COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED 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: 262,858
COMMITMENTS
32,805 45,349 74,827 143,979 130,995 251,610 251,172 11,248 11,686
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -4,182)
-3,339 -1,884 2,579 -3,403 -4,334 -4,163 -3,639 -19 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 17.3 28.5 54.8 49.8 95.7 95.6 4.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
88 102 101 79 72 227 222
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED 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: 18,014
COMMITMENTS
2,999 5,426 2,468 10,012 9,291 15,479 17,185 2,535 829
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -532)
-617 -2,766 465 -414 2,266 -566 -35 34 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 30.1 13.7 55.6 51.6 85.9 95.4 14.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 18 10 26 15 55 40
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED 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: 299,509
COMMITMENTS
47,933 38,523 93,991 145,754 159,006 287,677 291,520 11,832 7,990
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -21,311)
-18,121 -1,498 -4,704 8,186 -8,291 -14,638 -14,493 -6,673 -6,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 12.9 31.4 48.7 53.1 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
84 50 87 61 50 191 153
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED 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: 1,255,442
COMMITMENTS
152,132 102,773 287,346 741,787 798,876 1181266 1188995 74,177 66,448
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -17,072)
-12,750 -1,004 -12,541 11,833 -5,262 -13,459 -18,807 -3,613 1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.2 22.9 59.1 63.6 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
85 55 92 99 86 227 195
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED 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: 334,638
COMMITMENTS
35,259 19,398 111,931 178,458 196,863 325,649 328,192 8,989 6,446
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,068)
-941 -7,925 -2,643 4,094 10,925 510 357 -1,577 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.8 33.4 53.3 58.8 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
123 66 138 132 128 320 282
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED 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: 28,353
COMMITMENTS
22,456 9,942 768 2,054 15,633 25,278 26,342 3,075 2,011
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,009)
2,917 -2,456 -82 183 4,743 3,018 2,205 -8 805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.2 35.1 2.7 7.2 55.1 89.2 92.9 10.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
39 20 7 7 5 50 29
CANOLA - ICE FUTURES U.S. Code-135731
OPTION AND FUTURES COMBINED 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: 188,359
COMMITMENTS
4,259 57,736 23,575 159,448 105,042 187,282 186,353 1,076 2,005
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -4,726)
-4,387 -11,667 2,385 -2,887 3,998 -4,889 -5,283 163 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 30.7 12.5 84.7 55.8 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
34 91 30 39 54 94 162
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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