COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 275,381 COMMITMENTS 72,179 37,412 55,542 134,695 165,902 262,417 258,857 12,964 16,524 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,723) -994 5,791 -1,363 5,010 -679 2,653 3,748 71 -1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 13.6 20.2 48.9 60.2 95.3 94.0 4.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 103 81 91 74 72 222 209 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,617 COMMITMENTS 1,446 5,190 1,623 7,073 4,247 10,142 11,059 2,474 1,558 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,264) 228 -363 -566 -1,756 -783 -2,094 -1,712 -170 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 41.1 12.9 56.1 33.7 80.4 87.7 19.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 20 21 15 26 13 52 43 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 264,461 COMMITMENTS 58,246 95,329 51,470 136,658 108,037 246,374 254,835 18,087 9,626 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 13,474) 5,141 15,923 3,431 3,575 -5,343 12,148 14,011 1,327 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 36.0 19.5 51.7 40.9 93.2 96.4 6.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 100 95 86 61 44 211 186 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,001,556 COMMITMENTS 167,108 244,603 226,850 537,787 453,974 931,746 925,427 69,810 76,129 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 24,550) 2,913 19,899 13,238 7,549 -3,629 23,700 29,509 850 -4,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 24.4 22.6 53.7 45.3 93.0 92.4 7.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 85 70 93 95 81 224 209 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 214,970 COMMITMENTS 38,843 49,413 51,320 114,323 106,350 204,485 207,083 10,484 7,887 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -4,041) -4,195 11,072 -2,369 1,327 -12,237 -5,238 -3,535 1,197 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 23.0 23.9 53.2 49.5 95.1 96.3 4.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 132 133 139 136 117 340 328 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,535 COMMITMENTS 27,374 28,817 3,698 12,282 16,947 43,354 49,462 9,181 3,073 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,101) 676 -11 352 633 486 1,661 827 -560 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 54.9 7.0 23.4 32.3 82.5 94.2 17.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 88 53 17 10 8 107 71 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 565,640 COMMITMENTS 131,849 213,495 11,309 401,662 317,720 544,821 542,525 20,819 23,115 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,039) 2,501 4,531 -4,670 2,561 -6,557 391 -6,695 -2,431 4,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 37.7 2.0 71.0 56.2 96.3 95.9 3.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 64 67 26 117 115 193 196 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 345,266 COMMITMENTS 42,798 26,109 11,959 279,430 300,749 334,187 338,817 11,079 6,449 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 15,554) 3,504 1,428 -1,242 11,740 13,691 14,002 13,877 1,552 1,677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 7.6 3.5 80.9 87.1 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 33 11 8 81 54 115 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,128,750 COMMITMENTS 314,574 99,892 31,461 753,778 985,787 1099813 1117140 28,937 11,610 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 7,763) 9,901 15,563 -7,197 2,955 -101 5,659 8,265 2,104 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 8.8 2.8 66.8 87.3 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 126 44 32 152 92 293 153
Updated August 25, 2017