COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 265,088 COMMITMENTS 123,768 26,238 17,983 104,707 210,630 246,458 254,851 18,630 10,237 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 11,028) 8,385 -294 600 1,061 11,801 10,046 12,107 982 -1,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 9.9 6.8 39.5 79.5 93.0 96.1 7.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 137 61 73 50 74 228 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 9,161 COMMITMENTS 1,845 2,213 283 5,049 5,438 7,177 7,934 1,984 1,227 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -637) -941 -224 81 480 -506 -380 -649 -257 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 24.2 3.1 55.1 59.4 78.3 86.6 21.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 19 15 10 22 10 45 31 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 256,443 COMMITMENTS 74,994 81,393 30,857 129,827 133,726 235,678 245,976 20,765 10,467 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,928) 1,639 4,538 4,780 661 -1,778 7,080 7,540 848 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 31.7 12.0 50.6 52.1 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 110 80 58 66 47 217 154 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 787,027 COMMITMENTS 170,978 226,423 111,224 441,268 381,132 723,470 718,779 63,557 68,248 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 27,315) -1,055 21,218 5,608 22,144 -2,805 26,697 24,021 618 3,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 28.8 14.1 56.1 48.4 91.9 91.3 8.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 75 62 74 79 78 191 185 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 218,688 COMMITMENTS 47,918 94,942 45,776 110,436 70,770 204,130 211,488 14,558 7,200 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,796) 1,667 2,496 850 1,007 754 3,524 4,100 272 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 43.4 20.9 50.5 32.4 93.3 96.7 6.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474) 158 139 106 144 99 362 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,944 COMMITMENTS 26,355 22,487 1,633 5,421 14,514 33,409 38,634 7,535 2,310 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -2,941) 1,510 -8,043 -195 -3,712 4,967 -2,397 -3,271 -544 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 54.9 4.0 13.2 35.4 81.6 94.4 18.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 74 43 9 10 7 88 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 23,389 COMMITMENTS 1,977 5,188 69 14,036 12,626 16,082 17,883 7,307 5,506 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -50,328) -1,455 -35 -346 -46,173 -48,324 -47,974 -48,705 -2,354 -1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 22.2 0.3 60.0 54.0 68.8 76.5 31.2 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 11 3 13 11 21 22 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 287,035 COMMITMENTS 75,730 7,463 2,053 199,635 272,437 277,418 281,953 9,617 5,082 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -94,349) 2,394 -4,334 -1,752 -85,085 -81,799 -84,443 -87,885 -9,906 -6,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 2.6 0.7 69.6 94.9 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 36 11 7 72 59 109 76 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 979,564 COMMITMENTS 273,569 121,748 17,932 660,457 829,875 951,958 969,555 27,606 10,009 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -218,282) 9,843 -1,345 -10,012 -193,493 -165,793 -193,662 -177,150 -24,620 -41,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 12.4 1.8 67.4 84.7 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 136 46 30 153 87 303 149
Updated December 22, 2017