COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 336,754 COMMITMENTS 111,658 17,913 86,008 117,839 224,593 315,506 328,514 21,248 8,240 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 9,463) -1,525 -720 5,477 4,339 4,847 8,291 9,603 1,171 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 5.3 25.5 35.0 66.7 93.7 97.6 6.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 177 57 82 71 76 286 182 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,888 COMMITMENTS 10,830 707 3,488 6,264 18,135 20,582 22,330 3,305 1,558 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,666) 647 -173 432 433 1,359 1,512 1,618 154 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 3.0 14.6 26.2 75.9 86.2 93.5 13.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 46 13 12 21 22 72 42 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,143 COMMITMENTS 62,630 37,128 71,467 117,795 144,315 251,892 252,910 11,251 10,233 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,806) -4,313 12,228 6,256 3,966 -16,347 5,910 2,137 -1,103 2,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 14.1 27.2 44.8 54.8 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 83 69 84 60 49 187 166 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,080,398 COMMITMENTS 332,216 23,078 226,655 410,619 781,716 969,490 1031450 110,908 48,948 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 973) 1,059 3,841 -280 -13,035 -11,444 -12,256 -7,884 13,229 8,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 2.1 21.0 38.0 72.4 89.7 95.5 10.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 100 32 65 85 86 210 163 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 232,572 COMMITMENTS 59,380 17,100 57,535 103,143 150,905 220,058 225,539 12,514 7,033 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -5,809) -2,681 -1,388 -3,358 1,671 -636 -4,369 -5,382 -1,440 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 7.4 24.7 44.3 64.9 94.6 97.0 5.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 158 84 131 135 124 365 282 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,312 COMMITMENTS 41,254 18,841 5,512 8,134 36,723 54,901 61,076 8,412 2,236 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 6,341) 5,960 -1,994 458 441 7,378 6,859 5,842 -518 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 29.8 8.7 12.8 58.0 86.7 96.5 13.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 95 25 17 10 8 115 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 327,650 COMMITMENTS 56,442 64,381 6,424 245,134 240,401 308,000 311,206 19,651 16,445 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,278) 8,322 -1,176 -1,239 -7,926 2,702 -843 287 2,121 991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 19.6 2.0 74.8 73.4 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 59 42 14 100 103 164 154 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 224,223 COMMITMENTS 40,643 8,375 1,822 174,480 210,025 216,945 220,222 7,278 4,001 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,328) -1,143 -2,443 130 4,064 4,545 3,051 2,232 -723 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 3.7 0.8 77.8 93.7 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 22 12 6 58 51 81 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 764,858 COMMITMENTS 250,844 71,190 10,829 483,103 675,168 744,776 757,187 20,082 7,671 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 15,476) 17,373 -4,793 -802 -601 21,658 15,970 16,063 -494 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 9.3 1.4 63.2 88.3 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 106 38 22 117 83 231 135
Updated July 29, 2016