COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,779 COMMITMENTS 80,685 26,138 9,125 78,560 134,559 168,370 169,822 12,409 10,957 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 10,260) 10,997 -5,590 -122 -1,324 17,771 9,551 12,059 709 -1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 14.5 5.0 43.5 74.4 93.1 93.9 6.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 113 69 52 48 65 188 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,604 COMMITMENTS 5,585 2,231 508 6,879 11,774 12,972 14,513 2,632 1,091 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 278) -233 -159 91 647 242 505 174 -227 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 14.3 3.3 44.1 75.5 83.1 93.0 16.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 30 11 8 20 13 55 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 246,943 COMMITMENTS 108,179 40,439 39,537 84,864 160,659 232,580 240,635 14,363 6,308 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 4,996) 2,147 2,885 1,902 810 1,133 4,859 5,920 137 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 16.4 16.0 34.4 65.1 94.2 97.4 5.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 121 49 63 50 43 206 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 863,941 COMMITMENTS 262,940 66,455 92,724 415,150 661,063 770,814 820,242 93,127 43,699 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,974) -2,114 -4,123 788 4,146 7,644 2,820 4,309 -846 -2,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 7.7 10.7 48.1 76.5 89.2 94.9 10.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 87 43 63 77 77 191 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 172,338 COMMITMENTS 37,093 53,241 27,524 97,071 83,335 161,688 164,100 10,650 8,238 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -657) -34 -988 -858 169 440 -723 -1,406 66 749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 30.9 16.0 56.3 48.4 93.8 95.2 6.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 121 112 84 129 102 291 266 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 95,037 COMMITMENTS 66,376 19,039 4,386 9,715 68,852 80,477 92,277 14,560 2,760 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,844) 1,495 304 1,161 282 1,314 2,938 2,779 906 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.8 20.0 4.6 10.2 72.4 84.7 97.1 15.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 150 28 21 14 10 177 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 397,933 COMMITMENTS 55,462 88,591 7,644 315,074 287,352 378,180 383,587 19,753 14,346 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,852) 5,918 -2,449 1,433 -5,559 3,353 1,792 2,337 60 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 22.3 1.9 79.2 72.2 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 50 57 14 104 106 160 172 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 169,266 COMMITMENTS 42,735 8,112 3,090 116,978 154,614 162,803 165,816 6,463 3,450 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,349) -2,265 46 47 3,608 1,547 1,390 1,640 -41 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 4.8 1.8 69.1 91.3 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 20 10 3 55 51 76 63 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 442,707 COMMITMENTS 121,049 58,642 14,587 293,211 358,989 428,847 432,218 13,860 10,489 CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -5,452) -9,545 -11,539 1,845 4,082 3,090 -3,618 -6,604 -1,834 1,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 13.2 3.3 66.2 81.1 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 64 44 21 100 87 176 140
Updated December 4, 2015