COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 236,605 COMMITMENTS 55,721 30,821 57,588 107,207 138,531 220,516 226,940 16,089 9,665 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 14,808) -661 -166 6,769 7,672 7,704 13,780 14,307 1,028 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 13.0 24.3 45.3 58.5 93.2 95.9 6.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 103 81 91 62 63 219 190 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,563 COMMITMENTS 3,929 8,694 479 8,506 6,107 12,914 15,280 4,649 2,283 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 505) 76 318 78 -196 -186 -42 210 547 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 49.5 2.7 48.4 34.8 73.5 87.0 26.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 23 28 11 25 11 54 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 285,602 COMMITMENTS 86,872 45,247 78,342 106,247 152,164 271,461 275,753 14,141 9,849 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 4,033) 2,596 -274 2,813 -2,410 407 2,999 2,946 1,034 1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 15.8 27.4 37.2 53.3 95.0 96.6 5.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 91 48 85 56 48 199 146 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 990,792 COMMITMENTS 213,854 175,062 195,281 485,211 567,088 894,346 937,431 96,446 53,361 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 934) -11,684 2,367 -406 10,545 -360 -1,545 1,601 2,479 -667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 17.7 19.7 49.0 57.2 90.3 94.6 9.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 81 64 89 94 86 225 195 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 284,371 COMMITMENTS 69,958 25,818 72,948 129,318 177,601 272,224 276,367 12,147 8,004 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 7,210) -1,119 1,056 6,586 149 -803 5,616 6,839 1,594 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 9.1 25.7 45.5 62.5 95.7 97.2 4.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 141 99 128 132 119 352 288 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,179 COMMITMENTS 23,825 11,357 3,258 5,381 18,456 32,464 33,071 2,715 2,108 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -788) -1,120 -1,534 919 -597 19 -798 -596 10 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.7 32.3 9.3 15.3 52.5 92.3 94.0 7.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 42 31 12 6 7 49 49 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 178,271 COMMITMENTS 10,868 50,583 18,908 147,737 106,744 177,513 176,235 758 2,036 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,639) 3,520 -7,463 3,052 -2,821 7,981 3,751 3,570 -112 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 28.4 10.6 82.9 59.9 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 49 85 28 37 57 108 154 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 378,279 COMMITMENTS 53,568 11,044 1,910 313,108 358,840 368,586 371,794 9,693 6,485 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -16,275) -12,288 -10,976 336 -4,379 -7,306 -16,331 -17,946 56 1,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 2.9 0.5 82.8 94.9 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 41 11 10 91 73 136 90 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,462,808 COMMITMENTS 288,488 41,580 10,742 1131272 1398876 1430502 1451198 32,306 11,610 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,560) -1,964 -8,423 -164 3,034 7,890 906 -697 -4,466 -2,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 2.8 0.7 77.3 95.6 97.8 99.2 2.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 142 43 30 216 122 369 184
Updated January 10, 2020