COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 200,824 COMMITMENTS 87,955 41,239 13,095 83,046 137,761 184,096 192,095 16,728 8,729 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -10,569) -2,259 -2,439 -3,619 -2,891 -4,258 -8,769 -10,316 -1,800 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 20.5 6.5 41.4 68.6 91.7 95.7 8.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 125 69 53 59 64 216 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,891 COMMITMENTS 7,815 1,395 279 6,501 14,794 14,595 16,468 3,296 1,423 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 331) 418 76 -31 -75 214 312 259 19 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 7.8 1.6 36.3 82.7 81.6 92.0 18.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 28 14 6 21 18 55 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 198,008 COMMITMENTS 69,947 26,356 24,881 91,517 140,230 186,345 191,467 11,663 6,541 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -8,195) 4,843 -3,630 -1,627 -9,635 -1,915 -6,419 -7,172 -1,776 -1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 13.3 12.6 46.2 70.8 94.1 96.7 5.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 97 43 60 58 47 182 134 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 940,081 COMMITMENTS 328,829 66,760 92,533 413,629 737,165 834,991 896,458 105,090 43,623 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 40,288) 9,978 3,583 2,641 24,056 30,272 36,675 36,496 3,613 3,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 7.1 9.8 44.0 78.4 88.8 95.4 11.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 106 33 72 83 86 219 170 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 182,178 COMMITMENTS 50,147 25,283 30,401 88,275 118,309 168,823 173,993 13,355 8,185 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -6,647) 6,136 -10,188 -5,169 -7,245 8,741 -6,278 -6,616 -369 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 13.9 16.7 48.5 64.9 92.7 95.5 7.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 145 85 104 131 115 337 262 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,315 COMMITMENTS 32,024 27,332 2,985 8,357 17,791 43,366 48,108 6,949 2,207 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -19,824) -5,963 -856 -4,541 -8,672 -13,942 -19,176 -19,339 -648 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 54.3 5.9 16.6 35.4 86.2 95.6 13.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 70 39 14 7 10 85 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 401,460 COMMITMENTS 67,704 83,189 7,539 302,937 292,490 378,180 383,218 23,280 18,242 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 3,898) 6,272 -3,331 3,008 -10,618 3,187 -1,338 2,864 5,236 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 20.7 1.9 75.5 72.9 94.2 95.5 5.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 46 50 17 108 123 165 181 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 209,525 COMMITMENTS 37,675 7,266 4,200 158,202 191,661 200,077 203,127 9,448 6,398 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 28,527) -462 981 815 26,270 24,110 26,623 25,906 1,904 2,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 3.5 2.0 75.5 91.5 95.5 96.9 4.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 19 13 8 66 53 89 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 681,609 COMMITMENTS 188,909 92,904 13,077 444,407 548,391 646,393 654,372 35,216 27,237 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 33,468) -5,796 -1,587 4,284 19,429 13,754 17,917 16,451 15,551 17,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 13.6 1.9 65.2 80.5 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 92 42 31 122 87 227 150
Updated June 17, 2016