COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 351,620 COMMITMENTS 117,799 15,849 90,455 122,538 236,284 330,793 342,589 20,827 9,031 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 10,543) 4,551 1,512 2,888 2,539 6,659 9,978 11,059 565 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 4.5 25.7 34.8 67.2 94.1 97.4 5.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 171 62 80 73 75 280 183 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,196 COMMITMENTS 8,068 567 3,530 7,691 16,624 19,289 20,722 2,907 1,475 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -348) -1,044 -230 261 497 -306 -286 -276 -61 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 2.6 15.9 34.7 74.9 86.9 93.4 13.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 32 15 13 20 21 60 42 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 246,679 COMMITMENTS 68,022 44,486 57,062 110,233 136,782 235,318 238,330 11,361 8,348 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -37,034) 2,586 -2,110 -19,380 -20,333 -15,664 -37,127 -37,154 93 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 18.0 23.1 44.7 55.4 95.4 96.6 4.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 80 67 79 58 50 183 161 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,138,568 COMMITMENTS 350,129 25,618 259,285 429,064 810,174 1038478 1095077 100,090 43,491 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 37,322) 16,076 -2,095 23,291 -9,910 19,271 29,458 40,468 7,864 -3,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 2.3 22.8 37.7 71.2 91.2 96.2 8.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 106 35 73 87 86 223 169 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 230,633 COMMITMENTS 56,708 20,108 56,758 103,104 146,959 216,570 223,825 14,063 6,808 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -6,365) -1,611 1,727 -3,950 -1,219 -3,983 -6,780 -6,206 415 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 8.7 24.6 44.7 63.7 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 152 79 122 135 125 353 273 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,570 COMMITMENTS 32,462 16,811 8,844 7,594 29,126 48,901 54,782 7,669 1,788 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,453) 319 2,229 549 -614 -947 255 1,831 1,198 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.4 29.7 15.6 13.4 51.5 86.4 96.8 13.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 76 30 15 8 10 94 47 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 329,851 COMMITMENTS 63,039 60,115 5,293 241,653 247,574 309,985 312,982 19,866 16,869 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 492) 3,990 -883 -1,451 -1,831 2,320 708 -14 -216 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 18.2 1.6 73.3 75.1 94.0 94.9 6.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 58 41 15 101 103 166 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 225,244 COMMITMENTS 38,480 8,711 3,045 176,329 209,618 217,854 221,374 7,390 3,870 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,794) 365 2,352 -23 1,621 -87 1,963 2,242 -169 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 3.9 1.4 78.3 93.1 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 25 14 6 59 51 85 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 783,418 COMMITMENTS 260,941 64,437 11,472 489,348 700,194 761,761 776,103 21,657 7,315 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 23,756) 9,994 -8,124 2,162 11,284 30,605 23,440 24,643 316 -887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 8.2 1.5 62.5 89.4 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 115 35 23 123 80 248 128
Updated August 12, 2016