COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 319,216 COMMITMENTS 141,979 11,509 58,774 98,784 236,421 299,537 306,704 19,680 12,513 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 480) -1,562 286 3,383 -1,458 -3,738 363 -69 117 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 3.6 18.4 30.9 74.1 93.8 96.1 6.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 171 53 98 70 77 284 195 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,944 COMMITMENTS 3,995 854 2,365 5,770 8,893 12,130 12,112 1,814 1,832 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 462) 237 -200 99 -86 546 250 445 213 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 6.1 17.0 41.4 63.8 87.0 86.9 13.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 25 17 18 23 17 57 44 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 335,417 COMMITMENTS 65,886 92,648 76,396 172,152 154,164 314,435 323,208 20,982 12,209 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -5,318) -434 -2,837 1,429 -5,766 -4,265 -4,772 -5,674 -547 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 27.6 22.8 51.3 46.0 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 93 87 80 59 44 201 174 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 930,972 COMMITMENTS 201,813 71,603 215,967 436,253 574,799 854,032 862,369 76,939 68,603 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 15,334) -2,554 23,895 8,524 8,803 -16,643 14,774 15,776 560 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 7.7 23.2 46.9 61.7 91.7 92.6 8.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 81 57 85 83 77 208 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 212,704 COMMITMENTS 56,287 36,179 45,282 100,248 123,049 201,817 204,510 10,887 8,193 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 6,980) 1,246 4,549 2,165 3,006 -139 6,416 6,575 564 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 17.0 21.3 47.1 57.8 94.9 96.1 5.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428) 141 115 131 141 120 357 305 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,736 COMMITMENTS 54,815 7,116 1,165 9,422 63,709 65,402 71,991 9,334 2,745 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -9,002) -2,760 556 -888 -4,151 -8,336 -7,799 -8,668 -1,203 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.3 9.5 1.6 12.6 85.2 87.5 96.3 12.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 108 24 13 11 8 126 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 630,839 COMMITMENTS 141,358 163,871 28,474 429,519 412,255 599,350 604,599 31,489 26,240 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 19,626) -6,573 5,623 3,243 23,250 6,182 19,920 15,049 -294 4,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 26.0 4.5 68.1 65.4 95.0 95.8 5.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 80 65 35 143 122 240 206 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 321,927 COMMITMENTS 56,979 17,837 5,009 250,134 298,612 312,122 321,458 9,805 469 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 30,059) 1,596 3,462 2,640 25,619 27,100 29,855 33,202 204 -3,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 5.5 1.6 77.7 92.8 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 31 10 12 72 58 107 79 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 944,736 COMMITMENTS 257,099 70,358 19,439 633,640 838,885 910,178 928,682 34,558 16,054 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 42,712) -2,130 -1,803 5,479 33,693 36,361 37,042 40,037 5,670 2,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 7.4 2.1 67.1 88.8 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 120 35 33 136 88 270 144
Updated March 17, 2017