COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 236,323 COMMITMENTS 117,132 41,249 14,072 85,059 174,114 216,263 229,435 20,060 6,888 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,054) -1,475 -815 2,249 3,257 3,824 4,031 5,258 1,023 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 17.5 6.0 36.0 73.7 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 162 58 53 58 68 249 157 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,145 COMMITMENTS 10,766 2,198 151 5,095 15,462 16,012 17,811 3,133 1,334 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,196) 603 -76 119 342 1,096 1,064 1,139 132 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 11.5 0.8 26.6 80.8 83.6 93.0 16.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 39 13 2 17 19 57 33 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 218,588 COMMITMENTS 74,141 37,009 36,023 97,518 135,728 207,682 208,760 10,906 9,828 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,464) -2,419 11,556 1,090 4,053 -13,714 2,724 -1,068 -1,260 2,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 16.9 16.5 44.6 62.1 95.0 95.5 5.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 85 57 74 59 45 177 151 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 830,909 COMMITMENTS 330,593 38,638 69,145 332,041 682,804 731,779 790,587 99,130 40,322 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,554) -2,277 3,525 -971 -6,292 -10,410 -9,540 -7,856 7,986 6,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 4.7 8.3 40.0 82.2 88.1 95.1 11.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 98 30 56 77 78 197 148 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 184,613 COMMITMENTS 61,044 20,145 26,977 84,438 131,028 172,459 178,150 12,154 6,463 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -2,330) -3,427 -1,223 -1,058 3,345 253 -1,140 -2,028 -1,190 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 10.9 14.6 45.7 71.0 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 145 77 103 125 115 332 251 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,131 COMMITMENTS 41,251 18,772 5,483 8,073 36,673 54,807 60,928 8,324 2,203 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 6,305) 5,951 -2,002 446 432 7,362 6,829 5,806 -524 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.3 29.7 8.7 12.8 58.1 86.8 96.5 13.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 95 25 13 10 8 113 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 326,551 COMMITMENTS 56,442 64,632 6,047 244,567 239,595 307,056 310,274 19,495 16,277 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,051) 8,322 -1,106 -1,301 -8,053 2,508 -1,032 101 2,083 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 19.8 1.9 74.9 73.4 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 59 42 13 98 103 161 154 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 224,223 COMMITMENTS 40,643 8,375 1,822 174,480 210,025 216,945 220,222 7,278 4,001 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,328) -1,143 -2,443 130 4,064 4,545 3,051 2,232 -723 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 3.7 0.8 77.8 93.7 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 22 12 6 58 51 81 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 764,858 COMMITMENTS 250,844 71,190 10,829 483,103 675,168 744,776 757,187 20,082 7,671 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 15,476) 17,373 -4,793 -802 -601 21,658 15,970 16,063 -494 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 9.3 1.4 63.2 88.3 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 106 38 22 117 83 231 135
Updated July 29, 2016