COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 252,370 COMMITMENTS 47,387 56,433 56,915 131,413 123,787 235,715 237,134 16,654 15,236 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -12,477) 2,176 2,074 -328 -15,447 -15,046 -13,600 -13,301 1,123 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 22.4 22.6 52.1 49.0 93.4 94.0 6.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 102 92 96 64 64 216 213 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,103 COMMITMENTS 2,343 8,729 2,374 12,019 7,685 16,735 18,787 4,368 2,316 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -184) 54 -83 -116 -261 96 -322 -103 139 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 41.4 11.2 57.0 36.4 79.3 89.0 20.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 20 31 12 30 13 55 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 363,969 COMMITMENTS 103,429 41,260 110,378 129,743 195,425 343,549 347,063 20,420 16,907 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 17,866) 13,587 774 11,855 -9,465 3,379 15,977 16,008 1,889 1,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 11.3 30.3 35.6 53.7 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 108 71 97 51 49 216 174 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,094,211 COMMITMENTS 177,212 282,077 236,546 589,489 506,449 1003247 1025072 90,963 69,139 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -18,536) 9,695 -50,526 -14,811 -17,006 49,994 -22,122 -15,344 3,585 -3,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 25.8 21.6 53.9 46.3 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 82 76 88 92 83 225 202 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 312,876 COMMITMENTS 50,346 52,523 86,551 157,137 159,243 294,034 298,317 18,842 14,560 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -22,507) -622 -2,632 1,599 -21,177 -19,113 -20,199 -20,145 -2,308 -2,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 16.8 27.7 50.2 50.9 94.0 95.3 6.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 139 112 141 136 118 344 319 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,307 COMMITMENTS 31,513 6,892 2,634 7,850 33,763 41,997 43,289 3,309 2,017 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -899) -2,407 750 289 1,163 -2,104 -954 -1,064 55 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.6 15.2 5.8 17.3 74.5 92.7 95.5 7.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 48 24 10 5 6 57 37 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 184,118 COMMITMENTS 4,498 76,875 19,762 158,789 85,606 183,049 182,243 1,069 1,875 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -3,853) 956 -5,762 1,349 -6,144 202 -3,839 -4,211 -13 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 41.8 10.7 86.2 46.5 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 39 114 41 48 70 121 198 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 369,543 COMMITMENTS 58,108 20,888 3,886 297,670 339,970 359,664 364,744 9,879 4,799 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 8,699) 2,137 4,482 73 6,412 2,658 8,622 7,213 77 1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 5.7 1.1 80.6 92.0 97.3 98.7 2.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 40 14 10 85 75 130 94 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,419,767 COMMITMENTS 318,914 50,130 11,101 1056373 1339197 1386388 1400428 33,379 19,339 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 15,152) 596 4,515 -7 13,258 6,377 13,847 10,885 1,305 4,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 3.5 0.8 74.4 94.3 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 128 48 34 205 129 346 198
Updated November 22, 2019