108 -1,176: -201 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.5 7.3 52.2 56.1 75.9 81.9: 24.1 18.1
Old : 100.0: 16.5 18.6 7.3 52.1 56.1 75.9 82.0: 24.1 18.0
Other: 100.0: 0.0 3.0 0.0 82.8 42.8 82.8 45.8: 17.2 54.2
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 18 8 23 10 45 34:
Old : 64: 19 18 8 23 10 45 34:
Other: 4: 0 1 0 2 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 45.3 36.4 58.8 22.2 44.1 33.7 56.4
Old : 22.3 45.3 36.5 58.8 22.3 44.1 33.6 56.4
Other: 82.8 45.8 82.8 45.8 82.8 45.8 82.8 45.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 230,262: 66,633 33,529 58,320 92,234 133,421 217,186 225,271: 13,076 4,991
Old : 203,065: 70,722 34,472 49,826 70,726 114,275 191,274 198,573: 11,791 4,492
Other: 27,197: 2,767 5,913 1,638 21,508 19,147 25,913 26,698: 1,285 499
: : :
: : Changes in Commitments from: February 16, 2021 :
: 876: -1,599 -2,056 1,464 992 2,153 857 1,561: 19 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.6 25.3 40.1 57.9 94.3 97.8: 5.7 2.2
Old : 100.0: 34.8 17.0 24.5 34.8 56.3 94.2 97.8: 5.8 2.2
Other: 100.0: 10.2 21.7 6.0 79.1 70.4 95.3 98.2: 4.7 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 88 50 63 60 45 177 132:
Old : 206: 89 48 60 58 44 172 130:
Other: 70: 12 17 15 33 22 53 46:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 21.1 27.2 37.2 11.1 12.7 17.3 21.9
Old : 17.9 19.3 28.4 34.3 12.6 13.2 19.6 22.2
Other: 49.7 51.9 63.7 69.7 45.7 44.6 58.9 56.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,250,897: 283,287 34,620 248,987 600,542 923,126 1,132,816 1,206,733: 118,081 44,164
Old : 1,250,897: 283,287 34,620 248,987 600,542 923,126 1,132,816 1,206,733: 118,081 44,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -22,347: 5,003 -12,820 14,383 -44,116 -19,732 -24,730 -18,169: 2,383 -4,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 2.8 19.9 48.0 73.8 90.6 96.5: 9.4 3.5
Old : 100.0: 22.6 2.8 19.9 48.0 73.8 90.6 96.5: 9.4 3.5
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 : 251: 116 24 72 90 89 227 170:
Old : 251: 116 24 72 90 89 227 170:
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 25.4 22.1 42.9 10.4 22.9 15.7 32.8
Old : 14.1 25.4 22.1 42.9 10.4 22.9 15.7 32.8
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, February 23, 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 : 311,794: 74,341 17,300 85,249 138,787 201,700 298,376 304,249: 13,417 7,545
Old : 242,667: 75,631 26,440 59,985 95,188 149,587 230,805 236,012: 11,862 6,655
Other: 69,127: 15,170 7,321 8,803 43,599 52,114 67,572 68,237: 1,555 890
: : :
: : Changes in Commitments from: February 16, 2021 :
: 18,505: 10,382 -6,808 6,700 398 18,072 17,480 17,963: 1,024 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 5.5 27.3 44.5 64.7 95.7 97.6: 4.3 2.4
Old : 100.0: 31.2 10.9 24.7 39.2 61.6 95.1 97.3: 4.9 2.7
Other: 100.0: 21.9 10.6 12.7 63.1 75.4 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 211 63 130 134 133 389 287:
Old : 437: 202 72 123 129 126 379 276:
Other: 183: 48 16 29 86 79 148 112:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 23.3 24.2 35.9 10.5 16.6 15.4 25.6
Old : 14.5 21.3 23.3 33.9 12.0 17.8 18.0 27.1
Other: 36.4 34.3 48.2 52.6 28.9 32.7 38.0 44.5
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 13,177: 909 2,620 4,436 7,833 6,122 13,177 13,177: 0 0
Old : 13,177: 909 2,620 4,436 7,833 6,122 13,177 13,177: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -2,515: 74 -1,706 -185 -2,404 -624 -2,515 -2,515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 19.9 33.7 59.4 46.5 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 19.9 33.7 59.4 46.5 100.0 100.0: 0.0 0.0
