COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 234,069: 92,026 21,892 34,972 91,466 165,705 218,463 222,569: 15,606 11,500
Old : 221,674: 91,834 22,271 33,603 81,212 154,751 206,649 210,624: 15,025 11,049
Other: 12,396: 596 25 965 10,254 10,955 11,815 11,945: 581 451
: : :
: : Changes in Commitments from: December 8, 2015 :
: -1,811: -1,835 -2,494 1,396 -349 -578 -788 -1,676: -1,023 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 9.4 14.9 39.1 70.8 93.3 95.1: 6.7 4.9
Old : 100.0: 41.4 10.0 15.2 36.6 69.8 93.2 95.0: 6.8 5.0
Other: 100.0: 4.8 0.2 7.8 82.7 88.4 95.3 96.4: 4.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 126 76 84 65 73 232 198:
Old : 296: 125 78 82 62 72 227 197:
Other: 75: 13 8 11 30 30 51 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 : 10.6 28.0 18.8 39.4 10.1 22.4 17.7 31.3
Old : 10.6 29.5 19.1 40.3 10.2 24.8 18.2 34.2
Other: 53.1 50.2 69.2 70.7 53.1 50.2 68.3 65.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 19,228: 5,247 1,580 3,362 7,893 13,083 16,502 18,025: 2,726 1,203
Old : 19,225: 5,247 1,580 3,362 7,890 13,083 16,499 18,025: 2,726 1,200
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 8, 2015 :
: 282: -7 74 169 22 -80 184 163: 99 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 8.2 17.5 41.0 68.0 85.8 93.7: 14.2 6.3
Old : 100.0: 27.3 8.2 17.5 41.0 68.0 85.8 93.8: 14.2 6.2
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 : 77: 29 18 13 26 18 66 38:
Old : 77: 29 18 13 26 18 66 38:
Other: 2: 0 0 0 2 0 2 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 : 19.4 48.8 33.1 67.0 19.3 45.2 31.9 58.9
Old : 19.4 48.8 33.1 67.0 19.3 45.2 31.9 58.9
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 15, 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 : 289,647: 103,529 34,779 68,229 104,468 178,996 276,227 282,005: 13,420 7,642
Old : 250,763: 99,946 33,173 56,437 81,813 154,010 238,196 243,620: 12,567 7,143
Other: 38,884: 9,088 7,111 6,288 22,655 24,986 38,031 38,385: 853 499
: : :
: : Changes in Commitments from: December 8, 2015 :
: -1,660: -2,370 -1,087 2,758 -1,180 -3,430 -793 -1,759: -867 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.0 23.6 36.1 61.8 95.4 97.4: 4.6 2.6
Old : 100.0: 39.9 13.2 22.5 32.6 61.4 95.0 97.2: 5.0 2.8
Other: 100.0: 23.4 18.3 16.2 58.3 64.3 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 115 55 75 51 49 207 147:
Old : 239: 112 60 74 50 48 203 145:
Other: 59: 15 9 8 27 21 46 34:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 34.9 26.2 44.5 9.4 21.5 15.6 29.1
Old : 14.9 31.6 23.1 42.3 8.3 23.4 14.9 30.2
Other: 65.2 61.5 77.6 79.0 52.3 46.7 61.1 59.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,110,817: 258,029 42,518 245,074 513,041 770,771 1,016,144 1,058,364: 94,673 52,454
Old : 1,110,817: 258,029 42,518 245,074 513,041 770,771 1,016,144 1,058,364: 94,673 52,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -57,778: -21,522 802 -27,161 -337 -30,417 -49,020 -56,776: -8,758 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.8 22.1 46.2 69.4 91.5 95.3: 8.5 4.7
Old : 100.0: 23.2 3.8 22.1 46.2 69.4 91.5 95.3: 8.5 4.7
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 : 229: 84 41 78 86 85 208 171:
Old : 229: 84 41 78 86 85 208 171:
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 : 12.6 26.2 21.1 39.0 8.4 22.6 14.4 30.4
Old : 12.6 26.2 21.1 39.0 8.4 22.6 14.4 30.4
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 15, 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 : 196,684: 34,861 42,207 46,143 104,596 100,014 185,599 188,363: 11,085 8,321
Old : 175,835: 35,255 44,294 38,202 92,639 85,485 166,095 167,981: 9,741 7,854
Other: 20,849: 4,652 2,958 2,895 11,957 14,529 19,504 20,382: 1,344 466
: : :
: : Changes in Commitments from: December 8, 2015 :
