COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 209,897 COMMITMENTS 105,240 39,492 8,000 77,369 155,442 190,609 202,934 19,288 6,963 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 25,935) 19,309 670 -1,276 3,156 27,391 21,189 26,785 4,746 -850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 18.8 3.8 36.9 74.1 90.8 96.7 9.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 159 64 45 53 62 232 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,029 COMMITMENTS 9,860 2,132 5 5,265 14,677 15,130 16,814 2,899 1,215 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 305) 807 269 -34 -269 133 504 368 -199 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 11.8 0.0 29.2 81.4 83.9 93.3 16.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 33 13 2 16 15 51 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 213,944 COMMITMENTS 78,525 28,469 28,419 94,329 150,129 201,273 207,017 12,671 6,927 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 8,872) 1,398 272 2,655 3,226 5,288 7,279 8,215 1,593 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 13.3 13.3 44.1 70.2 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 93 41 67 55 46 183 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 840,414 COMMITMENTS 338,562 36,127 68,538 343,891 705,803 750,991 810,468 89,423 29,946 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,676) -1,521 -323 6,201 -2,511 -7,229 2,169 -1,351 -3,845 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 4.3 8.2 40.9 84.0 89.4 96.4 10.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 105 28 57 80 81 208 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 180,521 COMMITMENTS 62,995 20,586 25,153 78,705 128,552 166,853 174,291 13,668 6,230 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 3,955) 4,048 -731 -332 -893 6,114 2,823 5,051 1,132 -1,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 11.4 13.9 43.6 71.2 92.4 96.5 7.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 156 72 93 127 116 337 242 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,678 COMMITMENTS 33,104 19,120 4,641 7,687 26,941 45,432 50,702 7,246 1,976 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,618) 662 -1,043 650 268 1,868 1,580 1,475 38 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 36.3 8.8 14.6 51.1 86.2 96.2 13.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 69 27 12 10 9 89 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 332,737 COMMITMENTS 42,575 72,815 6,437 265,851 238,926 314,863 318,178 17,874 14,559 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 391) 4,547 -3,632 726 -7,280 4,109 -2,007 1,203 2,398 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 21.9 1.9 79.9 71.8 94.6 95.6 5.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 49 46 13 107 107 162 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 220,432 COMMITMENTS 43,144 12,067 2,029 168,223 202,035 213,396 216,131 7,036 4,301 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 9,995) 75 976 160 8,470 8,767 8,705 9,903 1,290 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 5.5 0.9 76.3 91.7 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 17 17 6 60 54 79 75 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 690,045 COMMITMENTS 200,287 81,741 10,342 457,759 587,740 668,388 679,823 21,657 10,222 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 36,858) 15,344 3,799 602 19,184 33,608 35,130 38,009 1,728 -1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 11.8 1.5 66.3 85.2 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 96 43 24 116 82 224 137
Updated July 15, 2016