COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 200,457 COMMITMENTS 77,201 39,660 15,721 95,902 132,236 188,824 187,617 11,633 12,840 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -6,317) -8,536 4,719 1,186 2,480 -12,677 -4,870 -6,772 -1,447 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 19.8 7.8 47.8 66.0 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 107 70 51 61 58 195 157 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,829 COMMITMENTS 2,092 4,041 254 6,617 4,704 8,963 8,999 1,866 1,830 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -899) 23 284 -150 -429 -892 -556 -758 -343 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 37.3 2.3 61.1 43.4 82.8 83.1 17.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 20 15 7 21 11 42 32 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 261,679 COMMITMENTS 56,831 95,087 36,228 146,835 115,349 239,894 246,664 21,785 15,015 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 18,796) 4,292 17,491 3,531 8,960 -3,300 16,783 17,722 2,013 1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 36.3 13.8 56.1 44.1 91.7 94.3 8.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 78 81 51 64 41 173 153 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 821,489 COMMITMENTS 204,851 251,820 101,804 448,642 393,766 755,297 747,390 66,192 74,099 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -10,213) 8,103 26,129 -10,210 -6,851 -25,035 -8,958 -9,116 -1,255 -1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 30.7 12.4 54.6 47.9 91.9 91.0 8.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 82 63 63 85 73 194 181 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 221,973 COMMITMENTS 55,255 86,099 43,368 111,980 84,414 210,603 213,881 11,370 8,092 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,126) -1,438 4,376 4,918 4,860 -1,137 8,340 8,157 -1,214 -1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 38.8 19.5 50.4 38.0 94.9 96.4 5.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 125 134 108 148 113 333 311 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,135 COMMITMENTS 27,957 22,499 3,108 9,181 19,715 40,246 45,322 7,889 2,813 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,427) -356 -194 1,504 555 -208 1,703 1,102 -276 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 46.7 6.5 19.1 41.0 83.6 94.2 16.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 68 46 11 7 8 82 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 579,817 COMMITMENTS 156,468 173,063 13,030 381,254 373,011 550,752 559,104 29,065 20,713 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 8,426) 1,639 2,876 2,280 5,202 3,190 9,121 8,346 -695 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 29.8 2.2 65.8 64.3 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 70 60 28 118 110 201 185 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 310,301 COMMITMENTS 41,450 24,915 11,048 249,131 268,960 301,629 304,923 8,672 5,378 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,227) -10,865 2,008 7,988 3,762 -8,581 885 1,415 342 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 8.0 3.6 80.3 86.7 97.2 98.3 2.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 35 9 7 71 55 107 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 989,914 COMMITMENTS 273,453 74,660 28,401 663,668 875,996 965,522 979,057 24,392 10,857 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 16,838) -27,665 -1,814 13,857 29,337 2,925 15,529 14,968 1,309 1,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 7.5 2.9 67.0 88.5 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 130 40 24 135 93 275 147
Updated June 30, 2017