COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 285,758: 89,171 6,058 62,025 116,436 208,581 267,632 276,665: 18,126 9,093
Old : 181,368: 68,105 14,514 38,589 62,096 121,389 168,789 174,492: 12,579 6,876
Other: 104,391: 31,376 1,853 13,127 54,340 87,193 98,844 102,173: 5,547 2,217
: : :
: : Changes in Commitments from: March 16, 2021 :
: -3,638: -2,825 211 -681 266 -3,722 -3,241 -4,192: -397 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 2.1 21.7 40.7 73.0 93.7 96.8: 6.3 3.2
Old : 100.0: 37.6 8.0 21.3 34.2 66.9 93.1 96.2: 6.9 3.8
Other: 100.0: 30.1 1.8 12.6 52.1 83.5 94.7 97.9: 5.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 146 35 90 69 78 247 181:
Old : 258: 119 45 78 64 72 215 169:
Other: 185: 82 19 27 57 55 155 89:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 35.4 23.0 47.2 10.7 29.9 16.7 39.2
Old : 14.4 36.9 23.6 46.8 11.7 33.1 18.0 40.4
Other: 18.2 38.3 29.9 55.4 15.0 34.4 25.4 49.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 13,494: 2,313 2,528 1,334 6,876 7,574 10,523 11,436: 2,971 2,059
Old : 13,439: 2,313 2,527 1,334 6,836 7,556 10,483 11,416: 2,955 2,023
Other: 55: 0 1 0 40 18 40 19: 15 36
: : :
: : Changes in Commitments from: March 16, 2021 :
: -26: -206 -207 252 215 -147 261 -102: -287 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.7 9.9 51.0 56.1 78.0 84.7: 22.0 15.3
Old : 100.0: 17.2 18.8 9.9 50.9 56.2 78.0 84.9: 22.0 15.1
Other: 100.0: 0.0 2.5 0.0 72.2 32.5 72.2 35.0: 27.8 65.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 16 19 7 24 12 46 32:
Old : 63: 16 19 7 24 12 46 32:
Other: 4: 0 1 0 1 2 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 43.2 40.3 58.4 24.4 41.5 36.2 53.6
Old : 24.5 43.3 40.3 58.5 24.5 41.5 36.0 53.7
Other: 72.2 35.0 72.2 35.0 72.2 35.0 72.2 35.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 221,587: 71,904 26,473 51,837 85,954 136,226 209,696 214,536: 11,891 7,051
Old : 192,155: 71,916 28,862 45,536 64,250 111,215 181,702 185,613: 10,453 6,542
Other: 29,432: 4,614 2,237 1,675 21,704 25,011 27,994 28,923: 1,438 509
: : :
: : Changes in Commitments from: March 16, 2021 :
: -2,660: -3,962 995 -2,843 4,167 -1,961 -2,638 -3,809: -23 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 11.9 23.4 38.8 61.5 94.6 96.8: 5.4 3.2
Old : 100.0: 37.4 15.0 23.7 33.4 57.9 94.6 96.6: 5.4 3.4
Other: 100.0: 15.7 7.6 5.7 73.7 85.0 95.1 98.3: 4.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 84 46 72 57 48 175 137:
Old : 195: 80 49 68 51 46 165 133:
Other: 75: 17 13 13 37 24 58 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 : 14.2 21.1 25.4 37.3 12.0 13.8 20.0 23.6
Old : 15.6 20.1 27.8 34.9 13.8 14.3 23.0 23.0
Other: 40.4 51.8 54.7 70.5 38.6 42.9 51.3 58.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,211,200: 259,560 53,335 255,335 594,986 855,320 1,109,880 1,163,990: 101,320 47,210
Old : 1,211,200: 259,560 53,335 255,335 594,986 855,320 1,109,880 1,163,990: 101,320 47,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -6,194: -12,097 4,059 -786 15,722 -12,051 2,839 -8,778: -9,033 2,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.4 21.1 49.1 70.6 91.6 96.1: 8.4 3.9
Old : 100.0: 21.4 4.4 21.1 49.1 70.6 91.6 96.1: 8.4 3.9
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 : 259: 105 41 92 91 82 237 183:
Old : 259: 105 41 92 91 82 237 183:
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 : 12.6 24.2 20.2 41.6 10.0 20.4 16.2 31.5
Old : 12.6 24.2 20.2 41.6 10.0 20.4 16.2 31.5
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, March 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 : 334,045: 67,808 27,562 99,912 152,908 199,489 320,628 326,963: 13,416 7,081
Old : 247,435: 70,537 41,615 63,356 101,941 136,396 235,835 241,367: 11,600 6,068
Other: 86,610: 21,563 10,239 12,264 50,967 63,093 84,794 85,596: 1,816 1,014
: : :
: : Changes in Commitments from: March 16, 2021 :
: 2,615: -3,054 5,071 -3,308 8,093 410 1,732 2,173: 883 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.3 29.9 45.8 59.7 96.0 97.9: 4.0 2.1
Old : 100.0: 28.5 16.8 25.6 41.2 55.1 95.3 97.5: 4.7 2.5
Other: 100.0: 24.9 11.8 14.2 58.8 72.8 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 189 87 149 140 132 397 314:
Old : 448: 181 96 138 134 127 379 306:
Other: 212: 56 28 33 94 84 167 131:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 19.6 26.4 32.8 10.5 14.9 15.2 21.8
