COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,118 COMMITMENTS 83,481 31,061 18,909 117,501 171,251 219,891 221,221 14,227 12,897 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 296) -199 -2,124 2,460 -1,502 194 759 530 -463 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 13.3 8.1 50.2 73.1 93.9 94.5 6.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 113 52 81 66 72 222 176 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 7,794 COMMITMENTS 1,883 2,186 148 3,406 4,509 5,437 6,843 2,357 951 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -762) -36 11 -86 -738 -551 -860 -626 98 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 28.0 1.9 43.7 57.9 69.8 87.8 30.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 16 8 18 9 36 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 265,717 COMMITMENTS 67,341 65,956 32,448 149,302 158,780 249,091 257,184 16,626 8,533 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 7,015) -174 -2,262 -467 8,011 11,715 7,370 8,986 -355 -1,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 24.8 12.2 56.2 59.8 93.7 96.8 6.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 98 77 68 66 47 208 157 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 712,697 COMMITMENTS 170,953 211,833 94,746 381,500 347,731 647,199 654,310 65,498 58,387 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -4,320) -2,523 -24,510 1,219 -1,503 29,308 -2,807 6,017 -1,513 -10,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 29.7 13.3 53.5 48.8 90.8 91.8 9.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 74 63 63 79 70 183 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 239,067 COMMITMENTS 52,133 84,949 48,270 123,891 98,242 224,294 231,461 14,773 7,606 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,423) 1,762 1,561 1,289 -1,691 -680 1,360 2,170 63 -747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 35.5 20.2 51.8 41.1 93.8 96.8 6.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455) 154 119 108 145 112 360 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,228 COMMITMENTS 30,077 30,897 2,721 7,168 13,684 39,966 47,302 9,262 1,926 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,904) -2,386 -5,767 -234 208 4,177 -2,412 -1,824 508 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 62.8 5.5 14.6 27.8 81.2 96.1 18.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 93 38 14 12 9 115 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 65,310 COMMITMENTS 3,301 7,951 22 53,128 48,888 56,451 56,861 8,859 8,449 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 711) -1,526 1,581 -419 2,285 -7 340 1,155 371 -444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 12.2 0.0 81.3 74.9 86.4 87.1 13.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 18 4 35 22 47 41 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 287,536 COMMITMENTS 65,394 7,485 3,885 208,827 270,739 278,106 282,109 9,430 5,427 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -3,848) -2,293 -1,205 226 -1,490 -3,309 -3,557 -4,288 -291 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 2.6 1.4 72.6 94.2 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 32 10 6 78 55 110 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,068,844 COMMITMENTS 306,048 132,085 14,876 715,744 907,923 1036668 1054884 32,176 13,960 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -17,609) -521 4,755 -4,102 -17,077 -21,709 -21,700 -21,056 4,091 3,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 12.4 1.4 67.0 84.9 97.0 98.7 3.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 130 44 25 152 86 293 144
Updated November 3, 2017