COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 235,880: 93,861 24,387 33,576 91,814 166,284 219,251 224,246: 16,629 11,635
Old : 224,316: 93,835 24,539 32,653 81,911 155,988 208,399 213,179: 15,917 11,137
Other: 11,565: 194 15 755 9,903 10,296 10,852 11,066: 712 498
: : :
: : Changes in Commitments from: December 1, 2015 :
: 16,068: 14,692 -446 1,566 -3,297 15,009 12,961 16,130: 3,107 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.3 14.2 38.9 70.5 93.0 95.1: 7.0 4.9
Old : 100.0: 41.8 10.9 14.6 36.5 69.5 92.9 95.0: 7.1 5.0
Other: 100.0: 1.7 0.1 6.5 85.6 89.0 93.8 95.7: 6.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 125 76 75 66 75 229 194:
Old : 296: 127 77 75 63 73 226 192:
Other: 75: 13 7 10 30 31 47 44:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 28.8 18.7 39.0 9.9 23.4 17.2 31.9
Old : 10.5 30.2 18.8 39.5 9.9 25.4 17.8 33.8
Other: 53.9 48.1 70.5 71.0 53.9 48.1 69.6 65.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 18,946: 5,254 1,505 3,194 7,871 13,163 16,318 17,862: 2,627 1,084
Old : 18,939: 5,254 1,505 3,194 7,870 13,163 16,317 17,862: 2,621 1,077
Other: 7: 0 0 0 1 0 1 0: 6 7
: : :
: : Changes in Commitments from: December 1, 2015 :
: -478: -193 26 110 -297 -469 -381 -334: -97 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 7.9 16.9 41.5 69.5 86.1 94.3: 13.9 5.7
Old : 100.0: 27.7 7.9 16.9 41.6 69.5 86.2 94.3: 13.8 5.7
Other: 100.0: 0.0 0.0 0.0 14.3 0.0 14.3 0.0: 85.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 32 14 13 24 17 64 36:
Old : 74: 32 14 13 24 17 64 36:
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 : 19.7 49.8 34.1 68.9 19.7 46.0 32.4 59.8
Old : 19.7 49.8 34.1 68.9 19.7 46.1 32.4 59.8
Other: 14.3 0.0 14.3 0.0 14.3 0.0 14.3 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 291,306: 105,900 35,866 65,471 105,649 182,427 277,020 283,764: 14,287 7,543
Old : 252,599: 102,236 34,702 53,578 83,277 157,255 239,092 245,535: 13,507 7,064
Other: 38,708: 9,284 6,784 6,272 22,372 25,172 37,928 38,229: 780 479
: : :
: : Changes in Commitments from: December 1, 2015 :
: -7,499: -613 -2,923 -3,612 -2,897 -1,628 -7,122 -8,163: -377 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 12.3 22.5 36.3 62.6 95.1 97.4: 4.9 2.6
Old : 100.0: 40.5 13.7 21.2 33.0 62.3 94.7 97.2: 5.3 2.8
Other: 100.0: 24.0 17.5 16.2 57.8 65.0 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 125 45 74 53 47 211 142:
Old : 240: 121 51 73 51 46 206 140:
Other: 61: 17 8 9 26 23 48 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 : 16.5 35.6 26.2 45.1 9.5 22.3 16.1 30.0
Old : 14.8 32.5 23.1 42.9 8.8 23.5 15.6 31.0
Other: 65.7 61.8 77.8 79.3 52.4 46.9 61.0 60.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 1,168,596: 279,551 41,716 272,235 513,378 801,188 1,065,165 1,115,139: 103,431 53,456
Old : 1,168,596: 279,551 41,716 272,235 513,378 801,188 1,065,165 1,115,139: 103,431 53,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,258: 2,173 -1,168 -2,267 -4,704 -565 -4,798 -3,999: 3,540 2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.6 23.3 43.9 68.6 91.1 95.4: 8.9 4.6
Old : 100.0: 23.9 3.6 23.3 43.9 68.6 91.1 95.4: 8.9 4.6
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 : 231: 88 43 80 86 85 209 177:
Old : 231: 88 43 80 86 85 209 177:
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 : 12.4 26.4 20.8 38.8 7.9 22.4 13.9 30.1
Old : 12.4 26.4 20.8 38.8 7.9 22.4 13.9 30.1
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 08, 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 : 195,992: 34,017 40,220 48,420 102,928 99,470 185,365 188,109: 10,627 7,883
Old : 175,865: 34,456 42,770 40,535 91,503 85,100 166,493 168,404: 9,371 7,460
Other: 20,127: 4,594 2,483 2,852 11,425 14,370 18,871 19,705: 1,256 423
