COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 274,706 COMMITMENTS 141,400 16,197 31,390 83,317 216,451 256,107 264,038 18,599 10,668 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,349) -1,907 -443 4,729 -1,694 -3,613 1,128 673 221 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 5.9 11.4 30.3 78.8 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 157 53 76 56 64 251 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,763 COMMITMENTS 3,980 1,145 523 4,528 7,423 9,031 9,091 1,732 1,672 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 402) 270 -187 39 -142 520 167 372 235 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 10.6 4.9 42.1 69.0 83.9 84.5 16.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 25 12 12 19 12 48 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 284,966 COMMITMENTS 73,996 93,463 40,344 151,358 139,734 265,698 273,541 19,268 11,425 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -7,060) 775 -4,271 827 -7,951 -3,780 -6,349 -7,224 -711 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 32.8 14.2 53.1 49.0 93.2 96.0 6.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 94 74 64 59 40 187 157 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 769,600 COMMITMENTS 220,065 76,789 112,581 366,762 517,166 699,408 706,536 70,192 63,064 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 4,010) 542 23,742 381 2,982 -20,319 3,905 3,804 105 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 10.0 14.6 47.7 67.2 90.9 91.8 9.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 79 53 73 76 71 193 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 183,783 COMMITMENTS 59,850 37,457 24,172 89,654 114,471 173,676 176,100 10,107 7,683 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 8,613) 1,360 4,049 3,494 3,099 770 7,953 8,313 660 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 20.4 13.2 48.8 62.3 94.5 95.8 5.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 137 98 103 136 113 335 269 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,452 COMMITMENTS 54,704 6,961 1,094 9,364 63,678 65,162 71,733 9,290 2,719 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -9,059) -2,836 472 -860 -4,161 -8,333 -7,857 -8,721 -1,202 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 9.3 1.5 12.6 85.5 87.5 96.3 12.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 105 24 8 10 8 118 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 627,340 COMMITMENTS 141,401 166,071 25,436 429,202 409,786 596,039 601,293 31,301 26,047 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 19,643) -6,530 5,818 3,043 23,427 6,129 19,940 14,990 -297 4,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 26.5 4.1 68.4 65.3 95.0 95.8 5.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 80 65 32 143 121 238 204 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 321,927 COMMITMENTS 56,979 17,837 5,009 250,134 298,612 312,122 321,458 9,805 469 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 30,059) 1,596 3,462 2,640 25,619 27,100 29,855 33,202 204 -3,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 5.5 1.6 77.7 92.8 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 31 10 12 72 58 107 79 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 944,736 COMMITMENTS 257,099 70,358 19,439 633,640 838,885 910,178 928,682 34,558 16,054 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 42,712) -2,130 -1,803 5,479 33,693 36,361 37,042 40,037 5,670 2,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 7.4 2.1 67.1 88.8 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 120 35 33 136 88 270 144
Updated March 17, 2017