COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 276,760 COMMITMENTS 74,468 28,558 57,100 131,929 175,995 263,496 261,652 13,264 15,108 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 1,379) 2,288 -8,854 1,557 -2,766 10,093 1,079 2,795 300 -1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 10.3 20.6 47.7 63.6 95.2 94.5 4.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 105 71 92 73 75 224 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,477 COMMITMENTS 1,287 5,297 1,626 7,073 4,045 9,987 10,968 2,490 1,508 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -140) -160 108 4 0 -202 -156 -90 15 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 42.5 13.0 56.7 32.4 80.0 87.9 20.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 21 14 26 13 52 40 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 272,659 COMMITMENTS 58,586 93,593 55,253 140,506 114,012 254,344 262,857 18,315 9,802 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 8,198) 340 -1,736 3,783 3,847 5,975 7,970 8,022 228 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 34.3 20.3 51.5 41.8 93.3 96.4 6.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 102 78 88 61 47 209 176 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,004,020 COMMITMENTS 168,499 241,137 224,380 537,082 467,740 929,961 933,257 74,059 70,763 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 2,464) 1,390 -3,466 -2,470 -705 13,767 -1,785 7,830 4,249 -5,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 24.0 22.3 53.5 46.6 92.6 93.0 7.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 74 68 91 95 84 215 206 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 227,489 COMMITMENTS 39,792 57,939 56,526 119,896 105,166 216,214 219,631 11,275 7,858 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 12,519) 949 8,526 5,206 5,574 -1,184 11,728 12,548 791 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 25.5 24.8 52.7 46.2 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 136 134 145 137 113 348 328 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,299 COMMITMENTS 31,435 34,449 4,187 13,695 16,465 49,317 55,101 8,982 3,198 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 5,764) 4,062 5,632 489 1,412 -482 5,963 5,638 -199 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.9 59.1 7.2 23.5 28.2 84.6 94.5 15.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 79 56 18 10 8 97 76 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 556,170 COMMITMENTS 120,257 207,823 9,193 405,310 318,410 534,760 535,426 21,410 20,744 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -9,470) -11,592 -5,673 -2,116 3,648 690 -10,060 -7,099 591 -2,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 37.4 1.7 72.9 57.3 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 57 67 23 114 115 181 195 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 342,907 COMMITMENTS 43,394 27,215 11,445 279,432 299,480 334,271 338,140 8,636 4,767 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -2,359) 596 1,106 -514 2 -1,269 84 -677 -2,443 -1,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 7.9 3.3 81.5 87.3 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 34 10 6 79 55 113 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,142,934 COMMITMENTS 318,871 102,273 29,976 764,399 997,379 1113245 1129627 29,689 13,307 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 14,184) 4,297 2,381 -1,486 10,620 11,591 13,432 12,487 752 1,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 8.9 2.6 66.9 87.3 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 131 46 33 153 91 299 155
Updated September 1, 2017