Old : 15.6 19.4 25.2 31.7 11.7 16.8 18.0 25.9
Other: 31.0 30.0 42.7 46.7 27.0 27.8 36.6 39.3
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 26,024: 1,486 6,500 8,584 15,954 10,940 26,024 26,024: 0 0
Old : 26,024: 1,486 6,500 8,584 15,954 10,940 26,024 26,024: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 2,919: 314 1,011 830 1,775 1,078 2,919 2,919: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 25.0 33.0 61.3 42.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 25.0 33.0 61.3 42.0 100.0 100.0: 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 : 23: 5 7 10 10 7 22 17:
Old : 23: 5 7 10 10 7 22 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 : 60.1 66.5 84.4 92.2 30.9 34.3 36.6 38.1
Old : 60.1 66.5 84.4 92.2 30.9 34.3 36.6 38.1
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, March 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 : 36,782: 27,849 22,489 1,790 1,938 10,505 31,576 34,783: 5,206 1,999
Old : 36,782: 27,849 22,489 1,790 1,938 10,505 31,576 34,783: 5,206 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 1,373: 1,271 1,734 -170 278 -9 1,379 1,555: -6 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 61.1 4.9 5.3 28.6 85.8 94.6: 14.2 5.4
Old : 100.0: 75.7 61.1 4.9 5.3 28.6 85.8 94.6: 14.2 5.4
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: 57 42 8 8 3 68 50:
Old : 108: 57 42 8 8 3 68 50:
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 : 42.7 45.9 59.2 69.2 40.1 45.3 55.9 67.5
Old : 42.7 45.9 59.2 69.2 40.1 45.3 55.9 67.5
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, March 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 : 253,667: 42,410 20,061 31,523 177,286 200,691 251,218 252,274: 2,449 1,393
Old : 109,453: 30,720 11,721 17,739 59,916 79,268 108,375 108,728: 1,078 725
Other: 144,214: 12,628 9,278 12,845 117,370 121,423 142,843 143,546: 1,371 668
: : :
: : Changes in Commitments from: March 16, 2021 :
: 1,129: -276 -46 -343 2,154 1,519 1,535 1,131: -406 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.9 12.4 69.9 79.1 99.0 99.5: 1.0 0.5
Old : 100.0: 28.1 10.7 16.2 54.7 72.4 99.0 99.3: 1.0 0.7
Other: 100.0: 8.8 6.4 8.9 81.4 84.2 99.0 99.5: 1.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 121 66 48 73 65 214 169:
Old : 201: 82 37 33 51 48 150 107:
Other: 203: 70 54 19 49 47 128 114:
:----------------------------------------------------------------------------------------------------
: 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 : 43.2 41.8 61.4 60.5 32.7 34.5 39.9 46.1
Old : 31.4 38.6 47.8 57.8 27.4 30.3 36.9 45.7
Other: 60.4 53.6 77.4 70.4 53.5 53.5 63.7 66.5
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 411,896: 35,602 7,941 1,935 365,233 397,515 402,770 407,391: 9,126 4,505
Old : 411,896: 35,602 7,941 1,935 365,233 397,515 402,770 407,391: 9,126 4,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -70,266: 1,842 -14,312 -1,998 -66,502 -47,562 -66,658 -63,872: -3,608 -6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.9 0.5 88.7 96.5 97.8 98.9: 2.2 1.1
Old : 100.0: 8.6 1.9 0.5 88.7 96.5 97.8 98.9: 2.2 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 : 184: 29 12 7 110 80 142 96:
Old : 184: 29 12 7 110 80 142 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 : 26.6 41.3 39.1 61.2 20.1 41.0 32.6 57.6
Old : 26.6 41.3 39.1 61.2 20.1 41.0 32.6 57.6
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, March 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 : 1,135,023: 178,371 39,390 10,980 912,384 1,073,815 1,101,735 1,124,185: 33,288 10,838
Old : 1,135,023: 178,371 39,390 10,980 912,384 1,073,815 1,101,735 1,124,185: 33,288 10,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: -264,287: -10,627 -23,482 -23,561 -157,210 -136,344 -191,398 -183,387: -72,889 -80,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 3.5 1.0 80.4 94.6 97.1 99.0: 2.9 1.0
Old : 100.0: 15.7 3.5 1.0 80.4 94.6 97.1 99.0: 2.9 1.0
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 : 425: 84 47 30 243 146 344 206:
Old : 425: 84 47 30 243 146 344 206:
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 : 15.3 45.9 23.2 67.1 12.5 45.7 19.8 64.8
Old : 15.3 45.9 23.2 67.1 12.5 45.7 19.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2021