COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 219,812: 79,170 24,832 32,009 95,111 151,274 206,290 208,116: 13,522 11,696
Old : 209,101: 79,152 24,948 31,167 85,883 141,767 196,201 197,882: 12,899 11,219
Other: 10,711: 167 34 693 9,228 9,507 10,089 10,234: 623 478
: : :
: : Changes in Commitments from: November 24, 2015 :
: 13,273: 12,559 -6,087 1,068 -1,150 20,122 12,477 15,103: 796 -1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 11.3 14.6 43.3 68.8 93.8 94.7: 6.2 5.3
Old : 100.0: 37.9 11.9 14.9 41.1 67.8 93.8 94.6: 6.2 5.4
Other: 100.0: 1.6 0.3 6.5 86.2 88.8 94.2 95.5: 5.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 118 74 72 62 72 218 185:
Old : 284: 119 74 72 59 70 215 183:
Other: 69: 11 7 8 27 31 42 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 29.4 21.6 40.0 11.3 22.6 19.1 31.0
Old : 12.7 30.7 21.7 40.1 11.5 24.2 20.0 32.4
Other: 52.5 50.8 67.8 72.4 49.4 50.8 64.6 68.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 19,424: 5,447 1,480 3,084 8,168 13,632 16,699 18,196: 2,724 1,228
Old : 19,423: 5,447 1,480 3,084 8,167 13,632 16,698 18,196: 2,724 1,227
Other: 1: 0 0 0 1 0 1 0: 0 1
: : :
: : Changes in Commitments from: November 24, 2015 :
: 119: -266 -27 -17 635 63 352 19: -233 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 7.6 15.9 42.1 70.2 86.0 93.7: 14.0 6.3
Old : 100.0: 28.0 7.6 15.9 42.0 70.2 86.0 93.7: 14.0 6.3
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 30 15 13 23 15 63 34:
Old : 73: 30 15 13 23 15 63 34:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 51.7 35.2 69.9 19.4 45.3 32.9 58.4
Old : 20.3 51.7 35.2 69.9 19.4 45.3 32.9 58.4
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 298,806: 106,513 38,789 69,083 108,546 184,054 284,142 291,926: 14,664 6,880
Old : 260,694: 103,301 37,325 57,126 86,366 159,814 246,793 254,265: 13,901 6,429
Other: 38,112: 8,850 7,103 6,319 22,180 24,240 37,349 37,661: 763 451
: : :
: : Changes in Commitments from: November 24, 2015 :
: 5,067: 2,202 2,565 2,126 660 1,254 4,987 5,944: 80 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 13.0 23.1 36.3 61.6 95.1 97.7: 4.9 2.3
Old : 100.0: 39.6 14.3 21.9 33.1 61.3 94.7 97.5: 5.3 2.5
Other: 100.0: 23.2 18.6 16.6 58.2 63.6 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 122 55 78 52 45 218 144:
Old : 248: 120 60 77 50 44 214 142:
Other: 60: 17 9 9 25 22 47 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 34.1 26.3 43.4 10.4 21.2 16.4 28.5
Old : 15.4 30.9 23.8 41.1 9.9 22.2 16.5 29.5
Other: 66.0 63.4 77.3 80.4 53.8 47.8 61.6 61.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 1,169,854: 277,378 42,884 274,502 518,082 801,753 1,069,962 1,119,139: 99,891 50,715
Old : 1,169,854: 277,378 42,884 274,502 518,082 801,753 1,069,962 1,119,139: 99,891 50,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 15,682: -774 -5,408 9,814 6,429 13,193 15,469 17,599: 214 -1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.7 23.5 44.3 68.5 91.5 95.7: 8.5 4.3
Old : 100.0: 23.7 3.7 23.5 44.3 68.5 91.5 95.7: 8.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 95 40 81 86 85 213 178:
Old : 235: 95 40 81 86 85 213 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 26.4 20.7 38.7 8.0 22.1 14.3 29.7
Old : 12.3 26.4 20.7 38.7 8.0 22.1 14.3 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 199,938: 34,809 52,155 47,246 106,554 91,935 188,609 191,337: 11,329 8,601
Old : 180,618: 35,414 54,809 39,724 95,388 77,896 170,525 172,429: 10,093 8,189
