COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 237,638 COMMITMENTS 72,816 37,456 47,598 103,821 139,051 224,234 224,104 13,404 13,533 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,744) 4,961 -339 1,254 -1,295 4,511 4,920 5,426 -177 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 15.8 20.0 43.7 58.5 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 122 81 85 64 69 222 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,202 COMMITMENTS 2,046 1,778 2,376 8,767 9,647 13,190 13,802 2,013 1,401 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -311) -1,733 -88 355 1,208 -885 -170 -618 -141 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 11.7 15.6 57.7 63.5 86.8 90.8 13.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 16 10 26 15 49 34 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,338 COMMITMENTS 63,293 32,570 85,065 121,246 154,433 269,604 272,067 11,734 9,271 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 8,475) -3,582 831 4,305 7,713 2,388 8,436 7,524 38 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 11.6 30.2 43.1 54.9 95.8 96.7 4.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 93 54 88 55 50 196 156 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,156,801 COMMITMENTS 245,221 39,275 276,991 542,184 795,533 1064397 1111799 92,404 45,002 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 29,619) 16,959 -8,417 7,040 1,049 36,887 25,047 35,510 4,572 -5,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 3.4 23.9 46.9 68.8 92.0 96.1 8.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 97 37 87 91 86 226 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 238,170 COMMITMENTS 33,879 56,540 60,434 131,079 111,654 225,393 228,629 12,777 9,541 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 10,292) -360 3,552 2,043 8,479 4,634 10,162 10,229 129 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 23.7 25.4 55.0 46.9 94.6 96.0 5.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 140 131 122 140 110 337 313 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 76,515 COMMITMENTS 55,086 12,380 1,778 10,612 60,775 67,476 74,933 9,039 1,582 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,369) 1,863 1,802 44 1,556 471 3,463 2,317 -1,094 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.0 16.2 2.3 13.9 79.4 88.2 97.9 11.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 109 25 15 8 7 125 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 423,044 COMMITMENTS 41,890 96,847 2,106 361,582 305,667 405,578 404,620 17,466 18,425 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 16,997) 337 246 -1,002 16,027 18,746 15,362 17,990 1,635 -993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 22.9 0.5 85.5 72.3 95.9 95.6 4.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 35 50 10 100 113 142 166 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 188,820 COMMITMENTS 45,348 8,134 2,817 133,919 172,663 182,084 183,614 6,736 5,206 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,079) 2,800 19 71 -439 2,165 2,432 2,255 647 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 4.3 1.5 70.9 91.4 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 17 15 3 55 52 72 70 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 504,204 COMMITMENTS 137,742 98,506 10,052 335,159 384,842 482,953 493,400 21,251 10,804 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 22,933) 15,655 556 -2,204 7,437 24,800 20,888 23,152 2,045 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 19.5 2.0 66.5 76.3 95.8 97.9 4.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 66 55 21 98 87 179 148
Updated January 22, 2016