COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 184,432: 86,416 20,873 10,504 73,262 143,340 170,182 174,717: 14,250 9,715
Old : 172,902: 85,676 21,178 9,936 63,467 132,483 159,079 163,597: 13,823 9,305
Other: 11,530: 1,117 72 191 9,795 10,857 11,103 11,120: 427 410
: : :
: : Changes in Commitments from: December 15, 2015 :
: -7,497: -8,066 -2,641 -90 607 -3,810 -7,549 -6,541: 52 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 11.3 5.7 39.7 77.7 92.3 94.7: 7.7 5.3
Old : 100.0: 49.6 12.2 5.7 36.7 76.6 92.0 94.6: 8.0 5.4
Other: 100.0: 9.7 0.6 1.7 85.0 94.2 96.3 96.4: 3.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 120 63 63 46 67 199 170:
Old : 274: 118 66 59 41 63 190 165:
Other: 72: 17 3 2 25 29 44 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 28.3 22.2 41.7 12.8 25.1 22.0 37.1
Old : 13.0 29.9 22.8 42.7 13.0 28.9 22.8 41.0
Other: 61.3 57.3 77.1 77.1 61.3 57.3 77.1 76.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 14,182: 5,443 2,025 256 6,178 10,946 11,877 13,227: 2,305 955
Old : 14,179: 5,443 2,025 256 6,175 10,946 11,874 13,227: 2,305 952
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 15, 2015 :
: -859: 159 -441 -202 -532 -85 -575 -728: -284 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 14.3 1.8 43.6 77.2 83.7 93.3: 16.3 6.7
Old : 100.0: 38.4 14.3 1.8 43.6 77.2 83.7 93.3: 16.3 6.7
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 30 11 8 23 13 57 28:
Old : 70: 30 11 8 22 13 56 28:
Other: 2: 0 0 0 2 0 2 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 54.6 41.6 75.2 25.6 54.0 41.6 73.8
Old : 25.6 54.6 41.6 75.2 25.6 54.0 41.6 73.8
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 224,794: 90,793 25,983 40,515 81,959 152,040 213,267 218,538: 11,527 6,256
Old : 187,239: 88,758 25,323 28,239 59,392 127,900 176,389 181,462: 10,850 5,777
Other: 37,555: 9,191 7,816 5,120 22,567 24,140 36,878 37,076: 677 479
: : :
: : Changes in Commitments from: December 15, 2015 :
: -12,468: -16,800 -9,547 2,741 3,167 -4,671 -10,892 -11,477: -1,576 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 11.6 18.0 36.5 67.6 94.9 97.2: 5.1 2.8
Old : 100.0: 47.4 13.5 15.1 31.7 68.3 94.2 96.9: 5.8 3.1
Other: 100.0: 24.5 20.8 13.6 60.1 64.3 98.2 98.7: 1.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 110 44 62 51 44 190 130:
Old : 222: 109 48 61 49 43 185 128:
Other: 63: 18 10 4 27 19 47 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 36.9 27.1 47.2 12.1 26.6 19.3 35.6
Old : 11.5 32.8 20.5 43.9 10.6 30.1 19.1 38.9
Other: 67.1 61.8 79.9 79.5 53.9 46.5 62.6 60.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 867,617: 252,100 55,420 99,569 425,806 671,667 777,475 826,656: 90,142 40,961
Old : 867,617: 252,100 55,420 99,569 425,806 671,667 777,475 826,656: 90,142 40,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 21,552: 2,942 -823 7,152 11,117 22,222 21,211 28,551: 341 -6,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.4 11.5 49.1 77.4 89.6 95.3: 10.4 4.7
Old : 100.0: 29.1 6.4 11.5 49.1 77.4 89.6 95.3: 10.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 83 37 63 79 72 192 149:
Old : 222: 83 37 63 79 72 192 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 32.6 21.0 47.1 10.5 28.7 18.2 38.9
Old : 11.6 32.6 21.0 47.1 10.5 28.7 18.2 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 173,177: 35,130 46,578 26,794 100,161 91,563 162,085 164,935: 11,092 8,242
Old : 153,787: 36,647 49,394 18,994 88,367 77,605 144,008 145,993: 9,779 7,794
Other: 19,390: 4,843 3,544 1,440 11,794 13,958 18,077 18,942: 1,313 448
: : :
