COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 15, 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 : 191,929: 94,482 23,514 10,594 72,655 147,150 177,731 181,258: 14,198 10,671
Old : 181,243: 94,144 23,896 9,948 63,460 137,130 167,552 170,974: 13,691 10,269
Other: 10,686: 788 68 196 9,195 10,020 10,179 10,284: 507 402
: : :
: : Changes in Commitments from: December 8, 2015 :
: 148: -526 -2,791 2,051 -161 789 1,364 49: -1,216 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 12.3 5.5 37.9 76.7 92.6 94.4: 7.4 5.6
Old : 100.0: 51.9 13.2 5.5 35.0 75.7 92.4 94.3: 7.6 5.7
Other: 100.0: 7.4 0.6 1.8 86.0 93.8 95.3 96.2: 4.7 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 117 75 63 46 66 197 177:
Old : 281: 118 76 59 42 62 189 173:
Other: 69: 15 4 3 25 28 43 33:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 28.9 21.4 41.7 12.3 26.5 21.3 37.6
Old : 12.4 30.5 21.9 42.7 12.4 29.8 21.9 41.0
Other: 61.5 56.6 78.4 77.2 61.5 56.6 78.4 76.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 15, 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 : 15,041: 5,284 2,466 458 6,710 11,031 12,452 13,955: 2,589 1,086
Old : 15,038: 5,284 2,466 458 6,707 11,031 12,449 13,955: 2,589 1,083
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 8, 2015 :
: 73: -22 188 -33 58 -215 3 -60: 70 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 16.4 3.0 44.6 73.3 82.8 92.8: 17.2 7.2
Old : 100.0: 35.1 16.4 3.0 44.6 73.4 82.8 92.8: 17.2 7.2
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 : 70: 30 11 9 23 15 59 29:
Old : 70: 30 11 9 22 15 58 29:
Other: 2: 0 0 0 2 0 2 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 : 24.7 53.0 40.7 72.3 24.7 52.5 40.7 70.8
Old : 24.7 53.0 40.8 72.3 24.7 52.6 40.7 70.9
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 15, 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 : 237,262: 107,593 35,530 37,774 78,792 156,711 224,159 230,015: 13,103 7,247
Old : 199,343: 104,397 34,027 26,358 56,338 132,210 187,093 192,595: 12,250 6,748
Other: 37,919: 9,400 7,707 5,212 22,454 24,501 37,066 37,420: 853 499
: : :
: : Changes in Commitments from: December 8, 2015 :
: -5,299: -563 -1,560 372 -4,924 -4,270 -5,115 -5,458: -184 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 15.0 15.9 33.2 66.0 94.5 96.9: 5.5 3.1
Old : 100.0: 52.4 17.1 13.2 28.3 66.3 93.9 96.6: 6.1 3.4
Other: 100.0: 24.8 20.3 13.7 59.2 64.6 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 117 45 59 49 47 195 131:
Old : 231: 116 48 58 48 46 191 129:
Other: 59: 15 9 3 26 18 42 29:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 38.4 25.5 48.5 11.4 29.2 19.2 38.1
Old : 11.2 34.8 20.6 45.6 10.4 32.0 19.1 40.9
Other: 66.9 62.7 79.6 79.9 53.7 47.6 62.7 60.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 15, 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 : 846,065: 249,158 56,243 92,417 414,689 649,445 756,264 798,105: 89,801 47,960
Old : 846,065: 249,158 56,243 92,417 414,689 649,445 756,264 798,105: 89,801 47,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -18,663: -17,105 -4,298 -128 6,394 -15,131 -10,839 -19,557: -7,824 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 6.6 10.9 49.0 76.8 89.4 94.3: 10.6 5.7
Old : 100.0: 29.4 6.6 10.9 49.0 76.8 89.4 94.3: 10.6 5.7
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 : 223: 82 38 61 79 76 189 152:
Old : 223: 82 38 61 79 76 189 152:
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 : 12.4 32.3 22.1 46.0 11.0 28.4 19.1 38.5
Old : 12.4 32.3 22.1 46.0 11.0 28.4 19.1 38.5
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 15, 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 : 166,913: 36,278 42,523 26,090 94,084 90,303 156,452 158,916: 10,461 7,997
Old : 148,072: 37,921 45,248 18,127 82,900 77,165 138,948 140,540: 9,124 7,532
Other: 18,841: 4,503 3,421 1,817 11,184 13,138 17,504 18,376: 1,337 465
