COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 248,637 COMMITMENTS 107,954 34,500 19,032 105,808 187,439 232,794 240,971 15,843 7,666 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -4,718) -6,596 1,492 296 3,031 -6,608 -3,269 -4,820 -1,449 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 13.9 7.7 42.6 75.4 93.6 96.9 6.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 149 60 69 63 66 251 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,264 COMMITMENTS 9,457 2,240 457 3,397 12,232 13,311 14,929 2,953 1,335 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -793) -769 -208 -102 93 -357 -778 -667 -15 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 13.8 2.8 20.9 75.2 81.8 91.8 18.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 30 17 7 14 16 50 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 235,123 COMMITMENTS 75,195 52,642 24,901 122,108 147,476 222,204 225,019 12,919 10,104 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 14,743) 2,342 2,969 1,201 9,357 9,464 12,900 13,634 1,843 1,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 22.4 10.6 51.9 62.7 94.5 95.7 5.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 84 58 62 57 45 170 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 830,713 COMMITMENTS 365,919 36,982 82,231 290,293 678,256 738,443 797,469 92,270 33,244 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -27,145) 70 429 1,940 -24,589 -23,566 -22,579 -21,197 -4,566 -5,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 4.5 9.9 34.9 81.6 88.9 96.0 11.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 111 29 60 70 73 201 145 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 184,912 COMMITMENTS 66,725 24,130 28,709 77,259 125,687 172,693 178,526 12,219 6,386 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -620) -3,423 2,233 1,892 389 -4,983 -1,142 -858 522 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 13.0 15.5 41.8 68.0 93.4 96.5 6.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 136 78 111 124 116 318 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,795 COMMITMENTS 34,210 22,110 4,321 7,349 25,257 45,880 51,688 7,915 2,107 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,261) 2,950 3,055 -100 -28 459 2,822 3,414 439 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 41.1 8.0 13.7 47.0 85.3 96.1 14.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 89 30 17 8 9 105 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 333,898 COMMITMENTS 75,872 59,346 7,297 230,672 252,499 313,841 319,142 20,057 14,756 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 3,782) 5,532 474 -1,721 1,134 4,902 4,945 3,655 -1,163 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 17.8 2.2 69.1 75.6 94.0 95.6 6.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 57 45 20 96 101 162 157 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 218,943 COMMITMENTS 38,473 14,114 2,389 169,674 198,123 210,536 214,626 8,407 4,317 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 8,363) 977 1,521 51 7,242 6,341 8,270 7,913 93 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 6.4 1.1 77.5 90.5 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 18 12 5 59 50 78 66 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 850,261 COMMITMENTS 292,316 45,920 15,487 520,474 780,363 828,277 841,770 21,984 8,491 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -624) 10,882 -12,734 2,387 -14,219 10,203 -950 -144 326 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 5.4 1.8 61.2 91.8 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 107 34 22 134 84 250 131
Updated October 7, 2016