COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 189,263 COMMITMENTS 85,977 40,752 8,696 79,429 132,607 174,102 182,055 15,161 7,208 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -11,561) -1,978 -487 -4,399 -3,617 -5,154 -9,994 -10,040 -1,567 -1,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 21.5 4.6 42.0 70.1 92.0 96.2 8.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 124 62 40 51 61 197 144 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,925 COMMITMENTS 7,625 1,166 233 6,019 14,177 13,877 15,576 3,048 1,349 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -966) -190 -229 -46 -482 -617 -718 -892 -248 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 6.9 1.4 35.6 83.8 82.0 92.0 18.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 28 10 4 19 18 50 31 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 187,149 COMMITMENTS 68,036 23,835 23,754 85,045 133,659 176,835 181,248 10,314 5,901 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -10,859) -1,911 -2,521 -1,127 -6,472 -6,571 -9,510 -10,219 -1,349 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 12.7 12.7 45.4 71.4 94.5 96.8 5.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 92 43 59 54 45 177 127 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 899,424 COMMITMENTS 349,725 32,409 62,485 392,812 767,114 805,022 862,008 94,402 37,416 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -40,657) 20,896 -34,351 -30,048 -20,817 29,949 -29,969 -34,450 -10,688 -6,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 3.6 6.9 43.7 85.3 89.5 95.8 10.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 113 25 64 86 85 220 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 174,909 COMMITMENTS 55,652 23,271 27,586 79,542 116,900 162,780 167,757 12,129 7,152 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -7,269) 5,505 -2,012 -2,815 -8,733 -1,409 -6,043 -6,236 -1,226 -1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 13.3 15.8 45.5 66.8 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 160 76 88 127 117 332 248 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,649 COMMITMENTS 34,097 24,725 3,218 7,157 20,352 44,472 48,295 6,177 2,354 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 334) 2,073 -2,607 233 -1,200 2,561 1,106 187 -772 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 48.8 6.4 14.1 40.2 87.8 95.4 12.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 71 34 14 7 10 86 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 332,943 COMMITMENTS 56,489 75,660 6,227 252,618 236,581 315,334 318,468 17,609 14,475 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -68,517) -11,215 -7,529 -1,312 -50,319 -55,909 -62,846 -64,750 -5,671 -3,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 22.7 1.9 75.9 71.1 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 43 46 13 99 106 149 158 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 196,468 COMMITMENTS 39,917 7,649 3,674 147,152 180,937 190,743 192,260 5,725 4,208 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -13,057) 2,242 383 -526 -11,050 -10,724 -9,334 -10,867 -3,723 -2,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 3.9 1.9 74.9 92.1 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 19 13 6 62 50 83 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 616,823 COMMITMENTS 192,282 69,964 10,396 396,016 525,686 598,694 606,046 18,129 10,777 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -64,786) 3,373 -22,940 -2,681 -48,391 -22,705 -47,699 -48,326 -17,087 -16,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 11.3 1.7 64.2 85.2 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 93 41 24 106 76 209 131
Updated June 24, 2016