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,158: -221 1,300 -1,030 1,994 360 743 630: 415 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 25.5 15.6 56.4 54.1 93.7 95.2: 6.3 4.8
Old : 100.0: 25.6 30.6 12.2 56.0 52.1 93.8 94.9: 6.2 5.1
Other: 100.0: 23.9 18.2 9.6 59.4 69.7 92.9 97.5: 7.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 107 106 80 127 103 276 254:
Old : 363: 113 104 75 124 97 272 244:
Other: 125: 14 20 7 76 49 93 73:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 14.3 25.0 25.4 12.3 11.8 18.2 20.0
Old : 15.7 14.6 26.1 25.8 12.7 12.0 19.4 21.2
Other: 43.8 36.3 55.3 51.6 38.1 35.3 47.3 47.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 15, 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 : 71,495: 52,945 16,043 1,439 6,972 52,699 61,356 70,181: 10,139 1,314
Old : 71,495: 52,945 16,043 1,439 6,972 52,699 61,356 70,181: 10,139 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -25,303: -15,383 -1,257 -3,098 -4,982 -21,039 -23,463 -25,394: -1,840 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 22.4 2.0 9.8 73.7 85.8 98.2: 14.2 1.8
Old : 100.0: 74.1 22.4 2.0 9.8 73.7 85.8 98.2: 14.2 1.8
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 : 161: 117 23 8 11 10 131 40:
Old : 161: 117 23 8 11 10 131 40:
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 : 34.3 74.3 43.6 85.8 33.6 74.3 41.5 85.6
Old : 34.3 74.3 43.6 85.8 33.6 74.3 41.5 85.6
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 15, 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 : 411,036: 41,836 91,066 5,289 343,880 295,118 391,005 391,473: 20,031 19,563
Old : 411,036: 41,836 91,066 5,289 343,880 295,118 391,005 391,473: 20,031 19,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 27,322: -9,743 6,965 -1,743 37,674 19,232 26,188 24,454: 1,134 2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.2 1.3 83.7 71.8 95.1 95.2: 4.9 4.8
Old : 100.0: 10.2 22.2 1.3 83.7 71.8 95.1 95.2: 4.9 4.8
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 : 268: 41 56 15 109 115 159 177:
Old : 268: 41 56 15 109 115 159 177:
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 : 39.9 31.5 51.1 42.5 36.9 31.1 45.2 40.2
Old : 39.9 31.5 51.1 42.5 36.9 31.1 45.2 40.2
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 15, 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 : 194,450: 51,065 8,073 3,387 120,209 177,518 174,661 188,978: 19,789 5,472
Old : 194,450: 51,065 8,073 3,387 120,209 177,518 174,661 188,978: 19,789 5,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 17,538: 2,232 -111 291 1,552 15,434 4,075 15,614: 13,463 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.2 1.7 61.8 91.3 89.8 97.2: 10.2 2.8
Old : 100.0: 26.3 4.2 1.7 61.8 91.3 89.8 97.2: 10.2 2.8
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 : 120: 22 11 5 66 53 91 67:
Old : 120: 22 11 5 66 53 91 67:
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 : 30.7 46.9 44.4 61.5 29.2 46.3 42.8 60.4
Old : 30.7 46.9 44.4 61.5 29.2 46.3 42.8 60.4
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 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 484,138: 130,518 86,937 16,777 311,998 365,114 459,293 468,828: 24,845 15,310
Old : 484,138: 130,518 86,937 16,777 311,998 365,114 459,293 468,828: 24,845 15,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 29,279: 7,139 18,435 344 16,922 6,443 24,405 25,222: 4,874 4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.0 3.5 64.4 75.4 94.9 96.8: 5.1 3.2
Old : 100.0: 27.0 18.0 3.5 64.4 75.4 94.9 96.8: 5.1 3.2
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 : 246: 60 54 27 102 89 181 152:
Old : 246: 60 54 27 102 89 181 152:
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 : 25.8 27.3 39.1 39.8 17.7 22.1 28.4 32.3
Old : 25.8 27.3 39.1 39.8 17.7 22.1 28.4 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015