: 692: 843 1,987 -2,277 1,668 544 235 254: 457 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.5 23.5 53.2 50.9 94.4 95.8: 5.6 4.2
Old : 100.0: 20.0 25.2 21.7 52.7 48.6 94.5 95.5: 5.5 4.5
Other: 100.0: 22.3 14.2 13.9 57.4 69.7 93.6 97.8: 6.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 125 111 106 133 112 307 285:
Old : 387: 124 114 103 130 108 304 278:
Other: 127: 17 19 16 76 50 100 78:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.2 23.4 23.2 10.4 10.3 15.8 17.3
Old : 14.7 13.5 24.0 23.4 10.7 10.2 16.8 18.2
Other: 39.8 34.2 50.6 49.7 34.5 32.5 42.7 43.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 71,751: 52,939 16,081 1,532 7,081 52,772 61,552 70,384: 10,199 1,367
Old : 71,751: 52,939 16,081 1,532 7,081 52,772 61,552 70,384: 10,199 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -25,260: -15,385 -1,224 -3,096 -4,948 -21,041 -23,429 -25,362: -1,831 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 22.4 2.1 9.9 73.5 85.8 98.1: 14.2 1.9
Old : 100.0: 73.8 22.4 2.1 9.9 73.5 85.8 98.1: 14.2 1.9
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 : 161: 117 23 11 12 10 134 41:
Old : 161: 117 23 11 12 10 134 41:
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 : 34.2 74.1 43.5 85.6 33.5 74.1 41.4 85.3
Old : 34.2 74.1 43.5 85.6 33.5 74.1 41.4 85.3
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 15, 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 : 411,759: 41,836 91,141 5,408 344,165 295,443 391,409 391,991: 20,350 19,767
Old : 411,759: 41,836 91,141 5,408 344,165 295,443 391,409 391,991: 20,350 19,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 27,489: -9,743 7,012 -1,730 37,713 19,320 26,239 24,601: 1,250 2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.1 1.3 83.6 71.8 95.1 95.2: 4.9 4.8
Old : 100.0: 10.2 22.1 1.3 83.6 71.8 95.1 95.2: 4.9 4.8
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 : 268: 41 56 15 109 116 159 178:
Old : 268: 41 56 15 109 116 159 178:
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 : 39.9 31.4 51.0 42.4 36.8 31.0 45.1 40.2
Old : 39.9 31.4 51.0 42.4 36.8 31.0 45.1 40.2
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 15, 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 : 194,450: 51,065 8,073 3,387 120,209 177,518 174,661 188,978: 19,789 5,472
Old : 194,450: 51,065 8,073 3,387 120,209 177,518 174,661 188,978: 19,789 5,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 17,538: 2,232 -111 291 1,552 15,434 4,075 15,614: 13,463 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.2 1.7 61.8 91.3 89.8 97.2: 10.2 2.8
Old : 100.0: 26.3 4.2 1.7 61.8 91.3 89.8 97.2: 10.2 2.8
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 : 120: 22 11 5 66 53 91 67:
Old : 120: 22 11 5 66 53 91 67:
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 : 30.7 46.9 44.4 61.5 29.2 46.3 42.8 60.4
Old : 30.7 46.9 44.4 61.5 29.2 46.3 42.8 60.4
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 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 484,138: 130,518 86,937 16,777 311,998 365,114 459,293 468,828: 24,845 15,310
Old : 484,138: 130,518 86,937 16,777 311,998 365,114 459,293 468,828: 24,845 15,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 29,279: 7,139 18,435 344 16,922 6,443 24,405 25,222: 4,874 4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.0 3.5 64.4 75.4 94.9 96.8: 5.1 3.2
Old : 100.0: 27.0 18.0 3.5 64.4 75.4 94.9 96.8: 5.1 3.2
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 : 246: 60 54 27 102 89 181 152:
Old : 246: 60 54 27 102 89 181 152:
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 : 25.8 27.3 39.1 39.8 17.7 22.1 28.4 32.3
Old : 25.8 27.3 39.1 39.8 17.7 22.1 28.4 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015