COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 282,148
COMMITMENTS
87,500 27,846 64,398 110,406 179,768 262,303 272,011 19,844 10,136
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 18,720)
8,653 149 3,769 4,427 16,065 16,849 19,983 1,871 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 9.9 22.8 39.1 63.7 93.0 96.4 7.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
144 67 87 68 75 258 191
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,839
COMMITMENTS
7,364 509 2,534 7,556 16,259 17,454 19,302 3,385 1,537
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 3,581)
1,711 -135 803 527 2,696 3,041 3,364 540 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 2.4 12.2 36.3 78.0 83.8 92.6 16.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
35 9 12 23 23 63 40
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 246,959
COMMITMENTS
56,730 29,502 55,050 121,392 154,452 233,173 239,004 13,787 7,956
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -23,071)
78 -3,922 -12,207 -12,294 -7,670 -24,424 -23,799 1,353 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 11.9 22.3 49.2 62.5 94.4 96.8 5.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
87 54 72 63 49 186 146
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,224,430
COMMITMENTS
329,860 24,982 299,092 486,566 851,797 1115518 1175872 108,912 48,558
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 43,291)
2,249 -10,030 25,992 10,244 27,256 38,484 43,217 4,807 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 2.0 24.4 39.7 69.6 91.1 96.0 8.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
111 31 90 88 86 231 183
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 241,218
COMMITMENTS
42,081 32,663 67,036 117,483 132,444 226,600 232,143 14,618 9,075
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,819)
4,535 -4,796 -1,540 -4,836 2,709 -1,841 -3,628 -978 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 13.5 27.8 48.7 54.9 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
153 97 131 144 128 371 294
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 70,416
COMMITMENTS
38,075 28,282 7,623 17,076 31,764 62,774 67,669 7,642 2,746
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 7,799)
4,001 4,102 3,317 1,320 -50 8,638 7,369 -839 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 40.2 10.8 24.3 45.1 89.1 96.1 10.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
79 36 20 10 9 102 55
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 398,789
COMMITMENTS
61,432 86,301 4,949 314,297 290,133 380,678 381,383 18,111 17,406
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 3,292)
164 -5,874 -384 2,789 9,771 2,569 3,513 723 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 21.6 1.2 78.8 72.8 95.5 95.6 4.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
42 51 12 105 118 155 173
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 180,998
COMMITMENTS
38,137 6,285 3,385 131,932 167,551 173,454 177,221 7,544 3,777
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,130)
-569 280 -48 -1,904 -1,697 -2,521 -1,465 391 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 3.5 1.9 72.9 92.6 95.8 97.9 4.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
21 12 6 57 51 80 67
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 648,141
COMMITMENTS
194,705 94,491 8,793 424,978 534,637 628,476 637,921 19,665 10,220
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 35,115)
7,031 -2,264 -1,321 29,127 41,837 34,837 38,252 278 -3,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 14.6 1.4 65.6 82.5 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
93 40 25 121 89 223 145
Updated June 10, 2016