COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 245,150 COMMITMENTS 85,945 25,121 49,350 94,431 161,888 229,726 236,359 15,424 8,792 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 2,248) 2,113 -893 1,868 -1,411 -44 2,569 931 -321 1,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 10.2 20.1 38.5 66.0 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 143 69 75 67 68 245 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,632 COMMITMENTS 9,078 597 2,826 6,496 16,721 18,400 20,143 3,232 1,488 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,636) 712 78 611 -68 979 1,256 1,668 380 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 2.8 13.1 30.0 77.3 85.1 93.1 14.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 41 10 11 17 17 61 35 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 249,524 COMMITMENTS 67,200 27,373 55,923 115,126 159,729 238,249 243,025 11,274 6,498 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 4,482) 4,809 2,203 -5,609 6,046 8,684 5,247 5,278 -765 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 11.0 22.4 46.1 64.0 95.5 97.4 4.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 97 51 81 55 49 198 148 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,114,957 COMMITMENTS 345,192 21,516 235,983 434,147 821,229 1015322 1078728 99,635 36,229 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 7,571) -5,026 899 21,920 -13,189 -10,292 3,705 12,527 3,866 -4,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 1.9 21.2 38.9 73.7 91.1 96.8 8.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 107 34 75 89 88 225 173 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 228,420 COMMITMENTS 57,056 17,030 58,538 99,016 144,510 214,610 220,078 13,810 8,342 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9,590) 1,991 -1,850 5,797 389 4,736 8,176 8,683 1,414 908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 7.5 25.6 43.3 63.3 94.0 96.3 6.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436) 175 85 124 140 130 386 281 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,696 COMMITMENTS 32,859 20,354 4,033 7,504 25,416 44,396 49,802 7,300 1,894 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,370) 1,530 1,450 425 151 2,960 2,106 4,835 1,264 -1,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 39.4 7.8 14.5 49.2 85.9 96.3 14.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 68 29 16 9 9 88 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 333,333 COMMITMENTS 38,028 76,493 5,858 273,787 235,457 317,672 317,808 15,661 15,526 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -11,057) -4,416 -268 -97 -8,052 -9,169 -12,565 -9,534 1,508 -1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 22.9 1.8 82.1 70.6 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 40 51 15 105 109 156 164 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 210,437 COMMITMENTS 43,069 11,091 1,869 159,753 193,268 204,691 206,228 5,746 4,209 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,801) -387 2,810 -708 5,806 1,235 4,711 3,337 -910 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 5.3 0.9 75.9 91.8 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 20 16 6 63 52 85 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 653,187 COMMITMENTS 184,943 77,942 9,740 438,575 554,132 633,258 641,814 19,929 11,373 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9,486) -10,988 2,249 95 18,822 6,454 7,929 8,798 1,557 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 11.9 1.5 67.1 84.8 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 92 47 21 112 82 216 138
Updated July 8, 2016