COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 267,040
COMMITMENTS
36,144 47,234 72,248 147,382 135,329 255,773 254,810 11,267 12,230
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 9,916)
-6,443 4,049 1,136 15,937 4,590 10,631 9,774 -714 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 17.7 27.1 55.2 50.7 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
82 104 101 75 74 217 227
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,546
COMMITMENTS
3,616 8,192 2,003 10,426 7,025 16,045 17,220 2,501 1,325
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,254)
-333 -1,446 -153 -306 859 -792 -740 -462 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 44.2 10.8 56.2 37.9 86.5 92.9 13.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 25 11 25 13 58 45
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 320,821
COMMITMENTS
66,053 40,021 98,695 137,567 167,297 302,316 306,012 18,505 14,808
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,954)
-37,655 -7,838 -14,594 20,471 -9,047 -31,778 -31,479 4,824 4,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 12.5 30.8 42.9 52.1 94.2 95.4 5.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
88 54 89 56 50 190 157
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,272,515
COMMITMENTS
164,882 103,777 299,887 729,955 804,138 1194725 1207802 77,790 64,713
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -43,774)
-66,684 -12,809 -10,415 40,211 -25,088 -36,888 -48,311 -6,886 4,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.2 23.6 57.4 63.2 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
86 50 91 101 89 229 193
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 335,706
COMMITMENTS
36,201 27,322 114,574 174,364 185,938 325,139 327,835 10,567 7,871
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -15,732)
-6,893 -3,142 -7,152 -587 -5,205 -14,632 -15,500 -1,100 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.1 34.1 51.9 55.4 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
127 80 135 128 121 318 285
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,344
COMMITMENTS
19,539 12,398 850 1,871 10,890 22,260 24,138 3,084 1,206
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -19,623)
-6,063 -792 -2,211 -8,680 -14,538 -16,954 -17,541 -2,669 -2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.1 48.9 3.4 7.4 43.0 87.8 95.2 12.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
36 19 6 6 5 44 29
CANOLA - ICE FUTURES U.S. Code-135731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(20 Metric Tonnes) OPEN INTEREST: 193,085
COMMITMENTS
8,646 69,402 21,190 162,335 101,044 192,171 191,637 914 1,448
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 519)
-794 -12,399 1,904 -361 11,153 748 657 -229 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 35.9 11.0 84.1 52.3 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
37 104 31 43 51 104 165
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 580,094
COMMITMENTS
25,442 19,544 3,148 530,486 545,642 559,076 568,334 21,018 11,760
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 173,801)
-6,197 1,650 2,504 166,832 166,125 163,139 170,279 10,662 3,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.4 0.5 91.4 94.1 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
23 18 6 104 94 132 113
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,804,441
COMMITMENTS
217,127 111,834 23,699 1389910 1584269 1630736 1719802 173,705 84,639
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 241,308)
-32,355 15,245 15,037 125,499 148,598 108,181 178,880 133,127 62,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.2 1.3 77.0 87.8 90.4 95.3 9.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
83 53 28 231 167 326 237
Updated March 20, 2020