COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 247,794 COMMITMENTS 74,150 43,033 52,347 107,771 137,228 234,268 232,608 13,525 15,186 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 10,156) 1,334 5,578 4,749 3,950 -1,824 10,034 8,503 122 1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 17.4 21.1 43.5 55.4 94.5 93.9 5.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 118 88 89 67 67 223 214 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,181 COMMITMENTS 1,910 2,713 2,587 9,755 9,540 14,252 14,840 1,929 1,341 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 979) -136 935 210 988 -107 1,062 1,039 -83 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 16.8 16.0 60.3 59.0 88.1 91.7 11.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 19 17 10 27 14 50 37 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 304,053 COMMITMENTS 63,468 35,728 91,477 137,937 167,594 292,881 294,798 11,171 9,254 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 22,714) 174 3,158 6,412 16,690 13,161 23,277 22,731 -563 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 11.8 30.1 45.4 55.1 96.3 97.0 3.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 94 63 94 54 49 201 166 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,164,380 COMMITMENTS 222,036 53,835 291,656 565,092 768,111 1078783 1113601 85,597 50,779 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,579) -23,186 14,560 14,664 22,908 -27,422 14,386 1,802 -6,807 5,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 4.6 25.0 48.5 66.0 92.6 95.6 7.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 91 41 90 91 84 221 185 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 242,648 COMMITMENTS 32,960 53,471 63,450 134,025 116,063 230,435 232,983 12,214 9,665 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,479) -919 -3,069 3,016 2,946 4,408 5,042 4,355 -563 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 22.0 26.1 55.2 47.8 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 141 131 133 139 115 343 326 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 76,100 COMMITMENTS 54,670 10,504 1,974 10,498 62,093 67,142 74,572 8,958 1,529 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -414) -416 -1,876 196 -115 1,319 -334 -361 -80 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.8 13.8 2.6 13.8 81.6 88.2 98.0 11.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 103 28 16 8 9 121 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 415,113 COMMITMENTS 38,565 87,423 2,488 357,667 307,392 398,720 397,303 16,393 17,810 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -7,931) -3,325 -9,423 382 -3,916 1,725 -6,858 -7,316 -1,073 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 21.1 0.6 86.2 74.1 96.1 95.7 3.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 37 53 12 102 115 147 172 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 196,207 COMMITMENTS 51,814 8,440 2,649 135,279 179,529 189,742 190,618 6,465 5,589 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,387) 6,466 306 -168 1,360 6,866 7,658 7,004 -271 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 4.3 1.4 68.9 91.5 96.7 97.2 3.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 20 15 3 53 53 73 71 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 523,182 COMMITMENTS 145,314 100,171 8,857 349,961 402,164 504,132 511,192 19,050 11,990 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 18,978) 7,572 1,665 -1,195 14,802 17,322 21,179 17,792 -2,201 1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 19.1 1.7 66.9 76.9 96.4 97.7 3.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 67 58 23 99 84 182 149
Updated January 29, 2016