COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 274,603 COMMITMENTS 131,206 26,384 20,360 106,955 217,891 258,521 264,635 16,082 9,968 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 9,515) 7,438 146 2,377 2,248 7,261 12,063 9,784 -2,548 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 9.6 7.4 38.9 79.3 94.1 96.4 5.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 150 64 76 51 72 244 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 9,473 COMMITMENTS 1,412 3,263 330 5,953 4,871 7,695 8,464 1,778 1,009 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 312) -433 1,050 47 904 -567 518 530 -206 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 34.4 3.5 62.8 51.4 81.2 89.3 18.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 19 10 25 11 46 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 264,746 COMMITMENTS 79,788 87,855 31,807 131,958 134,553 243,553 254,215 21,193 10,531 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 8,303) 4,794 6,462 950 2,131 827 7,875 8,239 428 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 33.2 12.0 49.8 50.8 92.0 96.0 8.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 111 90 66 65 44 220 167 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 756,189 COMMITMENTS 164,833 202,395 101,828 428,834 388,558 695,495 692,781 60,694 63,408 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -30,838) -6,145 -24,028 -9,396 -12,434 7,426 -27,975 -25,998 -2,863 -4,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 26.8 13.5 56.7 51.4 92.0 91.6 8.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 68 59 75 80 78 189 181 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 220,632 COMMITMENTS 49,417 96,683 39,810 117,074 76,444 206,301 212,937 14,331 7,695 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 1,944) 1,499 1,741 -5,966 6,638 5,674 2,171 1,449 -227 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 43.8 18.0 53.1 34.6 93.5 96.5 6.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 154 137 106 145 100 362 300 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,142 COMMITMENTS 28,751 26,293 1,390 6,954 14,122 37,095 41,805 7,047 2,337 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 3,198) 2,396 3,806 -243 1,533 -392 3,686 3,171 -488 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 59.6 3.1 15.8 32.0 84.0 94.7 16.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 77 48 10 10 6 91 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 23,850 COMMITMENTS 1,977 4,667 60 14,897 13,599 16,934 18,326 6,916 5,524 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 461) 0 -521 -9 861 973 852 443 -391 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 19.6 0.3 62.5 57.0 71.0 76.8 29.0 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 9 2 14 12 21 21 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 293,942 COMMITMENTS 70,029 10,280 2,069 212,375 276,168 284,473 288,517 9,469 5,425 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 6,907) -5,701 2,817 16 12,740 3,731 7,055 6,564 -148 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 3.5 0.7 72.3 94.0 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 34 12 7 75 60 110 78 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 972,718 COMMITMENTS 270,063 128,938 17,579 658,980 817,401 946,622 963,918 26,096 8,800 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -6,846) -3,506 7,190 -353 -1,477 -12,474 -5,336 -5,637 -1,510 -1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 13.3 1.8 67.7 84.0 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 136 50 29 155 90 305 155
Updated December 29, 2017