COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 206,309 COMMITMENTS 76,231 43,346 17,967 99,216 130,230 193,414 191,543 12,895 14,766 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 5,852) -970 3,686 2,246 3,314 -2,006 4,590 3,926 1,262 1,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 21.0 8.7 48.1 63.1 93.7 92.8 6.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 105 77 59 61 57 200 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,477 COMMITMENTS 1,951 4,100 201 6,642 4,429 8,794 8,730 1,683 1,747 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -352) -141 59 -53 25 -275 -169 -269 -183 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 39.1 1.9 63.4 42.3 83.9 83.3 16.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 18 15 8 21 11 40 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,719 COMMITMENTS 56,458 94,621 40,276 146,744 114,908 243,478 249,805 20,241 13,914 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,040) -373 -466 4,048 -91 -441 3,584 3,141 -1,544 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 35.9 15.3 55.6 43.6 92.3 94.7 7.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 76 90 57 61 40 176 159 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 776,748 COMMITMENTS 199,570 245,468 94,680 417,051 365,281 711,301 705,429 65,447 71,319 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -44,741) -5,281 -6,352 -7,124 -31,591 -28,485 -43,996 -41,961 -745 -2,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 31.6 12.2 53.7 47.0 91.6 90.8 8.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 85 64 61 82 69 190 176 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 224,734 COMMITMENTS 56,979 84,862 43,250 113,400 88,053 213,629 216,165 11,105 8,569 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,761) 1,724 -1,237 -118 1,420 3,639 3,026 2,284 -265 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 37.8 19.2 50.5 39.2 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 131 122 105 148 115 336 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,721 COMMITMENTS 30,078 24,242 2,926 9,642 20,341 42,646 47,509 8,075 3,212 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,586) 2,121 1,743 -182 461 626 2,400 2,187 186 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 47.8 5.8 19.0 40.1 84.1 93.7 15.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 70 48 13 8 8 87 62 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 572,416 COMMITMENTS 157,932 175,907 10,562 373,105 364,570 541,599 551,039 30,817 21,377 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -7,401) 1,464 2,844 -2,468 -8,149 -8,441 -9,153 -8,065 1,752 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 30.7 1.8 65.2 63.7 94.6 96.3 5.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 73 57 23 114 110 195 182 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 309,919 COMMITMENTS 39,868 24,992 11,261 251,875 269,208 303,004 305,461 6,915 4,458 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -382) -1,582 77 213 2,744 248 1,375 538 -1,757 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 8.1 3.6 81.3 86.9 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 36 10 7 74 52 111 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,000,708 COMMITMENTS 279,932 79,623 29,118 668,289 883,400 977,339 992,141 23,369 8,567 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 10,794) 6,479 4,963 717 4,621 7,404 11,817 13,084 -1,023 -2,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 8.0 2.9 66.8 88.3 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 128 45 23 135 95 273 153
Updated July 7, 2017