COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 306,186 COMMITMENTS 53,487 70,522 88,980 148,338 132,409 290,806 291,912 15,380 14,274 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,696) -643 2,638 1,301 4,259 -96 4,916 3,843 -220 853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 23.0 29.1 48.4 43.2 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 101 113 106 78 69 245 231 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,204 COMMITMENTS 1,737 7,748 3,868 13,419 8,859 19,024 20,475 3,179 1,729 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 783) -126 492 189 188 -32 251 649 532 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 34.9 17.4 60.4 39.9 85.7 92.2 14.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 17 25 13 31 15 53 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 328,565 COMMITMENTS 58,816 48,755 90,281 163,592 176,084 312,689 315,120 15,876 13,446 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 24,464) 1,382 -16,958 21,447 -1,308 16,004 21,522 20,493 2,942 3,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 14.8 27.5 49.8 53.6 95.2 95.9 4.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 81 70 103 56 52 199 178 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,119,725 COMMITMENTS 186,486 362,544 257,746 583,764 420,411 1027995 1040701 91,730 79,024 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 20,006) 11,744 -13,199 20,328 -9,876 7,950 22,196 15,079 -2,189 4,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 32.4 23.0 52.1 37.5 91.8 92.9 8.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 85 82 97 99 83 236 216 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 314,184 COMMITMENTS 48,121 79,053 83,728 159,626 139,483 291,475 302,264 22,709 11,920 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 10,105) 850 2,991 6,566 981 -437 8,397 9,119 1,708 986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 25.2 26.6 50.8 44.4 92.8 96.2 7.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 163 114 141 138 115 373 309 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,202 COMMITMENTS 50,314 8,373 1,558 1,374 45,836 53,246 55,767 3,955 1,435 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,351) 687 521 613 -98 401 1,202 1,535 149 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.0 14.6 2.7 2.4 80.1 93.1 97.5 6.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 63 22 12 4 6 73 35 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 219,456 COMMITMENTS 7,397 102,947 30,428 180,813 84,038 218,637 217,413 819 2,043 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 11,399) -770 -2,391 1,995 10,070 11,814 11,295 11,418 104 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 46.9 13.9 82.4 38.3 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 41 137 46 62 81 137 237 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 337,903 COMMITMENTS 64,509 22,241 1,384 263,309 307,694 329,202 331,319 8,701 6,584 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -74,884) 2,567 -4,627 -1,182 -70,142 -62,788 -68,757 -68,597 -6,127 -6,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 6.6 0.4 77.9 91.1 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 37 14 7 76 71 114 91 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,242,156 COMMITMENTS 268,992 183,041 20,680 921,592 1014263 1211264 1217984 30,892 24,172 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -304,381) -8,076 3,378 -15,257 -134,310 -144,345 -157,643 -156,224 -146,738 -148,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 14.7 1.7 74.2 81.7 97.5 98.1 2.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 110 65 36 176 127 300 214
Updated September 27, 2019