COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 314,999 COMMITMENTS 99,695 16,433 67,488 131,867 215,700 299,051 299,621 15,948 15,377 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 16,779) 9,687 -4,574 3,792 2,988 16,771 16,467 15,990 312 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 5.2 21.4 41.9 68.5 94.9 95.1 5.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 135 61 87 72 84 247 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,016 COMMITMENTS 2,266 2,128 2,492 5,742 7,124 10,500 11,744 2,516 1,272 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 871) 583 -2,866 831 -243 3,182 1,171 1,146 -299 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 16.3 19.1 44.1 54.7 80.7 90.2 19.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 17 19 27 17 57 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 288,497 COMMITMENTS 62,183 98,250 59,525 147,904 120,928 269,612 278,703 18,885 9,794 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 14,313) 3,477 2,065 2,936 7,193 9,787 13,606 14,788 706 -476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 34.1 20.6 51.3 41.9 93.5 96.6 6.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 99 90 88 63 45 217 177 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 973,190 COMMITMENTS 163,240 210,975 214,749 520,063 475,762 898,052 901,486 75,139 71,704 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -22,076) -5,595 -20,854 -4,638 -10,319 978 -20,552 -24,514 -1,524 2,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 21.7 22.1 53.4 48.9 92.3 92.6 7.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 73 66 83 96 84 210 196 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 238,749 COMMITMENTS 46,142 69,523 62,455 118,486 99,058 227,084 231,036 11,666 7,713 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -4,432) 3,053 2,802 -497 -6,053 -5,680 -3,498 -3,375 -934 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 29.1 26.2 49.6 41.5 95.1 96.8 4.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459) 149 141 145 138 120 357 347 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,993 COMMITMENTS 29,150 31,382 3,678 14,739 18,461 47,567 53,521 8,426 2,472 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -61) 2,230 569 -2,776 1,351 2,443 805 236 -866 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 56.0 6.6 26.3 33.0 85.0 95.6 15.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 77 54 17 11 9 96 76 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $50) OPEN INTEREST: 490,058 COMMITMENTS 68,967 171,118 8,184 392,998 291,074 470,150 470,376 19,908 19,681 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -55,469) -46,219 -26,425 -1,478 -4,541 -27,532 -52,238 -55,434 -3,231 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 34.9 1.7 80.2 59.4 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 46 49 21 108 102 163 163 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 356,770 COMMITMENTS 44,762 25,051 8,271 295,648 319,976 348,681 353,298 8,089 3,472 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 7,727) 1,224 -386 -1,270 7,504 11,216 7,458 9,560 269 -1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 7.0 2.3 82.9 89.7 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 32 9 7 82 62 115 77 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 1,240,801 COMMITMENTS 326,553 98,038 29,344 821,219 1078052 1177115 1205433 63,686 35,368 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 103,636) 4,983 1,517 -3,898 67,678 84,387 68,763 82,006 34,873 21,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 7.9 2.4 66.2 86.9 94.9 97.1 5.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 129 46 37 158 97 304 165
Updated September 15, 2017