COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 222,399 COMMITMENTS 81,460 18,820 34,296 90,599 159,183 206,354 212,299 16,045 10,100 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -538) -1,626 -542 1,155 -520 -808 -992 -196 454 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 8.5 15.4 40.7 71.6 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 121 69 78 65 74 227 186 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 17,358 COMMITMENTS 5,545 1,293 2,277 6,970 12,894 14,792 16,463 2,566 894 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 202) 196 -149 33 -245 425 -16 309 218 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 7.4 13.1 40.2 74.3 85.2 94.8 14.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 34 10 10 25 16 63 32 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 270,624 COMMITMENTS 81,955 22,573 70,673 105,535 171,216 258,163 264,462 12,462 6,162 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -919) -5,030 -2,248 2,082 1,504 -333 -1,444 -499 525 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 8.3 26.1 39.0 63.3 95.4 97.7 4.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 113 44 70 55 46 200 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,130,433 COMMITMENTS 258,346 39,417 257,794 521,129 787,779 1037269 1084990 93,164 45,443 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -14,806) -7,103 2,362 -2,063 -3,456 -14,770 -12,623 -14,471 -2,184 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.5 22.8 46.1 69.7 91.8 96.0 8.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 88 36 81 87 82 213 169 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 202,942 COMMITMENTS 32,855 45,145 47,924 110,098 101,625 190,877 194,694 12,065 8,248 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,025) -41 -1,019 227 -1,505 87 -1,319 -704 294 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 22.2 23.6 54.3 50.1 94.1 95.9 5.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 124 115 107 136 112 313 286 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 64,695 COMMITMENTS 47,228 13,684 2,024 6,298 47,660 55,550 63,368 9,145 1,327 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -659) -691 -900 173 161 406 -357 -321 -302 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.0 21.2 3.1 9.7 73.7 85.9 97.9 14.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 109 24 13 10 8 126 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 365,339 COMMITMENTS 42,667 92,247 3,022 302,953 255,177 348,643 350,447 16,696 14,892 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -7,688) -995 1,396 -129 -7,002 -8,759 -8,125 -7,491 438 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 25.2 0.8 82.9 69.8 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 41 56 10 91 102 137 163 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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