COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 241,493 COMMITMENTS 115,458 23,628 17,248 91,025 190,064 223,731 230,940 17,762 10,553 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -4,984) -9,597 -1,477 1,609 2,542 -5,197 -5,446 -5,065 462 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 9.8 7.1 37.7 78.7 92.6 95.6 7.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 149 49 64 58 64 234 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,024 COMMITMENTS 2,968 3,351 391 6,474 6,552 9,833 10,294 2,191 1,730 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 250) -93 808 -10 302 -472 199 326 51 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 27.9 3.3 53.8 54.5 81.8 85.6 18.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 22 20 10 27 14 52 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 288,943 COMMITMENTS 63,646 83,114 42,763 165,124 150,898 271,533 276,775 17,410 12,168 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,598) 123 187 -726 992 2,493 389 1,954 1,209 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 28.8 14.8 57.1 52.2 94.0 95.8 6.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 85 86 76 59 44 193 168 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 814,153 COMMITMENTS 218,216 169,151 103,350 423,492 459,146 745,058 731,647 69,095 82,506 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 15,411) -4,100 9,755 -2,364 19,890 55 13,426 7,446 1,985 7,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 20.8 12.7 52.0 56.4 91.5 89.9 8.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 85 60 66 85 74 193 181 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 215,278 COMMITMENTS 54,826 61,706 37,918 111,950 107,208 204,694 206,832 10,584 8,446 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 2,176) 1,202 3,137 268 1,527 -710 2,997 2,695 -821 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 28.7 17.6 52.0 49.8 95.1 96.1 4.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 131 119 113 142 119 332 310 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 84,839 COMMITMENTS 51,405 23,700 3,177 18,191 51,901 72,773 78,778 12,066 6,061 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -297) -3,427 192 459 -292 -3,884 -3,260 -3,233 2,963 2,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 27.9 3.7 21.4 61.2 85.8 92.9 14.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 86 44 17 13 7 109 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 572,884 COMMITMENTS 120,482 193,512 12,761 410,406 341,782 543,649 548,055 29,235 24,829 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 4,123) -4,319 -3,790 1,337 6,376 5,947 3,394 3,494 729 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 33.8 2.2 71.6 59.7 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 71 60 23 120 115 202 187 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 309,661 COMMITMENTS 55,936 8,329 2,522 242,171 293,302 300,629 304,153 9,032 5,508 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 11,471) -437 1,375 79 11,374 9,002 11,016 10,456 455 1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.7 0.8 78.2 94.7 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 39 8 7 74 56 113 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 972,582 COMMITMENTS 288,372 101,506 12,255 646,362 850,862 946,989 964,623 25,593 7,959 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 22,154) 4,388 4,201 1 19,845 13,783 24,234 17,985 -2,080 4,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 10.4 1.3 66.5 87.5 97.4 99.2 2.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 133 42 26 142 93 287 149
Updated June 2, 2017