COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 219,427 COMMITMENTS 78,404 22,918 34,496 91,342 151,456 204,242 208,870 15,185 10,557 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,028) 1,372 3,912 1,229 543 -3,643 3,143 1,498 -1,115 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 10.4 15.7 41.6 69.0 93.1 95.2 6.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 117 62 74 64 66 216 173 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,625 COMMITMENTS 1,550 4,393 1,523 9,499 7,075 12,573 12,991 2,052 1,634 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 524) -12 -381 267 -46 530 210 416 314 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 30.0 10.4 65.0 48.4 86.0 88.8 14.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 20 9 26 12 45 38 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 271,120 COMMITMENTS 87,245 22,775 68,374 102,534 172,597 258,152 263,746 12,968 7,374 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -11,647) -8,512 -3,515 1,108 -1,518 -10,109 -8,923 -12,516 -2,725 869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 8.4 25.2 37.8 63.7 95.2 97.3 4.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 103 46 68 51 55 189 142 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 989,334 COMMITMENTS 235,819 230,916 186,285 492,958 494,025 915,062 911,226 74,272 78,108 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 14,852) 1,754 15,724 11,435 2,418 -12,949 15,607 14,210 -755 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 23.3 18.8 49.8 49.9 92.5 92.1 7.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 77 76 79 91 84 209 204 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 226,066 COMMITMENTS 39,348 59,139 54,526 119,573 102,904 213,447 216,569 12,619 9,497 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 15,022) 98 5,590 5,746 8,441 3,682 14,284 15,019 738 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 26.2 24.1 52.9 45.5 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 116 122 118 142 124 319 317 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 96,499 COMMITMENTS 69,743 8,686 1,625 9,729 84,238 81,097 94,549 15,402 1,949 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2,517) -1,198 -103 -425 508 -1,296 -1,115 -1,824 -1,403 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.3 9.0 1.7 10.1 87.3 84.0 98.0 16.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 170 14 15 15 7 194 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 350,464 COMMITMENTS 39,150 56,592 5,467 285,605 271,854 330,222 333,914 20,241 16,550 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,758) -6,627 6,317 522 11,648 -4,903 5,543 1,936 -785 2,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 16.1 1.6 81.5 77.6 94.2 95.3 5.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 44 46 10 101 104 152 153 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 152,605 COMMITMENTS 37,679 3,420 4,336 103,279 141,264 145,294 149,020 7,311 3,585 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,676) 1,523 -745 -165 2,377 4,500 3,735 3,590 -59 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 2.2 2.8 67.7 92.6 95.2 97.7 4.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 21 6 2 54 51 75 59 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 393,845 COMMITMENTS 89,200 47,950 22,290 265,269 314,589 376,759 384,829 17,086 9,016 CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -14,382) -10,144 -3,877 3,300 -7,488 -13,149 -14,332 -13,726 -50 -656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 12.2 5.7 67.4 79.9 95.7 97.7 4.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 61 43 18 90 80 161 131
Updated July 31, 2015