COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 229,503 COMMITMENTS 86,618 33,106 15,833 114,123 169,389 216,574 218,328 12,929 11,175 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -4,941) -4,754 1,001 458 114 -6,183 -4,182 -4,724 -759 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 14.4 6.9 49.7 73.8 94.4 95.1 5.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 115 61 74 68 67 221 172 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 8,622 COMMITMENTS 1,649 2,311 399 4,515 4,714 6,563 7,424 2,059 1,198 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 232) 70 246 29 157 -43 256 232 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 26.8 4.6 52.4 54.7 76.1 86.1 23.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 17 8 24 10 46 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 254,019 COMMITMENTS 61,950 80,885 36,077 139,004 127,926 237,031 244,888 16,988 9,131 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -3,022) 131 -6,016 -1,614 -1,793 5,765 -3,276 -1,865 254 -1,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 31.8 14.2 54.7 50.4 93.3 96.4 6.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 100 79 70 62 41 204 157 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 683,879 COMMITMENTS 180,403 227,184 73,545 371,246 318,607 625,194 619,336 58,685 64,543 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -27,302) -4,857 15,737 1,248 -20,558 -38,811 -24,167 -21,826 -3,135 -5,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 33.2 10.8 54.3 46.6 91.4 90.6 8.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 76 59 55 78 71 177 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 208,591 COMMITMENTS 48,807 69,961 40,583 107,042 90,622 196,432 201,166 12,159 7,425 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 18,663) 1,363 12,682 8,404 6,501 -2,373 16,268 18,713 2,395 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 33.5 19.5 51.3 43.4 94.2 96.4 5.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 131 129 97 139 113 325 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,920 COMMITMENTS 31,209 34,478 2,483 5,821 8,943 39,513 45,904 8,407 2,016 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,330) 1,921 -1,413 555 -42 3,415 2,434 2,557 -104 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 71.9 5.2 12.1 18.7 82.5 95.8 17.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 86 49 16 10 8 107 64 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 61,773 COMMITMENTS 7,504 9,203 702 44,294 41,047 52,500 50,952 9,273 10,821 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 7,810) 2,260 -583 184 4,473 7,627 6,917 7,228 893 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 14.9 1.1 71.7 66.4 85.0 82.5 15.0 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 18 19 5 37 24 55 48 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 285,714 COMMITMENTS 71,966 8,528 3,902 201,249 267,563 277,117 279,993 8,597 5,721 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,775) 14,852 -983 734 -12,765 3,304 2,821 3,055 -46 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 3.0 1.4 70.4 93.6 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 36 10 8 74 56 110 74 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,061,215 COMMITMENTS 305,455 104,019 21,387 705,440 923,215 1032282 1048621 28,933 12,594 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -4,040) -18,863 -6,276 4,511 7,080 -2,094 -7,272 -3,859 3,232 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 9.8 2.0 66.5 87.0 97.3 98.8 2.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 129 41 29 151 91 291 150
Updated October 6, 2017