COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 233,822 COMMITMENTS 83,680 33,185 16,449 119,003 171,057 219,132 220,691 14,690 13,131 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,010) -320 -839 1,453 3,825 3,444 4,958 4,058 -948 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 14.2 7.0 50.9 73.2 93.7 94.4 6.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 123 57 78 65 74 229 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 8,556 COMMITMENTS 1,919 2,175 234 4,144 5,060 6,297 7,469 2,259 1,087 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -653) -202 -196 -237 -95 -253 -534 -686 -119 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 25.4 2.7 48.4 59.1 73.6 87.3 26.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 18 10 20 10 41 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 258,702 COMMITMENTS 67,515 68,218 32,915 141,291 147,065 241,721 248,198 16,981 10,504 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 8,526) 1,544 -8,510 2,071 4,017 14,174 7,632 7,735 894 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 26.4 12.7 54.6 56.8 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 98 77 69 64 45 205 158 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 717,017 COMMITMENTS 173,476 236,343 93,527 383,003 318,423 650,006 648,293 67,011 68,724 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 16,867) 2,169 2,795 6,610 4,632 5,524 13,411 14,929 3,456 1,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 33.0 13.0 53.4 44.4 90.7 90.4 9.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 77 61 59 79 72 182 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 237,644 COMMITMENTS 50,371 83,388 46,981 125,582 98,922 222,934 229,291 14,710 8,353 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 7,686) 1,979 5,352 925 4,465 1,738 7,369 8,015 317 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 35.1 19.8 52.8 41.6 93.8 96.5 6.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462) 151 126 112 145 107 360 304 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,132 COMMITMENTS 32,463 36,664 2,955 6,960 9,507 42,378 49,126 8,754 2,006 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,486) 4,043 3,537 112 588 892 4,743 4,541 -257 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 71.7 5.8 13.6 18.6 82.9 96.1 17.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 88 49 16 11 8 110 65 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 64,599 COMMITMENTS 4,827 6,370 441 50,843 48,895 56,111 55,706 8,488 8,893 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 150) -377 -1,379 -201 2,254 2,750 1,676 1,170 -1,526 -1,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.9 0.7 78.7 75.7 86.9 86.2 13.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 19 4 36 28 50 49 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 291,384 COMMITMENTS 67,687 8,690 3,659 210,317 274,048 281,663 286,397 9,721 4,987 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,571) -975 -1,181 -22 5,710 6,786 4,713 5,583 858 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 3.0 1.3 72.2 94.1 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 33 11 8 76 56 109 75 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,086,453 COMMITMENTS 306,569 127,330 18,978 732,821 929,632 1058368 1075940 28,085 10,513 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 22,124) 1,338 18,583 -325 21,651 5,549 22,664 23,807 -540 -1,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 11.7 1.7 67.5 85.6 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 128 42 27 153 90 292 149
Updated October 27, 2017