COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 213,887 COMMITMENTS 61,055 19,061 48,245 92,673 137,683 201,973 204,989 11,914 8,898 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,447) 2,395 1,746 1,041 19 571 3,456 3,358 -8 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 8.9 22.6 43.3 64.4 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 112 48 85 71 71 217 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,658 COMMITMENTS 2,810 906 1,864 6,132 9,039 10,805 11,808 1,852 850 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -403) -141 164 -273 160 -374 -254 -483 -150 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 7.2 14.7 48.4 71.4 85.4 93.3 14.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 9 8 20 12 46 22 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 255,974 COMMITMENTS 48,052 65,819 61,923 132,182 120,033 242,156 247,775 13,818 8,200 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,431) 371 1,379 -7,613 10,080 9,976 2,838 3,743 593 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 25.7 24.2 51.6 46.9 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 68 72 82 69 53 187 167 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,099,448 COMMITMENTS 197,135 68,919 211,797 617,626 765,079 1026557 1045794 72,891 53,654 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 401) 3,284 -2,221 1,015 -1,315 7,762 2,984 6,556 -2,583 -6,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 6.3 19.3 56.2 69.6 93.4 95.1 6.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 85 47 90 97 83 222 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 329,603 COMMITMENTS 48,922 59,633 91,752 173,566 169,099 314,240 320,484 15,363 9,119 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,916) 716 -2,000 4,341 2,061 4,524 7,119 6,866 -202 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 18.1 27.8 52.7 51.3 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 148 111 141 143 128 366 322 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 32,442 COMMITMENTS 1,414 3,140 11,971 19,056 17,330 32,441 32,440 1 2 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,687) -138 436 433 1,392 818 1,687 1,687 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 9.7 36.9 58.7 53.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 6 10 6 19 13 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,450 COMMITMENTS 18,986 24,760 1,736 8,322 1,537 29,044 28,033 2,406 3,417 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,920) 6,847 7,598 -484 1,603 445 7,966 7,559 -46 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 78.7 5.5 26.5 4.9 92.4 89.1 7.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 29 50 12 6 5 40 62 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 170,270 COMMITMENTS 17,689 35,608 13,775 137,942 117,967 169,407 167,350 863 2,920 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 936) 5,270 -4,283 647 -4,995 4,275 923 639 13 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 20.9 8.1 81.0 69.3 99.5 98.3 0.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 61 100 28 36 61 111 181 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 438,639 COMMITMENTS 38,671 8,869 526 390,780 422,770 429,977 432,165 8,662 6,474 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -8,435) -723 259 -24 -8,352 -9,013 -9,099 -8,778 664 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.0 0.1 89.1 96.4 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 19 12 6 99 86 122 100 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,185,538 COMMITMENTS 201,431 98,997 12,769 932,486 1059038 1146686 1170804 38,852 14,734 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -8,049) 1,141 -12,646 -688 -11,200 5,443 -10,747 -7,891 2,698 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 8.4 1.1 78.7 89.3 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 90 47 27 220 145 320 209
Updated July 24, 2020