COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 190,763 COMMITMENTS 73,173 44,491 19,442 83,861 117,206 176,476 181,139 14,287 9,624 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 4,420) 212 -291 3,024 749 1,957 3,985 4,690 435 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 23.3 10.2 44.0 61.4 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 107 80 72 56 61 203 183 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,167 COMMITMENTS 4,342 647 266 6,259 11,332 10,867 12,245 2,300 922 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 343) 600 108 -36 -645 172 -81 244 424 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 4.9 2.0 47.5 86.1 82.5 93.0 17.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 27 11 8 19 15 51 29 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 242,102 COMMITMENTS 83,141 28,776 45,795 100,349 159,727 229,285 234,298 12,817 7,804 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -3,185) -5,168 1,165 -1,053 1,648 -4,390 -4,573 -4,278 1,388 1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 11.9 18.9 41.4 66.0 94.7 96.8 5.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 102 49 65 54 46 188 141 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 848,078 COMMITMENTS 310,859 58,525 83,855 356,834 663,360 751,548 805,740 96,530 42,338 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 42,772) 13,461 -7,097 6,363 10,142 37,927 29,966 37,193 12,806 5,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 6.9 9.9 42.1 78.2 88.6 95.0 11.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 95 40 75 73 74 203 161 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 187,484 COMMITMENTS 48,333 27,037 35,652 92,312 117,957 176,297 180,646 11,187 6,838 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,772) 3,527 -8,859 -1,651 -2,675 8,812 -799 -1,698 -973 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 14.4 19.0 49.2 62.9 94.0 96.4 6.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 125 89 101 133 112 325 254 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,412 COMMITMENTS 38,926 28,480 3,471 15,346 30,729 57,743 62,680 7,669 2,732 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -2,429) -3,908 -2,237 774 1,055 -466 -2,079 -1,929 -350 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 43.5 5.3 23.5 47.0 88.3 95.8 11.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 72 42 16 11 8 93 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 390,294 COMMITMENTS 50,006 95,738 5,660 319,523 270,363 375,189 371,761 15,105 18,533 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 3,356) 2,089 2,154 -1,126 2,960 98 3,923 1,126 -567 2,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 24.5 1.5 81.9 69.3 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 38 54 13 99 108 144 168 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 191,757 COMMITMENTS 41,682 6,661 2,875 140,918 177,889 185,475 187,425 6,282 4,332 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -3,367) -1,821 737 -87 -976 -3,697 -2,884 -3,047 -483 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 3.5 1.5 73.5 92.8 96.7 97.7 3.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 22 12 4 57 53 79 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 620,903 COMMITMENTS 190,540 100,146 8,548 405,025 500,961 604,113 609,655 16,790 11,248 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -3,422) -4,495 -433 1,393 -222 -1,605 -3,324 -645 -98 -2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 16.1 1.4 65.2 80.7 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 94 53 22 118 87 221 153
Updated May 20, 2016