COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,432 COMMITMENTS 86,416 20,873 10,504 73,262 143,340 170,182 174,717 14,250 9,715 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -7,497) -8,066 -2,641 -90 607 -3,810 -7,549 -6,541 52 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 11.3 5.7 39.7 77.7 92.3 94.7 7.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 120 63 63 46 67 199 170 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,182 COMMITMENTS 5,443 2,025 256 6,178 10,946 11,877 13,227 2,305 955 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -859) 159 -441 -202 -532 -85 -575 -728 -284 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 14.3 1.8 43.6 77.2 83.7 93.3 16.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 30 11 8 23 13 57 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 224,794 COMMITMENTS 90,793 25,983 40,515 81,959 152,040 213,267 218,538 11,527 6,256 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -12,468) -16,800 -9,547 2,741 3,167 -4,671 -10,892 -11,477 -1,576 -991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 11.6 18.0 36.5 67.6 94.9 97.2 5.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 110 44 62 51 44 190 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 867,617 COMMITMENTS 252,100 55,420 99,569 425,806 671,667 777,475 826,656 90,142 40,961 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 21,552) 2,942 -823 7,152 11,117 22,222 21,211 28,551 341 -6,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 6.4 11.5 49.1 77.4 89.6 95.3 10.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 83 37 63 79 72 192 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,177 COMMITMENTS 35,130 46,578 26,794 100,161 91,563 162,085 164,935 11,092 8,242 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 6,264) -1,148 4,055 704 6,077 1,260 5,633 6,019 631 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 26.9 15.5 57.8 52.9 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 110 105 80 133 102 284 254 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,071 COMMITMENTS 47,926 14,519 1,750 6,007 47,192 55,683 63,461 9,388 1,610 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,424) -5,019 -1,524 311 -965 -5,507 -5,673 -6,720 -751 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.7 22.3 2.7 9.2 72.5 85.6 97.5 14.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 110 21 9 9 9 122 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,819 COMMITMENTS 43,662 90,864 3,098 309,884 263,891 356,644 357,853 16,175 14,966 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -38,217) 1,826 -202 -2,191 -33,996 -31,227 -34,361 -33,620 -3,856 -4,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 24.4 0.8 83.1 70.8 95.7 96.0 4.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 40 53 8 95 102 139 159 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 169,499 COMMITMENTS 44,293 5,219 2,846 116,507 157,950 163,646 166,015 5,853 3,484 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -24,951) -6,772 -2,854 -541 -3,702 -19,568 -11,015 -22,963 -13,936 -1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 3.1 1.7 68.7 93.2 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 18 11 3 58 45 77 58 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 447,568 COMMITMENTS 121,071 85,617 12,649 296,260 339,758 429,980 438,024 17,588 9,544 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -36,570) -9,447 -1,320 -4,128 -15,738 -25,356 -29,313 -30,804 -7,257 -5,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 19.1 2.8 66.2 75.9 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 62 55 19 91 84 166 145
Updated December 25, 2015