COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 193,661 COMMITMENTS 78,845 26,971 17,781 83,005 134,485 179,631 179,237 14,030 14,424 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 5,452) 5,453 -2,618 -1,830 971 9,691 4,594 5,243 858 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 13.9 9.2 42.9 69.4 92.8 92.6 7.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 104 83 73 56 65 196 192 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,495 COMMITMENTS 1,964 3,169 251 9,646 8,990 11,861 12,410 1,634 1,085 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -3,207) -498 -3,372 -130 -2,201 810 -2,829 -2,692 -378 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 23.5 1.9 71.5 66.6 87.9 92.0 12.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 12 6 24 11 44 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 219,306 COMMITMENTS 63,838 21,307 41,909 100,289 149,847 206,036 213,063 13,270 6,243 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 5,549) 912 570 2,776 1,468 2,183 5,156 5,529 393 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 9.7 19.1 45.7 68.3 93.9 97.2 6.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 104 36 62 57 43 183 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 756,639 COMMITMENTS 240,225 75,769 72,934 365,987 560,641 679,146 709,344 77,493 47,295 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 14,328) 7,770 2,221 8,639 -7,228 -564 9,181 10,296 5,147 4,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 10.0 9.6 48.4 74.1 89.8 93.7 10.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 82 38 66 77 75 187 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 182,654 COMMITMENTS 39,485 43,017 33,935 97,622 96,713 171,042 173,665 11,612 8,989 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,589) 79 -1,695 3,685 -3,193 -267 571 1,723 1,018 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 23.6 18.6 53.4 52.9 93.6 95.1 6.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 111 104 101 132 113 300 282 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 81,495 COMMITMENTS 47,578 19,375 1,730 23,374 58,124 72,682 79,229 8,813 2,266 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 8,761) -1,471 9,201 295 10,415 227 9,239 9,723 -478 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 23.8 2.1 28.7 71.3 89.2 97.2 10.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 90 33 14 12 9 111 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,175 COMMITMENTS 46,465 80,994 2,739 304,928 272,308 354,132 356,041 18,043 16,134 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -294) 4,065 -1,870 -260 -5,039 3,100 -1,234 970 940 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 21.8 0.7 81.9 73.2 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 37 54 11 99 101 142 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 160,097 COMMITMENTS 43,769 8,650 2,843 105,158 144,432 151,770 155,925 8,327 4,172 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -2,738) -1,608 -1,487 141 -2,060 -1,256 -3,527 -2,602 789 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 5.4 1.8 65.7 90.2 94.8 97.4 5.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 19 10 3 51 52 71 64 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 507,607 COMMITMENTS 134,184 97,238 11,451 346,205 387,943 491,840 496,632 15,767 10,975 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,943) 6,794 -581 -299 -302 4,725 6,193 3,845 -4,250 -1,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 19.2 2.3 68.2 76.4 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 62 49 19 101 90 172 149
Updated October 23, 2015