COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 238,330 COMMITMENTS 39,870 35,642 64,502 120,624 126,741 224,996 226,885 13,333 11,445 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 6,335) -1,148 -1,930 3,995 3,996 3,571 6,844 5,636 -509 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 15.0 27.1 50.6 53.2 94.4 95.2 5.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 96 76 92 74 71 213 202 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 14,858 COMMITMENTS 3,441 986 2,439 6,633 10,607 12,513 14,032 2,345 826 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 389) 418 -172 157 -103 385 472 370 -82 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 6.6 16.4 44.6 71.4 84.2 94.4 15.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 34 5 12 23 19 59 34 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 265,469 COMMITMENTS 42,105 43,880 75,151 135,163 138,385 252,419 257,417 13,050 8,053 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 672) -3,757 -1,174 2,489 2,024 -301 756 1,014 -84 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 16.5 28.3 50.9 52.1 95.1 97.0 4.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 69 65 79 60 47 174 152 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,182,708 COMMITMENTS 178,185 129,930 231,071 695,566 754,814 1104822 1115815 77,887 66,894 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 12,172) 13,007 -7,756 -2,666 1,329 19,899 11,671 9,477 501 2,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 11.0 19.5 58.8 63.8 93.4 94.3 6.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 83 54 80 98 82 219 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 317,849 COMMITMENTS 41,352 28,934 97,606 166,904 183,271 305,862 309,811 11,987 8,038 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 7,276) -732 3,983 1,162 6,040 1,402 6,470 6,548 807 729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 9.1 30.7 52.5 57.7 96.2 97.5 3.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 137 88 136 139 128 341 303 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736 OPTION AND FUTURES COMBINED 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: 40,415 COMMITMENTS 3,804 413 16,452 20,154 23,544 40,410 40,409 6 6 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 3,892) -266 89 1,932 2,227 1,942 3,893 3,962 -1 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.0 40.7 49.9 58.3 100.0 100.0 0.0 0.0 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 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,329 COMMITMENTS 21,046 6,241 1,178 2,767 19,206 24,992 26,626 3,337 1,703 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -3,180) -3,478 -979 79 -90 -2,061 -3,489 -2,961 309 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.3 22.0 4.2 9.8 67.8 88.2 94.0 11.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 36 19 10 8 4 47 31 CANOLA - ICE FUTURES U.S. Code-135731 OPTION AND FUTURES COMBINED 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: 197,974 COMMITMENTS 7,593 52,773 15,464 173,986 127,825 197,044 196,062 931 1,912 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 4,949) -1,514 1,177 1,433 4,997 2,287 4,916 4,897 33 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 26.7 7.8 87.9 64.6 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 41 93 23 35 55 90 162 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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