COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 206,774 COMMITMENTS 85,737 34,941 14,535 93,422 144,913 193,694 194,389 13,080 12,385 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -27,769) -16,344 8,404 -6,988 -3,002 -29,437 -26,334 -28,021 -1,435 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.5 16.9 7.0 45.2 70.1 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 110 64 55 62 57 199 157 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,728 COMMITMENTS 2,069 3,757 404 7,046 5,596 9,519 9,757 2,209 1,971 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -939) -282 -243 -246 -678 -713 -1,206 -1,202 267 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 32.0 3.4 60.1 47.7 81.2 83.2 18.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 17 16 7 22 13 41 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 242,883 COMMITMENTS 52,539 77,596 32,697 137,875 118,649 223,111 228,942 19,772 13,941 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -6,273) -2,937 -273 -3,653 1,151 -3,322 -5,439 -7,248 -834 975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 31.9 13.5 56.8 48.9 91.9 94.3 8.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 70 85 55 62 40 172 151 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 831,702 COMMITMENTS 196,748 225,691 112,014 455,493 418,801 764,255 756,506 67,447 75,196 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -22,611) -25,178 15,615 -6,852 8,482 -28,811 -23,548 -20,048 937 -2,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 27.1 13.5 54.8 50.4 91.9 91.0 8.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 82 61 72 91 79 206 187 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 214,847 COMMITMENTS 56,693 81,723 38,450 107,120 85,551 202,263 205,724 12,584 9,123 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -7,891) 2,489 7,251 -764 -9,461 -14,556 -7,736 -8,069 -155 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 38.0 17.9 49.9 39.8 94.1 95.8 5.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 131 129 107 147 115 331 315 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,708 COMMITMENTS 28,313 22,693 1,604 8,626 19,923 38,543 44,220 8,165 2,488 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -38,279) -23,588 -1,183 -981 -9,716 -32,354 -34,285 -34,518 -3,994 -3,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 48.6 3.4 18.5 42.7 82.5 94.7 17.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 69 37 13 9 8 86 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 571,391 COMMITMENTS 154,829 170,187 10,750 376,052 369,821 541,631 550,758 29,760 20,633 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -86,437) -10,844 12,056 -3,282 -70,512 -83,631 -84,638 -74,857 -1,799 -11,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 29.8 1.9 65.8 64.7 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 70 60 27 115 111 194 189 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 309,074 COMMITMENTS 52,315 22,907 3,060 245,369 277,541 300,744 303,508 8,330 5,566 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -20,789) -236 13,425 -12,711 -5,057 -20,024 -18,004 -19,310 -2,785 -1,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 7.4 1.0 79.4 89.8 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 33 9 7 70 53 104 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 973,076 COMMITMENTS 301,118 76,474 14,544 634,331 873,071 949,993 964,089 23,083 8,987 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -167,862) -3,893 -25,534 -8,819 -131,809 -121,026 -144,521 -155,379 -23,341 -12,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 7.9 1.5 65.2 89.7 97.6 99.1 2.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 135 38 25 135 93 279 147
Updated June 23, 2017