COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 345,597
COMMITMENTS
110,232 14,932 75,342 140,058 242,364 325,633 332,638 19,964 12,958
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,008)
-2,865 -750 1,702 5,174 4,483 4,012 5,435 996 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.3 21.8 40.5 70.1 94.2 96.3 5.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
158 50 107 77 89 280 212
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,279
COMMITMENTS
1,479 4,283 2,361 10,422 7,440 14,262 14,084 2,016 2,194
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 702)
135 350 -20 401 12 516 341 185 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 26.3 14.5 64.0 45.7 87.6 86.5 12.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 18 11 25 11 41 36
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 370,917
COMMITMENTS
97,912 52,928 103,734 150,252 202,143 351,898 358,805 19,018 12,112
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,239)
1,796 318 3,874 2,189 5,685 7,859 9,877 1,380 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.3 28.0 40.5 54.5 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
107 81 90 61 51 225 175
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,091,593
COMMITMENTS
186,496 303,919 230,025 592,796 473,519 1009317 1007463 82,276 84,130
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 32,442)
-2,516 1,996 16,679 22,885 14,668 37,048 33,343 -4,606 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 27.8 21.1 54.3 43.4 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
81 83 100 92 87 226 227
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 316,408
COMMITMENTS
58,038 104,018 89,104 150,863 114,194 298,005 307,316 18,403 9,091
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 10,760)
3,800 2,472 5,589 1,359 2,199 10,747 10,260 13 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 32.9 28.2 47.7 36.1 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
200 165 170 158 137 444 400
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,807
COMMITMENTS
24,284 26,019 2,050 3,600 4,731 29,935 32,800 5,873 3,007
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,780)
3,266 4,965 236 2,501 -26 6,003 5,174 -222 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 72.7 5.7 10.1 13.2 83.6 91.6 16.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
71 55 13 7 6 83 69
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50) OPEN INTEREST: 9,030
COMMITMENTS
2,801 655 0 2,501 4,504 5,302 5,159 3,728 3,871
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,342)
1,413 -327 0 -14 1,724 1,399 1,397 -57 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 7.3 0.0 27.7 49.9 58.7 57.1 41.3 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 0 9 6 15 8
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 269,617
COMMITMENTS
42,994 5,149 1,299 215,238 258,374 259,531 264,822 10,086 4,795
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -3,673)
784 -2,879 41 -5,117 2,016 -4,292 -822 619 -2,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 1.9 0.5 79.8 95.8 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 11 5 76 60 107 74
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,058,212
COMMITMENTS
262,361 95,865 20,526 735,694 927,063 1018581 1043454 39,631 14,758
CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -8,095)
-1,377 -734 489 -6,385 -6,967 -7,273 -7,212 -822 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 9.1 1.9 69.5 87.6 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
144 41 29 163 99 317 159
Updated March 30, 2018