COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 246,477 COMMITMENTS 125,055 25,105 15,639 88,483 195,261 229,177 236,005 17,300 10,472 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -17,734) -11,673 -1,604 -7,345 1,737 -6,783 -17,281 -15,732 -453 -2,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 10.2 6.3 35.9 79.2 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 153 48 61 58 65 236 158 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,774 COMMITMENTS 3,061 2,543 401 6,172 7,024 9,634 9,968 2,140 1,806 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 725) -155 740 80 594 -346 519 474 206 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 21.6 3.4 52.4 59.7 81.8 84.7 18.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 21 17 12 26 13 51 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 287,345 COMMITMENTS 63,523 82,927 43,489 164,132 148,405 271,144 274,821 16,201 12,524 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -5,318) -3,235 -9,507 -4,787 3,884 8,253 -4,138 -6,041 -1,180 723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 28.9 15.1 57.1 51.6 94.4 95.6 5.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 82 78 72 60 46 189 164 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 798,742 COMMITMENTS 222,316 159,396 105,714 403,602 459,091 731,632 724,201 67,110 74,541 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 5,820) 1,997 -17,591 -5,593 10,088 28,727 6,492 5,543 -672 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 20.0 13.2 50.5 57.5 91.6 90.7 8.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 87 51 73 84 74 197 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 213,102 COMMITMENTS 53,624 58,569 37,650 110,423 107,918 201,697 204,137 11,405 8,965 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,525) 1,046 3,778 -1,554 1,129 -435 621 1,789 904 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 27.5 17.7 51.8 50.6 94.6 95.8 5.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 122 118 107 139 119 319 302 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 85,136 COMMITMENTS 54,832 23,508 2,718 18,483 55,785 76,033 82,011 9,103 3,125 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 7,086) 3,337 6,288 336 3,080 -18 6,753 6,606 333 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 27.6 3.2 21.7 65.5 89.3 96.3 10.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 80 40 17 14 8 103 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 568,761 COMMITMENTS 124,801 197,302 11,424 404,030 335,835 540,255 544,561 28,506 24,200 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -5,615) -14,623 13,939 -1,817 13,962 -18,434 -2,478 -6,312 -3,137 697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 34.7 2.0 71.0 59.0 95.0 95.7 5.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 73 64 24 122 114 207 190 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 298,190 COMMITMENTS 56,373 6,954 2,443 230,797 284,300 289,613 293,697 8,577 4,493 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,134) 1,496 -1,454 -139 -414 3,117 943 1,524 191 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 2.3 0.8 77.4 95.3 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 40 7 7 72 55 112 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 950,428 COMMITMENTS 283,984 97,305 12,254 626,517 837,079 922,755 946,638 27,673 3,790 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -7,500) -5,982 -7,695 -326 -1,291 3,751 -7,599 -4,270 99 -3,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 10.2 1.3 65.9 88.1 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 131 43 26 135 92 278 149
Updated May 26, 2017