COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,963 COMMITMENTS 73,713 38,784 53,215 126,030 157,619 252,958 249,618 12,004 15,344 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,206) -304 -2,930 1,516 -256 3,006 957 1,593 250 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 14.6 20.1 47.6 59.5 95.5 94.2 4.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 110 85 91 74 71 232 204 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,572 COMMITMENTS 1,128 5,723 2,210 8,812 4,546 12,150 12,479 2,422 2,093 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 366) 31 -290 75 88 358 194 143 172 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 39.3 15.2 60.5 31.2 83.4 85.6 16.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 23 17 26 15 50 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 296,986 COMMITMENTS 51,491 77,502 65,454 159,681 139,621 276,626 282,577 20,361 14,409 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -12,167) -296 -12,492 -2,723 -7,278 3,603 -10,297 -11,612 -1,870 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 26.1 22.0 53.8 47.0 93.1 95.1 6.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 81 85 84 62 43 194 173 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 928,162 COMMITMENTS 169,153 192,359 202,385 480,791 458,415 852,328 853,158 75,834 75,004 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,579) 1,869 -22,303 6,246 -13,200 21,400 -5,086 5,343 8,665 -1,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 20.7 21.8 51.8 49.4 91.8 91.9 8.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 82 57 81 94 78 209 188 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 257,929 COMMITMENTS 45,879 51,653 73,278 128,719 123,519 247,875 248,450 10,053 9,479 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -7,029) 172 -9,656 -4,767 -2,586 6,162 -7,181 -8,262 152 1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 20.0 28.4 49.9 47.9 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458) 138 140 162 152 134 379 361 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,618 COMMITMENTS 27,357 28,970 2,990 12,770 16,526 43,118 48,486 8,500 3,131 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,484) 1,531 590 1,074 -1,110 -158 1,495 1,506 -12 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.0 56.1 5.8 24.7 32.0 83.5 93.9 16.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 78 56 17 11 9 98 76 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 576,088 COMMITMENTS 156,330 199,756 13,327 381,500 345,098 551,157 558,181 24,931 17,907 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,277) -1,204 11,516 2,799 4,293 -7,965 5,888 6,350 -1,611 -2,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 34.7 2.3 66.2 59.9 95.7 96.9 4.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 72 59 28 112 123 194 200 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 326,359 COMMITMENTS 39,696 26,880 13,184 265,200 281,043 318,080 321,107 8,279 5,252 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,763) 194 -2,114 -379 1,256 4,110 1,071 1,617 692 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 8.2 4.0 81.3 86.1 97.5 98.4 2.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 35 12 8 80 56 116 75 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,077,371 COMMITMENTS 315,490 69,876 35,799 698,740 960,332 1050030 1066007 27,341 11,364 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 24,031) 11,658 -2,515 4,643 5,062 20,770 21,364 22,898 2,667 1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 6.5 3.3 64.9 89.1 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 141 42 30 146 93 300 152
Updated August 4, 2017