COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 340,589 COMMITMENTS 113,097 15,682 73,640 134,884 237,882 321,621 327,203 18,968 13,386 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,449) -3,677 1,819 3,445 3,388 -3,207 3,157 2,057 -708 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 4.6 21.6 39.6 69.8 94.4 96.1 5.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 151 60 98 75 86 275 201 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 15,577 COMMITMENTS 1,344 3,933 2,381 10,021 7,428 13,746 13,743 1,831 1,834 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 254) 40 196 -27 88 12 101 181 153 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 25.3 15.3 64.3 47.7 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 19 12 26 12 43 36 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 361,678 COMMITMENTS 96,116 52,610 99,860 148,063 196,458 344,040 348,929 17,638 12,749 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 198) -174 -178 -1,369 1,414 709 -128 -838 326 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 14.5 27.6 40.9 54.3 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 117 70 88 60 48 226 166 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,059,151 COMMITMENTS 189,012 301,923 213,347 569,910 458,851 972,269 974,120 86,882 85,031 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 31,176) 8,688 10,846 4,687 18,707 14,929 32,082 30,462 -906 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 28.5 20.1 53.8 43.3 91.8 92.0 8.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 80 84 94 87 83 216 220 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 305,647 COMMITMENTS 54,238 101,546 83,515 149,504 111,995 287,258 297,056 18,390 8,591 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 16,219) -2,057 2,850 6,501 11,019 4,896 15,463 14,247 756 1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 33.2 27.3 48.9 36.6 94.0 97.2 6.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 204 161 164 157 135 441 395 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 30,027 COMMITMENTS 21,018 21,054 1,815 1,099 4,757 23,932 27,626 6,095 2,401 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -6,024) -1,522 -611 -2,999 -1,086 -1,693 -5,608 -5,304 -416 -721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.0 70.1 6.0 3.7 15.8 79.7 92.0 20.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 72 51 13 6 6 85 63 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: -109,611) -10,852 -15,973 -11,764 -78,108 -72,594 -100,724 -100,331 -8,887 -9,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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