COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 303,567 COMMITMENTS 125,208 13,207 53,138 106,912 223,197 285,257 289,542 18,310 14,026 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -16,827) -11,706 -3,093 -7,171 2,527 -4,584 -16,350 -14,847 -477 -1,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 4.4 17.5 35.2 73.5 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 164 58 97 70 77 274 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,950 COMMITMENTS 2,139 2,555 2,154 7,307 7,319 11,600 12,028 2,350 1,922 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 935) -315 725 232 812 -275 729 683 205 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 18.3 15.4 52.4 52.5 83.2 86.2 16.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 19 21 16 28 15 54 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 325,682 COMMITMENTS 59,171 82,347 69,520 179,631 159,987 308,322 311,854 17,360 13,828 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -7,762) -3,143 -9,744 -6,081 2,788 7,320 -6,436 -8,504 -1,326 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 25.3 21.3 55.2 49.1 94.7 95.8 5.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 90 86 91 61 49 204 185 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 955,755 COMMITMENTS 212,040 154,688 197,856 472,996 524,350 882,893 876,895 72,862 78,860 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 13,431) 3,250 -19,198 -2,026 12,132 34,160 13,356 12,936 75 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 16.2 20.7 49.5 54.9 92.4 91.7 7.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 88 56 84 90 80 210 193 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 256,003 COMMITMENTS 48,370 56,195 69,968 125,011 120,338 243,349 246,501 12,654 9,502 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 7,375) 735 3,522 2,470 2,925 1,570 6,130 7,563 1,245 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 22.0 27.3 48.8 47.0 95.1 96.3 4.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448) 150 126 151 143 130 362 350 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 85,334 COMMITMENTS 54,835 23,562 2,835 18,495 55,796 76,165 82,193 9,169 3,142 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 7,111) 3,334 6,296 353 3,082 -17 6,770 6,632 341 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 27.6 3.3 21.7 65.4 89.3 96.3 10.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 82 41 20 15 9 106 64 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 569,484 COMMITMENTS 124,920 197,289 11,900 404,066 335,922 540,886 545,111 28,598 24,372 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -5,832) -14,595 13,978 -2,006 13,963 -18,434 -2,639 -6,462 -3,194 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 34.6 2.1 71.0 59.0 95.0 95.7 5.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 73 64 26 122 117 208 194 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 298,190 COMMITMENTS 56,373 6,954 2,443 230,797 284,300 289,613 293,697 8,577 4,493 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,134) 1,496 -1,454 -139 -414 3,117 943 1,524 191 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 2.3 0.8 77.4 95.3 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 40 7 7 72 55 112 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 950,428 COMMITMENTS 283,984 97,305 12,254 626,517 837,079 922,755 946,638 27,673 3,790 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -7,500) -5,982 -7,695 -326 -1,291 3,751 -7,599 -4,270 99 -3,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 10.2 1.3 65.9 88.1 97.1 99.6 2.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 131 43 26 135 92 278 149
Updated May 26, 2017