COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 252,761 COMMITMENTS 110,629 33,201 21,457 102,972 189,850 235,058 244,508 17,703 8,253 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,197) 8,109 -3,967 4,271 -3,342 9,422 9,038 9,726 1,159 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 13.1 8.5 40.7 75.1 93.0 96.7 7.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 153 54 66 62 71 245 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,656 COMMITMENTS 8,088 1,808 496 4,619 11,962 13,203 14,266 2,453 1,390 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -753) -1,301 -552 116 945 -313 -240 -749 -513 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 11.5 3.2 29.5 76.4 84.3 91.1 15.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 28 15 8 17 18 52 35 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 254,290 COMMITMENTS 85,170 54,524 27,065 128,690 161,447 240,925 243,036 13,365 11,254 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 853) 2,726 -2,827 -509 -2,973 4,158 -756 822 1,609 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 21.4 10.6 50.6 63.5 94.7 95.6 5.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 89 64 60 57 47 178 148 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 843,124 COMMITMENTS 349,183 44,463 93,671 307,009 671,900 749,863 810,034 93,261 33,090 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 9,409) -6,985 2,387 10,490 9,193 -2,085 12,698 10,792 -3,289 -1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 5.3 11.1 36.4 79.7 88.9 96.1 11.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 108 33 64 76 73 208 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 193,462 COMMITMENTS 69,392 19,844 31,307 80,790 135,635 181,489 186,786 11,973 6,676 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 7,900) 5,275 -2,676 1,794 1,084 8,210 8,153 7,328 -253 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 10.3 16.2 41.8 70.1 93.8 96.5 6.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 161 75 108 124 120 341 262 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 79,933 COMMITMENTS 60,566 15,144 3,927 7,133 58,902 71,626 77,973 8,307 1,960 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,164) 9,576 -2,297 4 258 12,784 9,838 10,491 326 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 18.9 4.9 8.9 73.7 89.6 97.5 10.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 103 24 16 6 9 114 47 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 333,440 COMMITMENTS 70,475 62,398 7,450 234,497 248,285 312,422 318,133 21,018 15,307 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -2,461) -5,887 -1,086 -682 2,601 162 -3,968 -1,606 1,507 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 18.7 2.2 70.3 74.5 93.7 95.4 6.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 54 41 18 94 98 154 151 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 220,426 COMMITMENTS 39,083 14,188 2,498 170,004 199,552 211,585 216,238 8,841 4,188 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -2,169) -2,494 975 11 236 -3,798 -2,247 -2,812 78 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 6.4 1.1 77.1 90.5 96.0 98.1 4.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 21 12 7 61 51 84 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 902,709 COMMITMENTS 296,383 53,451 14,192 568,340 827,352 878,915 894,995 23,794 7,714 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,820) -1,799 -344 -682 4,896 7,314 2,415 6,288 2,405 -1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 5.9 1.6 63.0 91.7 97.4 99.1 2.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 113 31 24 134 85 255 132
Updated October 21, 2016