COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,774: 61,973 52,730 45,870 100,167 108,537 208,010 207,136: 12,764 13,637
Old : 194,242: 61,349 55,977 38,949 82,397 86,231 182,696 181,156: 11,546 13,085
Other: 26,532: 5,789 1,918 1,756 17,769 22,306 25,314 25,980: 1,219 552
: : :
: : Changes in Commitments from: November 14, 2023 :
: -15,119: 2,482 3 -4,958 -11,638 -9,929 -14,114 -14,884: -1,004 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 23.9 20.8 45.4 49.2 94.2 93.8: 5.8 6.2
Old : 100.0: 31.6 28.8 20.1 42.4 44.4 94.1 93.3: 5.9 6.7
Other: 100.0: 21.8 7.2 6.6 67.0 84.1 95.4 97.9: 4.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 112 76 100 69 70 221 213:
Old : 274: 103 86 92 64 68 206 211:
Other: 91: 30 11 11 36 27 72 43:
:----------------------------------------------------------------------------------------------------
: 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 18.7 22.4 26.3 9.8 11.4 16.8 17.7
Old : 12.1 18.4 21.0 26.5 10.4 13.8 18.1 20.8
Other: 48.3 37.0 60.7 58.2 45.6 36.9 56.9 58.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,250: 4,493 1,237 2,059 3,177 6,685 9,728 9,980: 2,522 2,270
Old : 12,240: 4,493 1,237 2,059 3,169 6,681 9,720 9,976: 2,520 2,264
Other: 10: 0 0 0 8 4 8 4: 2 6
: : :
: : Changes in Commitments from: November 14, 2023 :
: 474: 427 -106 -280 140 426 287 39: 187 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 10.1 16.8 25.9 54.6 79.4 81.5: 20.6 18.5
Old : 100.0: 36.7 10.1 16.8 25.9 54.6 79.4 81.5: 20.6 18.5
Other: 100.0: 0.0 0.0 0.0 80.0 40.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 32 17 13 14 12 51 38:
Old : 69: 32 17 13 14 12 51 38:
Other: 5: 0 0 0 4 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 47.9 40.5 61.8 19.3 43.4 30.4 49.3
Old : 24.1 48.0 40.5 61.9 19.3 43.4 30.4 49.4
Other: 80.0 40.0 80.0 40.0 80.0 40.0 80.0 40.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 402,379: 122,312 50,738 156,830 107,704 181,672 386,846 389,240: 15,533 13,139
Old : 381,895: 120,318 57,589 145,229 102,269 166,503 367,816 369,320: 14,079 12,575
Other: 20,484: 9,491 646 4,104 5,435 15,169 19,030 19,920: 1,454 564
: : :
: : Changes in Commitments from: November 14, 2023 :
: -13,938: -1,447 529 -490 -13,464 -15,171 -15,402 -15,133: 1,463 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.6 39.0 26.8 45.1 96.1 96.7: 3.9 3.3
Old : 100.0: 31.5 15.1 38.0 26.8 43.6 96.3 96.7: 3.7 3.3
Other: 100.0: 46.3 3.2 20.0 26.5 74.1 92.9 97.2: 7.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 113 77 86 56 55 212 185:
Old : 267: 107 83 82 55 55 208 183:
Other: 71: 26 8 14 20 23 48 43:
:----------------------------------------------------------------------------------------------------
: 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 28.8 36.7 41.1 10.1 12.0 15.5 19.4
Old : 27.2 28.3 36.9 41.2 10.6 12.3 16.0 19.7
Other: 39.1 44.4 55.4 68.8 32.0 40.8 46.3 60.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,133,077: 278,797 77,017 298,678 460,354 708,186 1,037,829 1,083,880: 95,248 49,197
Old : 1,133,077: 278,797 77,017 298,678 460,354 708,186 1,037,829 1,083,880: 95,248 49,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 18,211: -2,255 -3,327 4,956 16,912 12,149 19,614 13,778: -1,403 4,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.8 26.4 40.6 62.5 91.6 95.7: 8.4 4.3
Old : 100.0: 24.6 6.8 26.4 40.6 62.5 91.6 95.7: 8.4 4.3
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 : 246: 111 42 88 80 75 222 177:
Old : 246: 111 42 88 80 75 222 177:
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 : 11.5 24.9 19.8 38.9 6.7 19.1 11.1 27.4
Old : 11.5 24.9 19.8 38.9 6.7 19.1 11.1 27.4
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, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,392: 58,973 29,442 68,207 82,867 113,767 210,047 211,415: 10,345 8,977
Old : 204,210: 59,370 35,088 57,370 77,781 103,420 194,521 195,879: 9,688 8,331
Other: 16,183: 9,418 4,168 1,022 5,086 10,346 15,526 15,536: 657 646
: : :
: : Changes in Commitments from: November 14, 2023 :
