COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 285,758 COMMITMENTS 89,171 6,058 62,025 116,436 208,581 267,632 276,665 18,126 9,093 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,638) -2,825 211 -681 266 -3,722 -3,241 -4,192 -397 554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 2.1 21.7 40.7 73.0 93.7 96.8 6.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 146 35 90 69 78 247 181 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,494 COMMITMENTS 2,313 2,528 1,334 6,876 7,574 10,523 11,436 2,971 2,059 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -26) -206 -207 252 215 -147 261 -102 -287 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 18.7 9.9 51.0 56.1 78.0 84.7 22.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 19 7 24 12 46 32 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 221,587 COMMITMENTS 71,904 26,473 51,837 85,954 136,226 209,696 214,536 11,891 7,051 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -2,660) -3,962 995 -2,843 4,167 -1,961 -2,638 -3,809 -23 1,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 11.9 23.4 38.8 61.5 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 84 46 72 57 48 175 137 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,211,200 COMMITMENTS 259,560 53,335 255,335 594,986 855,320 1109880 1163990 101,320 47,210 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -6,194) -12,097 4,059 -786 15,722 -12,051 2,839 -8,778 -9,033 2,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 4.4 21.1 49.1 70.6 91.6 96.1 8.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 105 41 92 91 82 237 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 334,045 COMMITMENTS 67,808 27,562 99,912 152,908 199,489 320,628 326,963 13,416 7,081 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,615) -3,054 5,071 -3,308 8,093 410 1,732 2,173 883 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 8.3 29.9 45.8 59.7 96.0 97.9 4.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454) 189 87 149 140 132 397 314 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 26,024 COMMITMENTS 1,486 6,500 8,584 15,954 10,940 26,024 26,024 0 0 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,919) 314 1,011 830 1,775 1,078 2,919 2,919 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 25.0 33.0 61.3 42.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 7 10 10 7 22 17 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,782 COMMITMENTS 27,849 22,489 1,790 1,938 10,505 31,576 34,783 5,206 1,999 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,373) 1,271 1,734 -170 278 -9 1,379 1,555 -6 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.7 61.1 4.9 5.3 28.6 85.8 94.6 14.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 57 42 8 8 3 68 50 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 253,667 COMMITMENTS 42,410 20,061 31,523 177,286 200,691 251,218 252,274 2,449 1,393 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,129) -276 -46 -343 2,154 1,519 1,535 1,131 -406 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 7.9 12.4 69.9 79.1 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 121 66 48 73 65 214 169 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 411,896 COMMITMENTS 35,602 7,941 1,935 365,233 397,515 402,770 407,391 9,126 4,505 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -70,266) 1,842 -14,312 -1,998 -66,502 -47,562 -66,658 -63,872 -3,608 -6,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 1.9 0.5 88.7 96.5 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 29 12 7 110 80 142 96 MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,135,023 COMMITMENTS 178,371 39,390 10,980 912,384 1073815 1101735 1124185 33,288 10,838 CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -264,287) -10,627 -23,482 -23,561 -157,210 -136,344 -191,398 -183,387 -72,889 -80,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 3.5 1.0 80.4 94.6 97.1 99.0 2.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 84 47 30 243 146 344 206
Updated March 25, 2021