COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 300,820 COMMITMENTS 135,986 13,996 49,890 96,538 225,375 282,414 289,261 18,406 11,559 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -22,753) -9,028 161 -4,305 -7,093 -19,014 -20,426 -23,159 -2,327 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 4.7 16.6 32.1 74.9 93.9 96.2 6.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 165 50 86 63 73 260 183 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,011 COMMITMENTS 3,363 1,230 1,998 6,846 9,283 12,207 12,511 1,805 1,501 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -2,373) 52 -170 -1,371 -792 -636 -2,111 -2,177 -263 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 8.8 14.3 48.9 66.3 87.1 89.3 12.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 14 16 23 16 55 40 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 309,196 COMMITMENTS 63,139 82,977 66,816 160,038 147,332 289,993 297,126 19,203 12,070 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 11,374) 4,695 4,126 3,035 3,779 4,057 11,509 11,218 -135 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 26.8 21.6 51.8 47.7 93.8 96.1 6.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 90 86 74 57 43 193 168 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 952,269 COMMITMENTS 225,137 19,784 209,215 420,105 666,582 854,457 895,581 97,812 56,688 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -145,802) 2,323 -5,704 -62,189 -90,142 -80,816 -150,009 -148,709 4,207 2,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 2.1 22.0 44.1 70.0 89.7 94.0 10.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 88 32 83 83 77 205 165 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 199,637 COMMITMENTS 56,225 25,214 42,015 90,911 124,685 189,151 191,914 10,486 7,723 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,854) 3,491 -494 -1,193 -456 3,663 1,843 1,977 11 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 12.6 21.0 45.5 62.5 94.7 96.1 5.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 142 93 127 132 116 345 276 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 75,404 COMMITMENTS 52,804 7,028 3,172 10,077 61,869 66,053 72,068 9,351 3,336 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 619) -521 -503 447 1,476 351 1,402 294 -783 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.0 9.3 4.2 13.4 82.0 87.6 95.6 12.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 110 27 15 13 8 128 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 615,471 COMMITMENTS 153,819 115,774 16,172 416,361 464,299 586,352 596,245 29,120 19,227 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -6,542) -9,100 3,864 742 2,442 -9,388 -5,916 -4,782 -627 -1,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 18.8 2.6 67.6 75.4 95.3 96.9 4.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 85 65 26 133 120 232 197 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 276,358 COMMITMENTS 53,868 14,297 2,463 210,673 255,835 267,004 272,595 9,354 3,763 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 8,874) -586 -785 -167 8,587 10,797 7,834 9,845 1,040 -971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 5.2 0.9 76.2 92.6 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 27 10 5 66 53 93 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 891,953 COMMITMENTS 258,122 69,481 12,942 597,890 801,134 868,954 883,557 22,999 8,396 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 14,831) 355 -3,106 -118 14,368 16,893 14,605 13,669 226 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 7.8 1.5 67.0 89.8 97.4 99.1 2.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 117 36 24 132 84 259 134
Updated February 24, 2017