COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,136 COMMITMENTS 67,277 41,556 17,492 85,100 107,338 169,869 166,386 12,267 15,750 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 4,718) -3,226 10,467 1,842 6,414 -10,681 5,030 1,628 -312 3,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 22.8 9.6 46.7 58.9 93.3 91.4 6.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 99 88 63 52 62 177 191 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,954 COMMITMENTS 2,959 3,221 253 8,057 8,137 11,269 11,611 1,685 1,343 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 370) 0 727 -23 353 -772 330 -68 40 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 24.9 2.0 62.2 62.8 87.0 89.6 13.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 24 14 6 24 8 48 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 213,628 COMMITMENTS 77,935 24,700 32,816 88,973 149,732 199,724 207,248 13,904 6,380 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 19,807) 3,007 2,009 7,119 8,630 10,030 18,756 19,158 1,051 649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 11.6 15.4 41.6 70.1 93.5 97.0 6.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 113 41 56 57 50 196 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 770,935 COMMITMENTS 215,916 170,101 70,164 418,946 464,166 705,026 704,431 65,909 66,504 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -10,074) 3,151 14,106 -4,268 4,350 -24,317 3,233 -14,479 -13,307 4,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 22.1 9.1 54.3 60.2 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 72 61 66 84 73 188 174 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 193,509 COMMITMENTS 40,960 65,735 29,603 110,568 89,208 181,131 184,546 12,378 8,963 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,252) 559 1,907 2,191 1,853 1,297 4,603 5,395 649 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 34.0 15.3 57.1 46.1 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 107 125 100 136 106 294 294 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,333 COMMITMENTS 51,474 10,686 1,363 6,081 54,560 58,918 66,609 9,415 1,724 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,042) 1,613 579 -5 51 2,214 1,659 2,788 1,383 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 15.6 2.0 8.9 79.8 86.2 97.5 13.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 109 25 8 10 8 123 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,619 COMMITMENTS 42,861 70,569 4,665 309,898 280,369 357,424 355,603 15,195 17,016 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -43,678) 6,176 -542 -78 -36,344 -32,244 -30,246 -32,864 -13,432 -10,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 18.9 1.3 83.2 75.2 95.9 95.4 4.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 31 68 10 95 106 133 177 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 149,536 COMMITMENTS 44,212 8,678 2,879 95,624 133,937 142,715 145,494 6,821 4,042 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -15,433) 2,686 5,294 -7,785 -9,289 -12,000 -14,388 -14,491 -1,045 -942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 5.8 1.9 63.9 89.6 95.4 97.3 4.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 18 8 3 54 52 72 63 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 475,415 COMMITMENTS 122,165 103,634 10,072 330,271 348,166 462,508 461,872 12,907 13,543 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -48,071) -2,181 7,856 -7,532 -32,343 -53,933 -42,056 -53,609 -6,015 5,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 21.8 2.1 69.5 73.2 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 60 52 20 87 87 157 149
Updated September 25, 2015