COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 211,393 COMMITMENTS 90,214 43,678 16,714 85,937 142,019 192,865 202,411 18,528 8,982 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 8,616) 8,666 2,423 -3,183 1,263 10,663 6,746 9,903 1,870 -1,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 20.7 7.9 40.7 67.2 91.2 95.8 8.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 130 65 63 53 70 218 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,560 COMMITMENTS 7,397 1,319 310 6,576 14,580 14,283 16,209 3,277 1,351 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 2,479) 1,769 292 38 132 2,012 1,939 2,342 540 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 7.5 1.8 37.4 83.0 81.3 92.3 18.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 29 14 8 20 19 55 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 206,203 COMMITMENTS 65,104 29,986 26,508 101,152 142,145 192,764 198,639 13,439 7,564 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -14,022) -1,737 -4,794 -4,871 -8,780 -5,040 -15,388 -14,705 1,366 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 14.5 12.9 49.1 68.9 93.5 96.3 6.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 91 43 61 62 47 180 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 899,793 COMMITMENTS 318,851 63,177 89,892 389,573 706,893 798,316 859,962 101,477 39,831 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 4,295) 7,547 7,232 -7,736 197 6,285 8 5,781 4,287 -1,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 7.0 10.0 43.3 78.6 88.7 95.6 11.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 104 32 73 78 77 210 165 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 188,825 COMMITMENTS 44,011 35,471 35,570 95,520 109,568 175,101 180,609 13,724 8,216 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -8,017) 3,677 -3,625 -3,979 -6,706 -878 -7,008 -8,482 -1,009 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 18.8 18.8 50.6 58.0 92.7 95.6 7.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 135 89 105 137 117 338 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 70,139 COMMITMENTS 37,987 28,188 7,526 17,029 31,733 62,542 67,447 7,597 2,692 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 7,944) 3,888 3,995 3,497 1,366 24 8,751 7,516 -807 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 40.2 10.7 24.3 45.2 89.2 96.2 10.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 78 36 18 10 9 100 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 397,562 COMMITMENTS 61,432 86,520 4,531 313,555 289,303 379,518 380,354 18,044 17,208 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 2,988) 164 -5,754 -544 2,634 9,546 2,254 3,248 734 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 21.8 1.1 78.9 72.8 95.5 95.7 4.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 42 51 10 103 118 151 173 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 180,998 COMMITMENTS 38,137 6,285 3,385 131,932 167,551 173,454 177,221 7,544 3,777 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,130) -569 280 -48 -1,904 -1,697 -2,521 -1,465 391 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 3.5 1.9 72.9 92.6 95.8 97.9 4.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 21 12 6 57 51 80 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 648,141 COMMITMENTS 194,705 94,491 8,793 424,978 534,637 628,476 637,921 19,665 10,220 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 35,115) 7,031 -2,264 -1,321 29,127 41,837 34,837 38,252 278 -3,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 14.6 1.4 65.6 82.5 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 93 40 25 121 89 223 145
Updated June 10, 2016