COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 298,219 COMMITMENTS 90,008 21,007 63,696 128,879 198,928 282,583 283,632 15,636 14,587 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 21,459) 15,541 -7,551 6,596 -3,050 22,934 19,087 21,979 2,372 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 7.0 21.4 43.2 66.7 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 118 67 90 73 81 239 197 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,144 COMMITMENTS 1,683 4,994 1,662 5,985 3,942 9,329 10,598 2,815 1,546 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -332) 396 -303 35 -1,088 -103 -657 -371 325 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 41.1 13.7 49.3 32.5 76.8 87.3 23.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 16 15 25 12 50 41 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 274,184 COMMITMENTS 58,705 96,185 56,589 140,712 111,141 256,006 263,915 18,179 10,269 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,525) 119 2,593 1,336 206 -2,871 1,661 1,058 -136 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 35.1 20.6 51.3 40.5 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 97 85 87 62 44 211 176 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 995,266 COMMITMENTS 168,834 231,829 219,387 530,382 474,784 918,603 926,000 76,663 69,267 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -8,754) 336 -9,308 -4,993 -6,700 7,044 -11,358 -7,257 2,604 -1,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 23.3 22.0 53.3 47.7 92.3 93.0 7.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 81 65 92 93 82 215 203 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 243,182 COMMITMENTS 43,090 66,721 62,953 124,540 104,738 230,582 234,411 12,600 8,770 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 15,693) 3,298 8,782 6,427 4,643 -428 14,368 14,780 1,325 913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 27.4 25.9 51.2 43.1 94.8 96.4 5.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452) 157 132 143 137 115 359 336 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,054 COMMITMENTS 26,920 30,813 6,455 13,387 16,018 46,762 53,286 9,292 2,768 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,245) -4,515 -3,636 2,268 -308 -447 -2,555 -1,815 310 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 55.0 11.5 23.9 28.6 83.4 95.1 16.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 84 57 20 11 8 105 79 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 545,527 COMMITMENTS 115,187 197,543 9,662 397,539 318,606 522,388 525,811 23,140 19,716 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -10,643) -5,071 -10,280 469 -7,771 196 -12,372 -9,615 1,730 -1,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 36.2 1.8 72.9 58.4 95.8 96.4 4.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 56 66 24 113 116 180 195 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 349,043 COMMITMENTS 43,538 25,437 9,541 288,144 308,760 341,223 343,738 7,820 5,305 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 6,136) 144 -1,778 -1,904 8,712 9,280 6,952 5,598 -816 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 7.3 2.7 82.6 88.5 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 35 10 6 86 57 122 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,137,165 COMMITMENTS 321,570 96,521 33,241 753,540 993,665 1108352 1123427 28,813 13,738 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,769) 2,699 -5,752 3,266 -10,858 -3,714 -4,893 -6,200 -876 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 8.5 2.9 66.3 87.4 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 130 43 34 155 92 300 154
Updated September 8, 2017