COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 219,548 COMMITMENTS 86,277 13,166 25,952 91,176 172,742 203,405 211,860 16,143 7,688 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -893) 3,680 342 -713 -4,136 111 -1,169 -260 276 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 6.0 11.8 41.5 78.7 92.6 96.5 7.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 133 42 67 49 63 214 148 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,668 COMMITMENTS 3,136 1,600 92 4,945 8,268 8,173 9,960 2,495 708 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -92) 579 -1,162 -27 -653 1,115 -101 -74 9 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 15.0 0.9 46.4 77.5 76.6 93.4 23.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 20 13 5 14 11 38 25 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 202,165 COMMITMENTS 64,717 30,252 46,781 78,049 117,615 189,547 194,648 12,618 7,517 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 21,699) 13,856 -4,247 7,148 -1,104 17,022 19,900 19,923 1,799 1,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 15.0 23.1 38.6 58.2 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 98 44 60 61 51 191 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,085,716 COMMITMENTS 345,945 55,995 122,940 514,602 862,249 983,487 1041184 102,229 44,532 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 6,201) -4,324 3,369 244 9,275 3,734 5,195 7,347 1,006 -1,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 5.2 11.3 47.4 79.4 90.6 95.9 9.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 102 36 65 86 79 221 155 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 253,568 COMMITMENTS 55,709 25,093 37,235 147,491 184,996 240,435 247,324 13,133 6,244 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -2,404) 2,389 -5,320 1,744 -6,436 1,389 -2,303 -2,187 -101 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 9.9 14.7 58.2 73.0 94.8 97.5 5.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 149 72 90 131 111 328 237 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,913 COMMITMENTS 19,647 22,401 2,583 5,022 3,751 27,252 28,735 4,661 3,178 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,500) 107 1,887 329 1,023 49 1,459 2,265 1,041 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.6 70.2 8.1 15.7 11.8 85.4 90.0 14.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 39 49 12 6 6 50 63 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 224,089 COMMITMENTS 67,847 12,881 13,792 141,135 195,836 222,774 222,509 1,315 1,580 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -5,686) 4,756 -338 1,308 -11,675 -6,597 -5,611 -5,627 -75 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 5.7 6.2 63.0 87.4 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 103 38 34 43 47 163 113 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 451,309 COMMITMENTS 52,754 19,988 841 388,406 425,222 442,001 446,051 9,308 5,258 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 15,012) 7,598 5,057 -19 7,048 9,386 14,627 14,424 385 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 4.4 0.2 86.1 94.2 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 26 15 7 97 88 127 106 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,285,043 COMMITMENTS 247,341 126,404 13,014 989,408 1134038 1249763 1273456 35,280 11,587 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -4,005) 3,832 -7,785 3,492 -10,866 -1,903 -3,542 -6,196 -463 2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 9.8 1.0 77.0 88.2 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 103 52 27 239 138 356 203
Updated November 30, 2020