COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 238,906 COMMITMENTS 73,006 35,867 50,219 100,568 141,827 223,793 227,914 15,113 10,992 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -5,397) -3,730 2,685 -35 -489 -7,552 -4,254 -4,903 -1,143 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 15.0 21.0 42.1 59.4 93.7 95.4 6.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 113 90 83 66 68 229 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,681 COMMITMENTS 3,728 517 1,474 7,527 11,792 12,730 13,784 1,951 897 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 699) 370 -266 17 134 882 521 634 178 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 3.5 10.0 51.3 80.3 86.7 93.9 13.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 26 8 13 23 18 54 35 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 295,519 COMMITMENTS 81,077 26,057 79,656 123,211 182,730 283,943 288,444 11,576 7,075 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -10,724) -3,197 -4,246 -6,427 -156 -320 -9,779 -10,993 -945 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 8.8 27.0 41.7 61.8 96.1 97.6 3.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 115 48 84 54 50 209 155 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,039,218 COMMITMENTS 313,726 51,677 214,668 421,159 730,996 949,553 997,341 89,665 41,877 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 23,775) 30,319 7,034 14,126 -9,737 6,131 34,708 27,291 -10,933 -3,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 5.0 20.7 40.5 70.3 91.4 96.0 8.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 104 39 91 82 79 221 178 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 238,412 COMMITMENTS 42,098 35,308 66,524 116,936 129,023 225,558 230,855 12,854 7,557 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 910) 1,071 -8,273 2,018 -633 7,530 2,456 1,276 -1,545 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 14.8 27.9 49.0 54.1 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 135 104 124 141 124 350 292 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,339 COMMITMENTS 42,849 30,735 3,034 14,388 31,303 60,271 65,072 8,068 3,267 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -3,739) -1,438 -4,470 288 -1,511 849 -2,662 -3,333 -1,077 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.7 45.0 4.4 21.1 45.8 88.2 95.2 11.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 83 40 20 10 8 103 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 387,592 COMMITMENTS 47,917 93,570 6,969 316,845 270,591 371,731 371,130 15,862 16,463 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 9,136) 6,275 2,895 -278 3,300 6,715 9,297 9,332 -161 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 24.1 1.8 81.7 69.8 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 43 52 13 101 113 153 169 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 195,124 COMMITMENTS 43,503 5,924 2,962 141,894 181,586 188,359 190,472 6,765 4,652 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 2,850) 3,074 607 -26 283 1,036 3,331 1,617 -481 1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 3.0 1.5 72.7 93.1 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 24 12 5 62 49 87 65 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 624,325 COMMITMENTS 195,035 100,579 7,155 405,247 502,566 607,437 610,300 16,888 14,025 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -9,063) 5,550 -7,029 1,155 -13,583 -7,351 -6,878 -13,225 -2,185 4,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 16.1 1.1 64.9 80.5 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 99 51 21 123 86 231 149
Updated May 13, 2016