COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 191,929 COMMITMENTS 94,482 23,514 10,594 72,655 147,150 177,731 181,258 14,198 10,671 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 148) -526 -2,791 2,051 -161 789 1,364 49 -1,216 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 12.3 5.5 37.9 76.7 92.6 94.4 7.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 117 75 63 46 66 197 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,041 COMMITMENTS 5,284 2,466 458 6,710 11,031 12,452 13,955 2,589 1,086 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 73) -22 188 -33 58 -215 3 -60 70 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 16.4 3.0 44.6 73.3 82.8 92.8 17.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 30 11 9 23 15 59 29 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 237,262 COMMITMENTS 107,593 35,530 37,774 78,792 156,711 224,159 230,015 13,103 7,247 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,299) -563 -1,560 372 -4,924 -4,270 -5,115 -5,458 -184 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 15.0 15.9 33.2 66.0 94.5 96.9 5.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 117 45 59 49 47 195 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 846,065 COMMITMENTS 249,158 56,243 92,417 414,689 649,445 756,264 798,105 89,801 47,960 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -18,663) -17,105 -4,298 -128 6,394 -15,131 -10,839 -19,557 -7,824 894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 6.6 10.9 49.0 76.8 89.4 94.3 10.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 82 38 61 79 76 189 152 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 166,913 COMMITMENTS 36,278 42,523 26,090 94,084 90,303 156,452 158,916 10,461 7,997 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,158) -221 1,300 -1,030 1,994 360 743 630 415 528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 25.5 15.6 56.4 54.1 93.7 95.2 6.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 107 106 80 127 103 276 254 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 71,495 COMMITMENTS 52,945 16,043 1,439 6,972 52,699 61,356 70,181 10,139 1,314 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -25,303) -15,383 -1,257 -3,098 -4,982 -21,039 -23,463 -25,394 -1,840 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 22.4 2.0 9.8 73.7 85.8 98.2 14.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 117 23 8 11 10 131 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 411,036 COMMITMENTS 41,836 91,066 5,289 343,880 295,118 391,005 391,473 20,031 19,563 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 27,322) -9,743 6,965 -1,743 37,674 19,232 26,188 24,454 1,134 2,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 22.2 1.3 83.7 71.8 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 41 56 15 109 115 159 177 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 194,450 COMMITMENTS 51,065 8,073 3,387 120,209 177,518 174,661 188,978 19,789 5,472 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 17,538) 2,232 -111 291 1,552 15,434 4,075 15,614 13,463 1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 4.2 1.7 61.8 91.3 89.8 97.2 10.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 22 11 5 66 53 91 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/15/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 484,138 COMMITMENTS 130,518 86,937 16,777 311,998 365,114 459,293 468,828 24,845 15,310 CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 29,279) 7,139 18,435 344 16,922 6,443 24,405 25,222 4,874 4,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 18.0 3.5 64.4 75.4 94.9 96.8 5.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 60 54 27 102 89 181 152
Updated December 18, 2015