COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,257 COMMITMENTS 84,783 39,584 9,040 75,651 129,123 169,474 177,747 14,783 6,510 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -5,006) -1,194 -1,168 344 -3,778 -3,484 -4,628 -4,308 -378 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 21.5 4.9 41.1 70.1 92.0 96.5 8.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 132 60 45 50 60 201 148 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,900 COMMITMENTS 8,344 1,341 65 5,743 14,179 14,152 15,585 2,748 1,315 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -25) 719 175 -168 -276 2 275 9 -300 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 7.9 0.4 34.0 83.9 83.7 92.2 16.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 33 11 3 16 14 50 27 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 196,474 COMMITMENTS 73,564 29,173 24,404 86,688 135,862 184,656 189,439 11,818 7,035 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 9,325) 5,528 5,338 650 1,643 2,203 7,821 8,191 1,504 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 14.8 12.4 44.1 69.2 94.0 96.4 6.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 97 38 64 55 48 181 134 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 855,761 COMMITMENTS 346,059 32,988 57,218 363,089 729,596 766,366 819,802 89,395 35,959 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -43,663) -3,666 579 -5,267 -29,723 -37,518 -38,656 -42,206 -5,007 -1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 3.9 6.7 42.4 85.3 89.6 95.8 10.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 111 23 59 82 80 209 151 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 172,146 COMMITMENTS 56,936 23,141 22,687 80,774 119,506 160,397 165,334 11,749 6,812 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,763) 1,284 -130 -4,899 1,232 2,606 -2,383 -2,423 -380 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 13.4 13.2 46.9 69.4 93.2 96.0 6.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 150 80 85 128 117 327 242 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,703 COMMITMENTS 31,058 18,879 3,416 7,279 22,118 41,753 44,413 5,950 3,290 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,946) -3,039 -5,846 198 122 1,766 -2,719 -3,882 -227 936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 39.6 7.2 15.3 46.4 87.5 93.1 12.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 67 26 12 9 10 82 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 343,338 COMMITMENTS 42,444 76,726 5,809 281,094 243,897 329,347 326,432 13,991 16,906 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 10,395) -14,045 1,066 -418 28,476 7,316 14,013 7,964 -3,618 2,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 22.3 1.7 81.9 71.0 95.9 95.1 4.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 43 50 12 101 105 151 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 206,636 COMMITMENTS 43,456 8,281 2,577 153,947 192,033 199,980 202,891 6,656 3,745 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 10,168) 3,539 632 -1,097 6,795 11,096 9,237 10,631 931 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 4.0 1.2 74.5 92.9 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 22 12 7 62 49 86 66 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 643,701 COMMITMENTS 195,931 75,693 9,645 419,753 547,678 625,329 633,016 18,372 10,685 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 26,878) 3,649 5,729 -751 23,737 21,992 26,635 26,970 243 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 11.8 1.5 65.2 85.1 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 87 44 23 112 78 211 133
Updated July 1, 2016