COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 195,682 COMMITMENTS 42,727 48,232 29,190 114,144 107,623 186,061 185,045 9,621 10,637 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -15,576) -3,101 -1,464 -4,516 -7,882 -8,948 -15,499 -14,928 -77 -648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 24.6 14.9 58.3 55.0 95.1 94.6 4.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 73 95 81 67 61 190 195 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,539 COMMITMENTS 3,555 5,547 292 8,279 7,913 12,126 13,752 2,413 787 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,641) -850 -2,606 -41 -778 1,521 -1,669 -1,126 28 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 38.2 2.0 56.9 54.4 83.4 94.6 16.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 18 6 20 11 46 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 243,212 COMMITMENTS 56,037 40,071 50,952 125,122 144,406 232,111 235,429 11,101 7,783 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -28,129) -14,757 78 -12,612 5,823 -8,870 -21,546 -21,404 -6,583 -6,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 16.5 20.9 51.4 59.4 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 80 46 74 60 48 181 141 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,014,018 COMMITMENTS 194,386 105,709 127,132 621,966 718,571 943,484 951,412 70,534 62,606 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -34,945) -6,647 -1,374 -26,143 2,124 -9,796 -30,666 -37,313 -4,279 2,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 10.4 12.5 61.3 70.9 93.0 93.8 7.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 83 48 83 93 75 216 174 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 245,868 COMMITMENTS 45,870 20,858 53,973 137,676 165,192 237,519 240,023 8,349 5,845 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -10,390) -1,558 -8,623 -6,783 -591 6,693 -8,932 -8,713 -1,458 -1,677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 8.5 22.0 56.0 67.2 96.6 97.6 3.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 108 62 106 131 121 296 249 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,338 COMMITMENTS 22,456 9,936 764 2,048 15,633 25,268 26,333 3,070 2,005 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,016) 2,914 -2,454 -79 184 4,743 3,019 2,210 -3 806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 35.1 2.7 7.2 55.2 89.2 92.9 10.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 39 19 7 7 5 50 28 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 175,291 COMMITMENTS 3,835 58,107 16,988 153,548 98,327 174,371 173,422 920 1,869 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -6,883) -5,311 -11,188 1,249 -2,947 2,496 -7,009 -7,443 126 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 33.1 9.7 87.6 56.1 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 19 85 23 29 43 67 140 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 484,557 COMMITMENTS 26,549 29,941 559 449,868 447,992 476,976 478,492 7,581 6,065 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -95,537) 1,107 10,397 -2,589 -80,618 -97,650 -82,100 -89,842 -13,437 -5,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.2 0.1 92.8 92.5 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 19 16 6 93 91 115 110 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,373,751 COMMITMENTS 215,077 109,883 10,941 1114686 1231895 1340704 1352719 33,047 21,032 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -430,690) -2,050 -1,951 -12,758 -275,224 -352,374 -290,032 -367,083 -140,658 -63,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 8.0 0.8 81.1 89.7 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 90 43 24 200 150 297 210
Updated March 27, 2020