COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 250,573
COMMITMENTS
56,214 31,739 67,962 108,277 141,124 232,454 240,825 18,119 9,748
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 7,739)
3,981 -5,599 3,590 -1,640 11,885 5,931 9,876 1,808 -2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 12.7 27.1 43.2 56.3 92.8 96.1 7.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
119 91 101 68 74 241 222
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,824
COMMITMENTS
2,936 8,408 2,449 10,835 8,084 16,219 18,940 4,605 1,884
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -4,640)
-489 -1,439 -2,296 -1,576 -223 -4,362 -3,958 -279 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 40.4 11.8 52.0 38.8 77.9 91.0 22.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 26 13 30 15 59 52
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 325,604
COMMITMENTS
86,887 43,433 104,308 121,450 168,638 312,645 316,378 12,960 9,226
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -36,320)
-21,116 -1,376 -17,848 3,141 -16,246 -35,823 -35,469 -497 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 13.3 32.0 37.3 51.8 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
102 52 96 57 47 206 161
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,170,963
COMMITMENTS
223,032 166,137 290,600 562,353 654,514 1075985 1111251 94,979 59,713
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,788)
-6,518 -16,045 683 5,518 12,246 -316 -3,116 2,104 4,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.2 24.8 48.0 55.9 91.9 94.9 8.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
96 63 105 97 91 246 211
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 355,400
COMMITMENTS
67,026 20,221 120,430 156,446 205,892 343,902 346,543 11,499 8,857
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,568)
2,045 -1,173 949 -1,533 2,011 1,460 1,787 107 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 5.7 33.9 44.0 57.9 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
148 102 161 137 132 372 326
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,054
COMMITMENTS
24,038 10,808 2,112 4,538 18,419 30,688 31,339 2,366 1,715
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 91)
990 -546 499 -957 121 532 74 -441 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 32.7 6.4 13.7 55.7 92.8 94.8 7.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
54 29 13 5 7 62 46
CANOLA - ICE FUTURES U.S. Code-135731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(20 Metric Tonnes) OPEN INTEREST: 179,480
COMMITMENTS
8,006 62,898 15,846 154,617 98,887 178,469 177,631 1,011 1,849
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -18,518)
1,062 -12,224 -1,685 -17,823 -4,632 -18,446 -18,541 -72 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 35.0 8.8 86.1 55.1 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
39 99 31 47 61 110 171
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 383,301
COMMITMENTS
64,498 20,612 4,340 305,766 352,818 374,604 377,770 8,697 5,531
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -59,660)
-2,748 -384 -1,110 -52,833 -54,660 -56,691 -56,154 -2,969 -3,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.4 1.1 79.8 92.0 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
39 20 10 87 71 130 97
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,455,018
COMMITMENTS
290,636 58,185 12,822 1119888 1373264 1423346 1444271 31,672 10,747
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -201,974)
1,835 -10,728 -6,362 -142,235 -141,135 -146,762 -158,225 -55,212 -43,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.0 0.9 77.0 94.4 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
136 45 31 214 122 363 185
Updated December 30, 2019