COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 29, 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 : 183,390: 85,083 20,554 10,872 72,790 142,632 168,745 174,058: 14,645 9,332
Old : 171,638: 84,372 20,823 10,328 62,710 131,531 157,410 162,682: 14,228 8,956
Other: 11,752: 1,064 84 191 10,080 11,101 11,335 11,376: 417 376
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,042: -1,333 -319 368 -472 -708 -1,437 -659: 395 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 11.2 5.9 39.7 77.8 92.0 94.9: 8.0 5.1
Old : 100.0: 49.2 12.1 6.0 36.5 76.6 91.7 94.8: 8.3 5.2
Other: 100.0: 9.1 0.7 1.6 85.8 94.5 96.5 96.8: 3.5 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 118 63 61 46 67 196 167:
Old : 271: 117 66 58 41 63 188 163:
Other: 71: 16 4 2 25 28 43 34:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 27.9 22.4 41.4 12.8 24.5 22.1 36.1
Old : 13.1 29.6 23.1 42.3 13.1 28.6 23.1 40.0
Other: 62.6 56.9 78.1 77.6 62.6 56.9 78.1 76.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 29, 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 : 14,241: 5,589 1,989 193 5,941 11,214 11,723 13,396: 2,518 845
Old : 14,238: 5,589 1,989 193 5,938 11,214 11,720 13,396: 2,518 842
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 22, 2015 :
: 59: 146 -36 -63 -237 268 -154 169: 213 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 14.0 1.4 41.7 78.7 82.3 94.1: 17.7 5.9
Old : 100.0: 39.3 14.0 1.4 41.7 78.8 82.3 94.1: 17.7 5.9
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 : 69: 30 10 6 23 13 56 26:
Old : 69: 30 10 6 22 13 55 26:
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 : 25.4 54.2 41.8 75.6 25.4 54.2 41.8 74.7
Old : 25.4 54.2 41.8 75.6 25.4 54.2 41.8 74.7
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 29, 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 : 221,804: 86,942 23,737 40,462 82,290 151,778 209,694 215,977: 12,110 5,827
Old : 184,205: 84,843 23,105 28,186 59,768 127,562 172,797 178,853: 11,408 5,352
Other: 37,599: 9,302 7,835 5,073 22,522 24,216 36,897 37,124: 702 475
: : :
: : Changes in Commitments from: December 22, 2015 :
: -2,990: -3,851 -2,246 -53 331 -262 -3,573 -2,561: 583 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 10.7 18.2 37.1 68.4 94.5 97.4: 5.5 2.6
Old : 100.0: 46.1 12.5 15.3 32.4 69.3 93.8 97.1: 6.2 2.9
Other: 100.0: 24.7 20.8 13.5 59.9 64.4 98.1 98.7: 1.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 112 38 60 53 44 192 123:
Old : 217: 110 43 58 51 43 187 120:
Other: 63: 18 10 3 28 19 48 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 : 16.9 36.6 27.6 47.0 12.4 26.0 19.4 35.2
Old : 11.7 32.4 20.5 43.9 10.8 29.9 19.2 39.1
Other: 67.0 61.7 79.9 79.6 54.1 46.5 62.7 60.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 29, 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 : 859,958: 246,059 53,997 102,341 423,281 662,039 771,681 818,377: 88,277 41,581
Old : 859,958: 246,059 53,997 102,341 423,281 662,039 771,681 818,377: 88,277 41,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -7,659: -6,041 -1,423 2,772 -2,525 -9,628 -5,794 -8,279: -1,865 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.3 11.9 49.2 77.0 89.7 95.2: 10.3 4.8
Old : 100.0: 28.6 6.3 11.9 49.2 77.0 89.7 95.2: 10.3 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 : 222: 86 34 62 80 72 194 147:
Old : 222: 86 34 62 80 72 194 147:
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 : 11.4 32.3 20.7 46.6 10.6 28.6 18.0 38.3
Old : 11.4 32.3 20.7 46.6 10.6 28.6 18.0 38.3
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 29, 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 : 172,364: 35,045 45,523 27,111 98,756 91,779 160,912 164,413: 11,452 7,951
Old : 152,427: 36,630 48,375 18,984 86,791 77,657 142,405 145,016: 10,022 7,411
Other: 19,937: 4,805 3,538 1,737 11,965 14,122 18,507 19,397: 1,430 540
