COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,594 COMMITMENTS 74,780 38,773 16,009 79,604 114,290 170,393 169,072 12,201 13,522 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,529) -6,227 11,767 1,133 3,539 -17,918 -1,555 -5,018 -974 2,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 21.2 8.8 43.6 62.6 93.3 92.6 6.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 107 80 63 48 61 186 182 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,705 COMMITMENTS 4,012 2,006 295 6,319 9,368 10,626 11,669 2,079 1,036 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,320) -1,464 -191 79 382 -1,508 -1,003 -1,620 -317 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 15.8 2.3 49.7 73.7 83.6 91.8 16.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 13 9 25 11 53 28 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 219,892 COMMITMENTS 76,365 32,917 43,259 89,090 135,783 208,714 211,959 11,178 7,933 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,594) -4,515 11,388 -1,715 4,537 -13,311 -1,693 -3,638 -901 1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 15.0 19.7 40.5 61.7 94.9 96.4 5.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 91 52 70 50 46 180 143 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 852,726 COMMITMENTS 231,898 65,262 100,289 437,791 640,042 769,978 805,593 82,748 47,133 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -15,971) -18,594 4,813 -1,933 6,798 -22,870 -13,729 -19,990 -2,242 4,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 7.7 11.8 51.3 75.1 90.3 94.5 9.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 84 44 69 84 72 204 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 190,471 COMMITMENTS 36,860 53,860 32,937 108,901 94,571 178,698 181,368 11,773 9,103 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 17,934) 2,113 15,836 1,694 12,648 -807 16,455 16,723 1,479 1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 28.3 17.3 57.2 49.7 93.8 95.2 6.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 120 123 88 130 100 292 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 73,868 COMMITMENTS 53,224 10,505 1,641 8,936 60,272 63,801 72,418 10,067 1,450 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -607) -367 -2,377 -46 -451 2,004 -864 -419 257 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 14.2 2.2 12.1 81.6 86.4 98.0 13.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 112 22 10 8 8 123 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 405,894 COMMITMENTS 41,553 96,596 3,071 345,544 286,917 390,168 386,584 15,726 19,310 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 29,820) -573 4,029 365 30,299 23,693 30,091 28,087 -271 1,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 23.8 0.8 85.1 70.7 96.1 95.2 3.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 37 53 10 95 102 137 160 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 185,741 COMMITMENTS 42,548 8,115 2,746 134,358 170,498 179,652 181,359 6,089 4,382 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 12,785) -367 3,741 -255 12,773 8,196 12,151 11,682 634 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 4.4 1.5 72.3 91.8 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 18 15 2 57 50 75 67 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 481,271 COMMITMENTS 122,087 97,950 12,256 327,722 360,042 462,065 470,248 19,206 11,023 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,099) -2,195 11,527 -406 4,894 -7,578 2,293 3,543 -194 -1,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 20.4 2.5 68.1 74.8 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 65 53 21 96 87 174 148
Updated January 15, 2016