Other: 19,320: 4,600 2,551 2,317 11,166 14,039 18,084 18,907: 1,236 412
: : :
: : Changes in Commitments from: November 24, 2015 :
: -1,050: -275 -608 -1,260 407 67 -1,128 -1,801: 78 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.1 23.6 53.3 46.0 94.3 95.7: 5.7 4.3
Old : 100.0: 19.6 30.3 22.0 52.8 43.1 94.4 95.5: 5.6 4.5
Other: 100.0: 23.8 13.2 12.0 57.8 72.7 93.6 97.9: 6.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 138 116 112 134 112 321 297:
Old : 406: 133 122 108 130 109 316 291:
Other: 126: 20 15 15 72 49 96 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 13.0 22.8 22.3 10.5 10.2 16.2 17.3
Old : 14.5 13.2 23.6 23.0 10.9 10.2 17.3 18.2
Other: 39.5 36.9 50.7 51.8 34.0 35.1 42.5 47.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 95,421: 66,352 19,280 4,487 9,955 68,875 80,794 92,642: 14,627 2,780
Old : 95,421: 66,352 19,280 4,487 9,955 68,875 80,794 92,642: 14,627 2,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 3,931: 1,469 375 1,196 363 1,304 3,028 2,874: 903 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 20.2 4.7 10.4 72.2 84.7 97.1: 15.3 2.9
Old : 100.0: 69.5 20.2 4.7 10.4 72.2 84.7 97.1: 15.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 151 27 22 15 10 178 50:
Old : 200: 151 27 22 15 10 178 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 76.7 37.3 85.4 26.5 76.3 36.1 84.7
Old : 27.2 76.7 37.3 85.4 26.5 76.3 36.1 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 398,381: 55,462 88,557 7,750 315,254 287,498 378,466 383,806: 19,915 14,576
Old : 398,381: 55,462 88,557 7,750 315,254 287,498 378,466 383,806: 19,915 14,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,916: 5,918 -2,474 1,438 -5,473 3,486 1,883 2,449: 33 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 22.2 1.9 79.1 72.2 95.0 96.3: 5.0 3.7
Old : 100.0: 13.9 22.2 1.9 79.1 72.2 95.0 96.3: 5.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 50 57 14 105 106 161 172:
Old : 278: 50 57 14 105 106 161 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 36.1 49.2 46.9 36.8 36.1 45.2 45.8
Old : 39.6 36.1 49.2 46.9 36.8 36.1 45.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 169,266: 42,735 8,112 3,090 116,978 154,614 162,803 165,816: 6,463 3,450
Old : 169,266: 42,735 8,112 3,090 116,978 154,614 162,803 165,816: 6,463 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 1,349: -2,265 46 47 3,608 1,547 1,390 1,640: -41 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.8 1.8 69.1 91.3 96.2 98.0: 3.8 2.0
Old : 100.0: 25.2 4.8 1.8 69.1 91.3 96.2 98.0: 3.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 20 10 3 55 51 76 63:
Old : 114: 20 10 3 55 51 76 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 48.2 49.9 64.9 32.7 48.1 48.1 64.7
Old : 34.4 48.2 49.9 64.9 32.7 48.1 48.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 442,707: 121,049 58,642 14,587 293,211 358,989 428,847 432,218: 13,860 10,489
Old : 442,707: 121,049 58,642 14,587 293,211 358,989 428,847 432,218: 13,860 10,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: -5,452: -9,545 -11,539 1,845 4,082 3,090 -3,618 -6,604: -1,834 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.2 3.3 66.2 81.1 96.9 97.6: 3.1 2.4
Old : 100.0: 27.3 13.2 3.3 66.2 81.1 96.9 97.6: 3.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 64 44 21 100 87 176 140:
Old : 247: 64 44 21 100 87 176 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 32.2 40.2 46.1 17.5 26.4 28.6 37.8
Old : 26.0 32.2 40.2 46.1 17.5 26.4 28.6 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2015