COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 302,792 COMMITMENTS 95,362 7,634 75,015 113,627 210,285 284,005 292,934 18,788 9,858 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10,173) 4,662 440 5,474 -362 4,165 9,773 10,080 400 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 2.5 24.8 37.5 69.4 93.8 96.7 6.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 155 46 100 68 77 263 194 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,786 COMMITMENTS 1,641 3,338 1,306 7,507 7,033 10,454 11,677 2,332 1,110 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -436) -19 539 -52 -194 -746 -265 -259 -171 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 26.1 10.2 58.7 55.0 81.8 91.3 18.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 18 13 7 21 12 41 30 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 238,792 COMMITMENTS 53,987 28,241 64,505 108,584 139,532 227,076 232,278 11,716 6,514 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -8,545) -763 -5,043 -3,993 -3,592 1,285 -8,348 -7,750 -197 -795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 11.8 27.0 45.5 58.4 95.1 97.3 4.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 84 53 68 60 51 179 143 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,206,727 COMMITMENTS 354,668 38,622 220,695 531,310 898,601 1106673 1157918 100,054 48,809 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 39,075) 11,652 -866 7,042 16,110 28,458 34,804 34,634 4,272 4,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 3.2 18.3 44.0 74.5 91.7 96.0 8.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 119 31 74 95 85 244 166 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 331,189 COMMITMENTS 55,977 28,748 90,352 167,730 201,443 314,059 320,543 17,130 10,646 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 696) -2,719 3,522 -1,100 4,178 -1,749 359 672 337 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 8.7 27.3 50.6 60.8 94.8 96.8 5.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 162 84 141 139 128 368 302 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 35,477 COMMITMENTS 2,787 963 14,320 18,369 20,193 35,476 35,476 1 1 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,295) -413 -92 1,645 64 -258 1,296 1,295 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.7 40.4 51.8 56.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 6 8 10 10 20 18 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,783 COMMITMENTS 18,759 20,043 3,714 3,514 2,772 25,987 26,529 3,796 3,254 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 274) 686 276 -78 111 -173 719 24 -445 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 67.3 12.5 11.8 9.3 87.3 89.1 12.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 47 42 8 5 5 56 52 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 205,107 COMMITMENTS 71,455 12,443 13,755 118,621 176,488 203,831 202,686 1,276 2,421 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -2,974) 1,603 -2,109 -6,639 2,273 5,819 -2,763 -2,928 -211 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 6.1 6.7 57.8 86.0 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 100 77 40 45 80 170 180 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 438,668 COMMITMENTS 37,789 14,784 795 391,430 417,188 430,014 432,767 8,654 5,901 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10,429) -1,856 -2,348 -227 12,794 13,056 10,711 10,481 -282 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 3.4 0.2 89.2 95.1 98.0 98.7 2.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 27 13 6 95 84 125 100 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,243,808 COMMITMENTS 256,855 104,749 11,268 951,471 1114529 1219594 1230546 24,214 13,262 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 13,588) -2,858 3,665 245 18,449 5,051 15,836 8,961 -2,248 4,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 8.4 0.9 76.5 89.6 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 101 44 24 231 143 342 201
Updated October 30, 2020