COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 211,258 COMMITMENTS 45,828 49,696 33,706 122,026 116,571 201,560 199,973 9,698 11,285 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 455) -3,735 4,109 -5,969 10,755 2,201 1,051 341 -596 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 23.5 16.0 57.8 55.2 95.4 94.7 4.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 70 96 78 61 65 178 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,180 COMMITMENTS 4,405 8,153 333 9,057 6,392 13,795 14,878 2,385 1,302 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,478) -732 -1,461 -50 -238 548 -1,020 -963 -458 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 50.4 2.1 56.0 39.5 85.3 92.0 14.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 29 20 6 22 10 54 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 271,341 COMMITMENTS 70,794 39,993 63,564 119,299 153,276 253,657 256,833 17,684 14,508 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -32,617) -35,220 -9,839 -18,799 16,881 -8,550 -37,138 -37,188 4,521 4,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 14.7 23.4 44.0 56.5 93.5 94.7 6.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 89 46 80 55 48 181 148 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,048,963 COMMITMENTS 201,033 107,083 153,275 619,842 728,367 974,150 988,725 74,813 60,238 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -78,785) -53,219 -9,684 -37,491 18,962 -35,944 -71,748 -83,119 -7,037 4,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 10.2 14.6 59.1 69.4 92.9 94.3 7.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 83 44 79 95 80 217 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 256,258 COMMITMENTS 47,428 29,481 60,756 138,267 158,499 246,451 248,736 9,807 7,522 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -12,548) -3,777 -4,128 -5,441 -2,182 -3,004 -11,400 -12,573 -1,148 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 11.5 23.7 54.0 61.9 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 108 74 110 124 114 290 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,322 COMMITMENTS 19,542 12,390 843 1,864 10,890 22,249 24,123 3,073 1,199 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -19,629) -6,060 -800 -2,218 -8,678 -14,538 -16,956 -17,556 -2,673 -2,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.2 48.9 3.3 7.4 43.0 87.9 95.3 12.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 37 18 6 6 5 44 29 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 182,174 COMMITMENTS 9,146 69,295 15,739 156,495 95,831 181,380 180,865 794 1,309 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -2,819) -2,329 -12,247 1,047 -1,316 8,522 -2,598 -2,678 -221 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 38.0 8.6 85.9 52.6 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 24 96 25 32 43 76 147 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 580,094 COMMITMENTS 25,442 19,544 3,148 530,486 545,642 559,076 568,334 21,018 11,760 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 173,801) -6,197 1,650 2,504 166,832 166,125 163,139 170,279 10,662 3,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.4 0.5 91.4 94.1 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 23 18 6 104 94 132 113 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,804,441 COMMITMENTS 217,127 111,834 23,699 1389910 1584269 1630736 1719802 173,705 84,639 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 241,308) -32,355 15,245 15,037 125,499 148,598 108,181 178,880 133,127 62,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 6.2 1.3 77.0 87.8 90.4 95.3 9.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 83 53 28 231 167 326 237
Updated March 20, 2020