COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 278,286 COMMITMENTS 113,255 14,527 32,822 113,429 220,467 259,506 267,816 18,780 10,470 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,919) -2,175 -277 1,448 5,540 5,102 4,813 6,273 1,106 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 5.2 11.8 40.8 79.2 93.3 96.2 6.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 156 39 93 65 80 254 190 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,240 COMMITMENTS 2,550 4,234 154 8,763 6,754 11,467 11,142 1,773 2,098 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 649) 130 332 -23 370 5 477 314 172 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 32.0 1.2 66.2 51.0 86.6 84.2 13.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 15 4 22 5 37 23 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 304,154 COMMITMENTS 98,709 56,791 59,376 127,576 176,308 285,661 292,475 18,493 11,679 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,670) 2,301 1,107 -644 -1,256 1,184 401 1,647 1,269 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 18.7 19.5 41.9 58.0 93.9 96.2 6.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 102 76 75 60 50 213 160 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 974,778 COMMITMENTS 187,783 308,377 165,537 544,119 420,443 897,439 894,357 77,339 80,421 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 29,459) -1,968 2,470 15,649 20,813 12,464 34,494 30,583 -5,035 -1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 31.6 17.0 55.8 43.1 92.1 91.7 7.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 73 83 90 88 77 213 211 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 275,252 COMMITMENTS 65,550 105,520 62,075 130,721 99,180 258,346 266,775 16,906 8,477 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 10,016) 5,328 2,665 4,180 511 2,705 10,019 9,550 -3 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 38.3 22.6 47.5 36.0 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501) 174 139 117 150 123 388 332 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,691 COMMITMENTS 24,264 26,024 1,976 3,599 4,694 29,839 32,694 5,852 2,997 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,825) 3,314 5,010 220 2,501 -9 6,035 5,221 -210 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 72.9 5.5 10.1 13.2 83.6 91.6 16.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 69 55 9 7 6 81 65 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 9,030 COMMITMENTS 2,801 655 0 2,501 4,504 5,302 5,159 3,728 3,871 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,342) 1,413 -327 0 -14 1,724 1,399 1,397 -57 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 7.3 0.0 27.7 49.9 58.7 57.1 41.3 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 0 9 6 15 8 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 269,617 COMMITMENTS 42,994 5,149 1,299 215,238 258,374 259,531 264,822 10,086 4,795 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -3,673) 784 -2,879 41 -5,117 2,016 -4,292 -822 619 -2,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 1.9 0.5 79.8 95.8 96.3 98.2 3.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 29 11 5 76 60 107 74 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,058,212 COMMITMENTS 262,361 95,865 20,526 735,694 927,063 1018581 1043454 39,631 14,758 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -8,095) -1,377 -734 489 -6,385 -6,967 -7,273 -7,212 -822 -883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 9.1 1.9 69.5 87.6 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 144 41 29 163 99 317 159
Updated March 30, 2018