COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 318,736 COMMITMENTS 143,541 11,223 55,391 100,241 240,159 299,173 306,773 19,563 11,963 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 10,792) 6,335 -1,901 2,536 2,514 10,364 11,384 10,999 -592 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 3.5 17.4 31.4 75.3 93.9 96.2 6.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 173 47 91 67 76 276 184 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,482 COMMITMENTS 3,758 1,054 2,266 5,856 8,347 11,880 11,667 1,602 1,815 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -111) 399 -239 143 -475 -158 67 -254 -179 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 7.8 16.8 43.4 61.9 88.1 86.5 11.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 28 13 19 24 17 58 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 340,735 COMMITMENTS 66,321 95,485 74,968 177,918 158,429 319,207 328,882 21,529 11,853 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 14,412) 156 2,280 8,039 5,793 4,345 13,989 14,665 423 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 28.0 22.0 52.2 46.5 93.7 96.5 6.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 97 94 79 60 44 199 186 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 915,638 COMMITMENTS 204,366 47,708 207,443 427,450 591,443 839,259 846,593 76,379 69,045 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,617) -10,140 10,327 4,924 9,664 -21,507 4,448 -6,255 -832 9,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 5.2 22.7 46.7 64.6 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 75 50 82 86 78 205 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 205,724 COMMITMENTS 55,041 31,630 43,118 97,242 123,188 195,400 197,935 10,323 7,788 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,102) 132 4,320 -1,562 2,260 -1,049 830 1,710 273 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 15.4 21.0 47.3 59.9 95.0 96.2 5.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 148 108 127 144 123 356 303 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 83,738 COMMITMENTS 57,575 6,561 2,053 13,573 72,045 73,201 80,659 10,537 3,078 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 8,275) 4,989 -1,220 -1,258 3,380 10,629 7,111 8,151 1,164 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 7.8 2.5 16.2 86.0 87.4 96.3 12.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 107 22 16 14 8 128 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 611,213 COMMITMENTS 147,931 158,248 25,230 406,268 406,073 579,430 589,551 31,784 21,662 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,422) -5,454 26,307 3,165 -6,164 -34,374 -8,453 -4,902 3,031 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 25.9 4.1 66.5 66.4 94.8 96.5 5.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 77 69 28 138 116 229 199 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 291,868 COMMITMENTS 55,383 14,375 2,369 224,515 271,512 282,267 288,256 9,601 3,612 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 9,074) 444 343 323 7,728 8,962 8,495 9,628 579 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 4.9 0.8 76.9 93.0 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 30 10 6 70 57 100 73 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 902,024 COMMITMENTS 259,229 72,161 13,960 599,947 802,524 873,136 888,645 28,888 13,379 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 185) -1,458 2,730 2,777 -6,672 -9,864 -5,353 -4,357 5,538 4,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 8.0 1.5 66.5 89.0 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 115 36 29 134 85 261 139
Updated March 10, 2017