COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 307,944 COMMITMENTS 137,206 13,124 52,855 97,727 229,795 287,789 295,774 20,155 12,169 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 7,124) 1,220 -872 2,965 1,189 4,420 5,375 6,514 1,749 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 4.3 17.2 31.7 74.6 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 169 47 87 64 76 264 185 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,593 COMMITMENTS 3,359 1,293 2,123 6,331 8,505 11,813 11,921 1,780 1,672 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -418) -3 63 125 -515 -777 -394 -590 -24 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 9.5 15.6 46.6 62.6 86.9 87.7 13.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 23 13 15 23 15 51 38 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 326,324 COMMITMENTS 66,164 93,205 66,928 172,125 154,084 305,217 314,218 21,106 12,106 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 17,128) 3,025 10,228 112 12,087 6,751 15,224 17,092 1,904 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 28.6 20.5 52.7 47.2 93.5 96.3 6.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 97 99 73 57 43 195 181 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 912,021 COMMITMENTS 214,506 37,380 202,518 417,786 612,949 834,810 852,848 77,211 59,173 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -40,248) -10,631 17,597 -6,697 -2,319 -53,633 -19,647 -42,733 -20,602 2,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 4.1 22.2 45.8 67.2 91.5 93.5 8.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 80 44 82 84 79 205 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 204,621 COMMITMENTS 54,909 27,309 44,680 94,981 124,236 194,570 196,226 10,051 8,396 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,984) -1,315 2,095 2,665 4,070 -448 5,420 4,312 -435 672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 13.3 21.8 46.4 60.7 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 148 93 127 136 120 345 290 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 75,463 COMMITMENTS 52,586 7,781 3,311 10,193 61,416 66,090 72,508 9,373 2,955 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 58) -218 754 138 116 -453 37 439 21 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.7 10.3 4.4 13.5 81.4 87.6 96.1 12.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 104 27 19 14 9 125 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 616,636 COMMITMENTS 153,385 131,941 22,065 412,432 440,446 587,883 594,453 28,753 22,183 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,164) -434 16,167 5,893 -3,928 -23,853 1,531 -1,792 -366 2,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 21.4 3.6 66.9 71.4 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 81 66 26 135 116 232 192 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 282,794 COMMITMENTS 54,939 14,032 2,046 216,787 262,550 273,772 278,628 9,022 4,166 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 6,436) 1,071 -265 -417 6,114 6,715 6,768 6,033 -332 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 5.0 0.7 76.7 92.8 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 29 10 4 70 54 99 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 901,839 COMMITMENTS 260,687 69,431 11,183 606,619 812,388 878,489 893,002 23,350 8,837 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 9,886) 2,565 -50 -1,759 8,729 11,254 9,535 9,445 351 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 7.7 1.2 67.3 90.1 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 117 39 26 137 80 265 134
Updated March 3, 2017