COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 303,864 COMMITMENTS 88,517 16,805 66,562 133,988 205,103 289,066 288,470 14,797 15,394 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -3,968) -4,578 825 -1,528 2,039 -3,663 -4,067 -4,366 98 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 5.5 21.9 44.1 67.5 95.1 94.9 4.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 120 63 91 79 82 245 196 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,792 COMMITMENTS 1,753 1,488 2,459 5,265 6,516 9,477 10,464 2,316 1,328 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -398) -369 -38 145 102 -508 -122 -401 -276 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 12.6 20.9 44.6 55.3 80.4 88.7 19.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 22 18 14 25 15 53 41 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 286,724 COMMITMENTS 59,524 83,313 57,533 152,253 135,027 269,311 275,873 17,414 10,852 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -2,506) 76 -5,430 -3,957 2,289 6,281 -1,591 -3,105 -914 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 29.1 20.1 53.1 47.1 93.9 96.2 6.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 98 90 91 65 44 218 180 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 803,575 COMMITMENTS 176,143 208,773 130,963 430,101 390,244 737,207 729,980 66,368 73,594 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -56,065) 6,532 15,594 -14,778 -41,857 -56,655 -50,104 -55,839 -5,961 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 26.0 16.3 53.5 48.6 91.7 90.8 8.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 68 78 75 91 76 198 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 224,494 COMMITMENTS 45,819 54,270 56,943 111,061 105,212 213,823 216,425 10,671 8,069 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -2,049) 3,306 1,698 -6,652 656 2,716 -2,690 -2,239 640 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 24.2 25.4 49.5 46.9 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 147 134 150 143 127 363 354 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,701 COMMITMENTS 29,250 35,899 2,004 5,864 5,531 37,119 43,434 8,582 2,267 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,304) 2,431 2,826 302 -69 760 2,664 3,888 640 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.0 78.6 4.4 12.8 12.1 81.2 95.0 18.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 94 57 16 10 9 115 72 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 54,112 COMMITMENTS 5,244 9,752 574 39,821 33,420 45,639 43,745 8,473 10,367 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,120) -1,055 -201 32 -2,506 -5,174 -3,529 -5,344 -591 1,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 18.0 1.1 73.6 61.8 84.3 80.8 15.7 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 13 18 4 37 21 52 41 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 282,939 COMMITMENTS 57,114 9,511 3,168 214,014 264,259 274,296 276,938 8,643 6,001 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,956) 3,847 535 -1,186 -550 2,437 2,111 1,786 845 1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 3.4 1.1 75.6 93.4 96.9 97.9 3.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 33 9 5 73 55 106 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,065,541 COMMITMENTS 324,407 110,295 16,975 698,459 925,496 1039840 1052766 25,701 12,775 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -14,877) 1,614 7,844 -1,962 -13,335 -21,853 -13,684 -15,971 -1,193 1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 10.4 1.6 65.5 86.9 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 128 44 29 151 93 291 154
Updated September 29, 2017