COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 271,053
COMMITMENTS
34,030 49,225 80,595 145,410 129,915 260,035 259,735 11,018 11,318
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 8,195)
1,225 3,875 5,768 1,431 -1,081 8,425 8,563 -230 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 18.2 29.7 53.6 47.9 95.9 95.8 4.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
86 110 101 77 71 229 223
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,626
COMMITMENTS
3,053 2,363 2,915 8,644 10,332 14,612 15,610 2,015 1,017
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,388)
53 -3,063 446 -1,367 1,041 -868 -1,576 -520 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 14.2 17.5 52.0 62.1 87.9 93.9 12.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 11 13 23 15 53 37
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 290,950
COMMITMENTS
41,426 42,614 88,812 149,204 152,665 279,442 284,090 11,508 6,859
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -8,560)
-6,507 4,092 -5,179 3,450 -6,342 -8,236 -7,429 -324 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.6 30.5 51.3 52.5 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
75 53 87 63 48 184 154
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,272,170
COMMITMENTS
148,208 109,832 288,900 756,861 808,372 1193969 1207104 78,201 65,067
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 16,728)
-3,924 7,059 1,554 15,073 9,496 12,704 18,109 4,024 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.6 22.7 59.5 63.5 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
79 59 93 100 87 226 196
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 325,245
COMMITMENTS
36,886 12,826 107,147 172,241 198,230 316,274 318,203 8,971 7,043
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -9,393)
1,627 -6,571 -4,785 -6,217 1,367 -9,375 -9,989 -18 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.9 32.9 53.0 60.9 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
129 69 133 129 128 322 281
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,015
COMMITMENTS
22,953 8,888 694 2,083 17,760 25,730 27,342 3,285 1,673
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 662)
497 -1,054 -73 29 2,127 453 1,000 210 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 30.6 2.4 7.2 61.2 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
38 20 6 7 6 48 30
CANOLA - ICE FUTURES U.S. Code-135731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(20 Metric Tonnes) OPEN INTEREST: 186,350
COMMITMENTS
4,261 49,865 22,859 158,314 111,673 185,433 184,396 917 1,954
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -2,008)
2 -7,871 -717 -1,135 6,631 -1,849 -1,957 -159 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 26.8 12.3 85.0 59.9 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
38 97 31 37 58 96 173
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 525,956
COMMITMENTS
46,822 37,843 535 468,982 483,965 516,339 522,343 9,617 3,613
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 41,399)
20,273 7,902 -24 19,114 35,973 39,363 43,851 2,036 -2,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.2 0.1 89.2 92.0 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
17 19 5 89 95 109 116
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,341,820
COMMITMENTS
206,601 112,998 9,598 1090238 1159759 1306437 1282355 35,383 59,465
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -31,931)
-8,476 3,115 -1,343 -24,448 -72,136 -34,267 -70,364 2,336 38,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.4 0.7 81.3 86.4 97.4 95.6 2.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
83 46 26 195 154 286 218
Updated April 03, 2020