COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 180,779: 80,685 26,138 9,125 78,560 134,559 168,370 169,822: 12,409 10,957 Old : 171,535: 80,586 26,297 8,829 70,289 125,890 159,704 161,016: 11,831 10,519 Other: 9,244: 325 67 70 8,271 8,669 8,666 8,806: 578 438 : : : : : Changes in Commitments from: November 24, 2015 : : 10,260: 10,997 -5,590 -122 -1,324 17,771 9,551 12,059: 709 -1,799 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 14.5 5.0 43.5 74.4 93.1 93.9: 6.9 6.1 Old : 100.0: 47.0 15.3 5.1 41.0 73.4 93.1 93.9: 6.9 6.1 Other: 100.0: 3.5 0.7 0.8 89.5 93.8 93.7 95.3: 6.3 4.7 : : : :# Traders : Number of Traders in Each Category : All : 270: 113 69 52 48 65 188 165: Old : 270: 115 68 50 45 61 184 160: Other: 60: 10 4 2 22 27 33 32: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.4 30.8 23.1 42.7 13.4 26.6 22.7 36.7 Old : 13.9 32.4 23.9 42.9 13.9 28.9 23.9 39.2 Other: 59.9 57.5 77.5 79.8 57.3 57.0 74.8 78.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 15,604: 5,585 2,231 508 6,879 11,774 12,972 14,513: 2,632 1,091 Old : 15,603: 5,585 2,231 508 6,878 11,774 12,971 14,513: 2,632 1,090 Other: 1: 0 0 0 1 0 1 0: 0 1 : : : : : Changes in Commitments from: November 24, 2015 : : 278: -233 -159 91 647 242 505 174: -227 104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 14.3 3.3 44.1 75.5 83.1 93.0: 16.9 7.0 Old : 100.0: 35.8 14.3 3.3 44.1 75.5 83.1 93.0: 16.9 7.0 Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 30 11 8 20 13 55 28: Old : 68: 30 11 8 20 13 55 28: Other: 1: 0 0 0 1 0 1 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.1 56.3 40.9 76.0 24.1 52.8 40.9 69.4 Old : 24.1 56.3 40.9 76.0 24.1 52.8 40.9 69.4 Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 246,943: 108,179 40,439 39,537 84,864 160,659 232,580 240,635: 14,363 6,308 Old : 209,795: 105,449 39,176 27,857 62,889 136,905 196,195 203,938: 13,600 5,857 Other: 37,148: 9,156 7,689 5,254 21,975 23,754 36,385 36,697: 763 451 : : : : : Changes in Commitments from: November 24, 2015 : : 4,996: 2,147 2,885 1,902 810 1,133 4,859 5,920: 137 -924 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.8 16.4 16.0 34.4 65.1 94.2 97.4: 5.8 2.6 Old : 100.0: 50.3 18.7 13.3 30.0 65.3 93.5 97.2: 6.5 2.8 Other: 100.0: 24.6 20.7 14.1 59.2 63.9 97.9 98.8: 2.1 1.2 : : : :# Traders : Number of Traders in Each Category : All : 243: 121 49 63 50 43 206 130: Old : 241: 120 53 62 48 42 202 128: Other: 60: 17 9 4 24 19 43 30: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 37.2 25.5 46.9 12.5 27.4 19.9 36.0 Old : 12.3 33.6 21.4 44.0 12.3 29.8 20.7 38.5 Other: 67.7 64.7 79.3 81.3 55.2 48.9 63.2 61.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 863,941: 262,940 66,455 92,724 415,150 661,063 770,814 820,242: 93,127 43,699 Old : 863,941: 262,940 66,455 92,724 415,150 661,063 770,814 820,242: 93,127 43,699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2015 : : 1,974: -2,114 -4,123 788 4,146 7,644 2,820 4,309: -846 -2,335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 7.7 10.7 48.1 76.5 89.2 94.9: 10.8 5.1 Old : 100.0: 30.4 7.7 10.7 48.1 76.5 89.2 94.9: 10.8 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 228: 87 43 63 77 77 191 159: Old : 228: 87 43 63 77 77 191 159: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.0 31.9 22.0 45.5 11.0 27.8 19.4 37.9 Old : 12.0 31.9 22.0 45.5 11.0 27.8 19.4 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 172,338: 37,093 53,241 27,524 97,071 83,335 161,688 164,100: 10,650 8,238 Old : 154,854: 38,589 56,094 20,285 86,559 70,648 145,433 147,027: 9,421 7,827 Other: 17,484: 4,335 2,978 1,408 10,512 12,687 16,255 17,073: 1,229 411 : : : : : Changes in Commitments from: