COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 221,320 COMMITMENTS 75,132 16,620 33,648 99,650 161,930 208,430 212,198 12,890 9,122 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -410) 3,404 2,830 -1,914 -556 -951 934 -35 -1,344 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 7.5 15.2 45.0 73.2 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 110 50 68 55 66 196 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 9,289 COMMITMENTS 1,552 1,601 416 5,240 5,482 7,208 7,499 2,081 1,790 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 575) -162 115 199 483 78 520 392 55 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 17.2 4.5 56.4 59.0 77.6 80.7 22.4 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 12 8 18 8 35 25 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 224,559 COMMITMENTS 82,488 48,029 34,262 96,159 135,462 212,909 217,753 11,650 6,806 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,966) -3,719 4,193 2,972 4,318 -3,698 3,571 3,467 -605 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 21.4 15.3 42.8 60.3 94.8 97.0 5.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 97 57 65 58 49 185 150 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 981,798 COMMITMENTS 275,116 40,457 105,855 522,238 791,117 903,209 937,429 78,589 44,369 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -10,265) 18,055 -5,203 9,683 -29,179 -2,742 -1,441 1,738 -8,824 -12,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 4.1 10.8 53.2 80.6 92.0 95.5 8.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 97 35 70 92 82 228 161 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 275,600 COMMITMENTS 75,893 14,152 62,211 123,611 189,393 261,715 265,756 13,885 9,844 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,891) -5,680 -1,082 412 9,394 4,213 4,126 3,543 765 1,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 5.1 22.6 44.9 68.7 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 147 63 106 130 125 338 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,767 COMMITMENTS 11,932 21,078 2,906 9,717 1,437 24,555 25,421 4,212 3,346 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 274) -1,424 -518 934 -251 39 -741 455 1,015 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 73.3 10.1 33.8 5.0 85.4 88.4 14.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 38 40 6 7 5 46 50 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 238,842 COMMITMENTS 66,120 21,221 13,724 157,911 201,638 237,755 236,583 1,087 2,259 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 5,456) 1,946 56 -3,543 6,885 8,977 5,288 5,490 168 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 8.9 5.7 66.1 84.4 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 88 75 33 31 67 143 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 414,160 COMMITMENTS 41,920 7,293 340 362,892 399,979 405,152 407,612 9,008 6,548 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -54,640) -4,729 -1,491 -1,476 -46,443 -48,211 -52,648 -51,178 -1,992 -3,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 1.8 0.1 87.6 96.6 97.8 98.4 2.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 26 10 4 99 81 127 93 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,221,551 COMMITMENTS 262,343 85,002 8,312 918,928 1116519 1189583 1209833 31,968 11,718 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -231,023) -6,963 -12,217 -11,294 -170,081 -172,711 -188,338 -196,222 -42,685 -34,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 7.0 0.7 75.2 91.4 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 91 44 21 229 138 332 191
Updated September 25, 2020