COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 278,130 COMMITMENTS 140,559 19,766 33,544 85,006 212,164 259,109 265,474 19,021 12,656 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,424) -841 3,569 2,154 1,689 -4,287 3,002 1,436 422 1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 7.1 12.1 30.6 76.3 93.2 95.4 6.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 149 59 77 59 62 250 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,460 COMMITMENTS 4,704 918 530 4,112 8,444 9,346 9,892 2,114 1,568 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 697) 724 -227 7 -416 1,021 315 801 382 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 8.0 4.6 35.9 73.7 81.6 86.3 18.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 25 11 12 20 16 51 35 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,932 COMMITMENTS 68,433 80,826 43,293 151,679 146,372 263,405 270,491 18,527 11,441 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -3,034) -5,563 -12,637 2,949 321 6,638 -2,293 -3,050 -741 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.7 15.4 53.8 51.9 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 93 72 66 61 42 189 153 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 788,422 COMMITMENTS 215,749 89,633 121,206 385,029 511,405 721,984 722,244 66,438 66,178 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 18,822) -4,316 12,844 8,625 18,267 -5,761 22,576 15,708 -3,754 3,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 11.4 15.4 48.8 64.9 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 75 61 81 81 75 197 183 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 187,689 COMMITMENTS 61,442 37,497 25,674 90,192 116,670 177,308 179,841 10,381 7,848 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 3,906) 1,592 40 1,502 538 2,199 3,632 3,741 274 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 20.0 13.7 48.1 62.2 94.5 95.8 5.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 143 90 112 134 112 346 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,753 COMMITMENTS 52,787 6,522 1,487 9,276 62,288 63,550 70,297 9,203 2,456 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -1,699) -1,917 -439 393 -88 -1,390 -1,612 -1,436 -87 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 9.0 2.0 12.7 85.6 87.4 96.6 12.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 102 26 14 13 8 120 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 549,826 COMMITMENTS 134,947 177,166 22,496 365,513 325,734 522,956 525,396 26,870 24,430 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -77,514) -6,454 11,095 -2,940 -63,689 -84,052 -73,083 -75,897 -4,431 -1,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 32.2 4.1 66.5 59.2 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 79 68 25 124 108 216 188 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 271,013 COMMITMENTS 56,455 8,977 2,695 202,959 219,540 262,109 231,212 8,904 39,801 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -50,914) -524 -8,860 -2,314 -47,175 -79,072 -50,013 -90,246 -901 39,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 3.3 1.0 74.9 81.0 96.7 85.3 3.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 29 11 7 65 53 95 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 892,884 COMMITMENTS 272,305 73,130 12,280 582,121 796,269 866,706 881,679 26,178 11,205 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -51,852) 15,206 2,772 -7,159 -51,519 -42,616 -43,472 -47,003 -8,380 -4,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 8.2 1.4 65.2 89.2 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 124 39 25 129 81 262 136
Updated March 24, 2017