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 : 21: 3 7 8 10 8 19 17:
Old : 21: 3 7 8 10 8 19 17:
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 : 58.4 61.0 89.3 92.1 27.6 25.3 30.5 31.0
Old : 58.4 61.0 89.3 92.1 27.6 25.3 30.5 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 41,446: 17,563 31,443 5,374 13,446 305 36,382 37,122: 5,064 4,324
Old : 41,446: 17,563 31,443 5,374 13,446 305 36,382 37,122: 5,064 4,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 5,408: 1,751 1,314 3,289 600 -82 5,640 4,521: -233 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 75.9 13.0 32.4 0.7 87.8 89.6: 12.2 10.4
Old : 100.0: 42.4 75.9 13.0 32.4 0.7 87.8 89.6: 12.2 10.4
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 : 108: 37 62 9 8 3 51 68:
Old : 108: 37 62 9 8 3 51 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 : 48.4 38.4 67.3 52.5 42.7 31.6 57.5 43.9
Old : 48.4 38.4 67.3 52.5 42.7 31.6 57.5 43.9
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, February 23, 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 : 247,945: 51,819 18,019 24,469 168,904 204,141 245,192 246,629: 2,752 1,316
Old : 132,535: 46,735 12,678 12,794 71,432 106,272 130,962 131,744: 1,574 792
Other: 115,409: 7,231 7,489 9,527 97,472 97,869 114,231 114,886: 1,179 524
: : :
: : Changes in Commitments from: February 16, 2021 :
: -6,864: -3,356 1,397 -5,462 2,268 -2,618 -6,550 -6,683: -314 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 7.3 9.9 68.1 82.3 98.9 99.5: 1.1 0.5
Old : 100.0: 35.3 9.6 9.7 53.9 80.2 98.8 99.4: 1.2 0.6
Other: 100.0: 6.3 6.5 8.3 84.5 84.8 99.0 99.5: 1.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 120 44 40 61 58 199 132:
Old : 195: 90 32 27 52 44 156 94:
Other: 148: 57 31 13 38 41 99 84:
:----------------------------------------------------------------------------------------------------
: 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 : 47.8 40.8 63.7 64.2 31.0 37.9 41.5 49.8
Old : 36.7 42.0 50.0 62.7 24.9 27.5 33.5 42.3
Other: 69.4 60.4 84.2 78.3 64.0 60.2 73.4 72.3
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 432,836: 35,317 17,925 1,730 385,605 406,123 422,652 425,778: 10,184 7,058
Old : 432,836: 35,317 17,925 1,730 385,605 406,123 422,652 425,778: 10,184 7,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,114: -279 -965 45 906 -40 672 -960: 442 2,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.1 0.4 89.1 93.8 97.6 98.4: 2.4 1.6
Old : 100.0: 8.2 4.1 0.4 89.1 93.8 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 : 179: 23 12 6 110 83 137 97:
Old : 179: 23 12 6 110 83 137 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 : 25.9 46.8 38.2 63.9 21.3 46.4 33.0 61.8
Old : 25.9 46.8 38.2 63.9 21.3 46.4 33.0 61.8
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, February 23, 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 : 1,233,983: 222,648 56,074 6,470 968,906 1,155,727 1,198,024 1,218,271: 35,959 15,712
Old : 1,233,983: 222,648 56,074 6,470 968,906 1,155,727 1,198,024 1,218,271: 35,959 15,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -5,741: -1,251 -5,995 251 481 -6,197 -519 -11,941: -5,222 6,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.5 0.5 78.5 93.7 97.1 98.7: 2.9 1.3
Old : 100.0: 18.0 4.5 0.5 78.5 93.7 97.1 98.7: 2.9 1.3
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 : 430: 97 34 22 242 147 347 195:
Old : 430: 97 34 22 242 147 347 195:
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 : 13.8 43.6 23.3 60.9 12.6 43.5 20.8 59.5
Old : 13.8 43.6 23.3 60.9 12.6 43.5 20.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2021