COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 258,028 COMMITMENTS 73,138 37,633 50,785 121,361 153,927 245,283 242,345 12,744 15,683 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 5,304) -1,945 1,763 1,289 7,277 4,278 6,621 7,331 -1,317 -2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 14.6 19.7 47.0 59.7 95.1 93.9 4.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 109 83 79 73 66 223 192 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,111 COMMITMENTS 1,224 4,291 2,001 8,075 4,960 11,299 11,252 1,812 1,860 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 322) 35 161 87 251 35 372 283 -51 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 32.7 15.3 61.6 37.8 86.2 85.8 13.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 24 15 26 15 50 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 306,350 COMMITMENTS 55,827 95,947 67,128 158,596 127,995 281,552 291,071 24,798 15,279 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 12,267) 2,194 5,898 2,697 3,861 2,850 8,752 11,444 3,516 823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 31.3 21.9 51.8 41.8 91.9 95.0 8.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 91 90 89 60 43 200 186 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 918,156 COMMITMENTS 163,930 226,007 194,233 489,543 419,877 847,706 840,116 70,451 78,040 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -13,438) -24,002 -11,842 158 10,920 -3,428 -12,924 -15,112 -514 1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 24.6 21.2 53.3 45.7 92.3 91.5 7.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 78 65 81 94 77 210 192 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 271,284 COMMITMENTS 47,419 79,557 80,281 133,222 102,972 260,922 262,810 10,362 8,474 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 490) -5,214 -4,223 3,917 3,567 1,478 2,270 1,171 -1,780 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 29.3 29.6 49.1 38.0 96.2 96.9 3.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491) 149 154 161 156 127 390 374 COFFEE CALENDAR SPREAD OPTIONS - ICE FUTURES U.S. Code-083736 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 11,628 COMMITMENTS 758 2,819 3,057 7,810 5,750 11,625 11,626 3 2 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 384) -14 319 94 307 -28 386 384 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 24.2 26.3 67.2 49.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 7 11 8 6 20 17 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,219 COMMITMENTS 29,604 27,301 2,706 13,290 20,249 45,600 50,255 7,619 2,963 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,399) -437 3,048 -287 3,623 -95 2,899 2,665 -500 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 51.3 5.1 25.0 38.0 85.7 94.4 14.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 71 52 16 10 8 89 70 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 571,600 COMMITMENTS 149,166 186,599 12,612 381,410 351,613 543,188 550,824 28,412 20,777 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,210) -8,766 10,766 1,730 8,298 -12,973 1,262 -476 -2,472 -733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 32.6 2.2 66.7 61.5 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 67 60 26 116 111 193 187 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 319,564 COMMITMENTS 37,615 27,244 14,037 259,542 272,852 311,194 314,133 8,370 5,431 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 9,645) -2,253 2,252 2,776 7,667 3,644 8,190 8,672 1,455 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 8.5 4.4 81.2 85.4 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 35 10 10 73 53 110 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,032,098 COMMITMENTS 288,486 83,225 30,465 688,703 912,569 1007654 1026259 24,444 5,839 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 31,186) 8,554 3,602 1,347 20,343 29,036 30,244 33,985 942 -2,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 8.1 3.0 66.7 88.4 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 133 47 25 140 94 284 155
Updated July 14, 2017