COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 301,128 COMMITMENTS 81,109 18,980 66,609 136,595 198,244 284,313 283,833 16,815 17,295 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,344) -1,615 2,298 -2,189 3,697 -514 -107 -405 1,451 1,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 6.3 22.1 45.4 65.8 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 118 70 97 78 83 247 209 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,292 COMMITMENTS 2,577 1,147 3,269 4,835 7,575 10,682 11,992 2,611 1,300 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 46) 312 28 17 -39 118 290 163 -244 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 8.6 24.6 36.4 57.0 80.4 90.2 19.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 27 14 18 24 16 57 42 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 287,874 COMMITMENTS 64,097 72,816 55,449 151,641 149,341 271,187 277,606 16,686 10,268 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 6,181) 755 -2,371 1,832 3,005 5,871 5,593 5,332 588 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 25.3 19.3 52.7 51.9 94.2 96.4 5.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 97 92 92 62 45 219 181 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 795,152 COMMITMENTS 166,251 232,827 143,202 417,507 349,194 726,960 725,223 68,192 69,929 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -738) -6,049 7,905 -6,942 8,793 -3,130 -4,198 -2,166 3,459 1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 29.3 18.0 52.5 43.9 91.4 91.2 8.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 72 74 78 88 78 198 195 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 266,030 COMMITMENTS 44,833 77,896 70,682 134,686 108,166 250,201 256,744 15,829 9,286 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11,600) -517 7,833 -2,188 11,567 4,858 8,863 10,503 2,738 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 29.3 26.6 50.6 40.7 94.0 96.5 6.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494) 168 148 151 143 122 391 359 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,747 COMMITMENTS 28,371 33,139 2,914 6,372 8,617 37,657 44,669 9,090 2,078 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 870) -786 254 509 -137 491 -414 1,254 1,284 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.7 70.9 6.2 13.6 18.4 80.6 95.6 19.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 91 57 16 10 8 114 70 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 64,763 COMMITMENTS 5,253 7,766 742 48,589 46,145 54,583 54,652 10,179 10,110 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,333) -1,124 -1,734 -146 2,376 4,617 1,106 2,736 1,228 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 12.0 1.1 75.0 71.3 84.3 84.4 15.7 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 15 4 36 26 51 44 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 285,813 COMMITMENTS 68,662 9,871 3,681 204,607 267,262 276,950 280,814 8,863 4,999 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -1,121) -1,617 -2,546 -202 551 1,209 -1,268 -1,539 147 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 3.5 1.3 71.6 93.5 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 36 12 8 75 54 111 74 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,064,696 COMMITMENTS 305,310 108,747 19,447 711,314 924,306 1036071 1052500 28,625 12,196 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,332) 6,497 -1,912 -1,694 -2,837 1,870 1,966 -1,736 -634 3,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 10.2 1.8 66.8 86.8 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 125 44 26 150 90 285 150
Updated October 20, 2017