COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 327,291 COMMITMENTS 113,183 18,633 80,531 113,500 219,746 307,214 318,910 20,077 8,381 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 41,066) 8,908 -5,940 22,943 9,539 23,681 41,391 40,685 -325 381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 5.7 24.6 34.7 67.1 93.9 97.4 6.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 179 60 83 70 77 294 181 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,222 COMMITMENTS 10,183 880 3,056 5,831 16,776 19,070 20,712 3,151 1,510 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 205) 304 13 235 -438 -100 102 148 103 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 4.0 13.8 26.2 75.5 85.8 93.2 14.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 40 12 11 18 19 62 38 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 258,337 COMMITMENTS 66,944 24,900 65,211 113,828 160,663 245,983 250,773 12,354 7,564 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2,010) -3,606 -2,489 5,795 -3,675 -5,748 -1,486 -2,442 -524 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 9.6 25.2 44.1 62.2 95.2 97.1 4.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 90 55 82 59 52 194 157 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,079,425 COMMITMENTS 331,156 19,237 226,936 423,654 793,161 981,746 1039334 97,679 40,091 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -25,974) -11,248 -2,193 -10,583 -6,298 -17,834 -28,130 -30,609 2,156 4,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 1.8 21.0 39.2 73.5 91.0 96.3 9.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 96 37 68 88 87 215 165 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 238,381 COMMITMENTS 62,062 18,488 60,893 101,472 151,540 224,427 230,921 13,955 7,460 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 9,060) 1,783 736 4,739 2,854 2,981 9,376 8,456 -316 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 7.8 25.5 42.6 63.6 94.1 96.9 5.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427) 173 81 130 136 122 379 279 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,971 COMMITMENTS 35,294 20,834 5,054 7,693 29,346 48,041 55,234 8,930 1,737 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 4,156) 2,200 1,654 389 -56 2,378 2,533 4,421 1,623 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.0 36.6 8.9 13.5 51.5 84.3 97.0 15.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 88 25 14 9 10 106 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 326,372 COMMITMENTS 48,120 65,558 7,662 253,060 237,699 308,842 310,918 17,529 15,453 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -7,752) 5,545 -7,213 855 -13,735 -2,121 -7,335 -8,480 -417 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 20.1 2.3 77.5 72.8 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 57 44 16 101 104 164 158 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 221,895 COMMITMENTS 41,786 10,818 1,692 170,416 205,480 213,894 217,990 8,001 3,905 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,463) -1,358 -1,249 -337 2,193 3,445 498 1,859 965 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 4.9 0.8 76.8 92.6 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 22 12 6 59 54 82 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 749,382 COMMITMENTS 233,471 75,983 11,631 483,704 653,510 728,806 741,124 20,576 8,258 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 59,337) 33,184 -5,758 1,289 25,945 65,770 60,418 61,301 -1,081 -1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 10.1 1.6 64.5 87.2 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 103 39 23 117 83 229 136
Updated July 22, 2016