COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 183,962 COMMITMENTS 85,931 38,822 9,276 74,213 128,051 169,420 176,149 14,542 7,813 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -295) 1,148 -762 236 -1,438 -1,072 -54 -1,598 -241 1,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 21.1 5.0 40.3 69.6 92.1 95.8 7.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 134 67 49 52 60 208 154 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,724 COMMITMENTS 9,053 1,863 39 5,534 14,544 14,626 16,446 3,098 1,278 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 824) 709 522 -26 -209 365 474 861 350 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 10.5 0.2 31.2 82.1 82.5 92.8 17.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 34 12 3 15 14 50 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 205,072 COMMITMENTS 77,127 28,197 25,764 91,103 144,841 193,994 198,802 11,078 6,270 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 8,598) 3,563 -976 1,360 4,415 8,979 9,338 9,363 -740 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 13.7 12.6 44.4 70.6 94.6 96.9 5.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 96 46 68 54 46 191 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 842,090 COMMITMENTS 340,083 36,450 62,337 346,402 713,032 748,822 811,819 93,268 30,271 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -13,671) -5,976 3,462 5,119 -16,687 -16,564 -17,544 -7,983 3,873 -5,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 4.3 7.4 41.1 84.7 88.9 96.4 11.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 106 31 61 78 82 208 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 176,566 COMMITMENTS 58,947 21,317 25,485 79,598 122,438 164,030 169,240 12,536 7,326 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 4,420) 2,011 -1,824 2,798 -1,176 2,932 3,633 3,906 787 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 12.1 14.4 45.1 69.3 92.9 95.9 7.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 158 79 92 128 119 342 248 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,060 COMMITMENTS 32,442 20,163 3,991 7,419 25,073 43,852 49,227 7,208 1,833 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,357) 1,384 1,284 575 140 2,955 2,099 4,814 1,258 -1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 39.5 7.8 14.5 49.1 85.9 96.4 14.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 66 30 13 9 9 85 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 332,346 COMMITMENTS 38,028 76,447 5,711 273,131 234,817 316,870 316,975 15,476 15,371 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -10,992) -4,416 -279 -98 -7,963 -9,080 -12,477 -9,457 1,485 -1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 23.0 1.7 82.2 70.7 95.3 95.4 4.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 40 51 14 103 108 153 163 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 210,437 COMMITMENTS 43,069 11,091 1,869 159,753 193,268 204,691 206,228 5,746 4,209 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,801) -387 2,810 -708 5,806 1,235 4,711 3,337 -910 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 5.3 0.9 75.9 91.8 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 20 16 6 63 52 85 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 653,187 COMMITMENTS 184,943 77,942 9,740 438,575 554,132 633,258 641,814 19,929 11,373 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9,486) -10,988 2,249 95 18,822 6,454 7,929 8,798 1,557 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 11.9 1.5 67.1 84.8 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 92 47 21 112 82 216 138
Updated July 8, 2016