COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 198,356 COMMITMENTS 78,164 28,190 20,421 85,378 136,088 183,963 184,699 14,393 13,657 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,695) -681 1,219 2,640 2,373 1,603 4,332 5,462 363 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 14.2 10.3 43.0 68.6 92.7 93.1 7.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 99 79 67 58 66 189 189 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,587 COMMITMENTS 2,328 3,080 364 8,852 9,095 11,544 12,539 2,043 1,048 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 92) 364 -89 113 -794 105 -317 129 409 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 22.7 2.7 65.2 66.9 85.0 92.3 15.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 14 6 24 11 47 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 220,893 COMMITMENTS 63,502 21,178 41,282 102,757 151,445 207,541 213,905 13,352 6,988 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,587) -336 -129 -627 2,468 1,598 1,505 842 82 745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 9.6 18.7 46.5 68.6 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 106 31 63 58 45 188 125 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 801,494 COMMITMENTS 248,315 76,330 77,329 394,844 600,724 720,488 754,383 81,006 47,111 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 44,855) 8,090 561 4,395 28,857 40,083 41,342 45,039 3,513 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 9.5 9.6 49.3 75.0 89.9 94.1 10.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 88 34 69 80 76 192 161 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 195,212 COMMITMENTS 38,752 50,854 38,338 105,878 97,064 182,968 186,256 12,244 8,956 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 12,558) -733 7,837 4,403 8,256 351 11,926 12,591 632 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 26.1 19.6 54.2 49.7 93.7 95.4 6.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 120 115 110 136 110 319 290 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 75,389 COMMITMENTS 49,047 14,356 2,240 14,365 57,028 65,652 73,624 9,737 1,765 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -6,106) 1,469 -5,019 510 -9,009 -1,096 -7,030 -5,605 924 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 19.0 3.0 19.1 75.6 87.1 97.7 12.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 112 18 13 13 8 133 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 378,849 COMMITMENTS 44,409 85,856 2,570 316,620 276,636 363,599 365,062 15,250 13,787 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 6,674) -2,056 4,862 -169 11,692 4,328 9,467 9,021 -2,793 -2,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 22.7 0.7 83.6 73.0 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 43 59 13 99 104 148 170 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 156,113 COMMITMENTS 42,473 8,591 2,876 103,506 141,110 148,855 152,577 7,258 3,536 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -3,984) -1,296 -59 33 -1,652 -3,322 -2,915 -3,348 -1,069 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 5.5 1.8 66.3 90.4 95.4 97.7 4.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 18 9 3 54 51 73 62 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 502,765 COMMITMENTS 135,471 80,213 10,981 340,198 400,127 486,650 491,321 16,115 11,444 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -4,842) 1,287 -17,025 -470 -6,007 12,184 -5,190 -5,311 348 469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 16.0 2.2 67.7 79.6 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 69 43 17 97 87 175 138
Updated October 30, 2015