COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 242,564 COMMITMENTS 102,520 37,168 17,186 106,314 180,428 226,020 234,782 16,544 7,782 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -6,073) -5,434 2,668 -1,846 506 -7,011 -6,774 -6,189 701 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 15.3 7.1 43.8 74.4 93.2 96.8 6.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 144 63 66 63 64 239 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,409 COMMITMENTS 9,389 2,360 380 3,674 12,275 13,443 15,015 2,966 1,394 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 145) -68 120 -77 277 43 132 86 13 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 14.4 2.3 22.4 74.8 81.9 91.5 18.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 30 19 6 15 18 51 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 253,437 COMMITMENTS 82,444 57,351 27,574 131,663 157,289 241,681 242,214 11,756 11,223 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 18,314) 7,249 4,709 2,673 9,555 9,813 19,477 17,195 -1,163 1,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 22.6 10.9 52.0 62.1 95.4 95.6 4.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 82 75 66 55 45 174 157 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 833,715 COMMITMENTS 356,168 42,076 83,181 297,816 673,985 737,165 799,242 96,550 34,473 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,002) -9,751 5,094 950 7,523 -4,271 -1,278 1,773 4,280 1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 5.0 10.0 35.7 80.8 88.4 95.9 11.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 103 32 60 72 74 200 144 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 185,562 COMMITMENTS 64,117 22,520 29,513 79,706 127,425 173,336 179,458 12,226 6,104 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 650) -2,608 -1,610 804 2,447 1,738 643 932 7 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 12.1 15.9 43.0 68.7 93.4 96.7 6.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 150 74 105 122 115 323 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,769 COMMITMENTS 50,990 17,441 3,923 6,875 46,118 61,788 67,482 7,981 2,287 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 15,974) 16,780 -4,669 -398 -474 20,861 15,908 15,794 66 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 25.0 5.6 9.9 66.1 88.6 96.7 11.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 101 29 17 5 8 113 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 335,901 COMMITMENTS 76,362 63,484 8,132 231,896 248,123 316,390 319,739 19,511 16,162 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,003) 490 4,138 835 1,224 -4,376 2,549 597 -546 1,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 18.9 2.4 69.0 73.9 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 49 46 18 99 103 156 159 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 222,595 COMMITMENTS 41,577 13,213 2,487 169,768 203,350 213,832 219,050 8,763 3,545 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 3,652) 3,104 -901 98 94 5,227 3,296 4,424 356 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 5.9 1.1 76.3 91.4 96.1 98.4 3.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 21 13 7 58 50 81 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 897,889 COMMITMENTS 298,182 53,795 14,874 563,444 820,038 876,500 888,707 21,389 9,182 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 47,628) 5,866 7,875 -613 42,970 39,675 48,223 46,937 -595 691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 6.0 1.7 62.8 91.3 97.6 99.0 2.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 112 35 23 131 86 252 135
Updated October 14, 2016