COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 252,466: 73,925 9,941 51,374 111,178 183,095 236,477 244,411: 15,989 8,055
Old : 2,203: 258 105 0 1,794 2,078 2,052 2,183: 151 20
Other: 250,263: 73,836 10,005 51,206 109,384 181,017 234,425 242,228: 15,838 8,035
: : :
: : Changes in Commitments from: June 15, 2021 :
: -7,655: -823 -531 410 -5,484 -6,822 -5,897 -6,943: -1,757 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.9 20.3 44.0 72.5 93.7 96.8: 6.3 3.2
Old : 100.0: 11.7 4.8 0.0 81.4 94.3 93.1 99.1: 6.9 0.9
Other: 100.0: 29.5 4.0 20.5 43.7 72.3 93.7 96.8: 6.3 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 127 35 84 65 65 227 158:
Old : 30: 4 3 0 7 16 11 19:
Other: 252: 126 36 83 64 65 225 158:
:----------------------------------------------------------------------------------------------------
: 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 38.7 23.4 50.3 13.5 34.1 19.9 43.2
Old : 82.3 71.4 91.4 91.5 82.3 71.4 91.4 91.5
Other: 15.2 38.9 23.6 50.2 13.6 34.3 20.1 43.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 13,181: 3,547 1,694 1,307 5,782 9,084 10,636 12,085: 2,545 1,095
Old : 12,865: 3,523 1,654 1,263 5,586 8,926 10,372 11,843: 2,494 1,022
Other: 315: 44 59 25 195 158 264 242: 52 73
: : :
: : Changes in Commitments from: June 15, 2021 :
: -1,044: -232 -5 -499 185 -491 -546 -994: -498 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.8 9.9 43.9 68.9 80.7 91.7: 19.3 8.3
Old : 100.0: 27.4 12.9 9.8 43.4 69.4 80.6 92.1: 19.4 7.9
Other: 100.0: 13.8 18.8 7.9 61.9 50.1 83.6 76.9: 16.4 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 14 8 22 12 51 29:
Old : 64: 25 12 8 22 12 51 29:
Other: 15: 2 3 3 6 4 10 8:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 54.4 37.5 71.3 22.3 52.3 36.6 68.4
Old : 22.9 54.7 37.9 71.7 22.9 52.5 37.0 68.9
Other: 69.8 64.9 82.6 76.9 69.8 59.2 75.7 68.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 247,074: 55,740 44,063 62,474 116,227 132,159 234,440 238,696: 12,634 8,378
Old : 116,420: 57,613 48,572 10,328 40,026 51,016 107,967 109,916: 8,453 6,504
Other: 130,655: 28,662 26,026 21,611 76,201 81,143 126,473 128,780: 4,181 1,875
: : :
: : Changes in Commitments from: June 15, 2021 :
: 8,247: -863 4,104 3,420 4,786 -77 7,344 7,448: 903 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 17.8 25.3 47.0 53.5 94.9 96.6: 5.1 3.4
Old : 100.0: 49.5 41.7 8.9 34.4 43.8 92.7 94.4: 7.3 5.6
Other: 100.0: 21.9 19.9 16.5 58.3 62.1 96.8 98.6: 3.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 79 67 72 63 49 187 149:
Old : 206: 76 66 41 48 33 149 115:
Other: 148: 49 37 38 55 40 120 101:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 23.9 32.7 37.1 12.9 13.3 19.6 20.8
Old : 25.2 25.9 40.9 37.6 22.0 19.6 33.4 29.9
Other: 28.4 32.8 41.8 50.7 20.6 24.1 29.6 34.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 1,065,849: 278,721 39,174 223,009 477,683 754,217 979,413 1,016,400: 86,435 49,448
Old : 1,065,849: 278,721 39,174 223,009 477,683 754,217 979,413 1,016,400: 86,435 49,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -73,291: -29,094 3,306 -8,672 -26,287 -70,722 -64,052 -76,088: -9,239 2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.7 20.9 44.8 70.8 91.9 95.4: 8.1 4.6
Old : 100.0: 26.2 3.7 20.9 44.8 70.8 91.9 95.4: 8.1 4.6
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 : 236: 105 26 74 94 84 222 163:
Old : 236: 105 26 74 94 84 222 163:
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 22.1 20.5 37.7 10.8 18.2 17.3 29.6
Old : 11.9 22.1 20.5 37.7 10.8 18.2 17.3 29.6
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, June 22, 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 : 329,542: 74,707 27,949 94,608 147,117 199,356 316,433 321,913: 13,109 7,629
Old : 166,546: 60,672 53,274 30,121 67,209 78,720 158,002 162,116: 8,544 4,431
Other: 162,996: 47,174 7,813 31,349 79,908 120,635 158,431 159,798: 4,565 3,198
: : :
: : Changes in Commitments from: June 15, 2021 :
: -13,677: -5,274 3,769 -2,099 -5,581 -15,091 -12,954 -13,421: -723 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.5 28.7 44.6 60.5 96.0 97.7: 4.0 2.3
Old : 100.0: 36.4 32.0 18.1 40.4 47.3 94.9 97.3: 5.1 2.7
Other: 100.0: 28.9 4.8 19.2 49.0 74.0 97.2 98.0: 2.8 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 194 78 151 136 128 399 304:
Old : 421: 174 96 77 97 109 299 255:
Other: 305: 112 47 75 117 99 262 191:
