COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 202,777 COMMITMENTS 81,548 41,255 19,897 84,674 131,356 186,119 192,508 16,658 10,269 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 8,841) 6,301 -2,245 864 -222 9,554 6,943 8,173 1,898 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 20.3 9.8 41.8 64.8 91.8 94.9 8.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 114 70 61 53 65 198 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,081 COMMITMENTS 5,628 1,027 272 6,444 12,568 12,344 13,867 2,737 1,214 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 785) 370 334 -31 183 476 522 779 263 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 6.8 1.8 42.7 83.3 81.9 92.0 18.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 29 12 9 20 18 55 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 220,225 COMMITMENTS 66,841 34,780 31,379 109,932 147,185 208,152 213,344 12,073 6,881 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -17,105) -4,348 1,022 -13,621 1,415 -3,194 -16,554 -15,793 -551 -1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 15.8 14.2 49.9 66.8 94.5 96.9 5.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 95 49 73 59 46 187 148 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 895,498 COMMITMENTS 311,304 55,945 97,628 389,376 700,608 798,308 854,181 97,190 41,317 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 26,949) 1,895 -3,110 6,846 16,112 26,050 24,853 29,786 2,096 -2,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 6.2 10.9 43.5 78.2 89.1 95.4 10.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 102 35 73 75 72 209 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,842 COMMITMENTS 40,334 39,096 39,549 102,226 110,446 182,109 189,091 14,733 7,751 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 10,079) -1,656 7,328 4,080 5,616 -1,822 8,040 9,586 2,039 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 19.9 20.1 51.9 56.1 92.5 96.1 7.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 119 102 103 137 113 320 269 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,195 COMMITMENTS 34,099 24,193 4,029 15,663 31,709 53,791 59,931 8,404 2,264 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 929) -519 753 -199 602 501 -116 1,055 1,045 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.8 38.9 6.5 25.2 51.0 86.5 96.4 13.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 75 37 16 12 8 96 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 394,574 COMMITMENTS 61,268 92,274 5,075 310,921 279,757 377,264 377,106 17,310 17,468 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -6,601) 2,553 -3,497 480 -10,560 -4,334 -7,527 -7,351 926 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 23.4 1.3 78.8 70.9 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 44 49 13 99 112 148 169 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 183,128 COMMITMENTS 38,706 6,005 3,433 133,836 169,248 175,975 178,686 7,153 4,442 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -2,137) -2,059 134 558 -924 -3,300 -2,425 -2,608 288 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 3.3 1.9 73.1 92.4 96.1 97.6 3.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 19 12 5 59 50 79 66 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 613,026 COMMITMENTS 187,674 96,755 10,114 395,851 492,800 593,639 599,669 19,387 13,357 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -4,144) -5,399 -2,471 620 -1,237 -3,003 -6,016 -4,854 1,872 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 15.8 1.6 64.6 80.4 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 87 46 23 115 84 212 143
Updated June 3, 2016