COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 231,269 COMMITMENTS 118,607 42,064 11,823 81,802 170,290 212,232 224,177 19,037 7,092 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 21,372) 13,367 2,572 3,823 4,433 14,848 21,623 21,243 -251 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 18.2 5.1 35.4 73.6 91.8 96.9 8.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 167 59 54 55 71 256 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,949 COMMITMENTS 10,163 2,274 32 4,753 14,366 14,948 16,672 3,001 1,277 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -80) 303 142 27 -512 -311 -182 -142 102 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 12.7 0.2 26.5 80.0 83.3 92.9 16.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 34 13 2 15 15 50 29 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 217,124 COMMITMENTS 76,560 25,453 34,933 93,465 149,442 204,958 209,828 12,166 7,296 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,180) -1,965 -3,016 6,514 -864 -687 3,685 2,811 -505 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 11.7 16.1 43.0 68.8 94.4 96.6 5.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 90 45 70 58 49 185 140 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 832,463 COMMITMENTS 332,870 35,113 70,116 338,333 693,214 741,319 798,443 91,144 34,020 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -7,951) -5,692 -1,014 1,578 -5,558 -12,589 -9,672 -12,025 1,721 4,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 4.2 8.4 40.6 83.3 89.1 95.9 10.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 99 31 59 79 79 201 151 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 186,943 COMMITMENTS 64,471 21,368 28,035 81,093 130,775 173,599 180,178 13,344 6,765 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 6,422) 1,476 782 2,882 2,388 2,223 6,746 5,887 -324 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 11.4 15.0 43.4 70.0 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 163 75 103 128 112 351 248 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,826 COMMITMENTS 35,300 20,774 5,037 7,641 29,311 47,978 55,122 8,848 1,704 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 4,148) 2,196 1,654 396 -46 2,370 2,546 4,420 1,602 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 36.6 8.9 13.4 51.6 84.4 97.0 15.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 88 25 11 9 10 104 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 325,500 COMMITMENTS 48,120 65,738 7,348 252,620 237,087 308,088 310,173 17,412 15,327 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -7,237) 5,545 -7,077 911 -13,231 -1,839 -6,775 -8,005 -462 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 20.2 2.3 77.6 72.8 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 57 44 15 99 104 161 158 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 221,895 COMMITMENTS 41,786 10,818 1,692 170,416 205,480 213,894 217,990 8,001 3,905 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,463) -1,358 -1,249 -337 2,193 3,445 498 1,859 965 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 4.9 0.8 76.8 92.6 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 22 12 6 59 54 82 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 749,382 COMMITMENTS 233,471 75,983 11,631 483,704 653,510 728,806 741,124 20,576 8,258 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 59,337) 33,184 -5,758 1,289 25,945 65,770 60,418 61,301 -1,081 -1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 10.1 1.6 64.5 87.2 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 103 39 23 117 83 229 136
Updated July 22, 2016