:----------------------------------------------------------------------------------------------------
: 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 20.4 24.1 32.5 11.7 16.4 16.9 22.9
Old : 17.3 21.2 27.5 34.3 15.7 19.6 24.4 30.1
Other: 17.6 27.6 27.2 40.7 16.9 21.3 23.7 32.3
COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 36,256: 3,824 565 12,929 19,502 22,762 36,256 36,256: 0 0
Old : 36,256: 3,824 565 12,929 19,502 22,762 36,256 36,256: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: 2,280: 207 -142 1,069 1,003 1,353 2,280 2,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 1.6 35.7 53.8 62.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.5 1.6 35.7 53.8 62.8 100.0 100.0: 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: 10 3 10 8 5 20 16:
Old : 21: 10 3 10 8 5 20 16:
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 : 69.7 77.1 94.0 95.6 17.7 24.0 22.7 24.0
Old : 69.7 77.1 94.0 95.6 17.7 24.0 22.7 24.0
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, June 22, 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 : 34,660: 24,503 25,017 1,657 1,309 5,014 27,470 31,688: 7,189 2,972
Old : 34,660: 24,503 25,017 1,657 1,309 5,014 27,470 31,688: 7,189 2,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -2,823: -1,120 -2,909 -491 -1,817 396 -3,428 -3,004: 606 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 72.2 4.8 3.8 14.5 79.3 91.4: 20.7 8.6
Old : 100.0: 70.7 72.2 4.8 3.8 14.5 79.3 91.4: 20.7 8.6
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 : 102: 58 35 8 5 6 65 47:
Old : 102: 58 35 8 5 6 65 47:
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 : 44.7 37.0 54.9 61.4 42.1 37.0 52.2 59.8
Old : 44.7 37.0 54.9 61.4 42.1 37.0 52.2 59.8
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, June 22, 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 : 234,767: 28,098 19,678 28,427 176,250 185,279 232,774 233,383: 1,993 1,384
Old : 22,782: 1,440 1,144 8,270 12,946 13,297 22,655 22,711: 127 72
Other: 211,985: 26,982 18,857 19,833 163,304 171,982 210,119 210,672: 1,865 1,313
: : :
: : Changes in Commitments from: June 15, 2021 :
: -10,937: -6,036 158 -1,702 -3,014 -8,814 -10,752 -10,358: -186 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 8.4 12.1 75.1 78.9 99.2 99.4: 0.8 0.6
Old : 100.0: 6.3 5.0 36.3 56.8 58.4 99.4 99.7: 0.6 0.3
Other: 100.0: 12.7 8.9 9.4 77.0 81.1 99.1 99.4: 0.9 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 67 107 45 60 75 156 202:
Old : 51: 13 12 8 18 16 35 32:
Other: 269: 66 103 39 56 73 147 195:
:----------------------------------------------------------------------------------------------------
: 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 : 51.6 30.8 67.1 50.1 42.9 29.0 50.7 41.9
Old : 53.9 57.2 78.4 83.3 17.5 21.2 22.5 23.5
Other: 55.2 33.4 69.3 52.6 49.2 32.4 57.4 47.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 410,709: 40,821 12,412 916 357,365 393,543 399,102 406,871: 11,607 3,838
Old : 410,709: 40,821 12,412 916 357,365 393,543 399,102 406,871: 11,607 3,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -48,240: 5,819 -7,660 -3,364 -50,849 -37,755 -48,394 -48,779: 154 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.0 0.2 87.0 95.8 97.2 99.1: 2.8 0.9
Old : 100.0: 9.9 3.0 0.2 87.0 95.8 97.2 99.1: 2.8 0.9
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 : 183: 31 10 6 111 84 144 98:
Old : 183: 31 10 6 111 84 144 98:
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 : 25.6 45.7 38.6 64.0 20.1 44.2 31.0 60.5
Old : 25.6 45.7 38.6 64.0 20.1 44.2 31.0 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, June 22, 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 : 1,017,644: 180,684 47,543 13,679 780,028 930,533 974,391 991,755: 43,253 25,889
Old : 1,017,644: 180,684 47,543 13,679 780,028 930,533 974,391 991,755: 43,253 25,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2021 :
: -331,697: -4,709 -13,579 -12,417 -262,407 -262,692 -279,533 -288,688: -52,164 -43,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.7 1.3 76.7 91.4 95.7 97.5: 4.3 2.5
Old : 100.0: 17.8 4.7 1.3 76.7 91.4 95.7 97.5: 4.3 2.5
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 : 399: 83 39 33 230 139 326 198:
Old : 399: 83 39 33 230 139 326 198:
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 : 14.8 35.6 22.8 54.6 12.9 35.6 19.8 52.0
Old : 14.8 35.6 22.8 54.6 12.9 35.6 19.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2021