COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 228,356 COMMITMENTS 102,587 33,198 14,184 94,432 174,561 211,203 221,943 17,153 6,413 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -7,107) -8,163 -4,788 52 948 -2,303 -7,163 -7,039 56 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 14.5 6.2 41.4 76.4 92.5 97.2 7.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 146 59 57 59 69 236 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,410 COMMITMENTS 7,290 1,154 522 5,124 12,616 12,936 14,292 2,474 1,118 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -1,028) -200 -746 202 -847 -283 -845 -827 -183 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 7.5 3.4 33.3 81.9 83.9 92.7 16.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 31 10 7 17 17 53 31 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 194,897 COMMITMENTS 74,262 32,017 24,853 85,331 131,442 184,446 188,312 10,451 6,585 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -3,327) 4,225 -7,374 -291 -6,732 5,134 -2,798 -2,531 -529 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 16.4 12.8 43.8 67.4 94.6 96.6 5.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 84 47 54 51 42 163 124 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 903,799 COMMITMENTS 367,444 58,163 88,232 356,743 716,595 812,419 862,990 91,380 40,809 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 20,659) 19,017 6,645 4,463 -7,218 6,880 16,262 17,988 4,397 2,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 6.4 9.8 39.5 79.3 89.9 95.5 10.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 109 35 63 76 81 207 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 164,169 COMMITMENTS 61,307 23,013 21,193 69,927 113,438 152,427 157,644 11,742 6,525 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -8,168) 6,070 678 138 -12,842 -8,601 -6,634 -7,785 -1,534 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 14.0 12.9 42.6 69.1 92.8 96.0 7.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 132 76 87 122 113 304 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,651 COMMITMENTS 33,766 17,798 8,444 7,669 28,528 49,879 54,770 7,772 2,881 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -108) -2,083 -1,580 822 251 25 -1,010 -733 902 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 30.9 14.6 13.3 49.5 86.5 95.0 13.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 77 37 12 7 11 91 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 334,673 COMMITMENTS 73,476 57,516 4,399 237,031 255,536 314,906 317,451 19,767 17,222 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 3,235) 6,458 -2,392 -114 -3,307 4,692 3,037 2,186 198 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 17.2 1.3 70.8 76.4 94.1 94.9 5.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 61 43 15 99 106 167 157 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 229,828 COMMITMENTS 40,728 8,697 3,084 178,673 214,157 222,485 225,938 7,343 3,890 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 617) 1,849 50 -68 -1,538 495 243 477 374 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 3.8 1.3 77.7 93.2 96.8 98.3 3.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 24 14 6 61 51 86 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 862,261 COMMITMENTS 278,263 58,108 12,474 548,097 782,049 838,834 852,631 23,427 9,630 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 15,271) 12,036 -2,939 1,779 4,415 15,044 18,230 13,884 -2,959 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 6.7 1.4 63.6 90.7 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 116 33 20 132 81 256 126
Updated August 26, 2016