November 24, 2015 : : -657: -34 -988 -858 169 440 -723 -1,406: 66 749 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 30.9 16.0 56.3 48.4 93.8 95.2: 6.2 4.8 Old : 100.0: 24.9 36.2 13.1 55.9 45.6 93.9 94.9: 6.1 5.1 Other: 100.0: 24.8 17.0 8.1 60.1 72.6 93.0 97.6: 7.0 2.4 : : : :# Traders : Number of Traders in Each Category : All : 386: 121 112 84 129 102 291 266: Old : 385: 123 114 78 125 97 285 257: Other: 124: 14 19 6 72 48 89 70: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.5 14.0 24.8 24.8 12.2 11.8 18.5 20.1 Old : 15.5 14.2 26.0 25.6 12.7 11.9 19.8 21.3 Other: 43.4 38.7 54.2 53.1 37.6 38.7 48.0 49.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 95,037: 66,376 19,039 4,386 9,715 68,852 80,477 92,277: 14,560 2,760 Old : 95,037: 66,376 19,039 4,386 9,715 68,852 80,477 92,277: 14,560 2,760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2015 : : 3,844: 1,495 304 1,161 282 1,314 2,938 2,779: 906 1,065 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 20.0 4.6 10.2 72.4 84.7 97.1: 15.3 2.9 Old : 100.0: 69.8 20.0 4.6 10.2 72.4 84.7 97.1: 15.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 200: 150 28 21 14 10 177 49: Old : 200: 150 28 21 14 10 177 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.3 77.0 37.5 85.7 26.6 76.7 36.2 85.3 Old : 27.3 77.0 37.5 85.7 26.6 76.7 36.2 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 397,933: 55,462 88,591 7,644 315,074 287,352 378,180 383,587: 19,753 14,346 Old : 397,933: 55,462 88,591 7,644 315,074 287,352 378,180 383,587: 19,753 14,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2015 : : 1,852: 5,918 -2,449 1,433 -5,559 3,353 1,792 2,337: 60 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 22.3 1.9 79.2 72.2 95.0 96.4: 5.0 3.6 Old : 100.0: 13.9 22.3 1.9 79.2 72.2 95.0 96.4: 5.0 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 278: 50 57 14 104 106 160 172: Old : 278: 50 57 14 104 106 160 172: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 36.1 49.2 46.9 36.8 36.1 45.2 45.9 Old : 39.6 36.1 49.2 46.9 36.8 36.1 45.2 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 169,266: 42,735 8,112 3,090 116,978 154,614 162,803 165,816: 6,463 3,450 Old : 169,266: 42,735 8,112 3,090 116,978 154,614 162,803 165,816: 6,463 3,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2015 : : 1,349: -2,265 46 47 3,608 1,547 1,390 1,640: -41 -291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 4.8 1.8 69.1 91.3 96.2 98.0: 3.8 2.0 Old : 100.0: 25.2 4.8 1.8 69.1 91.3 96.2 98.0: 3.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 114: 20 10 3 55 51 76 63: Old : 114: 20 10 3 55 51 76 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 48.2 49.9 64.9 32.7 48.1 48.1 64.7 Old : 34.4 48.2 49.9 64.9 32.7 48.1 48.1 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 Commitments of Traders - Futures Only, December 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (MSCI EAFE INDEX X $50) : : : : All : 442,707: 121,049 58,642 14,587 293,211 358,989 428,847 432,218: 13,860 10,489 Old : 442,707: 121,049 58,642 14,587 293,211 358,989 428,847 432,218: 13,860 10,489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2015 : : -5,452: -9,545 -11,539 1,845 4,082 3,090 -3,618 -6,604: -1,834 1,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 13.2 3.3 66.2 81.1 96.9 97.6: 3.1 2.4 Old : 100.0: 27.3 13.2 3.3 66.2 81.1 96.9 97.6: 3.1 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 247: 64 44 21 100 87 176 140: Old : 247: 64 44 21 100 87 176 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.0 32.2 40.2 46.1 17.5 26.4 28.6 37.8 Old : 26.0 32.2 40.2 46.1 17.5 26.4 28.6 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2015