COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 228,192 COMMITMENTS 98,712 31,968 13,552 100,083 175,394 212,347 220,914 15,845 7,278 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -164) -3,875 -1,230 -632 5,651 833 1,144 -1,029 -1,308 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 14.0 5.9 43.9 76.9 93.1 96.8 6.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 133 58 61 58 68 224 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,296 COMMITMENTS 7,802 1,172 198 4,660 12,793 12,660 14,163 2,636 1,133 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -114) 512 18 -324 -464 177 -276 -129 162 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 7.7 1.3 30.5 83.6 82.8 92.6 17.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 31 10 5 15 17 49 29 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 193,120 COMMITMENTS 74,829 34,871 22,722 84,783 127,835 182,334 185,428 10,786 7,692 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,777) 567 2,854 -2,131 -548 -3,607 -2,112 -2,884 335 1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 18.1 11.8 43.9 66.2 94.4 96.0 5.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 77 56 58 51 42 164 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 908,026 COMMITMENTS 369,812 57,140 89,071 358,970 719,173 817,853 865,384 90,173 42,642 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 4,227) 2,368 -1,023 839 2,227 2,578 5,434 2,394 -1,207 1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 6.3 9.8 39.5 79.2 90.1 95.3 9.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 109 36 70 78 81 214 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 166,041 COMMITMENTS 57,593 19,641 24,166 73,089 115,606 154,848 159,413 11,193 6,628 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,872) -3,714 -3,372 2,973 3,162 2,168 2,421 1,769 -549 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 11.8 14.6 44.0 69.6 93.3 96.0 6.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 125 78 95 122 112 301 245 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,341 COMMITMENTS 30,121 15,155 9,518 7,912 28,335 47,551 53,008 7,790 2,333 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -2,310) -3,645 -2,643 1,074 243 -193 -2,328 -1,762 18 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 27.4 17.2 14.3 51.2 85.9 95.8 14.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 79 28 17 8 10 96 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 336,037 COMMITMENTS 79,049 56,955 3,667 233,647 258,989 316,363 319,611 19,674 16,426 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,364) 5,573 -561 -732 -3,384 3,453 1,457 2,160 -93 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 16.9 1.1 69.5 77.1 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 55 42 12 100 106 160 155 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 231,639 COMMITMENTS 36,708 8,585 2,875 184,077 216,808 223,660 228,268 7,979 3,371 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,811) -4,020 -112 -209 5,404 2,651 1,175 2,330 636 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 3.7 1.2 79.5 93.6 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 23 13 6 61 51 85 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 898,566 COMMITMENTS 288,156 47,545 15,201 568,819 822,403 872,176 885,149 26,390 13,417 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 36,305) 9,893 -10,563 2,727 20,722 40,354 33,342 32,518 2,963 3,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 5.3 1.7 63.3 91.5 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 112 35 24 135 81 259 128
Updated September 2, 2016