: : Changes in Commitments from: December 15, 2015 :
: 6,264: -1,148 4,055 704 6,077 1,260 5,633 6,019: 631 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 26.9 15.5 57.8 52.9 93.6 95.2: 6.4 4.8
Old : 100.0: 23.8 32.1 12.4 57.5 50.5 93.6 94.9: 6.4 5.1
Other: 100.0: 25.0 18.3 7.4 60.8 72.0 93.2 97.7: 6.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 110 105 80 133 102 284 254:
Old : 369: 115 104 75 129 96 279 244:
Other: 128: 15 18 6 80 49 98 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 13.9 26.2 25.0 11.7 11.7 18.4 20.0
Old : 17.3 14.1 27.0 25.5 12.5 11.8 19.9 21.5
Other: 43.9 36.9 55.4 53.1 39.2 36.7 48.4 49.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 65,071: 47,926 14,519 1,750 6,007 47,192 55,683 63,461: 9,388 1,610
Old : 65,071: 47,926 14,519 1,750 6,007 47,192 55,683 63,461: 9,388 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,424: -5,019 -1,524 311 -965 -5,507 -5,673 -6,720: -751 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 22.3 2.7 9.2 72.5 85.6 97.5: 14.4 2.5
Old : 100.0: 73.7 22.3 2.7 9.2 72.5 85.6 97.5: 14.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 110 21 9 9 9 122 38:
Old : 149: 110 21 9 9 9 122 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 78.0 44.6 85.4 34.5 78.0 42.5 84.7
Old : 36.4 78.0 44.6 85.4 34.5 78.0 42.5 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 372,819: 43,662 90,864 3,098 309,884 263,891 356,644 357,853: 16,175 14,966
Old : 372,819: 43,662 90,864 3,098 309,884 263,891 356,644 357,853: 16,175 14,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -38,217: 1,826 -202 -2,191 -33,996 -31,227 -34,361 -33,620: -3,856 -4,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.4 0.8 83.1 70.8 95.7 96.0: 4.3 4.0
Old : 100.0: 11.7 24.4 0.8 83.1 70.8 95.7 96.0: 4.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 40 53 8 95 102 139 159:
Old : 257: 40 53 8 95 102 139 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 35.7 51.0 44.7 35.2 35.7 47.5 43.8
Old : 37.9 35.7 51.0 44.7 35.2 35.7 47.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 169,499: 44,293 5,219 2,846 116,507 157,950 163,646 166,015: 5,853 3,484
Old : 169,499: 44,293 5,219 2,846 116,507 157,950 163,646 166,015: 5,853 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -24,951: -6,772 -2,854 -541 -3,702 -19,568 -11,015 -22,963: -13,936 -1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 3.1 1.7 68.7 93.2 96.5 97.9: 3.5 2.1
Old : 100.0: 26.1 3.1 1.7 68.7 93.2 96.5 97.9: 3.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 18 11 3 58 45 77 58:
Old : 114: 18 11 3 58 45 77 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 52.5 52.1 67.2 33.8 52.5 50.4 67.0
Old : 35.4 52.5 52.1 67.2 33.8 52.5 50.4 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders - Futures Only, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 447,568: 121,071 85,617 12,649 296,260 339,758 429,980 438,024: 17,588 9,544
Old : 447,568: 121,071 85,617 12,649 296,260 339,758 429,980 438,024: 17,588 9,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -36,570: -9,447 -1,320 -4,128 -15,738 -25,356 -29,313 -30,804: -7,257 -5,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.1 2.8 66.2 75.9 96.1 97.9: 3.9 2.1
Old : 100.0: 27.1 19.1 2.8 66.2 75.9 96.1 97.9: 3.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 62 55 19 91 84 166 145:
Old : 246: 62 55 19 91 84 166 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 26.3 42.9 39.7 19.6 21.8 31.1 32.8
Old : 28.6 26.3 42.9 39.7 19.6 21.8 31.1 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015