COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 323,937 COMMITMENTS 140,865 14,143 62,312 100,594 232,871 303,771 309,326 20,166 14,611 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 4,721) -1,114 2,634 3,538 1,810 -3,550 4,234 2,623 486 2,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 4.4 19.2 31.1 71.9 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 166 57 101 70 75 281 197 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,725 COMMITMENTS 4,587 462 2,461 5,491 10,002 12,538 12,925 2,187 1,800 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 781) 592 -392 96 -280 1,109 408 813 373 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 3.1 16.7 37.3 67.9 85.1 87.8 14.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 27 13 16 24 19 58 43 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 337,601 COMMITMENTS 61,339 80,594 80,495 175,512 164,101 317,346 325,191 20,255 12,410 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,184) -4,547 -12,054 4,099 3,359 9,937 2,911 1,982 -728 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 23.9 23.8 52.0 48.6 94.0 96.3 6.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 94 83 82 61 46 204 170 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 952,600 COMMITMENTS 199,475 87,789 222,631 457,767 571,807 879,873 882,227 72,727 70,373 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 21,629) -2,338 16,186 6,665 21,514 -2,992 25,841 19,858 -4,212 1,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 9.2 23.4 48.1 60.0 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 77 66 92 88 82 214 198 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 217,710 COMMITMENTS 58,927 36,259 46,878 100,899 126,267 206,704 209,405 11,006 8,305 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5,006) 2,640 80 1,596 651 3,218 4,887 4,895 119 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 16.7 21.5 46.3 58.0 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 150 105 142 138 120 365 308 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,994 COMMITMENTS 52,831 6,625 1,581 9,317 62,311 63,729 70,517 9,266 2,478 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -1,741) -1,983 -491 415 -105 -1,398 -1,673 -1,474 -68 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.4 9.1 2.2 12.8 85.4 87.3 96.6 12.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 103 29 19 14 8 126 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 552,213 COMMITMENTS 135,105 175,865 24,522 365,572 327,334 525,199 527,721 27,014 24,492 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -78,626) -6,252 11,994 -3,952 -63,947 -84,921 -74,151 -76,879 -4,475 -1,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 31.8 4.4 66.2 59.3 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 80 67 27 124 110 217 191 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 271,013 COMMITMENTS 56,455 8,977 2,695 202,959 219,540 262,109 231,212 8,904 39,801 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -50,914) -524 -8,860 -2,314 -47,175 -79,072 -50,013 -90,246 -901 39,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 3.3 1.0 74.9 81.0 96.7 85.3 3.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 29 11 7 65 53 95 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 892,884 COMMITMENTS 272,305 73,130 12,280 582,121 796,269 866,706 881,679 26,178 11,205 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -51,852) 15,206 2,772 -7,159 -51,519 -42,616 -43,472 -47,003 -8,380 -4,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 8.2 1.4 65.2 89.2 97.1 98.7 2.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 124 39 25 129 81 262 136
Updated March 24, 2017