COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 237,387 COMMITMENTS 70,382 25,974 49,052 103,726 146,726 223,160 221,752 14,227 15,635 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,407) 3,537 -7,220 535 -5,566 6,370 -1,494 -316 87 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 10.9 20.7 43.7 61.8 94.0 93.4 6.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 110 75 90 70 75 221 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,500 COMMITMENTS 1,650 6,544 2,408 13,273 8,837 17,330 17,789 2,170 1,711 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -155) 38 -331 138 14 354 190 161 -345 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 33.6 12.3 68.1 45.3 88.9 91.2 11.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 24 22 13 27 13 54 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 262,377 COMMITMENTS 60,742 21,253 69,231 119,047 165,453 249,020 255,937 13,357 6,440 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 3,793) -2,451 3,238 2,049 3,742 -1,864 3,341 3,423 452 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 8.1 26.4 45.4 63.1 94.9 97.5 5.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 91 53 70 57 48 180 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 990,092 COMMITMENTS 241,280 58,654 209,960 461,883 673,458 913,124 942,073 76,968 48,019 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 15,338) 13,828 -18,030 4,197 -8,911 35,706 9,113 21,873 6,224 -6,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 5.9 21.2 46.7 68.0 92.2 95.2 7.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 95 38 81 86 83 211 176 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 221,658 COMMITMENTS 39,177 40,707 59,545 111,436 111,696 210,158 211,949 11,500 9,709 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -4,791) -316 -11,351 4,222 -8,111 2,082 -4,205 -5,047 -586 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 18.4 26.9 50.3 50.4 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 123 110 129 139 121 335 306 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,965 COMMITMENTS 48,978 10,169 1,591 13,048 57,944 63,617 69,704 9,348 3,261 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,749) -5,685 1,421 69 6,912 -1,379 1,296 111 453 1,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.1 13.9 2.2 17.9 79.4 87.2 95.5 12.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 88 23 14 12 9 108 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,902 COMMITMENTS 42,293 82,940 3,156 310,256 269,294 355,705 355,390 17,197 17,512 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -16,255) 590 -1,993 117 -17,356 -13,749 -16,648 -15,624 392 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 22.2 0.8 83.2 72.2 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 35 56 10 94 101 134 162 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 162,835 COMMITMENTS 45,377 10,137 2,702 107,218 145,688 155,297 158,527 7,538 4,308 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,922) -807 202 -69 3,716 3,434 2,840 3,567 82 -645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 6.2 1.7 65.8 89.5 95.4 97.4 4.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 21 11 3 53 52 75 65 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 505,664 COMMITMENTS 127,390 97,819 11,750 346,507 383,218 485,647 492,787 20,017 12,877 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 6,146) -3,356 -11,454 -495 7,345 18,727 3,494 6,778 2,652 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 19.3 2.3 68.5 75.8 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 58 53 20 93 86 161 149
Updated October 16, 2015