COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 283,328 COMMITMENTS 99,103 19,421 49,222 118,111 201,474 266,436 270,117 16,892 13,211 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 17,017) 12,473 -2,981 5,021 -2,444 14,739 15,050 16,779 1,967 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 6.9 17.4 41.7 71.1 94.0 95.3 6.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 125 78 88 65 78 237 204 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,426 COMMITMENTS 4,382 745 2,748 4,553 9,519 11,684 13,012 2,743 1,415 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 196) 194 -78 15 -23 207 187 144 9 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 5.2 19.0 31.6 66.0 81.0 90.2 19.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 31 10 13 22 18 57 37 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,874 COMMITMENTS 70,400 54,920 44,674 130,378 155,667 245,452 255,261 18,422 8,613 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,641) -844 -481 2,519 1,389 553 3,064 2,592 577 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 20.8 16.9 49.4 59.0 93.0 96.7 7.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 116 64 72 63 47 211 155 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 815,533 COMMITMENTS 183,397 140,465 125,201 431,845 489,378 740,442 755,045 75,091 60,488 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 11,230) 2,713 -5,949 6,252 105 10,563 9,070 10,866 2,160 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 17.2 15.4 53.0 60.0 90.8 92.6 9.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 70 56 80 86 83 196 188 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,326 COMMITMENTS 45,482 78,316 57,451 106,484 78,684 209,417 214,451 12,909 7,876 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,486) 209 -6,631 1,707 -6,090 -233 -4,174 -5,156 -1,313 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 35.2 25.8 47.9 35.4 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479) 166 147 147 139 112 380 345 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,646 COMMITMENTS 24,721 35,387 3,111 7,991 2,786 35,822 41,284 7,823 2,362 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,335) 2,714 6,753 1,118 268 -4,572 4,100 3,299 -764 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 81.1 7.1 18.3 6.4 82.1 94.6 17.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 70 55 16 9 8 89 71 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 70,138 COMMITMENTS 6,096 6,368 267 55,568 55,562 61,931 62,197 8,207 7,941 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 871) 1,182 -475 -9 817 1,251 1,990 766 -1,119 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 9.1 0.4 79.2 79.2 88.3 88.7 11.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 15 7 36 24 55 42 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 288,849 COMMITMENTS 75,001 11,305 3,373 201,141 268,581 279,515 283,259 9,334 5,590 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -4,138) 1,861 1,506 -572 -4,892 -2,374 -3,603 -1,440 -535 -2,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 3.9 1.2 69.6 93.0 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 37 13 7 78 51 116 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,025,527 COMMITMENTS 309,746 134,013 18,890 666,850 862,367 995,486 1015270 30,041 10,257 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 4,667) 5,940 -3,752 -194 -2,429 7,992 3,318 4,046 1,349 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 13.1 1.8 65.0 84.1 97.1 99.0 2.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 138 48 35 162 92 313 162
Updated December 1, 2017