COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 299,784 COMMITMENTS 82,724 16,681 68,799 132,898 198,758 284,421 284,238 15,363 15,546 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,949) -562 -1,915 247 -2,842 -397 -3,157 -2,065 1,208 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 5.6 22.9 44.3 66.3 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 126 64 98 78 81 254 203 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,247 COMMITMENTS 2,266 1,119 3,252 4,874 7,457 10,392 11,829 2,854 1,418 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 924) 174 -240 535 -350 571 359 866 565 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 8.5 24.6 36.8 56.3 78.5 89.3 21.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 28 15 17 26 17 61 42 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,692 COMMITMENTS 63,341 75,187 53,618 148,636 143,470 265,594 272,275 16,098 9,418 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,350) 2,737 -2,653 -4,534 -3,987 331 -5,784 -6,856 -1,566 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 26.7 19.0 52.8 50.9 94.3 96.7 5.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 94 97 92 63 46 219 183 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 795,890 COMMITMENTS 172,300 224,922 150,143 408,714 352,324 731,158 727,389 64,733 68,501 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 18,662) 957 -585 17,556 -1,475 838 17,038 17,809 1,625 853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 28.3 18.9 51.4 44.3 91.9 91.4 8.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 71 76 80 90 79 203 198 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 254,430 COMMITMENTS 45,350 70,063 72,869 123,119 103,309 241,338 246,241 13,092 8,189 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 6,945) 493 3,175 3,590 3,128 -66 7,211 6,699 -266 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 27.5 28.6 48.4 40.6 94.9 96.8 5.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 159 152 155 145 128 385 371 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,877 COMMITMENTS 29,157 32,885 2,404 6,510 8,126 38,071 43,415 7,806 2,462 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,155) -2,006 -1,607 -153 688 -821 -1,470 -2,581 -684 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 71.7 5.2 14.2 17.7 83.0 94.6 17.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 82 53 15 10 7 104 66 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 62,429 COMMITMENTS 6,377 9,500 888 46,213 41,528 53,478 51,916 8,952 10,513 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 359) -1,127 365 78 1,919 481 870 924 -511 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 15.2 1.4 74.0 66.5 85.7 83.2 14.3 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 16 21 5 40 24 58 48 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 286,934 COMMITMENTS 70,279 12,417 3,883 204,056 266,053 278,218 282,353 8,716 4,581 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,220) -1,687 3,889 -19 2,807 -1,510 1,101 2,360 119 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 4.3 1.4 71.1 92.7 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 38 13 8 76 54 114 75 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,063,364 COMMITMENTS 298,813 110,659 21,141 714,151 922,436 1034105 1054236 29,259 9,128 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,821) -6,727 6,640 -368 8,589 -986 1,495 5,287 326 -3,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 10.4 2.0 67.2 86.7 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 122 48 30 151 94 283 162
Updated October 13, 2017