COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,741 COMMITMENTS 42,531 38,714 29,951 100,952 105,725 173,434 174,390 11,307 10,351 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 7,049) -1,207 -1,704 4,138 4,263 3,968 7,194 6,402 -145 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 21.0 16.2 54.6 57.2 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 79 73 76 62 63 180 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,601 COMMITMENTS 3,292 2,083 230 5,840 8,490 9,362 10,803 2,239 798 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 471) 489 37 0 30 386 519 423 -48 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 18.0 2.0 50.3 73.2 80.7 93.1 19.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 26 11 9 18 12 50 26 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 230,282 COMMITMENTS 50,843 48,397 44,775 122,002 129,402 217,620 222,574 12,662 7,708 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,710) -4,008 -1,359 3,409 2,456 -8 1,857 2,042 -147 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 21.0 19.4 53.0 56.2 94.5 96.7 5.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 71 54 70 60 45 166 142 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 979,826 COMMITMENTS 217,461 130,398 98,376 589,614 686,994 905,451 915,768 74,375 64,058 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 9,057) 9,166 -8,275 -2,014 1,000 16,750 8,152 6,461 905 2,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 13.3 10.0 60.2 70.1 92.4 93.5 7.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 78 50 70 93 71 206 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 249,892 COMMITMENTS 51,600 29,971 51,984 135,030 160,281 238,614 242,236 11,278 7,656 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 5,634) -1,114 4,199 450 5,562 273 4,898 4,922 736 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 12.0 20.8 54.0 64.1 95.5 96.9 4.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 117 84 107 134 121 308 273 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,298 COMMITMENTS 21,039 6,240 1,168 2,761 19,199 24,968 26,607 3,330 1,691 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -3,179) -3,476 -978 78 -90 -2,059 -3,488 -2,959 309 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 22.1 4.1 9.8 67.8 88.2 94.0 11.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 35 18 10 8 4 46 30 CANOLA - ICE FUTURES U.S. Code-135731 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 185,182 COMMITMENTS 7,705 52,754 9,506 167,127 121,258 184,338 183,518 844 1,664 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 4,474) -1,115 -75 1,836 3,690 2,685 4,411 4,446 63 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 28.5 5.1 90.3 65.5 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 30 81 21 23 39 66 133 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 485,490 COMMITMENTS 45,544 25,125 108 432,802 453,871 478,454 479,104 7,036 6,386 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,206) -20 4,777 19 3,340 -3,392 3,339 1,404 -1,133 802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 5.2 0.0 89.1 93.5 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 20 19 5 95 90 118 111 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,171,531 COMMITMENTS 164,415 123,985 12,790 965,360 1008011 1142565 1144786 28,966 26,745 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -23,431) -25,691 -2,254 1,675 -4,935 -25,405 -28,951 -25,984 5,520 2,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 10.6 1.1 82.4 86.0 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 66 66 28 210 164 290 244
Updated May 29, 2020