COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 246,750
COMMITMENTS
87,295 27,669 45,352 96,590 164,122 229,237 237,143 17,513 9,607
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -35,397)
-205 -177 -19,045 -13,816 -15,646 -33,066 -34,868 -2,332 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 11.2 18.4 39.1 66.5 92.9 96.1 7.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
137 68 83 69 71 252 184
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,204
COMMITMENTS
7,772 567 2,594 7,422 16,408 17,789 19,569 3,415 1,634
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 365)
408 58 61 -134 149 335 267 30 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 2.7 12.2 35.0 77.4 83.9 92.3 16.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 14 11 23 22 62 41
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 242,083
COMMITMENTS
61,259 26,091 54,836 114,027 154,217 230,122 235,143 11,962 6,940
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -4,876)
4,529 -3,412 -214 -7,365 -235 -3,051 -3,861 -1,825 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 10.8 22.7 47.1 63.7 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
92 55 74 59 50 189 149
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,289,638
COMMITMENTS
337,075 22,521 322,135 517,286 892,385 1176496 1237040 113,142 52,598
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 65,208)
7,214 -2,462 23,043 30,720 40,587 60,977 61,169 4,231 4,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 1.7 25.0 40.1 69.2 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
114 29 87 91 92 236 184
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 226,804
COMMITMENTS
48,128 21,870 58,625 105,889 137,368 212,641 217,863 14,163 8,942
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -14,414)
6,046 -10,793 -8,411 -11,594 4,924 -13,958 -14,280 -455 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 9.6 25.8 46.7 60.6 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
165 90 134 134 122 372 289
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,623
COMMITMENTS
32,134 27,453 3,061 8,420 17,827 43,614 48,341 7,008 2,282
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -19,793)
-5,941 -830 -4,562 -8,656 -13,937 -19,159 -19,329 -634 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 54.2 6.0 16.6 35.2 86.2 95.5 13.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
72 39 16 7 10 88 59
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 402,785
COMMITMENTS
67,704 82,974 7,954 303,697 293,412 379,355 384,341 23,430 18,444
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 3,996)
6,272 -3,327 3,005 -10,600 3,280 -1,323 2,957 5,319 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 20.6 2.0 75.4 72.8 94.2 95.4 5.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
46 50 19 111 123 170 181
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 209,525
COMMITMENTS
37,675 7,266 4,200 158,202 191,661 200,077 203,127 9,448 6,398
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 28,527)
-462 981 815 26,270 24,110 26,623 25,906 1,904 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.5 2.0 75.5 91.5 95.5 96.9 4.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
19 13 8 66 53 89 71
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 681,609
COMMITMENTS
188,909 92,904 13,077 444,407 548,391 646,393 654,372 35,216 27,237
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 33,468)
-5,796 -1,587 4,284 19,429 13,754 17,917 16,451 15,551 17,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 13.6 1.9 65.2 80.5 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
92 42 31 122 87 227 150
Updated June 17, 2016