COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY 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: 193,936 COMMITMENTS 75,247 43,500 19,033 84,896 121,802 179,176 184,335 14,760 9,601 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,173) 2,074 -991 -409 1,035 4,596 2,700 3,196 473 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 22.4 9.8 43.8 62.8 92.4 95.0 7.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 109 78 69 54 63 204 181 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY 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: 14,296 COMMITMENTS 5,258 693 303 6,261 12,092 11,822 13,088 2,474 1,208 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,129) 916 46 37 2 760 955 843 174 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 4.8 2.1 43.8 84.6 82.7 91.6 17.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 30 9 7 19 17 53 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY 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: 237,330 COMMITMENTS 71,189 33,758 45,000 108,517 150,379 224,706 229,137 12,624 8,193 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -4,772) -11,952 4,982 -795 8,168 -9,348 -4,579 -5,161 -193 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 14.2 19.0 45.7 63.4 94.7 96.5 5.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 96 51 66 58 46 186 143 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY 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: 868,549 COMMITMENTS 309,409 59,055 90,782 373,264 674,558 773,455 824,395 95,094 44,154 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 20,471) -1,450 530 6,927 16,430 11,198 21,907 18,655 -1,436 1,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 6.8 10.5 43.0 77.7 89.1 94.9 10.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 92 40 72 79 74 206 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY 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: 186,763 COMMITMENTS 41,990 31,768 35,469 96,610 112,268 174,069 179,505 12,694 7,258 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -721) -6,343 4,731 -183 4,298 -5,689 -2,228 -1,141 1,507 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 17.0 19.0 51.7 60.1 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 108 103 111 138 115 320 273 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY 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: 61,266 COMMITMENTS 34,618 23,440 4,228 15,061 31,208 53,907 58,876 7,359 2,390 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -4,146) -4,308 -5,040 757 -285 479 -3,836 -3,804 -310 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 38.3 6.9 24.6 50.9 88.0 96.1 12.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 76 36 16 12 8 98 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY 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: 401,175 COMMITMENTS 58,715 95,771 4,595 321,481 284,091 384,791 384,457 16,384 16,718 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 10,881) 8,709 33 -1,065 1,958 13,728 9,602 12,696 1,279 -1,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 23.9 1.1 80.1 70.8 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 43 55 13 99 115 148 177 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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