COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 307,832 COMMITMENTS 93,094 15,979 68,089 131,949 208,767 293,133 292,835 14,699 14,996 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -7,167) -6,601 -454 601 82 -6,933 -5,918 -6,786 -1,249 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 5.2 22.1 42.9 67.8 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 126 61 86 76 79 244 191 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,190 COMMITMENTS 2,121 1,526 2,314 5,163 7,025 9,598 10,865 2,592 1,325 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -826) -144 -602 -179 -579 -99 -902 -879 76 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 12.5 19.0 42.4 57.6 78.7 89.1 21.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 18 14 25 15 52 41 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 289,230 COMMITMENTS 59,448 88,742 61,490 149,964 128,746 270,902 278,978 18,328 10,252 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 733) -2,735 -9,508 1,965 2,060 7,817 1,290 274 -557 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 30.7 21.3 51.8 44.5 93.7 96.5 6.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 96 85 98 62 43 211 184 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 859,639 COMMITMENTS 169,611 193,179 145,742 471,958 446,899 787,311 785,820 72,329 73,820 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -113,551) 6,372 -17,796 -69,007 -48,105 -28,863 -110,741 -115,666 -2,810 2,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.5 17.0 54.9 52.0 91.6 91.4 8.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 68 64 76 94 81 199 188 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 226,543 COMMITMENTS 42,513 52,572 63,595 110,405 102,496 216,513 218,663 10,031 7,880 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -12,206) -3,629 -16,951 1,140 -8,082 3,439 -10,571 -12,373 -1,635 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 23.2 28.1 48.7 45.2 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449) 145 135 155 139 127 361 350 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,397 COMMITMENTS 26,819 33,073 1,702 5,934 4,771 34,455 39,546 7,942 2,851 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -13,596) -2,331 1,691 -1,976 -8,805 -13,690 -13,112 -13,975 -484 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.3 78.0 4.0 14.0 11.3 81.3 93.3 18.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 86 54 12 10 10 103 70 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 58,232 COMMITMENTS 6,299 9,953 542 42,327 38,594 49,168 49,089 9,064 9,143 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -431,825) -62,668 -161,165 -7,642 -350,671 -252,480 -420,982 -421,287 -10,844 -10,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 17.1 0.9 72.7 66.3 84.4 84.3 15.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 17 3 36 22 52 41 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 279,983 COMMITMENTS 53,267 8,976 4,354 214,564 261,822 272,185 275,152 7,798 4,831 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -76,787) 8,505 -16,075 -3,917 -81,084 -58,154 -76,496 -78,146 -291 1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 3.2 1.6 76.6 93.5 97.2 98.3 2.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 32 9 5 73 57 105 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,080,418 COMMITMENTS 322,793 102,451 18,937 711,794 947,349 1053524 1068737 26,894 11,681 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -160,383) -3,760 4,413 -10,406 -109,424 -130,703 -123,591 -136,696 -36,792 -23,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 9.5 1.8 65.9 87.7 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 130 44 30 151 91 294 152
Updated September 22, 2017