COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 317,774 COMMITMENTS 125,018 17,787 52,193 120,680 235,563 297,891 305,544 19,883 12,230 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 9,421) 10,861 735 -3,016 346 12,839 8,191 10,557 1,230 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 5.6 16.4 38.0 74.1 93.7 96.2 6.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 143 67 87 68 86 259 202 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,977 COMMITMENTS 1,849 2,049 1,927 6,097 6,718 9,873 10,695 2,104 1,282 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -1,282) -1,078 601 -444 616 -1,354 -906 -1,197 -376 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 17.1 16.1 50.9 56.1 82.4 89.3 17.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 19 16 24 15 51 41 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 292,425 COMMITMENTS 72,652 79,800 52,750 145,252 149,038 270,655 281,589 21,771 10,836 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,274) 1,871 5,715 3,169 1,464 -2,045 6,504 6,839 770 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 27.3 18.0 49.7 51.0 92.6 96.3 7.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 124 78 81 66 47 234 172 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 899,759 COMMITMENTS 162,712 223,518 175,535 494,066 429,740 832,313 828,793 67,446 70,966 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 22,126) 2,258 20,432 839 19,069 -1,434 22,165 19,836 -40 2,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 24.8 19.5 54.9 47.8 92.5 92.1 7.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 77 65 85 90 88 211 202 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 252,035 COMMITMENTS 43,713 92,943 68,679 123,564 82,567 235,955 244,189 16,079 7,846 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,186) 278 3,134 1,018 1,761 -657 3,056 3,494 130 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 36.9 27.2 49.0 32.8 93.6 96.9 6.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518) 181 157 156 150 114 407 368 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,028 COMMITMENTS 26,392 22,511 1,654 5,421 14,544 33,467 38,709 7,561 2,319 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -2,901) 1,547 -8,030 -174 -3,712 4,992 -2,339 -3,212 -562 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 54.9 4.0 13.2 35.4 81.6 94.3 18.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 74 44 10 10 7 90 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 23,389 COMMITMENTS 1,977 5,188 69 14,036 12,626 16,082 17,883 7,307 5,506 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -50,531) -1,454 -51 -498 -46,173 -48,324 -48,126 -48,873 -2,405 -1,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 22.2 0.3 60.0 54.0 68.8 76.5 31.2 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 11 3 13 11 21 22 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 287,035 COMMITMENTS 75,730 7,463 2,053 199,635 272,437 277,418 281,953 9,617 5,082 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -94,349) 2,394 -4,334 -1,752 -85,085 -81,799 -84,443 -87,885 -9,906 -6,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 2.6 0.7 69.6 94.9 96.6 98.2 3.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 36 11 7 72 59 109 76 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 979,945 COMMITMENTS 273,668 121,748 18,073 660,598 830,115 952,339 969,936 27,606 10,009 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -218,249) 9,846 -1,336 -10,002 -193,474 -165,780 -193,629 -177,117 -24,620 -41,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 12.4 1.8 67.4 84.7 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 136 46 31 154 87 304 150
Updated December 22, 2017