COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 214,041 COMMITMENTS 54,614 34,348 46,607 97,374 124,069 198,595 205,024 15,446 9,017 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 7,940) 4,677 -8,531 5,535 -3,461 13,192 6,751 10,196 1,189 -2,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 16.0 21.8 45.5 58.0 92.8 95.8 7.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 102 85 85 59 67 209 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,422 COMMITMENTS 3,775 8,388 447 8,848 6,764 13,070 15,599 4,352 1,823 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -2,376) 205 -1,826 -921 -1,451 1,034 -2,167 -1,713 -209 -663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 48.1 2.6 50.8 38.8 75.0 89.5 25.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 23 26 9 26 13 55 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 288,731 COMMITMENTS 88,886 47,080 79,921 107,570 152,823 276,377 279,824 12,354 8,907 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -35,982) -20,100 -3,389 -17,847 2,584 -14,092 -35,363 -35,328 -619 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 16.3 27.7 37.3 52.9 95.7 96.9 4.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 93 52 80 57 47 197 146 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 995,824 COMMITMENTS 232,379 169,879 198,973 474,225 570,768 905,577 939,620 90,247 56,204 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -7,754) -6,286 -16,696 -2,863 -160 7,565 -9,309 -11,994 1,555 4,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 17.1 20.0 47.6 57.3 90.9 94.4 9.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 89 62 92 89 83 227 197 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 276,599 COMMITMENTS 71,377 24,380 66,665 127,762 177,726 265,804 268,771 10,795 7,828 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,756) 1,560 -576 1,392 -397 1,924 2,555 2,740 201 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 8.8 24.1 46.2 64.3 96.1 97.2 3.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 139 88 121 130 121 338 284 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,976 COMMITMENTS 24,038 10,807 2,040 4,536 18,418 30,614 31,265 2,362 1,711 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 79) 990 -545 488 -958 121 520 64 -441 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 32.8 6.2 13.8 55.9 92.8 94.8 7.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 52 28 11 5 6 59 43 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 176,731 COMMITMENTS 8,813 62,871 14,202 152,859 97,882 175,874 174,955 857 1,776 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -15,545) 772 -12,126 -72 -16,151 -3,400 -15,451 -15,598 -94 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 35.6 8.0 86.5 55.4 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 38 97 28 41 54 101 161 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 383,301 COMMITMENTS 64,498 20,612 4,340 305,766 352,818 374,604 377,770 8,697 5,531 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -59,660) -2,748 -384 -1,110 -52,833 -54,660 -56,691 -56,154 -2,969 -3,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 5.4 1.1 79.8 92.0 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 39 20 10 87 71 130 97 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,455,018 COMMITMENTS 290,636 58,185 12,822 1119888 1373264 1423346 1444271 31,672 10,747 CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -201,974) 1,835 -10,728 -6,362 -142,235 -141,135 -146,762 -158,225 -55,212 -43,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 4.0 0.9 77.0 94.4 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 136 45 31 214 122 363 185
Updated December 30, 2019