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,946: -792 -11,936 1,174 -3,626 7,534 -3,244 -3,228: -701 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 20.5 24.7 52.5 50.8 94.6 96.0: 5.4 4.0
Old : 100.0: 19.6 24.3 23.0 52.0 48.4 94.7 95.8: 5.3 4.2
Other: 100.0: 22.8 12.3 14.2 56.8 71.4 93.8 97.9: 6.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 129 116 117 135 114 324 292:
Old : 398: 127 119 113 131 111 319 286:
Other: 127: 21 13 16 74 50 99 76:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 13.3 23.1 23.4 10.6 10.3 15.6 17.4
Old : 14.5 13.5 23.9 23.7 11.0 10.4 16.6 18.3
Other: 39.3 35.2 50.3 51.5 33.1 33.7 41.0 45.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 97,011: 68,324 17,305 4,628 12,029 73,813 84,982 95,746: 12,030 1,265
Old : 97,011: 68,324 17,305 4,628 12,029 73,813 84,982 95,746: 12,030 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 1,590: 1,972 -1,975 141 2,074 4,938 4,187 3,104: -2,597 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 17.8 4.8 12.4 76.1 87.6 98.7: 12.4 1.3
Old : 100.0: 70.4 17.8 4.8 12.4 76.1 87.6 98.7: 12.4 1.3
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 : 173: 129 22 20 14 11 155 45:
Old : 173: 129 22 20 14 11 155 45:
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 : 28.1 76.6 39.3 86.3 27.4 75.0 38.5 83.1
Old : 28.1 76.6 39.3 86.3 27.4 75.0 38.5 83.1
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 08, 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 : 384,270: 51,579 84,129 7,138 306,452 276,123 365,170 367,390: 19,100 16,880
Old : 384,270: 51,579 84,129 7,138 306,452 276,123 365,170 367,390: 19,100 16,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -14,111: -3,883 -4,428 -612 -8,802 -11,376 -13,297 -16,416: -815 2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.9 1.9 79.7 71.9 95.0 95.6: 5.0 4.4
Old : 100.0: 13.4 21.9 1.9 79.7 71.9 95.0 95.6: 5.0 4.4
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 : 270: 47 54 14 102 106 156 168:
Old : 270: 47 54 14 102 106 156 168:
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 : 38.6 33.0 48.7 44.2 35.6 33.0 44.4 43.5
Old : 38.6 33.0 48.7 44.2 35.6 33.0 44.4 43.5
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 08, 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 : 176,912: 48,833 8,184 3,096 118,657 162,084 170,586 173,364: 6,326 3,548
Old : 176,912: 48,833 8,184 3,096 118,657 162,084 170,586 173,364: 6,326 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 7,646: 6,098 72 6 1,679 7,470 7,783 7,548: -137 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.6 1.8 67.1 91.6 96.4 98.0: 3.6 2.0
Old : 100.0: 27.6 4.6 1.8 67.1 91.6 96.4 98.0: 3.6 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 : 118: 23 10 3 56 52 80 64:
Old : 118: 23 10 3 56 52 80 64:
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 : 33.5 49.3 48.7 65.7 31.9 49.2 47.1 65.4
Old : 33.5 49.3 48.7 65.7 31.9 49.2 47.1 65.4
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 08, 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 : 454,859: 123,379 68,502 16,433 295,076 358,671 434,888 443,606: 19,971 11,253
Old : 454,859: 123,379 68,502 16,433 295,076 358,671 434,888 443,606: 19,971 11,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 12,152: 2,330 9,860 1,846 1,865 -318 6,041 11,388: 6,111 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 15.1 3.6 64.9 78.9 95.6 97.5: 4.4 2.5
Old : 100.0: 27.1 15.1 3.6 64.9 78.9 95.6 97.5: 4.4 2.5
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 : 252: 62 49 24 101 88 177 149:
Old : 252: 62 49 24 101 88 177 149:
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 : 26.3 30.9 39.5 43.7 17.3 25.0 28.1 35.6
Old : 26.3 30.9 39.5 43.7 17.3 25.0 28.1 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015