: 2,975: 3,744 3,062 6,290 -6,038 -4,661 3,996 4,691: -1,021 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.4 30.9 37.6 51.6 95.3 95.9: 4.7 4.1
Old : 100.0: 29.1 17.2 28.1 38.1 50.6 95.3 95.9: 4.7 4.1
Other: 100.0: 58.2 25.8 6.3 31.4 63.9 95.9 96.0: 4.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 133 84 124 117 118 317 271:
Old : 367: 138 84 120 114 116 314 265:
Other: 126: 23 23 19 60 42 93 74:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 22.0 26.6 34.6 10.5 13.8 16.8 20.7
Old : 15.6 23.4 25.6 35.5 11.2 14.7 17.7 22.3
Other: 49.5 37.5 63.4 53.1 49.4 32.7 59.3 47.6
USD INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,949: 28,543 7,858 1,100 4,984 25,720 34,628 34,679: 3,321 3,271
Old : 37,949: 28,543 7,858 1,100 4,984 25,720 34,628 34,679: 3,321 3,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -947: 1,272 304 49 -1,940 -1,585 -618 -1,232: -329 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 20.7 2.9 13.1 67.8 91.2 91.4: 8.8 8.6
Old : 100.0: 75.2 20.7 2.9 13.1 67.8 91.2 91.4: 8.8 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 : 96: 52 34 5 6 6 61 43:
Old : 96: 52 34 5 6 6 61 43:
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 : 42.9 74.8 57.1 80.4 40.3 74.8 54.5 79.6
Old : 42.9 74.8 57.1 80.4 40.3 74.8 54.5 79.6
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, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (20 Metric Tonnes) :
: : :
All : 271,693: 9,333 98,118 36,340 224,123 135,816 269,796 270,273: 1,897 1,420
Old : 261,346: 10,485 97,425 34,482 214,525 128,243 259,492 260,150: 1,854 1,196
Other: 10,348: 466 2,311 240 9,598 7,573 10,304 10,124: 43 224
: : :
: : Changes in Commitments from: November 14, 2023 :
: -13,223: -608 -10,797 -737 -9,575 741 -10,921 -10,794: -2,302 -2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 36.1 13.4 82.5 50.0 99.3 99.5: 0.7 0.5
Old : 100.0: 4.0 37.3 13.2 82.1 49.1 99.3 99.5: 0.7 0.5
Other: 100.0: 4.5 22.3 2.3 92.8 73.2 99.6 97.8: 0.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 77 120 67 64 63 180 220:
Old : 289: 78 119 63 63 55 178 206:
Other: 61: 10 20 9 13 23 28 48:
:----------------------------------------------------------------------------------------------------
: 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 : 51.4 23.0 63.7 38.8 45.5 22.5 52.9 32.9
Old : 50.2 23.7 63.0 39.6 44.8 23.3 53.2 33.9
Other: 88.6 52.9 95.1 72.4 88.5 52.7 94.1 71.6
MSCI EAFE - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 393,445: 19,364 77,610 2,631 361,470 307,203 383,465 387,444: 9,980 6,001
Old : 393,445: 19,364 77,610 2,631 361,470 307,203 383,465 387,444: 9,980 6,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: -1,059: 187 -5,741 -330 -1,105 6,040 -1,248 -31: 189 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 19.7 0.7 91.9 78.1 97.5 98.5: 2.5 1.5
Old : 100.0: 4.9 19.7 0.7 91.9 78.1 97.5 98.5: 2.5 1.5
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 : 198: 21 22 11 113 84 140 111:
Old : 198: 21 22 11 113 84 140 111:
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 : 28.7 37.5 42.7 57.8 26.8 37.5 40.1 57.7
Old : 28.7 37.5 42.7 57.8 26.8 37.5 40.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EM INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2023
-------------------------------------------------------------------------------------------------------------------
: 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 : 999,029: 141,765 133,279 10,127 816,546 839,576 968,438 982,982: 30,591 16,047
Old : 999,029: 141,765 133,279 10,127 816,546 839,576 968,438 982,982: 30,591 16,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2023 :
: 3,674: -4,595 -3,408 565 5,446 5,695 1,416 2,852: 2,258 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 13.3 1.0 81.7 84.0 96.9 98.4: 3.1 1.6
Old : 100.0: 14.2 13.3 1.0 81.7 84.0 96.9 98.4: 3.1 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 : 403: 66 51 30 230 145 311 211:
Old : 403: 66 51 30 230 145 311 211:
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 : 15.4 28.0 23.6 46.8 14.7 27.8 22.4 43.4
Old : 15.4 28.0 23.6 46.8 14.7 27.8 22.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2023