COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 222,937: 83,086 19,363 33,142 91,119 159,991 207,346 212,495: 15,591 10,442
Old : 209,375: 82,623 19,679 31,608 80,116 148,111 194,346 199,398: 15,028 9,977
Other: 13,563: 816 37 1,181 11,003 11,880 13,000 13,098: 563 465
: : :
: : Changes in Commitments from: December 15, 2015 :
: -11,132: -8,940 -2,529 -1,830 -347 -5,715 -11,117 -10,074: -15 -1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 8.7 14.9 40.9 71.8 93.0 95.3: 7.0 4.7
Old : 100.0: 39.5 9.4 15.1 38.3 70.7 92.8 95.2: 7.2 4.8
Other: 100.0: 6.0 0.3 8.7 81.1 87.6 95.9 96.6: 4.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 128 63 80 66 74 230 190:
Old : 287: 125 66 78 63 73 224 189:
Other: 79: 15 8 10 30 32 53 44:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 27.5 19.2 39.4 10.6 21.6 18.4 31.2
Old : 10.9 29.0 19.5 40.1 10.8 24.4 19.2 34.4
Other: 52.1 50.1 67.4 70.2 51.8 50.1 65.9 64.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 17,156: 5,349 1,441 2,245 7,215 12,469 14,809 16,154: 2,347 1,001
Old : 17,153: 5,349 1,441 2,245 7,212 12,469 14,806 16,154: 2,347 998
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 15, 2015 :
: -2,073: 102 -138 -1,118 -678 -614 -1,694 -1,871: -379 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.4 13.1 42.1 72.7 86.3 94.2: 13.7 5.8
Old : 100.0: 31.2 8.4 13.1 42.0 72.7 86.3 94.2: 13.7 5.8
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 : 74: 31 14 12 25 17 64 35:
Old : 74: 31 14 12 25 17 64 35:
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 : 21.1 52.1 34.8 70.1 21.1 48.7 34.4 64.2
Old : 21.1 52.1 34.9 70.1 21.1 48.8 34.5 64.2
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 with Delta-adjusted Options and Futures Combined, 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 : 271,543: 86,985 24,821 68,591 104,031 171,549 259,606 264,961: 11,936 6,582
Old : 233,069: 84,380 23,836 56,178 81,252 146,952 221,810 226,966: 11,259 6,103
Other: 38,473: 8,863 7,242 6,155 22,778 24,597 37,796 37,994: 677 479
: : :
: : Changes in Commitments from: December 15, 2015 :
: -18,104: -16,544 -9,959 361 -438 -7,447 -16,620 -17,044: -1,484 -1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 9.1 25.3 38.3 63.2 95.6 97.6: 4.4 2.4
Old : 100.0: 36.2 10.2 24.1 34.9 63.1 95.2 97.4: 4.8 2.6
Other: 100.0: 23.0 18.8 16.0 59.2 63.9 98.2 98.8: 1.8 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 111 51 75 53 46 201 144:
Old : 230: 108 57 74 51 45 196 142:
Other: 63: 19 9 9 28 22 51 36:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 33.2 26.8 42.3 10.0 19.4 15.8 27.3
Old : 14.3 29.3 22.1 39.7 8.5 21.3 15.0 28.6
Other: 65.5 60.7 78.0 78.3 52.6 45.6 61.1 58.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,145,239: 265,449 37,055 259,857 524,585 802,549 1,049,891 1,099,461: 95,348 45,778
Old : 1,145,239: 265,449 37,055 259,857 524,585 802,549 1,049,891 1,099,461: 95,348 45,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 34,422: 7,420 -5,463 14,783 11,544 31,777 33,747 41,097: 675 -6,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.2 22.7 45.8 70.1 91.7 96.0: 8.3 4.0
Old : 100.0: 23.2 3.2 22.7 45.8 70.1 91.7 96.0: 8.3 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 : 227: 92 31 82 86 84 211 172:
Old : 227: 92 31 82 86 84 211 172:
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 : 12.3 26.4 20.5 39.9 7.9 22.9 13.6 30.7
Old : 12.3 26.4 20.5 39.9 7.9 22.9 13.6 30.7
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 with Delta-adjusted Options and Futures Combined, 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 : 203,967: 32,895 46,164 47,697 111,603 101,538 192,195 195,399: 11,772 8,568
Old : 182,447: 33,368 48,440 39,720 98,908 86,169 171,996 174,330: 10,451 8,118
Other: 21,519: 4,940 3,136 2,565 12,695 15,369 20,199 21,069: 1,320 450
: : :
: : Changes in Commitments from: December 15, 2015 :
: 7,283: -1,965 3,957 1,555 7,007 1,524 6,596 7,036: 687 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 22.6 23.4 54.7 49.8 94.2 95.8: 5.8 4.2
Old : 100.0: 18.3 26.6 21.8 54.2 47.2 94.3 95.6: 5.7 4.4
Other: 100.0: 23.0 14.6 11.9 59.0 71.4 93.9 97.9: 6.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 123 116 107 138 112 312 289:
Old : 393: 124 117 104 134 108 308 282:
Other: 133: 17 22 16 80 50 104 81:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 13.0 24.7 22.8 10.5 9.9 16.5 17.3
Old : 16.3 13.1 25.1 22.8 11.0 10.0 17.7 17.9
Other: 39.7 33.5 50.4 50.3 35.3 31.7 43.4 43.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 65,354: 47,919 14,584 1,851 6,137 47,255 55,906 63,689: 9,447 1,664
Old : 65,354: 47,919 14,584 1,851 6,137 47,255 55,906 63,689: 9,447 1,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,398: -5,020 -1,496 318 -944 -5,517 -5,646 -6,695: -751 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 22.3 2.8 9.4 72.3 85.5 97.5: 14.5 2.5
Old : 100.0: 73.3 22.3 2.8 9.4 72.3 85.5 97.5: 14.5 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 12 10 9 125 39:
Old : 149: 110 21 12 10 9 125 39:
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 : 36.3 77.7 44.4 85.0 34.3 77.7 42.3 84.4
Old : 36.3 77.7 44.4 85.0 34.3 77.7 42.3 84.4
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 with Delta-adjusted Options and Futures Combined, 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 : 373,026: 43,662 90,851 3,151 309,955 263,936 356,768 357,938: 16,258 15,089
Old : 373,026: 43,662 90,851 3,151 309,955 263,936 356,768 357,938: 16,258 15,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -38,732: 1,826 -290 -2,257 -34,210 -31,507 -34,641 -34,054: -4,092 -4,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.4 0.8 83.1 70.8 95.6 96.0: 4.4 4.0
Old : 100.0: 11.7 24.4 0.8 83.1 70.8 95.6 96.0: 4.4 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 9 96 103 141 160:
Old : 257: 40 53 9 96 103 141 160:
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 : 37.8 35.7 51.0 44.6 35.2 35.7 47.4 43.7
Old : 37.8 35.7 51.0 44.6 35.2 35.7 47.4 43.7
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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