COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 349,432 COMMITMENTS 111,392 14,752 83,360 136,429 241,823 331,180 339,934 18,252 9,498 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 12,643) 9,959 2,139 2,544 -297 7,327 12,206 12,010 437 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 4.2 23.9 39.0 69.2 94.8 97.3 5.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 162 54 88 77 77 277 188 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,589 COMMITMENTS 10,275 1,209 3,746 4,499 14,981 18,520 19,937 3,069 1,652 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 717) 401 35 378 49 214 828 627 -111 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 5.6 17.4 20.8 69.4 85.8 92.3 14.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 43 17 15 18 22 66 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 263,970 COMMITMENTS 69,745 46,309 52,316 130,410 156,121 252,472 254,746 11,498 9,224 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,733) 4,338 -689 -1,287 2,960 8,538 6,012 6,563 -279 -830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 17.5 19.8 49.4 59.1 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 91 60 82 57 50 186 163 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,090,223 COMMITMENTS 374,381 22,998 226,737 386,965 795,581 988,083 1045315 102,140 44,907 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -24,695) 4,020 -225 -394 -25,953 -25,859 -22,327 -26,478 -2,368 1,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 2.1 20.8 35.5 73.0 90.6 95.9 9.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 113 33 70 79 78 216 162 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 225,155 COMMITMENTS 67,605 20,274 54,009 91,356 144,191 212,971 218,473 12,184 6,682 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 3,818) -1,566 929 -638 5,879 4,401 3,675 4,692 143 -874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 9.0 24.0 40.6 64.0 94.6 97.0 5.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 155 89 142 133 129 363 298 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,879 COMMITMENTS 31,347 19,219 4,515 7,475 24,854 43,337 48,589 7,542 2,290 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,503) 933 3,146 901 220 -1,531 2,054 2,515 449 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.6 37.8 8.9 14.7 48.8 85.2 95.5 14.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 70 37 22 7 9 94 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 330,486 COMMITMENTS 70,340 58,782 9,278 229,575 247,691 309,193 315,751 21,293 14,735 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 7,437) 1,482 -2,273 1,634 3,224 6,743 6,340 6,104 1,097 1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 17.8 2.8 69.5 74.9 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 52 47 22 94 101 156 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 210,580 COMMITMENTS 37,496 12,593 2,338 162,432 191,782 202,266 206,713 8,314 3,867 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,409) -247 614 -2 1,712 1,013 1,463 1,625 -54 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 6.0 1.1 77.1 91.1 96.1 98.2 3.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 18 13 5 57 50 76 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 850,885 COMMITMENTS 281,434 58,654 13,100 534,693 770,160 829,227 841,914 21,658 8,971 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 36,616) 4,397 -327 256 30,483 37,771 35,136 37,700 1,480 -1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 6.9 1.5 62.8 90.5 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 107 36 21 131 82 248 129
Updated September 30, 2016