COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 320,545 COMMITMENTS 140,421 14,022 37,422 120,301 259,408 298,144 310,852 22,401 9,693 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 13,615) 4,264 -1,679 4,832 3,764 9,952 12,860 13,105 755 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 4.4 11.7 37.5 80.9 93.0 97.0 7.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 178 51 87 64 82 282 191 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,852 COMMITMENTS 6,266 1,732 506 7,001 13,159 13,773 15,397 3,079 1,455 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -199) -206 -248 67 100 -49 -39 -230 -160 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 10.3 3.0 41.5 78.1 81.7 91.4 18.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 30 11 9 18 13 54 29 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 299,350 COMMITMENTS 93,967 42,274 46,842 144,593 202,053 285,402 291,169 13,948 8,181 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -6,197) -8,002 -3,577 -7,965 10,525 6,062 -5,442 -5,480 -755 -717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 14.1 15.6 48.3 67.5 95.3 97.3 4.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 96 61 78 59 50 203 156 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 997,686 COMMITMENTS 244,496 218,282 173,583 502,021 541,968 920,100 933,833 77,586 63,853 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -9,287) -4,596 -42,028 8,254 -12,412 27,069 -8,754 -6,705 -533 -2,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 21.9 17.4 50.3 54.3 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 76 76 93 83 86 213 212 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 265,867 COMMITMENTS 60,809 82,475 60,785 128,836 113,883 250,430 257,143 15,437 8,724 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,126) -832 -7,445 -4,685 4,567 10,400 -950 -1,730 -176 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 31.0 22.9 48.5 42.8 94.2 96.7 5.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484) 154 142 132 149 124 378 345 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,949 COMMITMENTS 33,841 29,427 2,155 1,587 10,979 37,583 42,561 7,366 2,388 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -992) -573 -1,063 -37 -412 976 -1,022 -124 30 -868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 65.5 4.8 3.5 24.4 83.6 94.7 16.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 79 37 14 6 8 96 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 10,450 COMMITMENTS 2,299 734 0 4,399 5,334 6,698 6,068 3,752 4,382 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -257) -215 -141 0 57 73 -158 -68 -99 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 7.0 0.0 42.1 51.0 64.1 58.1 35.9 41.9 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 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 309,896 COMMITMENTS 53,076 11,955 3,832 243,066 289,596 299,974 305,383 9,922 4,513 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,947) -6,894 -1,798 1,964 -729 -5,606 -5,659 -5,440 -288 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 3.9 1.2 78.4 93.4 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 32 16 9 77 61 111 84 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,014,354 COMMITMENTS 256,543 78,117 21,018 694,294 890,964 971,855 990,099 42,499 24,255 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -14,850) 8,235 -5,083 536 -30,897 -15,505 -22,126 -20,052 7,276 5,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 7.7 2.1 68.4 87.8 95.8 97.6 4.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 137 52 35 172 113 324 185
Updated June 8, 2018