COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 322,071 COMMITMENTS 97,362 10,944 73,714 133,091 228,697 304,167 313,355 17,904 8,717 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 4,700) 729 -3,231 289 2,511 8,114 3,529 5,172 1,171 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 3.4 22.9 41.3 71.0 94.4 97.3 5.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 144 51 84 77 73 261 173 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,480 COMMITMENTS 9,004 676 2,487 5,226 14,895 16,717 18,058 2,763 1,422 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 696) 1,176 91 225 -702 213 699 528 -3 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.2 3.5 12.8 26.8 76.5 85.8 92.7 14.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 37 15 13 18 20 61 43 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 235,534 COMMITMENTS 73,871 36,662 48,539 101,780 141,804 224,190 227,006 11,344 8,528 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 5,362) -131 5,136 745 4,442 -1,002 5,057 4,879 305 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 15.6 20.6 43.2 60.2 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 78 58 78 54 46 176 150 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,185,974 COMMITMENTS 354,289 34,160 281,658 454,727 824,892 1090674 1140710 95,299 45,264 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,817) -17,719 2,269 11,956 10,579 -8,123 4,815 6,101 -999 -2,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 2.9 23.7 38.3 69.6 92.0 96.2 8.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 108 47 82 92 91 234 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 215,377 COMMITMENTS 63,731 15,086 53,642 85,734 139,391 203,108 208,119 12,269 7,258 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 16,923) 7,588 -3,369 7,129 1,583 12,960 16,300 16,720 624 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 7.0 24.9 39.8 64.7 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 162 74 124 127 128 350 281 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,575 COMMITMENTS 33,819 16,985 8,374 7,499 30,291 49,692 55,650 8,883 2,925 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,705) 3,601 1,621 -1,310 -590 1,882 1,702 2,193 1,003 512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.7 29.0 14.3 12.8 51.7 84.8 95.0 15.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 74 35 25 6 11 98 56 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 339,360 COMMITMENTS 80,646 57,297 3,761 234,129 260,684 318,536 321,742 20,824 17,618 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,851) 1,597 322 -84 259 1,514 1,773 1,752 1,078 1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 16.9 1.1 69.0 76.8 93.9 94.8 6.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 57 44 13 109 102 173 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 229,097 COMMITMENTS 36,411 9,117 1,779 182,630 214,892 220,820 225,788 8,277 3,309 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -2,542) -297 532 -1,096 -1,447 -1,916 -2,840 -2,480 298 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 4.0 0.8 79.7 93.8 96.4 98.6 3.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 24 14 6 60 50 85 69 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 945,639 COMMITMENTS 289,637 46,269 23,538 603,892 853,136 917,067 922,943 28,572 22,696 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 47,073) 1,481 -1,276 8,337 35,073 30,733 44,891 37,794 2,182 9,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 4.9 2.5 63.9 90.2 97.0 97.6 3.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 114 35 27 137 83 265 132
Updated September 9, 2016