COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 249,855
COMMITMENTS
73,083 31,817 56,399 104,346 150,946 233,828 239,162 16,027 10,693
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 4,188)
1,085 -3,163 2,096 521 5,216 3,702 4,148 486 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 12.7 22.6 41.8 60.4 93.6 95.7 6.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
122 76 86 69 73 237 198
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,270
COMMITMENTS
5,342 597 1,480 6,884 12,902 13,706 14,979 2,564 1,291
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,209)
943 33 7 99 880 1,049 919 160 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 3.7 9.1 42.3 79.3 84.2 92.1 15.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 10 10 22 20 59 35
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 286,310
COMMITMENTS
59,842 32,536 80,053 133,421 165,206 273,316 277,796 12,994 8,515
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -2,940)
-12,153 4,636 1,293 7,991 -9,298 -2,868 -3,369 -72 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 11.4 28.0 46.6 57.7 95.5 97.0 4.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
97 53 81 60 47 194 156
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,124,471
COMMITMENTS
323,677 41,330 246,004 452,347 785,805 1022028 1073139 102,443 51,332
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 28,571)
-3,505 -1,587 14,449 18,442 12,973 29,385 25,835 -814 2,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 3.7 21.9 40.2 69.9 90.9 95.4 9.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
106 31 90 90 81 226 179
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 231,392
COMMITMENTS
39,815 29,515 63,185 115,008 130,936 218,008 223,636 13,384 7,756
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -5,722)
-6,639 5,536 -2,700 2,114 -8,751 -7,225 -5,916 1,504 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.8 27.3 49.7 56.6 94.2 96.6 5.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
132 102 134 143 127 353 301
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 61,676
COMMITMENTS
34,639 23,450 4,473 15,150 31,306 54,262 59,230 7,414 2,446
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -4,150)
-4,309 -5,050 756 -298 477 -3,851 -3,817 -298 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 38.0 7.3 24.6 50.8 88.0 96.0 12.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
78 36 21 12 8 103 56
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 401,864
COMMITMENTS
58,715 95,712 4,796 321,908 284,494 385,420 385,002 16,444 16,862
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 10,891)
8,709 -56 -989 2,105 13,753 9,825 12,708 1,066 -1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 23.8 1.2 80.1 70.8 95.9 95.8 4.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
43 55 15 102 115 153 177
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 185,265
COMMITMENTS
40,765 5,871 2,875 134,760 172,548 178,400 181,294 6,865 3,971
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -6,492)
-917 -790 0 -6,158 -5,341 -7,075 -6,131 583 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 3.2 1.6 72.7 93.1 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
19 12 4 60 51 79 67
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 617,170
COMMITMENTS
193,073 99,226 9,494 397,088 495,803 599,655 604,523 17,515 12,647
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -3,733)
2,533 -920 946 -7,937 -5,158 -4,458 -5,132 725 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 16.1 1.5 64.3 80.3 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
94 51 24 110 90 212 157
Updated May 27, 2016