COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 170,519 COMMITMENTS 69,688 31,728 9,247 79,884 116,788 158,819 157,763 11,700 12,756 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -5,878) -2,672 2,720 -2,109 1,116 -7,168 -3,665 -6,557 -2,213 679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 18.6 5.4 46.8 68.5 93.1 92.5 6.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 100 82 51 47 60 172 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,326 COMMITMENTS 5,818 2,390 417 6,232 11,532 12,467 14,339 2,859 987 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -210) 215 -284 -89 -466 97 -340 -276 130 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 15.6 2.7 40.7 75.2 81.3 93.6 18.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 29 11 8 21 14 54 29 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 241,947 COMMITMENTS 106,032 37,554 37,635 84,054 159,526 227,721 234,715 14,226 7,232 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,247) 6,204 5,465 -413 2,086 2,410 7,877 7,462 370 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 15.5 15.6 34.7 65.9 94.1 97.0 5.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 118 44 55 53 45 202 122 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 861,967 COMMITMENTS 265,054 70,578 91,936 411,004 653,419 767,994 815,933 93,973 46,034 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 23,886) 18,336 -3,130 5,638 -5,620 24,452 18,354 26,960 5,532 -3,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 8.2 10.7 47.7 75.8 89.1 94.7 10.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 86 43 61 78 77 191 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 172,995 COMMITMENTS 37,127 54,229 28,382 96,902 82,895 162,411 165,506 10,584 7,489 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -13,054) -1,255 -9,661 -1,867 -8,623 -724 -11,745 -12,252 -1,309 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 31.3 16.4 56.0 47.9 93.9 95.7 6.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 123 109 85 131 103 302 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 91,193 COMMITMENTS 64,881 18,735 3,225 9,433 67,538 77,539 89,498 13,654 1,695 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,201) -815 -434 1,122 963 1,102 1,270 1,790 -69 -589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 20.5 3.5 10.3 74.1 85.0 98.1 15.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 136 28 19 12 8 161 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 396,081 COMMITMENTS 49,544 91,040 6,211 320,633 283,999 376,388 381,250 19,693 14,831 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,636) 7,380 3,553 10 -885 6,457 6,505 10,020 1,131 -2,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 23.0 1.6 81.0 71.7 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 45 60 16 101 107 153 177 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 167,917 COMMITMENTS 45,000 8,066 3,043 113,370 153,067 161,413 164,176 6,504 3,741 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,924) 1,201 131 -26 1,649 2,557 2,824 2,662 100 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 4.8 1.8 67.5 91.2 96.1 97.8 3.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 20 10 3 54 52 75 64 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 448,159 COMMITMENTS 130,594 70,181 12,742 289,129 355,899 432,465 438,822 15,694 9,337 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,821) 329 1,981 -643 1,879 3,241 1,565 4,579 1,256 -1,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 15.7 2.8 64.5 79.4 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 66 49 19 104 84 183 139
Updated November 30, 2015