COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 230,433 COMMITMENTS 98,887 30,031 13,684 101,742 178,550 214,313 222,265 16,120 8,168 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -214) -1,625 -166 958 1,216 -2,099 549 -1,307 -763 1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 13.0 5.9 44.2 77.5 93.0 96.5 7.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 127 54 59 61 65 221 152 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,336 COMMITMENTS 9,418 1,608 306 3,812 12,837 13,536 14,751 2,800 1,585 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 557) 428 255 46 -119 -67 355 234 202 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.7 9.8 1.9 23.3 78.6 82.9 90.3 17.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 31 15 7 15 18 52 35 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 206,611 COMMITMENTS 68,361 47,708 24,752 101,827 123,824 194,940 196,284 11,671 10,327 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,765) -5,961 8,333 1,510 13,656 -2,235 9,205 7,608 560 2,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 23.1 12.0 49.3 59.9 94.4 95.0 5.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 78 63 65 52 42 166 144 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 889,291 COMMITMENTS 342,038 48,996 97,525 356,510 703,716 796,073 850,237 93,218 39,054 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -24,184) -10,949 -9,779 -3,399 -13,297 -9,551 -27,645 -22,729 3,461 -1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 5.5 11.0 40.1 79.1 89.5 95.6 10.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 107 38 72 83 86 220 174 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 178,115 COMMITMENTS 66,697 18,653 27,271 73,108 125,200 167,076 171,124 11,039 6,991 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,637) 2,211 1,367 419 -271 -492 2,359 1,294 -722 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 10.5 15.3 41.0 70.3 93.8 96.1 6.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 137 83 97 120 113 312 253 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,501 COMMITMENTS 34,343 17,269 5,514 7,899 30,445 47,756 53,228 7,745 2,273 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,668) 615 502 -2,762 569 205 -1,578 -2,055 -1,090 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 31.1 9.9 14.2 54.9 86.0 95.9 14.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 72 30 21 10 11 93 56 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 362,177 COMMITMENTS 71,028 62,819 7,635 262,507 271,391 341,170 341,845 21,007 20,332 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 23,360) -9,618 5,511 4,081 28,631 10,946 23,094 20,538 266 2,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 17.3 2.1 72.5 74.9 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 58 42 22 102 112 169 168 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 258,707 COMMITMENTS 37,946 7,282 6,532 205,207 241,179 249,685 254,993 9,022 3,714 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 29,610) 1,535 -1,835 4,753 22,577 26,287 28,865 29,205 745 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 2.8 2.5 79.3 93.2 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 14 9 66 54 92 75 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 946,514 COMMITMENTS 276,803 48,368 19,299 623,839 865,551 919,941 933,218 26,573 13,296 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 875) -12,834 2,099 -4,239 19,947 12,415 2,874 10,275 -1,999 -9,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 5.1 2.0 65.9 91.4 97.2 98.6 2.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 104 37 29 137 93 255 145
Updated September 16, 2016