COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 270,288 COMMITMENTS 116,104 14,285 28,886 107,335 217,511 252,325 260,682 17,963 9,606 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 10,750) 8,865 -1,134 926 -42 11,396 9,749 11,188 1,001 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 5.3 10.7 39.7 80.5 93.4 96.4 6.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 163 39 80 57 78 240 183 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,657 COMMITMENTS 2,013 3,503 165 8,049 6,470 10,227 10,138 1,430 1,519 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 974) 316 566 -16 357 312 657 862 317 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 30.1 1.4 69.0 55.5 87.7 87.0 12.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 12 5 23 6 39 22 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 284,461 COMMITMENTS 87,542 55,392 53,990 126,274 166,134 267,806 275,516 16,655 8,945 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 20,774) 4,020 2,266 13,178 2,286 5,214 19,484 20,658 1,290 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 19.5 19.0 44.4 58.4 94.1 96.9 5.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 112 60 72 62 52 213 154 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 841,282 COMMITMENTS 179,921 261,949 126,295 462,881 381,136 769,097 769,380 72,185 71,902 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -23,226) -15,172 -33,470 -3,160 -3,073 17,211 -21,405 -19,419 -1,821 -3,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 31.1 15.0 55.0 45.3 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 61 79 78 77 71 186 190 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 242,958 COMMITMENTS 58,473 95,317 47,022 121,542 92,630 227,037 234,969 15,921 7,989 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 12,309) 3,396 -759 4,466 4,448 8,650 12,310 12,357 -1 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 39.2 19.4 50.0 38.1 93.4 96.7 6.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480) 164 135 106 150 113 372 310 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,639 COMMITMENTS 24,345 24,466 4,018 2,230 6,099 30,593 34,583 7,046 3,056 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -263) 1,610 -357 462 -2,058 -99 14 6 -277 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 65.0 10.7 5.9 16.2 81.3 91.9 18.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 62 54 17 7 8 80 71 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 26,727 COMMITMENTS 5,590 1,633 1 15,816 20,427 21,407 22,061 5,320 4,666 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,205) 2,191 -1,438 0 -159 3,035 2,032 1,597 173 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 6.1 0.0 59.2 76.4 80.1 82.5 19.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 4 1 21 20 30 24 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 268,135 COMMITMENTS 40,870 12,288 1,712 216,315 249,205 258,897 263,205 9,238 4,930 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 3,573) -1,286 1,011 149 5,937 3,687 4,800 4,847 -1,227 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 4.6 0.6 80.7 92.9 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 29 15 7 77 58 107 79 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,064,555 COMMITMENTS 279,127 107,278 21,794 724,519 920,502 1025440 1049574 39,115 14,981 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 20,071) -9,195 156 -558 30,291 19,000 20,538 18,598 -467 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 10.1 2.0 68.1 86.5 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 142 39 27 172 96 325 151
Updated March 9, 2018