COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 231,995 COMMITMENTS 41,018 37,572 60,507 116,628 123,170 218,152 221,248 13,842 10,746 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,487) -1,410 -4,472 879 1,563 5,529 1,031 1,936 456 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 16.2 26.1 50.3 53.1 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 85 87 90 72 72 207 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,469 COMMITMENTS 3,023 1,158 2,282 6,736 10,222 12,041 13,662 2,427 807 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,739) 739 -151 441 -111 1,361 1,068 1,651 670 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 8.0 15.8 46.6 70.6 83.2 94.4 16.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 29 8 11 21 18 53 34 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 264,798 COMMITMENTS 45,862 45,054 72,663 133,139 138,686 251,664 256,403 13,134 8,395 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 7,616) -958 -1,033 5,380 2,134 3,076 6,555 7,423 1,061 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 17.0 27.4 50.3 52.4 95.0 96.8 5.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 77 56 75 60 48 175 151 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,170,536 COMMITMENTS 165,178 137,686 233,737 694,236 734,915 1093150 1106337 77,386 64,198 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 8,951) 18,472 -4,677 -14,402 1,296 28,728 5,366 9,649 3,585 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 11.8 20.0 59.3 62.8 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 73 60 84 100 84 219 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 310,573 COMMITMENTS 42,084 24,951 96,444 160,864 181,868 299,392 303,263 11,181 7,309 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 7,419) 204 1,065 5,934 779 632 6,917 7,630 502 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 8.0 31.1 51.8 58.6 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 126 78 128 134 124 326 281 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 36,523 COMMITMENTS 4,070 324 14,520 17,927 21,602 36,517 36,447 7 76 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -771) 1,390 -34 -1,220 -940 509 -770 -745 -1 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.9 39.8 49.1 59.1 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 6 10 5 19 12 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,509 COMMITMENTS 24,525 7,220 1,100 2,857 21,267 28,481 29,587 3,028 1,923 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 353) 559 -288 25 214 228 798 -35 -445 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.8 22.9 3.5 9.1 67.5 90.4 93.9 9.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 41 16 8 8 6 50 30 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (20 Metric Tonnes) OPEN INTEREST: 193,025 COMMITMENTS 9,107 51,596 14,031 168,990 125,538 192,127 191,166 898 1,860 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 8,886) 587 -1,068 -69 8,421 9,950 8,940 8,813 -54 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 26.7 7.3 87.5 65.0 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 42 92 23 36 56 93 163 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 483,284 COMMITMENTS 45,564 20,348 89 429,462 457,263 475,115 477,700 8,169 5,584 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -16,851) 44 -5,972 -1 -17,583 -11,245 -17,540 -17,218 689 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 4.2 0.0 88.9 94.6 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 20 16 5 96 92 120 109 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,194,962 COMMITMENTS 190,106 126,239 11,115 970,295 1033416 1171516 1170770 23,446 24,192 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,053) 11,829 11,888 2,627 -10,124 -9,361 4,332 5,154 -279 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 10.6 0.9 81.2 86.5 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 66 65 30 202 158 283 238
Updated May 22, 2020