COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 281,653 COMMITMENTS 139,043 22,163 36,121 87,808 211,059 262,972 269,343 18,681 12,310 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,523) -1,516 2,397 2,577 2,802 -1,105 3,863 3,869 -340 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 7.9 12.8 31.2 74.9 93.4 95.6 6.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 154 65 76 58 64 250 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,026 COMMITMENTS 4,800 881 515 3,822 8,575 9,137 9,971 1,889 1,055 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -434) 96 -37 -15 -290 131 -209 79 -225 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 8.0 4.7 34.7 77.8 82.9 90.4 17.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 25 11 15 17 14 51 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,950 COMMITMENTS 64,666 72,189 44,605 156,228 154,447 265,499 271,241 16,451 10,709 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 18) -3,767 -8,637 1,312 4,549 8,075 2,094 750 -2,076 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 25.6 15.8 55.4 54.8 94.2 96.2 5.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 90 76 72 60 45 188 162 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 806,906 COMMITMENTS 220,367 105,501 120,745 396,668 510,789 737,780 737,035 69,126 69,871 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 18,484) 4,618 15,868 -461 11,639 -616 15,796 14,791 2,688 3,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 13.1 15.0 49.2 63.3 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 73 58 74 80 75 191 176 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 191,066 COMMITMENTS 60,215 45,524 26,173 94,038 111,114 180,426 182,811 10,640 8,255 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 3,377) -1,227 8,027 499 3,846 -5,556 3,118 2,970 259 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 23.8 13.7 49.2 58.2 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 126 118 109 138 109 327 291 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,650 COMMITMENTS 52,849 8,636 1,712 11,989 61,841 66,550 72,189 8,100 2,461 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,897) 62 2,114 225 2,713 -447 3,000 1,892 -1,103 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.8 11.6 2.3 16.1 82.8 89.1 96.7 10.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 91 27 13 12 12 111 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 544,306 COMMITMENTS 130,356 186,689 14,309 374,949 323,329 519,614 524,327 24,692 19,979 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -5,520) -4,591 9,523 -8,187 9,436 -2,405 -3,342 -1,069 -2,178 -4,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 34.3 2.6 68.9 59.4 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 73 66 20 122 112 203 190 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 279,150 COMMITMENTS 56,993 9,925 2,582 210,542 262,802 270,117 275,309 9,033 3,841 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 8,137) 538 948 -113 7,583 43,262 8,008 44,097 129 -35,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 3.6 0.9 75.4 94.1 96.8 98.6 3.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 29 12 7 67 53 97 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 909,851 COMMITMENTS 284,582 68,666 11,731 588,066 821,991 884,379 902,388 25,472 7,463 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 16,967) 12,277 -4,464 -549 5,945 25,722 17,673 20,709 -706 -3,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 7.5 1.3 64.6 90.3 97.2 99.2 2.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 129 39 23 127 84 265 137
Updated March 31, 2017