COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 280,091 COMMITMENTS 56,524 26,946 84,198 120,111 158,464 260,834 269,608 19,258 10,484 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 19,007) -185 -1,541 10,034 7,829 9,933 17,678 18,427 1,328 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 9.6 30.1 42.9 56.6 93.1 96.3 6.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 118 83 105 70 72 247 210 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 21,363 COMMITMENTS 2,898 8,699 2,769 10,733 7,546 16,400 19,014 4,963 2,349 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 536) 28 290 137 -188 -195 -23 232 559 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 40.7 13.0 50.2 35.3 76.8 89.0 23.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 30 15 29 14 58 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 321,445 COMMITMENTS 84,214 40,739 102,440 120,352 168,087 307,006 311,266 14,439 10,180 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,894) 2,188 38 1,734 -1,977 -58 1,945 1,714 949 1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 12.7 31.9 37.4 52.3 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 90 57 98 57 50 207 161 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,182,058 COMMITMENTS 206,906 167,356 296,574 577,352 661,365 1080832 1125296 101,226 56,762 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 15,030) -10,258 194 7,374 15,468 8,249 12,584 15,817 2,446 -787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 14.2 25.1 48.8 56.0 91.4 95.2 8.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 90 64 102 102 93 245 210 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 364,175 COMMITMENTS 65,482 20,098 128,106 157,601 207,086 351,190 355,290 12,986 8,885 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,937) -1,443 33 6,622 -960 -986 4,218 5,668 1,718 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.5 35.2 43.3 56.9 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 152 113 172 137 131 385 336 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 35,185 COMMITMENTS 23,825 11,357 3,258 5,383 18,456 32,466 33,071 2,719 2,113 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -839) -1,121 -1,534 870 -598 19 -849 -646 10 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 86) 44 31 13 6 8 51 51 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED 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: 182,116 COMMITMENTS 8,976 50,617 21,632 150,611 107,754 181,219 180,003 896 2,112 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 4,750) 2,399 -7,457 4,147 -1,668 7,977 4,879 4,668 -129 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 27.8 11.9 82.7 59.2 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 49 88 32 44 64 118 165 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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