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