COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 183,390 COMMITMENTS 85,083 20,554 10,872 72,790 142,632 168,745 174,058 14,645 9,332 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,042) -1,333 -319 368 -472 -708 -1,437 -659 395 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 11.2 5.9 39.7 77.8 92.0 94.9 8.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 118 63 61 46 67 196 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,241 COMMITMENTS 5,589 1,989 193 5,941 11,214 11,723 13,396 2,518 845 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 59) 146 -36 -63 -237 268 -154 169 213 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 14.0 1.4 41.7 78.7 82.3 94.1 17.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 30 10 6 23 13 56 26 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 221,804 COMMITMENTS 86,942 23,737 40,462 82,290 151,778 209,694 215,977 12,110 5,827 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,990) -3,851 -2,246 -53 331 -262 -3,573 -2,561 583 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 10.7 18.2 37.1 68.4 94.5 97.4 5.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 112 38 60 53 44 192 123 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 859,958 COMMITMENTS 246,059 53,997 102,341 423,281 662,039 771,681 818,377 88,277 41,581 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,659) -6,041 -1,423 2,772 -2,525 -9,628 -5,794 -8,279 -1,865 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 6.3 11.9 49.2 77.0 89.7 95.2 10.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 86 34 62 80 72 194 147 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 172,364 COMMITMENTS 35,045 45,523 27,111 98,756 91,779 160,912 164,413 11,452 7,951 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -813) -85 -1,055 317 -1,405 216 -1,173 -522 360 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 26.4 15.7 57.3 53.2 93.4 95.4 6.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 110 101 80 130 101 280 249 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,418 COMMITMENTS 47,235 13,620 1,926 6,173 47,595 55,334 63,141 9,084 1,277 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -653) -691 -899 176 166 403 -349 -320 -304 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.3 21.1 3.0 9.6 73.9 85.9 98.0 14.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 109 24 10 10 8 124 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 365,067 COMMITMENTS 42,667 92,256 2,959 302,918 255,176 348,544 350,391 16,523 14,676 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,752) -995 1,392 -139 -6,966 -8,715 -8,100 -7,462 348 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 25.3 0.8 83.0 69.9 95.5 96.0 4.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 41 56 9 91 100 136 161 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 167,544 COMMITMENTS 42,276 6,700 2,925 116,187 154,165 161,388 163,790 6,156 3,754 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,955) -2,017 1,481 79 -320 -3,785 -2,258 -2,225 303 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 4.0 1.7 69.3 92.0 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 18 14 2 58 46 76 62 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 451,239 COMMITMENTS 121,674 83,846 12,635 298,485 344,778 432,794 441,259 18,445 9,980 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 3,671) 603 -1,771 -14 2,225 5,020 2,814 3,235 857 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 18.6 2.8 66.1 76.4 95.9 97.8 4.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 62 59 19 98 82 173 147
Updated January 1, 2016