COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 320,394 COMMITMENTS 136,914 16,299 60,308 104,385 227,781 301,607 304,389 18,787 16,005 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 23,420) 6,140 -2,946 13,058 4,296 15,358 23,494 25,470 -74 -2,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 5.1 18.8 32.6 71.1 94.1 95.0 5.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 168 71 94 73 78 286 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,015 COMMITMENTS 2,455 1,830 1,922 6,495 7,594 10,871 11,346 2,145 1,670 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 748) -70 348 332 328 -15 590 665 158 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 14.1 14.8 49.9 58.3 83.5 87.2 16.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 19 18 15 25 14 51 41 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 333,443 COMMITMENTS 62,314 92,091 75,601 176,843 152,667 314,758 320,358 18,686 13,085 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -10,239) -6,074 -10,474 -315 -2,103 -6 -8,492 -10,795 -1,746 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 27.6 22.7 53.0 45.8 94.4 96.1 5.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 86 97 91 61 48 208 189 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 942,324 COMMITMENTS 208,790 173,886 199,882 460,864 490,190 869,537 863,959 72,787 78,365 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 4,740) 1,609 7,261 -501 1,162 -427 2,269 6,333 2,470 -1,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 18.5 21.2 48.9 52.0 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 79 66 85 88 79 206 198 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 248,628 COMMITMENTS 47,634 52,672 67,498 122,086 118,768 237,218 238,938 11,409 9,690 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 2,092) -799 1,600 2,706 -253 -2,406 1,654 1,900 438 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 21.2 27.1 49.1 47.8 95.4 96.1 4.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 136 137 148 147 129 362 346 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 78,223 COMMITMENTS 51,501 17,267 2,482 15,412 55,813 69,395 75,561 8,828 2,662 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 3,220) 2,781 4,266 -294 1,582 10 4,068 3,982 -848 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.8 22.1 3.2 19.7 71.4 88.7 96.6 11.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 85 42 21 14 9 112 63 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 575,316 COMMITMENTS 139,515 183,311 13,906 390,103 354,356 543,525 551,573 31,791 23,743 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -4,813) -4,841 -1,032 567 -740 -6,816 -5,014 -7,281 201 2,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 31.9 2.4 67.8 61.6 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 82 54 32 120 117 214 191 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 297,056 COMMITMENTS 54,877 8,408 2,582 231,211 281,183 288,670 292,173 8,386 4,883 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 4,158) 772 1,675 -372 4,605 2,180 5,005 3,483 -847 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 2.8 0.9 77.8 94.7 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 38 8 7 73 55 111 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 957,928 COMMITMENTS 289,966 105,000 12,580 627,808 833,328 930,354 950,908 27,574 7,020 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 14,966) 5,741 4,006 42 9,311 14,182 15,094 18,230 -128 -3,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 11.0 1.3 65.5 87.0 97.1 99.3 2.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 133 48 28 135 88 281 151
Updated May 19, 2017