COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 259,538 COMMITMENTS 107,239 15,419 27,960 107,377 206,115 242,576 249,494 16,962 10,044 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,686) 8,837 -2,628 1,284 -2,069 9,025 8,052 7,681 -366 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 5.9 10.8 41.4 79.4 93.5 96.1 6.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 151 41 77 51 75 229 172 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,683 COMMITMENTS 1,697 2,937 181 7,692 6,158 9,570 9,276 1,113 1,407 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -74) 177 333 -15 124 -288 286 30 -360 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 27.5 1.7 72.0 57.6 89.6 86.8 10.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 13 6 21 7 40 23 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,687 COMMITMENTS 83,522 53,126 40,812 123,988 160,920 248,322 254,858 15,365 8,829 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 3,984) 4,476 771 948 -1,253 1,843 4,171 3,562 -187 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 20.1 15.5 47.0 61.0 94.2 96.7 5.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 100 61 68 60 50 199 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 864,508 COMMITMENTS 195,093 295,419 129,455 465,954 363,925 790,502 788,799 74,006 75,709 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -6,460) 1,050 11,962 -1,442 -4,666 -18,952 -5,058 -8,432 -1,402 1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 34.2 15.0 53.9 42.1 91.4 91.2 8.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 66 85 73 76 73 183 197 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 230,649 COMMITMENTS 55,077 96,076 42,556 117,094 83,980 214,727 222,612 15,922 8,037 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 8,091) 3,289 -2,489 5,120 761 6,501 9,170 9,132 -1,079 -1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 41.7 18.5 50.8 36.4 93.1 96.5 6.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458) 155 129 93 144 106 346 294 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,902 COMMITMENTS 22,735 24,823 3,556 4,288 6,198 30,579 34,577 7,323 3,325 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -1,526) -1,030 -979 -472 -648 104 -2,150 -1,347 624 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 65.5 9.4 11.3 16.4 80.7 91.2 19.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 59 54 11 6 8 72 67 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 24,522 COMMITMENTS 3,399 3,071 1 15,975 17,392 19,375 20,464 5,147 4,058 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 1,010) -151 -111 0 771 724 620 613 390 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 12.5 0.0 65.1 70.9 79.0 83.5 21.0 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 5 1 18 17 27 22 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 264,562 COMMITMENTS 42,156 11,277 1,563 210,378 245,518 254,097 258,358 10,465 6,204 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -4,114) -244 -2,733 -180 -4,516 -2,411 -4,940 -5,324 826 1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 4.3 0.6 79.5 92.8 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 29 13 6 74 58 104 76 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,044,484 COMMITMENTS 288,322 107,122 22,352 694,228 901,502 1004902 1030976 39,582 13,508 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 4,195) -3,747 264 -1,512 -1,550 3,172 -6,809 1,924 11,004 2,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 10.3 2.1 66.5 86.3 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 146 39 28 174 96 331 152
Updated March 2, 2018