COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 232,894 COMMITMENTS 67,855 37,795 46,343 105,116 134,540 219,314 218,679 13,580 14,216 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 7,012) -8,908 12,200 6,365 10,459 -14,020 7,916 4,545 -903 2,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 16.2 19.9 45.1 57.8 94.2 93.9 5.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 112 82 84 64 69 213 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 15,513 COMMITMENTS 3,779 1,866 2,021 7,559 10,533 13,360 14,420 2,153 1,094 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,439) -1,448 260 -225 529 -1,784 -1,144 -1,749 -295 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 12.0 13.0 48.7 67.9 86.1 93.0 13.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 22 18 12 26 16 57 37 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 272,864 COMMITMENTS 66,875 31,738 80,760 113,533 152,045 261,168 264,543 11,696 8,321 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,244) -8,814 11,408 7,196 8,679 -13,384 7,061 5,220 -817 1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 11.6 29.6 41.6 55.7 95.7 97.0 4.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 88 58 83 51 48 192 150 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,127,182 COMMITMENTS 228,263 47,692 269,952 541,136 758,646 1039350 1076290 87,832 50,892 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -13,256) -26,806 5,026 5,016 10,740 -27,082 -11,050 -17,039 -2,207 3,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 4.2 23.9 48.0 67.3 92.2 95.5 7.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 86 46 86 92 85 223 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 227,878 COMMITMENTS 34,239 52,988 58,391 122,600 107,020 215,230 218,399 12,648 9,478 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 24,055) 1,530 15,203 5,997 14,855 1,637 22,382 22,838 1,672 1,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 23.3 25.6 53.8 47.0 94.4 95.8 5.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 137 128 115 135 110 325 305 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 74,146 COMMITMENTS 53,223 10,578 1,734 9,056 60,304 64,014 72,616 10,132 1,530 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -688) -365 -2,398 -71 -481 1,982 -918 -488 229 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.8 14.3 2.3 12.2 81.3 86.3 97.9 13.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 112 22 13 8 8 125 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 406,047 COMMITMENTS 41,553 96,600 3,108 345,555 286,922 390,216 386,630 15,831 19,417 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 29,801) -573 4,037 360 30,296 23,695 30,083 28,092 -282 1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 11 95 104 138 162 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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