COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 306,930 COMMITMENTS 136,157 15,701 32,590 116,537 249,456 285,284 297,747 21,646 9,183 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 9,790) 4,131 2,069 -49 5,872 8,435 9,954 10,455 -164 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 5.1 10.6 38.0 81.3 92.9 97.0 7.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 185 51 88 62 80 288 189 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,051 COMMITMENTS 6,472 1,980 439 6,901 13,208 13,812 15,627 3,239 1,424 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 765) 699 132 23 51 486 773 641 -8 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 11.6 2.6 40.5 77.5 81.0 91.6 19.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 30 14 8 17 14 53 31 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 305,547 COMMITMENTS 101,969 45,851 54,807 134,068 195,991 290,844 296,649 14,703 8,898 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 4,320) -3,241 -3,603 -286 8,927 9,555 5,400 5,666 -1,080 -1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 15.0 17.9 43.9 64.1 95.2 97.1 4.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 103 70 80 54 50 206 166 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,006,973 COMMITMENTS 249,092 260,310 165,329 514,433 514,899 928,854 940,538 78,119 66,435 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -25,730) -2,819 -37,255 -19,939 2,443 38,103 -20,315 -19,091 -5,415 -6,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 25.9 16.4 51.1 51.1 92.2 93.4 7.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 78 83 91 86 82 219 211 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 266,993 COMMITMENTS 61,641 89,920 65,470 124,269 103,483 251,380 258,873 15,613 8,120 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 1,408) 160 -2,618 1,496 442 2,456 2,098 1,334 -690 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 33.7 24.5 46.5 38.8 94.2 97.0 5.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487) 164 131 128 147 128 387 336 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,941 COMMITMENTS 34,414 30,490 2,192 1,999 10,003 38,605 42,685 7,336 3,256 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 3,876) 4,003 2,665 -488 -319 668 3,196 2,845 680 1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.9 66.4 4.8 4.4 21.8 84.0 92.9 16.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 89 37 13 5 8 102 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 10,707 COMMITMENTS 2,514 875 0 4,342 5,261 6,856 6,136 3,851 4,571 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -7) 26 -231 0 47 -140 73 -371 -80 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 8.2 0.0 40.6 49.1 64.0 57.3 36.0 42.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 0 14 7 19 8 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 315,843 COMMITMENTS 59,970 13,753 1,868 243,795 295,202 305,633 310,823 10,210 5,020 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: 4,000) -3,111 2,921 130 7,364 -90 4,383 2,961 -383 1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 4.4 0.6 77.2 93.5 96.8 98.4 3.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 38 16 9 83 59 122 83 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/29/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,029,204 COMMITMENTS 248,308 83,200 20,482 725,191 906,469 993,981 1010151 35,223 19,053 CHANGES FROM 05/22/18 (CHANGE IN OPEN INTEREST: -13,679) 2,908 1,603 -190 -12,490 -15,375 -9,772 -13,962 -3,907 283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 8.1 2.0 70.5 88.1 96.6 98.1 3.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 134 57 33 167 107 317 181
Updated June 1, 2018