COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 245,150
COMMITMENTS
85,945 25,121 49,350 94,431 161,888 229,726 236,359 15,424 8,792
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 2,248)
2,113 -893 1,868 -1,411 -44 2,569 931 -321 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 10.2 20.1 38.5 66.0 93.7 96.4 6.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
143 69 75 67 68 245 177
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,632
COMMITMENTS
9,078 597 2,826 6,496 16,721 18,400 20,143 3,232 1,488
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,636)
712 78 611 -68 979 1,256 1,668 380 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 2.8 13.1 30.0 77.3 85.1 93.1 14.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
41 10 11 17 17 61 35
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 249,524
COMMITMENTS
67,200 27,373 55,923 115,126 159,729 238,249 243,025 11,274 6,498
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 4,482)
4,809 2,203 -5,609 6,046 8,684 5,247 5,278 -765 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 11.0 22.4 46.1 64.0 95.5 97.4 4.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
97 51 81 55 49 198 148
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,114,957
COMMITMENTS
345,192 21,516 235,983 434,147 821,229 1015322 1078728 99,635 36,229
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 7,571)
-5,026 899 21,920 -13,189 -10,292 3,705 12,527 3,866 -4,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 1.9 21.2 38.9 73.7 91.1 96.8 8.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
107 34 75 89 88 225 173
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 228,420
COMMITMENTS
57,056 17,030 58,538 99,016 144,510 214,610 220,078 13,810 8,342
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9,590)
1,991 -1,850 5,797 389 4,736 8,176 8,683 1,414 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 7.5 25.6 43.3 63.3 94.0 96.3 6.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
175 85 124 140 130 386 281
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,696
COMMITMENTS
32,859 20,354 4,033 7,504 25,416 44,396 49,802 7,300 1,894
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,370)
1,530 1,450 425 151 2,960 2,106 4,835 1,264 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 39.4 7.8 14.5 49.2 85.9 96.3 14.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
68 29 16 9 9 88 46
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 333,333
COMMITMENTS
38,028 76,493 5,858 273,787 235,457 317,672 317,808 15,661 15,526
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -11,057)
-4,416 -268 -97 -8,052 -9,169 -12,565 -9,534 1,508 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 22.9 1.8 82.1 70.6 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
40 51 15 105 109 156 164
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 210,437
COMMITMENTS
43,069 11,091 1,869 159,753 193,268 204,691 206,228 5,746 4,209
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 3,801)
-387 2,810 -708 5,806 1,235 4,711 3,337 -910 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 5.3 0.9 75.9 91.8 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
20 16 6 63 52 85 72
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 653,187
COMMITMENTS
184,943 77,942 9,740 438,575 554,132 633,258 641,814 19,929 11,373
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9,486)
-10,988 2,249 95 18,822 6,454 7,929 8,798 1,557 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 11.9 1.5 67.1 84.8 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
92 47 21 112 82 216 138
Updated July 8, 2016