COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 239,422 COMMITMENTS 105,367 31,010 15,762 101,620 185,463 222,749 232,235 16,673 7,187 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,989) 6,480 979 2,078 -122 6,913 8,436 9,970 553 -981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 13.0 6.6 42.4 77.5 93.0 97.0 7.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 148 52 66 59 67 242 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,498 COMMITMENTS 9,773 2,287 376 3,298 12,458 13,447 15,121 3,051 1,377 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 162) 355 679 70 -514 -379 -89 370 251 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 13.9 2.3 20.0 75.5 81.5 91.7 18.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 32 19 6 14 17 52 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 216,181 COMMITMENTS 67,636 50,465 25,816 111,370 130,282 204,822 206,563 11,359 9,618 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 9,570) -725 2,757 1,064 9,543 6,458 9,882 10,279 -312 -709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 23.3 11.9 51.5 60.3 94.7 95.6 5.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 80 57 67 56 44 167 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 896,638 COMMITMENTS 360,909 33,980 91,365 344,766 734,449 797,040 859,794 99,598 36,844 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 7,347) 18,871 -15,016 -6,160 -11,744 30,733 967 9,557 6,380 -2,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 3.8 10.2 38.5 81.9 88.9 95.9 11.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 117 25 66 72 79 210 154 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 181,537 COMMITMENTS 71,278 21,099 27,029 71,644 126,457 169,951 174,585 11,586 6,952 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,422) 4,581 2,446 -242 -1,464 1,257 2,875 3,461 547 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 11.6 14.9 39.5 69.7 93.6 96.2 6.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 151 77 97 123 119 326 250 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,964 COMMITMENTS 30,268 15,868 3,516 7,151 26,324 40,935 45,708 7,029 2,256 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -7,537) -4,075 -1,401 -1,998 -748 -4,121 -6,821 -7,520 -716 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 33.1 7.3 14.9 54.9 85.3 95.3 14.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 73 27 17 6 11 90 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 322,734 COMMITMENTS 68,858 61,097 7,421 226,297 240,880 302,576 309,398 20,158 13,336 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -39,443) -2,170 -1,722 -214 -36,210 -30,511 -38,594 -32,447 -849 -6,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 18.9 2.3 70.1 74.6 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 56 42 17 92 100 155 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 209,171 COMMITMENTS 37,743 11,979 2,340 160,720 190,769 200,803 205,088 8,368 4,083 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -49,536) -203 4,697 -4,192 -44,487 -50,410 -48,882 -49,905 -654 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 5.7 1.1 76.8 91.2 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 21 13 5 57 49 79 66 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 814,269 COMMITMENTS 277,037 58,981 12,844 504,210 732,389 794,091 804,214 20,178 10,055 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -132,245) 234 10,613 -6,455 -119,629 -133,162 -125,850 -129,004 -6,395 -3,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 7.2 1.6 61.9 89.9 97.5 98.8 2.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 103 40 24 130 84 245 136
Updated September 23, 2016