COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 197,632 COMMITMENTS 79,332 47,934 22,419 83,833 113,084 185,584 183,437 12,048 14,195 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,351) -531 3,329 1,593 3,573 -248 4,635 4,674 -284 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 24.3 11.3 42.4 57.2 93.9 92.8 6.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 105 95 78 57 58 197 203 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,671 COMMITMENTS 2,538 2,023 536 8,077 8,873 11,151 11,432 1,520 1,239 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -164) -233 -650 133 170 400 70 -117 -234 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 16.0 4.2 63.7 70.0 88.0 90.2 12.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 20 13 9 23 11 48 30 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 239,603 COMMITMENTS 76,448 40,366 47,564 104,388 142,417 228,400 230,347 11,203 9,256 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,207) -434 2,170 5,052 -1,967 -4,278 2,651 2,944 556 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 16.8 19.9 43.6 59.4 95.3 96.1 4.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 95 58 72 52 47 186 153 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 877,254 COMMITMENTS 199,504 93,918 110,069 490,745 616,046 800,318 820,033 76,936 57,221 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -7,090) -25,148 23,885 -11,547 33,652 -30,313 -3,043 -17,975 -4,047 10,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 10.7 12.5 55.9 70.2 91.2 93.5 8.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 82 44 70 93 81 205 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 201,589 COMMITMENTS 38,749 46,756 39,403 112,118 106,124 190,270 192,283 11,319 9,306 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,999) 3,115 -7,560 1,790 -6,796 3,669 -1,891 -2,101 -108 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 23.2 19.5 55.6 52.6 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 119 104 112 133 107 311 281 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 76,120 COMMITMENTS 54,787 9,915 2,019 10,141 62,700 66,947 74,634 9,173 1,486 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 281) 99 -548 153 -234 647 18 252 263 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.0 13.0 2.7 13.3 82.4 87.9 98.0 12.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 102 23 10 8 10 115 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 418,965 COMMITMENTS 35,754 97,622 1,937 367,158 300,553 404,849 400,112 14,116 18,853 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 4,396) -2,890 10,238 -266 9,717 -6,759 6,561 3,213 -2,165 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 23.3 0.5 87.6 71.7 96.6 95.5 3.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 33 61 11 105 114 145 179 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 196,967 COMMITMENTS 52,095 6,106 2,669 135,616 182,124 190,380 190,899 6,587 6,068 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 760) 281 -2,334 20 337 2,595 638 281 122 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 3.1 1.4 68.9 92.5 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 24 14 4 53 51 78 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 523,662 COMMITMENTS 141,905 97,700 7,905 358,388 406,423 508,198 512,028 15,464 11,634 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 480) -3,409 -2,471 -952 8,427 4,259 4,066 836 -3,586 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 18.7 1.5 68.4 77.6 97.0 97.8 3.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 63 59 20 96 90 173 155
Updated February 5, 2016