COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 199,435 COMMITMENTS 42,644 52,085 32,668 114,551 104,443 189,863 189,196 9,572 10,239 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,753) -83 3,853 3,478 407 -3,180 3,802 4,151 -49 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 26.1 16.4 57.4 52.4 95.2 94.9 4.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 72 101 85 68 62 192 203 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,085 COMMITMENTS 3,258 2,667 660 7,252 8,818 11,170 12,145 1,915 940 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,454) -297 -2,880 368 -1,027 905 -956 -1,607 -498 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 20.4 5.0 55.4 67.4 85.4 92.8 14.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 22 14 8 17 11 44 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 235,796 COMMITMENTS 51,196 44,981 45,528 127,844 138,613 224,568 229,122 11,228 6,674 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -7,416) -4,841 4,910 -5,424 2,722 -5,793 -7,543 -6,307 127 -1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 19.1 19.3 54.2 58.8 95.2 97.2 4.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 72 48 77 62 47 175 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,015,678 COMMITMENTS 193,490 112,969 117,864 628,561 723,098 939,915 953,931 75,763 61,747 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,660) -896 7,260 -9,268 6,595 4,527 -3,569 2,519 5,229 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 11.1 11.6 61.9 71.2 92.5 93.9 7.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 78 53 82 92 79 212 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 240,712 COMMITMENTS 47,277 15,478 51,064 133,957 167,685 232,298 234,227 8,414 6,485 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -5,156) 1,407 -5,380 -2,909 -3,719 2,493 -5,221 -5,796 65 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 6.4 21.2 55.7 69.7 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 120 57 105 126 122 295 251 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,972 COMMITMENTS 22,952 8,887 678 2,073 17,744 25,703 27,309 3,269 1,663 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 634) 496 -1,049 -86 25 2,111 435 976 199 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 30.7 2.3 7.2 61.2 88.7 94.3 11.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 38 18 6 7 6 47 29 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 171,538 COMMITMENTS 3,730 49,949 15,678 151,356 104,149 170,764 169,776 774 1,762 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -3,753) -105 -8,158 -1,310 -2,192 5,822 -3,607 -3,646 -146 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 29.1 9.1 88.2 60.7 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 24 89 25 29 47 72 150 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 525,956 COMMITMENTS 46,822 37,843 535 468,982 483,965 516,339 522,343 9,617 3,613 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 41,399) 20,273 7,902 -24 19,114 35,973 39,363 43,851 2,036 -2,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.2 0.1 89.2 92.0 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 17 19 5 89 95 109 116 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,341,820 COMMITMENTS 206,601 112,998 9,598 1090238 1159759 1306437 1282355 35,383 59,465 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -31,931) -8,476 3,115 -1,343 -24,448 -72,136 -34,267 -70,364 2,336 38,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 8.4 0.7 81.3 86.4 97.4 95.6 2.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 83 46 26 195 154 286 218
Updated April 03, 2020