COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 237,373 COMMITMENTS 100,572 26,687 18,146 102,683 181,340 221,401 226,173 15,972 11,200 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 13,133) 13,956 -766 1,302 -4,116 12,284 11,142 12,820 1,991 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 11.2 7.6 43.3 76.4 93.3 95.3 6.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 115 74 71 51 68 209 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 10,848 COMMITMENTS 4,098 2,601 68 4,124 6,954 8,290 9,623 2,558 1,225 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 232) 246 -18 -38 -16 220 192 164 40 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 24.0 0.6 38.0 64.1 76.4 88.7 23.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 21 12 4 18 13 42 26 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 234,387 COMMITMENTS 69,750 56,580 28,858 117,994 140,661 216,602 226,099 17,785 8,288 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,367) -1,787 -1,691 3,038 1,612 939 2,863 2,286 504 1,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 24.1 12.3 50.3 60.0 92.4 96.5 7.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 104 63 50 62 46 194 135 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 704,408 COMMITMENTS 182,294 148,304 63,646 387,881 435,737 633,821 647,687 70,587 56,721 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 8,845) 2,589 -4,574 5,198 -897 8,349 6,890 8,973 1,955 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 21.1 9.0 55.1 61.9 90.0 91.9 10.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 64 57 64 75 76 174 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 195,617 COMMITMENTS 48,928 79,169 39,141 95,731 70,105 183,800 188,415 11,817 7,202 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,496) -527 -7,060 2,345 -6,233 -406 -4,415 -5,121 -1,081 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 40.5 20.0 48.9 35.8 94.0 96.3 6.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 145 126 98 132 98 330 283 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,517 COMMITMENTS 24,788 35,397 2,995 7,976 2,777 35,759 41,169 7,758 2,348 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,317) 2,724 6,766 1,089 268 -4,575 4,081 3,280 -764 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 81.3 6.9 18.3 6.4 82.2 94.6 17.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 70 54 14 9 8 88 69 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 69,711 COMMITMENTS 5,954 6,192 76 55,568 55,562 61,598 61,830 8,113 7,881 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 830) 1,110 -589 -5 817 1,251 1,922 657 -1,092 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 8.9 0.1 79.7 79.7 88.4 88.7 11.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 15 6 36 24 54 41 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 288,849 COMMITMENTS 75,001 11,305 3,373 201,141 268,581 279,515 283,259 9,334 5,590 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -4,138) 1,861 1,506 -572 -4,892 -2,374 -3,603 -1,440 -535 -2,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 3.9 1.2 69.6 93.0 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 37 13 7 78 51 116 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,025,112 COMMITMENTS 309,678 134,022 18,712 666,681 862,121 995,071 1014855 30,041 10,257 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 4,678) 5,942 -3,744 -193 -2,420 7,994 3,329 4,057 1,349 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 13.1 1.8 65.0 84.1 97.1 99.0 2.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 137 49 34 161 92 311 162
Updated December 1, 2017