COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 263,427
COMMITMENTS
78,847 27,697 60,629 105,978 163,703 245,454 252,029 17,973 11,399
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 13,572)
5,764 -4,120 4,230 1,632 12,757 11,625 12,867 1,947 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.5 23.0 40.2 62.1 93.2 95.7 6.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
128 69 82 68 74 233 195
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,258
COMMITMENTS
5,654 644 1,731 7,029 13,564 14,413 15,938 2,844 1,319
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 988)
312 47 250 145 662 708 960 280 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 3.7 10.0 40.7 78.6 83.5 92.4 16.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 9 11 23 21 61 37
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 270,030
COMMITMENTS
56,652 33,424 67,257 133,687 162,122 257,596 262,803 12,434 7,227
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -16,280)
-3,190 888 -12,796 266 -3,084 -15,720 -14,992 -561 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.4 24.9 49.5 60.0 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
99 54 85 61 48 196 160
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,181,139
COMMITMENTS
327,611 35,012 273,100 476,322 824,542 1077034 1132654 104,105 48,484
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 56,668)
3,935 -6,317 27,096 23,975 38,737 55,006 59,516 1,662 -2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 3.0 23.1 40.3 69.8 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
113 28 91 85 81 226 178
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 244,037
COMMITMENTS
37,546 37,460 68,576 122,319 129,735 228,441 235,771 15,596 8,266
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 12,645)
-2,269 7,945 5,391 7,310 -1,201 10,433 12,135 2,212 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 15.3 28.1 50.1 53.2 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
142 103 129 141 126 352 301
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,617
COMMITMENTS
34,074 24,180 4,306 15,756 31,814 54,136 60,300 8,481 2,317
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 941)
-566 730 -167 606 508 -126 1,071 1,067 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 38.6 6.9 25.2 50.8 86.5 96.3 13.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
76 36 22 12 8 100 57
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 395,497
COMMITMENTS
61,268 92,175 5,333 311,508 280,362 378,109 377,870 17,388 17,627
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -6,367)
2,553 -3,537 537 -10,400 -4,132 -7,311 -7,132 944 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 23.3 1.3 78.8 70.9 95.6 95.5 4.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
44 49 15 102 112 153 169
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 183,128
COMMITMENTS
38,706 6,005 3,433 133,836 169,248 175,975 178,686 7,153 4,442
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -2,137)
-2,059 134 558 -924 -3,300 -2,425 -2,608 288 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 3.3 1.9 73.1 92.4 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
19 12 5 59 50 79 66
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 613,026
COMMITMENTS
187,674 96,755 10,114 395,851 492,800 593,639 599,669 19,387 13,357
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -4,144)
-5,399 -2,471 620 -1,237 -3,003 -6,016 -4,854 1,872 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 15.8 1.6 64.6 80.4 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
87 46 23 115 84 212 143
Updated June 3, 2016