COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 253,355 COMMITMENTS 114,550 33,008 18,736 102,777 194,047 236,063 245,791 17,292 7,564 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 13,933) 9,183 1,998 2,974 1,157 8,584 13,314 13,556 619 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 13.0 7.4 40.6 76.6 93.2 97.0 6.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 150 56 61 57 69 239 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,057 COMMITMENTS 10,226 2,448 559 3,304 12,589 14,089 15,596 2,968 1,461 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 559) 453 161 183 6 131 642 475 -83 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 14.4 3.3 19.4 73.8 82.6 91.4 17.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 35 20 7 14 17 55 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 220,380 COMMITMENTS 72,853 49,673 23,700 112,751 138,012 209,304 211,385 11,076 8,995 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,199) 5,217 -792 -2,116 1,381 7,730 4,482 4,822 -283 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 22.5 10.8 51.2 62.6 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 85 56 68 56 46 175 146 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 857,858 COMMITMENTS 365,849 36,553 80,291 314,882 701,822 761,022 818,666 96,836 39,192 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -38,780) 4,940 2,573 -11,074 -29,884 -32,627 -36,018 -41,128 -2,762 2,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 4.3 9.4 36.7 81.8 88.7 95.4 11.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 112 27 60 71 71 202 144 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 185,532 COMMITMENTS 70,148 21,897 26,817 76,870 130,670 173,835 179,384 11,697 6,148 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,995) -1,130 798 -212 5,226 4,213 3,884 4,799 111 -804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 11.8 14.5 41.4 70.4 93.7 96.7 6.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 144 77 110 127 120 329 263 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,534 COMMITMENTS 31,260 19,055 4,421 7,377 24,798 43,058 48,274 7,476 2,260 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,570) 992 3,187 905 226 -1,526 2,123 2,566 447 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 37.7 8.7 14.6 49.1 85.2 95.5 14.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 73 34 17 7 9 92 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 330,116 COMMITMENTS 70,340 58,872 9,018 229,538 247,597 308,896 315,487 21,220 14,629 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 7,382) 1,482 -2,225 1,597 3,241 6,717 6,320 6,089 1,062 1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 17.8 2.7 69.5 75.0 93.6 95.6 6.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 52 47 20 94 101 154 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 210,580 COMMITMENTS 37,496 12,593 2,338 162,432 191,782 202,266 206,713 8,314 3,867 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,409) -247 614 -2 1,712 1,013 1,463 1,625 -54 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 6.0 1.1 77.1 91.1 96.1 98.2 3.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 18 13 5 57 50 76 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 850,885 COMMITMENTS 281,434 58,654 13,100 534,693 770,160 829,227 841,914 21,658 8,971 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 36,616) 4,397 -327 256 30,483 37,771 35,136 37,700 1,480 -1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 6.9 1.5 62.8 90.5 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 107 36 21 131 82 248 129
Updated September 30, 2016