COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 230,647 COMMITMENTS 100,512 30,197 12,726 100,526 180,649 213,764 223,572 16,883 7,075 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,455) 1,800 -1,771 -826 443 5,255 1,417 2,658 1,038 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 13.1 5.5 43.6 78.3 92.7 96.9 7.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 131 55 63 61 64 228 152 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,779 COMMITMENTS 8,990 1,353 260 3,931 12,904 13,181 14,517 2,598 1,262 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 483) 1,188 181 62 -729 111 521 354 -38 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 8.6 1.6 24.9 81.8 83.5 92.0 16.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 32 14 7 16 17 53 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 196,846 COMMITMENTS 74,322 39,375 23,242 88,171 126,059 185,735 188,676 11,111 8,170 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,726) -507 4,504 520 3,388 -1,776 3,401 3,248 325 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 20.0 11.8 44.8 64.0 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 74 56 66 53 44 168 137 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 913,475 COMMITMENTS 352,987 58,775 100,924 369,807 713,267 823,718 872,966 89,757 40,509 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 5,449) -16,825 1,635 11,853 10,837 -5,906 5,865 7,582 -416 -2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 6.4 11.0 40.5 78.1 90.2 95.6 9.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 106 41 71 81 82 216 173 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 176,478 COMMITMENTS 64,486 17,286 26,852 73,379 125,692 164,717 169,830 11,761 6,648 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 10,437) 6,893 -2,355 2,686 290 10,086 9,869 10,417 568 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 9.8 15.2 41.6 71.2 93.3 96.2 6.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 147 70 95 119 115 316 246 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,169 COMMITMENTS 33,728 16,767 8,276 7,330 30,240 49,334 55,283 8,835 2,886 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,828) 3,607 1,612 -1,242 -582 1,905 1,783 2,275 1,045 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 28.8 14.2 12.6 52.0 84.8 95.0 15.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 76 32 19 6 11 95 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 338,817 COMMITMENTS 80,646 57,308 3,554 233,876 260,445 318,076 321,307 20,741 17,510 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,780) 1,597 353 -113 229 1,456 1,713 1,696 1,067 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 16.9 1.0 69.0 76.9 93.9 94.8 6.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 57 44 13 106 102 170 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 229,097 COMMITMENTS 36,411 9,117 1,779 182,630 214,892 220,820 225,788 8,277 3,309 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -2,542) -297 532 -1,096 -1,447 -1,916 -2,840 -2,480 298 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 4.0 0.8 79.7 93.8 96.4 98.6 3.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 24 14 6 60 50 85 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 945,639 COMMITMENTS 289,637 46,269 23,538 603,892 853,136 917,067 922,943 28,572 22,696 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 47,073) 1,481 -1,276 8,337 35,073 30,733 44,891 37,794 2,182 9,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 4.9 2.5 63.9 90.2 97.0 97.6 3.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 114 35 27 137 83 265 132
Updated September 9, 2016