COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,444 COMMITMENTS 91,372 32,105 15,375 114,009 175,572 220,756 223,052 13,688 11,392 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,306) -5,639 -1,290 -395 1,619 -3,072 -4,415 -4,757 109 451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 13.7 6.6 48.6 74.9 94.2 95.1 5.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 111 58 64 67 69 208 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 8,390 COMMITMENTS 1,579 2,065 370 4,358 4,757 6,307 7,192 2,083 1,198 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -469) -239 -124 27 0 -393 -212 -490 -257 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 24.6 4.4 51.9 56.7 75.2 85.7 24.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 18 8 23 10 43 31 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 257,041 COMMITMENTS 61,819 86,901 37,691 140,797 122,161 240,307 246,753 16,734 10,288 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,142) 103 -5,336 -5,103 1,672 5,776 -3,328 -4,663 -814 521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 33.8 14.7 54.8 47.5 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 92 83 66 65 42 198 159 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 711,181 COMMITMENTS 185,260 211,447 72,297 391,804 357,418 649,361 641,162 61,820 70,019 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -56,235) 8,127 14,624 -15,078 -42,901 -55,611 -49,852 -56,065 -6,383 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 29.7 10.2 55.1 50.3 91.3 90.2 8.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 73 69 58 82 68 183 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 189,928 COMMITMENTS 47,444 57,279 32,179 100,541 92,995 180,164 182,453 9,764 7,475 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 87) 3,309 2,647 -5,550 1,725 2,659 -516 -244 603 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 30.2 16.9 52.9 49.0 94.9 96.1 5.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 122 116 103 138 114 319 293 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,590 COMMITMENTS 29,288 35,891 1,928 5,863 5,528 37,079 43,347 8,511 2,243 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,303) 2,455 2,845 285 -67 759 2,673 3,889 630 -586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 78.7 4.2 12.9 12.1 81.3 95.1 18.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 94 56 13 9 9 112 70 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 53,963 COMMITMENTS 5,244 9,786 518 39,821 33,420 45,583 43,724 8,380 10,239 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,157) -1,055 -167 -24 -2,506 -5,174 -3,585 -5,365 -572 1,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 18.1 1.0 73.8 61.9 84.5 81.0 15.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 13 18 3 37 21 51 41 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 282,939 COMMITMENTS 57,114 9,511 3,168 214,014 264,259 274,296 276,938 8,643 6,001 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,956) 3,847 535 -1,186 -550 2,437 2,111 1,786 845 1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 3.4 1.1 75.6 93.4 96.9 97.9 3.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 33 9 5 73 55 106 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,065,255 COMMITMENTS 324,318 110,295 16,876 698,360 925,309 1039554 1052480 25,701 12,775 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -14,819) 1,603 7,844 -1,928 -13,301 -21,829 -13,626 -15,913 -1,193 1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 10.4 1.6 65.6 86.9 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 128 44 28 150 93 290 153
Updated September 29, 2017