COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 317,371 COMMITMENTS 96,632 14,175 73,425 130,580 220,582 300,638 308,182 16,733 9,189 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -844) -4,001 151 -992 5,451 -929 458 -1,770 -1,302 926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 4.5 23.1 41.1 69.5 94.7 97.1 5.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 146 54 83 75 74 259 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 18,784 COMMITMENTS 7,827 585 2,262 5,928 14,682 16,018 17,530 2,767 1,254 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 10) 518 18 -255 -432 211 -168 -25 178 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 3.1 12.0 31.6 78.2 85.3 93.3 14.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 34 14 11 18 20 58 39 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 230,172 COMMITMENTS 74,001 31,526 47,794 97,338 142,806 219,133 222,126 11,039 8,046 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -9,018) -2,151 2,519 -4,089 -3,144 -8,568 -9,384 -10,138 366 1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 13.7 20.8 42.3 62.0 95.2 96.5 4.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 86 56 74 52 45 176 149 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,182,157 COMMITMENTS 372,008 31,892 269,702 444,149 833,015 1085859 1134609 96,298 47,548 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,592) 3,004 978 -623 3,002 2,895 5,383 3,249 -1,791 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 2.7 22.8 37.6 70.5 91.9 96.0 8.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 111 41 81 88 88 232 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 198,454 COMMITMENTS 56,143 18,454 46,513 84,152 126,431 186,808 191,399 11,646 7,055 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,224) -3,809 -3,890 2,960 2,662 2,107 1,813 1,177 -589 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 9.3 23.4 42.4 63.7 94.1 96.4 5.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 140 80 127 126 123 331 280 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,870 COMMITMENTS 30,218 15,364 9,684 8,088 28,409 47,990 53,458 7,880 2,413 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -2,201) -3,526 -2,547 1,055 237 -177 -2,234 -1,669 33 -532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.1 27.5 17.3 14.5 50.8 85.9 95.7 14.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 78 30 20 8 10 98 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 336,509 COMMITMENTS 79,049 56,974 3,845 233,870 259,171 316,763 319,990 19,746 16,519 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,404) 5,573 -544 -741 -3,368 3,467 1,464 2,183 -60 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 16.9 1.1 69.5 77.0 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 55 42 12 103 106 163 155 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 231,639 COMMITMENTS 36,708 8,585 2,875 184,077 216,808 223,660 228,268 7,979 3,371 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,811) -4,020 -112 -209 5,404 2,651 1,175 2,330 636 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 3.7 1.2 79.5 93.6 96.6 98.5 3.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 23 13 6 61 51 85 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 898,566 COMMITMENTS 288,156 47,545 15,201 568,819 822,403 872,176 885,149 26,390 13,417 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 36,305) 9,893 -10,563 2,727 20,722 40,354 33,342 32,518 2,963 3,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 5.3 1.7 63.3 91.5 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 112 35 24 135 81 259 128
Updated September 2, 2016