COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 263,598 COMMITMENTS 79,664 21,984 45,290 123,653 181,384 248,608 248,658 14,991 14,940 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -37,722) -281 -359 -20,434 -17,447 -15,573 -38,162 -36,366 440 -1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 8.3 17.2 46.9 68.8 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 102 68 91 69 81 226 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,887 COMMITMENTS 3,240 1,016 2,680 4,267 8,112 10,187 11,808 2,700 1,079 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,187) 593 -110 197 347 1,030 1,137 1,118 51 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 7.9 20.8 33.1 62.9 79.0 91.6 21.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 29 14 17 24 19 59 44 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 267,253 COMMITMENTS 76,011 56,877 46,315 127,563 156,577 249,889 259,769 17,364 7,484 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -10,517) 3,507 -7,382 2,932 -17,043 -5,222 -10,605 -9,672 88 -845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 21.3 17.3 47.7 58.6 93.5 97.2 6.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 109 79 75 65 49 221 162 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 827,722 COMMITMENTS 183,200 165,204 139,474 432,809 456,894 755,484 761,573 72,238 66,149 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 3,017) 10,686 -37,581 -16,402 4,444 57,037 -1,272 3,054 4,289 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 20.0 16.9 52.3 55.2 91.3 92.0 8.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 70 56 76 87 79 196 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 243,209 COMMITMENTS 45,917 83,144 59,918 122,910 91,651 228,745 234,713 14,464 8,496 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -36,258) -428 -3,811 -18,377 -15,914 -13,689 -34,718 -35,877 -1,539 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 34.2 24.6 50.5 37.7 94.1 96.5 5.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480) 149 149 153 146 120 387 355 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,607 COMMITMENTS 27,178 29,985 2,583 7,626 11,529 37,387 44,097 9,221 2,510 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -5,557) -4,367 -1,398 -361 -193 -4,481 -4,921 -6,240 -636 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.3 64.3 5.5 16.4 24.7 80.2 94.6 19.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 76 44 16 13 7 100 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 68,527 COMMITMENTS 4,619 8,185 453 54,109 52,031 59,181 60,669 9,346 7,858 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 318) 379 -2,078 48 -234 2,807 193 778 124 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 11.9 0.7 79.0 75.9 86.4 88.5 13.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 15 6 35 23 52 40 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 288,176 COMMITMENTS 66,418 8,465 3,828 208,445 270,328 278,691 282,621 9,485 5,555 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -482) -1,215 737 -48 263 -1,207 -1,000 -518 518 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 2.9 1.3 72.3 93.8 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 35 12 6 78 53 113 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,041,635 COMMITMENTS 307,045 135,494 18,589 689,183 875,087 1014816 1029169 26,819 12,466 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -17,549) -3,874 1,377 497 -11,796 -22,694 -15,174 -20,820 -2,375 3,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 13.0 1.8 66.2 84.0 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 130 45 34 151 84 294 150
Updated November 17, 2017