: : :
: : Changes in Commitments from: December 22, 2015 :
: -813: -85 -1,055 317 -1,405 216 -1,173 -522: 360 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 26.4 15.7 57.3 53.2 93.4 95.4: 6.6 4.6
Old : 100.0: 24.0 31.7 12.5 56.9 50.9 93.4 95.1: 6.6 4.9
Other: 100.0: 24.1 17.7 8.7 60.0 70.8 92.8 97.3: 7.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 110 101 80 130 101 280 249:
Old : 362: 113 100 72 126 95 273 238:
Other: 124: 15 15 6 78 49 96 69:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 14.0 26.1 24.9 11.7 11.7 17.9 20.4
Old : 17.5 14.2 27.1 25.3 12.5 11.9 19.6 21.8
Other: 43.9 36.0 55.6 53.5 38.1 35.7 47.5 48.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 29, 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 : 64,418: 47,235 13,620 1,926 6,173 47,595 55,334 63,141: 9,084 1,277
Old : 64,418: 47,235 13,620 1,926 6,173 47,595 55,334 63,141: 9,084 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -653: -691 -899 176 166 403 -349 -320: -304 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 21.1 3.0 9.6 73.9 85.9 98.0: 14.1 2.0
Old : 100.0: 73.3 21.1 3.0 9.6 73.9 85.9 98.0: 14.1 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 : 150: 109 24 10 10 8 124 39:
Old : 150: 109 24 10 10 8 124 39:
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 : 36.6 79.9 44.5 86.0 34.5 79.9 42.5 85.6
Old : 36.6 79.9 44.5 86.0 34.5 79.9 42.5 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 29, 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 : 365,067: 42,667 92,256 2,959 302,918 255,176 348,544 350,391: 16,523 14,676
Old : 365,067: 42,667 92,256 2,959 302,918 255,176 348,544 350,391: 16,523 14,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -7,752: -995 1,392 -139 -6,966 -8,715 -8,100 -7,462: 348 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.3 0.8 83.0 69.9 95.5 96.0: 4.5 4.0
Old : 100.0: 11.7 25.3 0.8 83.0 69.9 95.5 96.0: 4.5 4.0
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 : 256: 41 56 9 91 100 136 161:
Old : 256: 41 56 9 91 100 136 161:
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 : 38.3 36.6 50.4 45.7 35.6 36.6 46.8 44.8
Old : 38.3 36.6 50.4 45.7 35.6 36.6 46.8 44.8
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 29, 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 : 167,544: 42,276 6,700 2,925 116,187 154,165 161,388 163,790: 6,156 3,754
Old : 167,544: 42,276 6,700 2,925 116,187 154,165 161,388 163,790: 6,156 3,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,955: -2,017 1,481 79 -320 -3,785 -2,258 -2,225: 303 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.0 1.7 69.3 92.0 96.3 97.8: 3.7 2.2
Old : 100.0: 25.2 4.0 1.7 69.3 92.0 96.3 97.8: 3.7 2.2
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 : 117: 18 14 2 58 46 76 62:
Old : 117: 18 14 2 58 46 76 62:
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 : 35.5 52.9 52.4 67.4 33.8 52.9 50.7 67.2
Old : 35.5 52.9 52.4 67.4 33.8 52.9 50.7 67.2
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 29, 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 : 451,239: 121,674 83,846 12,635 298,485 344,778 432,794 441,259: 18,445 9,980
Old : 451,239: 121,674 83,846 12,635 298,485 344,778 432,794 441,259: 18,445 9,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 3,671: 603 -1,771 -14 2,225 5,020 2,814 3,235: 857 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.6 2.8 66.1 76.4 95.9 97.8: 4.1 2.2
Old : 100.0: 27.0 18.6 2.8 66.1 76.4 95.9 97.8: 4.1 2.2
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 : 254: 62 59 19 98 82 173 147:
Old : 254: 62 59 19 98 82 173 147:
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 : 29.3 26.3 43.6 39.9 20.2 22.1 31.6 33.4
Old : 29.3 26.3 43.6 39.9 20.2 22.1 31.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016