COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 272,367 COMMITMENTS 115,430 14,804 31,374 107,889 215,365 254,693 261,543 17,674 10,824 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 142) -2,742 1,961 1,790 1,804 -3,834 852 -83 -710 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 5.4 11.5 39.6 79.1 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 156 41 86 63 76 250 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,591 COMMITMENTS 2,420 3,902 177 8,393 6,749 10,990 10,828 1,601 1,763 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 377) 212 224 7 11 72 230 303 147 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 31.0 1.4 66.7 53.6 87.3 86.0 12.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 13 4 23 6 38 22 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 302,484 COMMITMENTS 96,408 55,684 60,020 128,832 175,124 285,260 290,828 17,224 11,656 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,718) -33 -791 -1,173 2,605 2,460 1,399 496 319 1,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 18.4 19.8 42.6 57.9 94.3 96.1 5.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 113 66 76 59 48 217 154 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 945,319 COMMITMENTS 189,751 305,907 149,888 523,306 407,979 862,945 863,774 82,374 81,545 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 37,288) 7,378 9,180 9,340 21,196 18,281 37,914 36,801 -626 487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 32.4 15.9 55.4 43.2 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 71 85 83 83 71 202 201 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 265,236 COMMITMENTS 60,222 102,855 57,895 130,210 96,475 248,327 257,225 16,909 8,011 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 12,657) 352 2,957 3,256 8,607 4,532 12,215 10,745 442 1,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 38.8 21.8 49.1 36.4 93.6 97.0 6.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501) 178 136 113 152 120 391 325 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,866 COMMITMENTS 20,950 21,014 1,756 1,098 4,703 23,804 27,473 6,062 2,393 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -6,054) -1,542 -631 -3,001 -1,086 -1,704 -5,629 -5,336 -425 -718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 70.4 5.9 3.7 15.7 79.7 92.0 20.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 72 50 10 6 6 84 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 7,688 COMMITMENTS 1,388 982 0 2,515 2,780 3,903 3,762 3,785 3,926 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -19,900) -3,413 72 -258 -15,029 -18,706 -18,700 -18,892 -1,200 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 12.8 0.0 32.7 36.2 50.8 48.9 49.2 51.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 0 10 6 15 9 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 273,290 COMMITMENTS 42,210 8,028 1,258 220,355 256,358 263,823 265,644 9,467 7,646 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -49,048) 135 -3,928 -2,012 -46,382 -45,638 -48,259 -51,578 -789 2,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.9 0.5 80.6 93.8 96.5 97.2 3.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 29 11 5 77 59 107 74 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,066,307 COMMITMENTS 263,738 96,599 20,037 742,079 934,030 1025854 1050666 40,453 15,641 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -109,002) -10,861 -15,973 -11,455 -77,799 -72,294 -100,115 -99,722 -8,887 -9,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 9.1 1.9 69.6 87.6 96.2 98.5 3.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 142 40 27 165 92 317 149
Updated March 23, 2018