COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 244,954 COMMITMENTS 122,629 38,449 13,880 88,699 185,389 225,208 237,718 19,746 7,236 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 7,901) 3,635 896 1,230 2,473 6,613 7,338 8,739 563 -838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 15.7 5.7 36.2 75.7 91.9 97.0 8.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 155 62 51 56 69 237 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,469 COMMITMENTS 8,030 2,029 244 6,426 13,963 14,700 16,236 2,769 1,233 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -634) -1,064 -69 57 423 -513 -584 -525 -50 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 11.6 1.4 36.8 79.9 84.1 92.9 15.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 13 6 18 18 51 32 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 210,891 COMMITMENTS 68,362 45,985 33,136 98,279 123,675 199,777 202,796 11,114 8,095 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -18,562) -11,085 -464 -2,878 -4,766 -15,330 -18,729 -18,672 167 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 21.8 15.7 46.6 58.6 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 83 56 66 57 47 174 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 866,930 COMMITMENTS 347,273 49,882 80,344 346,040 699,645 773,657 829,871 93,273 37,059 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 20,176) 10,754 3,158 7,246 -5,638 12,467 12,362 22,871 7,814 -2,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 5.8 9.3 39.9 80.7 89.2 95.7 10.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 101 35 62 77 82 206 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 184,791 COMMITMENTS 58,062 23,197 27,540 85,645 127,704 171,247 178,441 13,544 6,350 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,365) -2,137 1,580 -2,209 -407 -3,596 -4,753 -4,225 388 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 12.6 14.9 46.3 69.1 92.7 96.6 7.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 138 75 93 126 117 320 244 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,359 COMMITMENTS 32,499 16,730 8,781 7,480 29,097 48,760 54,608 7,599 1,751 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,489) 299 2,247 565 -583 -946 281 1,866 1,208 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.7 29.7 15.6 13.3 51.6 86.5 96.9 13.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 76 29 12 8 10 91 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 328,454 COMMITMENTS 63,039 60,505 4,643 240,970 246,579 308,652 311,727 19,802 16,727 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 152) 3,990 -691 -1,771 -1,976 2,081 243 -381 -91 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 18.4 1.4 73.4 75.1 94.0 94.9 6.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 58 41 13 99 103 162 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 225,244 COMMITMENTS 38,480 8,711 3,045 176,329 209,618 217,854 221,374 7,390 3,870 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,794) 365 2,352 -23 1,621 -87 1,963 2,242 -169 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 3.9 1.4 78.3 93.1 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 25 14 6 59 51 85 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 783,418 COMMITMENTS 260,941 64,437 11,472 489,348 700,194 761,761 776,103 21,657 7,315 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 23,756) 9,994 -8,124 2,162 11,284 30,605 23,440 24,643 316 -887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 8.2 1.5 62.5 89.4 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 115 35 23 123 80 248 128
Updated August 12, 2016