COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 260,503 COMMITMENTS 110,658 35,954 29,040 103,536 186,527 243,234 251,521 17,269 8,982 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 7,742) 29 2,753 7,583 564 -3,323 8,176 7,013 -434 729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 13.8 11.1 39.7 71.6 93.4 96.6 6.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 146 62 76 58 70 249 173 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,655 COMMITMENTS 8,366 1,860 188 4,583 12,093 13,137 14,141 2,518 1,514 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1) 278 52 -308 -36 131 -66 -125 65 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 11.9 1.2 29.3 77.2 83.9 90.3 16.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 32 14 4 16 18 51 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 261,863 COMMITMENTS 87,449 54,895 35,739 125,560 160,762 248,748 251,396 13,115 10,467 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 7,573) 2,279 371 8,674 -3,130 -685 7,823 8,360 -250 -787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 21.0 13.6 47.9 61.4 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 85 71 74 59 49 187 161 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 852,696 COMMITMENTS 343,440 44,580 98,586 320,697 673,998 762,723 817,164 89,973 35,532 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 9,572) -5,743 117 4,915 13,688 2,098 12,860 7,130 -3,288 2,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 5.2 11.6 37.6 79.0 89.4 95.8 10.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 110 33 65 76 75 209 153 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 205,446 COMMITMENTS 77,852 16,929 34,239 81,327 146,774 193,418 197,942 12,028 7,504 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 11,984) 8,460 -2,915 2,932 537 11,139 11,929 11,156 55 828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 8.2 16.7 39.6 71.4 94.1 96.3 5.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 171 85 113 124 122 359 272 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 86,683 COMMITMENTS 67,984 13,994 3,969 6,912 66,229 78,865 84,192 7,818 2,491 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,750) 7,418 -1,150 42 -221 7,327 7,239 6,219 -489 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.4 16.1 4.6 8.0 76.4 91.0 97.1 9.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 110 25 18 5 9 121 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 334,389 COMMITMENTS 72,635 66,385 8,372 233,460 243,143 314,467 317,900 19,922 16,489 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 949) 2,160 3,987 922 -1,037 -5,142 2,045 -233 -1,096 1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 19.9 2.5 69.8 72.7 94.0 95.1 6.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 56 46 19 92 97 154 156 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 223,338 COMMITMENTS 39,354 12,963 2,392 173,482 204,257 215,228 219,612 8,110 3,726 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,912) 271 -1,225 -106 3,478 4,705 3,643 3,374 -731 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.8 1.1 77.7 91.5 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 17 12 6 62 52 81 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 891,656 COMMITMENTS 292,346 51,578 11,821 564,982 820,175 869,149 883,574 22,507 8,082 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -11,053) -4,037 -1,873 -2,371 -3,358 -7,177 -9,766 -11,421 -1,287 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 5.8 1.3 63.4 92.0 97.5 99.1 2.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 114 31 20 132 81 253 125
Updated October 28, 2016