COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 185,123 COMMITMENTS 81,007 27,006 14,876 76,065 132,208 171,948 174,090 13,175 11,033 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,733) -4,076 6,452 4,004 3,275 -10,424 3,203 32 -1,470 1,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 14.6 8.0 41.1 71.4 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 115 72 70 48 61 197 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,025 COMMITMENTS 5,476 2,197 216 5,937 10,876 11,629 13,289 2,396 736 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -216) -113 208 23 -4 -338 -94 -107 -122 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 15.7 1.5 42.3 77.5 82.9 94.8 17.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 27 12 7 23 11 54 26 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 222,486 COMMITMENTS 80,880 21,529 44,974 84,553 149,094 210,407 215,597 12,079 6,889 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 682) -6,062 -2,208 4,512 2,263 -2,684 713 -380 -31 1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 9.7 20.2 38.0 67.0 94.6 96.9 5.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 102 45 60 50 44 179 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 868,697 COMMITMENTS 250,492 60,449 102,222 430,993 662,912 783,707 825,583 84,990 43,114 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 8,739) 4,433 6,452 -119 7,712 873 12,026 7,206 -3,287 1,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 7.0 11.8 49.6 76.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 88 39 69 82 75 202 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 172,537 COMMITMENTS 34,747 38,024 31,243 96,253 95,378 162,243 164,645 10,294 7,892 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 173) -298 -7,499 4,132 -2,503 3,599 1,331 232 -1,158 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 22.0 18.1 55.8 55.3 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 122 95 87 131 105 292 257 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,475 COMMITMENTS 53,591 12,882 1,687 9,387 58,268 64,665 72,837 9,810 1,638 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 10,057) 6,356 -738 -239 3,214 10,673 9,331 9,696 726 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.0 17.3 2.3 12.6 78.2 86.8 97.8 13.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 112 22 10 9 8 125 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,074 COMMITMENTS 42,126 92,567 2,706 315,245 263,224 360,077 358,497 15,997 17,577 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 11,007) -541 311 -253 12,327 8,048 11,533 8,106 -526 2,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 24.6 0.7 83.8 70.0 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 39 53 10 94 100 138 158 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 172,956 COMMITMENTS 42,915 4,374 3,001 121,585 162,302 167,501 169,677 5,455 3,279 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 5,412) 639 -2,326 76 5,398 8,137 6,113 5,887 -701 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 2.5 1.7 70.3 93.8 96.8 98.1 3.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 19 10 1 63 45 82 56 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 479,172 COMMITMENTS 124,282 86,423 12,662 322,828 367,620 459,772 466,705 19,400 12,467 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 27,933) 2,608 2,577 27 24,343 22,842 26,978 25,446 955 2,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 18.0 2.6 67.4 76.7 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 64 54 20 100 87 177 148
Updated January 8, 2016