COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 229,812 COMMITMENTS 84,000 34,024 14,996 115,178 167,613 214,174 216,633 15,638 13,179 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 338) -2,544 2,140 -924 2,336 -2,426 -1,132 -1,210 1,470 1,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 14.8 6.5 50.1 72.9 93.2 94.3 6.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 107 66 72 65 70 211 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 9,209 COMMITMENTS 2,121 2,371 471 4,239 5,313 6,831 8,155 2,378 1,054 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 202) 417 -100 44 -45 377 416 321 -214 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 25.7 5.1 46.0 57.7 74.2 88.6 25.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 17 9 23 10 45 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 250,176 COMMITMENTS 65,971 76,728 30,844 137,274 132,891 234,089 240,463 16,087 9,713 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,604) 624 -2,145 -1,005 2,400 4,902 2,019 1,752 585 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 30.7 12.3 54.9 53.1 93.6 96.1 6.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 95 83 69 62 44 200 164 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 700,150 COMMITMENTS 171,307 233,548 86,917 378,371 312,899 636,595 633,364 63,555 66,786 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,091) -6,850 7,319 -461 9,820 -2,271 2,509 4,587 3,582 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 33.4 12.4 54.0 44.7 90.9 90.5 9.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 72 66 63 78 70 179 174 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 229,958 COMMITMENTS 48,392 78,036 46,056 121,117 97,184 215,565 221,276 14,393 8,682 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 13,642) -515 6,551 992 10,687 4,883 11,164 12,426 2,478 1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 33.9 20.0 52.7 42.3 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450) 146 127 108 140 107 349 299 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,646 COMMITMENTS 28,420 33,127 2,843 6,372 8,615 37,635 44,585 9,011 2,061 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 873) -784 252 512 -137 491 -409 1,255 1,282 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 71.0 6.1 13.7 18.5 80.7 95.6 19.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 92 55 13 10 8 112 68 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 64,449 COMMITMENTS 5,204 7,749 642 48,589 46,145 54,435 54,536 10,014 9,913 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,365) -1,173 -1,791 -35 2,376 4,617 1,168 2,791 1,197 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 12.0 1.0 75.4 71.6 84.5 84.6 15.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 13 15 4 36 26 50 44 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 285,813 COMMITMENTS 68,662 9,871 3,681 204,607 267,262 276,950 280,814 8,863 4,999 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -1,121) -1,617 -2,546 -202 551 1,209 -1,268 -1,539 147 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 3.5 1.3 71.6 93.5 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 36 12 8 75 54 111 74 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,064,329 COMMITMENTS 305,231 108,747 19,303 711,170 924,083 1035704 1052133 28,625 12,196 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,318) 6,499 -1,912 -1,702 -2,845 1,864 1,952 -1,750 -634 3,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 10.2 1.8 66.8 86.8 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 125 44 25 149 90 284 149
Updated October 20, 2017