COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 193,424 COMMITMENTS 78,042 44,096 16,734 83,797 122,267 178,573 183,097 14,851 10,327 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,708) -440 -1,618 580 2,085 3,543 2,225 2,505 -517 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 22.8 8.7 43.3 63.2 92.3 94.7 7.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 118 83 59 53 60 205 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,056 COMMITMENTS 3,549 770 242 6,636 10,297 10,427 11,309 1,629 747 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -848) -492 -59 -9 -140 -548 -641 -616 -207 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 6.4 2.0 55.0 85.4 86.5 93.8 13.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 24 5 7 20 12 47 22 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 250,904 COMMITMENTS 90,394 30,626 52,287 95,842 161,628 238,523 244,541 12,381 6,363 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 11,881) 8,061 799 4,929 -1,323 6,227 11,667 11,955 214 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 12.2 20.8 38.2 64.4 95.1 97.5 4.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 113 45 71 55 48 205 141 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 789,143 COMMITMENTS 261,390 54,891 74,814 358,945 620,603 695,149 750,308 93,994 38,835 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 16,693) 20,266 3,748 -78 -7,384 15,822 12,804 19,492 3,889 -2,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 7.0 9.5 45.5 78.6 88.1 95.1 11.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 84 43 71 73 70 189 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 192,813 COMMITMENTS 45,547 43,818 36,929 96,750 104,670 179,226 185,417 13,587 7,396 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 13,889) -71 11,484 7,375 5,320 -6,114 12,624 12,745 1,265 1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 22.7 19.2 50.2 54.3 93.0 96.2 7.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 118 101 91 136 111 302 270 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 71,528 COMMITMENTS 44,378 35,204 2,363 15,710 30,338 62,451 67,905 9,077 3,623 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 7,494) 3,854 6,010 274 2,554 478 6,682 6,762 812 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 49.2 3.3 22.0 42.4 87.3 94.9 12.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 87 42 15 10 7 106 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 377,846 COMMITMENTS 41,642 90,647 7,060 313,268 263,594 361,970 361,301 15,876 16,545 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 6,124) 3,918 -2,564 2,405 2,033 4,619 8,356 4,460 -2,232 1,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 24.0 1.9 82.9 69.8 95.8 95.6 4.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 43 50 11 99 110 149 164 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 192,274 COMMITMENTS 40,429 5,317 2,988 141,611 180,550 185,028 188,855 7,246 3,419 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -4,223) 691 -1,561 -725 -3,195 -1,491 -3,229 -3,777 -994 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 2.8 1.6 73.7 93.9 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 23 12 5 60 53 84 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 633,388 COMMITMENTS 189,485 107,608 6,000 418,830 509,917 614,315 623,525 19,073 9,863 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -593) 941 -1,973 -2,117 3,341 2,974 2,165 -1,116 -2,758 523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 17.0 0.9 66.1 80.5 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 98 50 20 117 85 222 148
Updated May 6, 2016