COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 298,718 COMMITMENTS 115,105 11,827 55,102 109,548 217,676 279,754 284,604 18,964 14,113 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -4,850) -10,103 -1,380 1,964 2,636 -5,521 -5,503 -4,937 654 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 4.0 18.4 36.7 72.9 93.7 95.3 6.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 157 61 98 68 73 267 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,222 COMMITMENTS 1,969 3,358 2,201 7,670 6,834 11,840 12,393 2,381 1,829 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 272) -170 803 47 363 -485 240 365 31 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 23.6 15.5 53.9 48.1 83.3 87.1 16.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 19 25 16 29 17 55 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 327,645 COMMITMENTS 58,250 82,677 69,624 181,243 162,014 309,117 314,315 18,528 13,330 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,963) -921 330 104 1,613 2,028 795 2,461 1,168 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 25.2 21.2 55.3 49.4 94.3 95.9 5.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 88 97 94 59 47 209 186 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 978,086 COMMITMENTS 203,491 163,856 201,423 498,365 525,484 903,279 890,763 74,807 87,323 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 22,331) -8,549 9,168 3,567 25,369 1,134 20,386 13,869 1,945 8,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 16.8 20.6 51.0 53.7 92.4 91.1 7.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 87 66 81 90 80 209 198 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 258,314 COMMITMENTS 49,173 59,754 70,777 126,688 118,823 246,637 249,354 11,677 8,961 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 2,312) 803 3,559 808 1,677 -1,514 3,289 2,853 -977 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 23.1 27.4 49.0 46.0 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466) 151 139 159 147 130 377 363 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 85,038 COMMITMENTS 51,405 23,761 3,291 18,201 51,910 72,897 78,963 12,141 6,076 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -296) -3,430 199 456 -294 -3,885 -3,268 -3,230 2,972 2,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 27.9 3.9 21.4 61.0 85.7 92.9 14.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 86 47 20 14 8 112 66 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 573,598 COMMITMENTS 120,520 193,430 13,298 410,441 341,881 544,259 548,608 29,339 24,990 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 4,114) -4,400 -3,859 1,398 6,375 5,958 3,373 3,497 741 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 33.7 2.3 71.6 59.6 94.9 95.6 5.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 72 59 24 120 118 203 190 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 309,661 COMMITMENTS 55,936 8,329 2,522 242,171 293,302 300,629 304,153 9,032 5,508 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 11,471) -437 1,375 79 11,374 9,002 11,016 10,456 455 1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 2.7 0.8 78.2 94.7 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 39 8 7 74 56 113 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 972,582 COMMITMENTS 288,372 101,506 12,255 646,362 850,862 946,989 964,623 25,593 7,959 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 22,154) 4,388 4,201 1 19,845 13,783 24,234 17,985 -2,080 4,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 10.4 1.3 66.5 87.5 97.4 99.2 2.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 133 42 26 142 93 287 149
Updated June 2, 2017