COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 222,399: 81,460 18,820 34,296 90,599 159,183 206,354 212,299: 16,045 10,100
Old : 208,613: 81,027 19,111 32,780 79,312 147,054 193,120 198,945: 15,493 9,668
Other: 13,786: 762 39 1,186 11,286 12,129 13,235 13,355: 552 432
: : :
: : Changes in Commitments from: December 22, 2015 :
: -538: -1,626 -542 1,155 -520 -808 -992 -196: 454 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 8.5 15.4 40.7 71.6 92.8 95.5: 7.2 4.5
Old : 100.0: 38.8 9.2 15.7 38.0 70.5 92.6 95.4: 7.4 4.6
Other: 100.0: 5.5 0.3 8.6 81.9 88.0 96.0 96.9: 4.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 121 69 78 65 74 227 186:
Old : 284: 120 70 76 62 73 222 185:
Other: 78: 15 8 10 30 31 52 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 : 11.1 27.1 19.3 38.9 10.8 21.1 18.4 30.1
Old : 11.1 28.6 19.6 39.6 11.0 23.8 19.3 33.3
Other: 53.4 49.8 68.4 70.8 53.0 49.8 66.9 64.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 17,358: 5,545 1,293 2,277 6,970 12,894 14,792 16,463: 2,566 894
Old : 17,355: 5,545 1,293 2,277 6,967 12,894 14,789 16,463: 2,566 891
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 22, 2015 :
: 202: 196 -149 33 -245 425 -16 309: 218 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.4 13.1 40.2 74.3 85.2 94.8: 14.8 5.2
Old : 100.0: 32.0 7.4 13.1 40.1 74.3 85.2 94.9: 14.8 5.1
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 : 73: 34 10 10 25 16 63 32:
Old : 73: 34 10 10 25 16 63 32:
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 : 20.9 52.0 34.7 70.6 20.9 49.3 34.4 64.8
Old : 20.9 52.0 34.7 70.7 20.9 49.3 34.4 64.8
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 with Delta-adjusted Options and Futures Combined, December 29, 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 : 270,624: 81,955 22,573 70,673 105,535 171,216 258,163 264,462: 12,462 6,162
Old : 232,100: 79,311 21,645 58,226 82,802 146,541 220,340 226,413: 11,760 5,687
Other: 38,525: 8,972 7,255 6,119 22,732 24,676 37,823 38,050: 702 475
: : :
: : Changes in Commitments from: December 22, 2015 :
: -919: -5,030 -2,248 2,082 1,504 -333 -1,444 -499: 525 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.3 26.1 39.0 63.3 95.4 97.7: 4.6 2.3
Old : 100.0: 34.2 9.3 25.1 35.7 63.1 94.9 97.5: 5.1 2.5
Other: 100.0: 23.3 18.8 15.9 59.0 64.1 98.2 98.8: 1.8 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 113 44 70 55 46 200 136:
Old : 224: 111 49 69 53 45 195 134:
Other: 63: 18 10 8 28 22 51 35:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 32.5 27.7 42.0 10.2 18.2 15.7 26.1
Old : 15.0 28.5 22.9 39.1 8.5 21.6 14.9 28.9
Other: 65.4 60.6 78.0 78.2 52.8 45.6 61.2 59.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 1,130,433: 258,346 39,417 257,794 521,129 787,779 1,037,269 1,084,990: 93,164 45,443
Old : 1,130,433: 258,346 39,417 257,794 521,129 787,779 1,037,269 1,084,990: 93,164 45,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -14,806: -7,103 2,362 -2,063 -3,456 -14,770 -12,623 -14,471: -2,184 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.5 22.8 46.1 69.7 91.8 96.0: 8.2 4.0
Old : 100.0: 22.9 3.5 22.8 46.1 69.7 91.8 96.0: 8.2 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: 88 36 81 87 82 213 169:
Old : 227: 88 36 81 87 82 213 169:
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 : 12.1 26.3 20.1 39.4 7.9 22.9 13.6 30.5
Old : 12.1 26.3 20.1 39.4 7.9 22.9 13.6 30.5
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 29, 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 : 202,942: 32,855 45,145 47,924 110,098 101,625 190,877 194,694: 12,065 8,248
Old : 180,871: 33,552 47,581 39,479 97,212 86,106 170,242 173,165: 10,628 7,705
Other: 22,071: 4,869 3,131 2,879 12,886 15,519 20,634 21,529: 1,437 542
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,025: -41 -1,019 227 -1,505 87 -1,319 -704: 294 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 22.2 23.6 54.3 50.1 94.1 95.9: 5.9 4.1
Old : 100.0: 18.6 26.3 21.8 53.7 47.6 94.1 95.7: 5.9 4.3
Other: 100.0: 22.1 14.2 13.0 58.4 70.3 93.5 97.5: 6.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 124 115 107 136 112 313 286:
Old : 391: 125 115 103 132 108 308 279:
Other: 129: 15 21 16 78 50 102 79:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 13.0 24.6 22.6 10.5 9.9 16.1 17.6
Old : 16.5 13.1 25.2 22.6 11.1 10.0 17.3 18.2
Other: 39.8 32.6 50.5 50.3 34.4 30.8 42.4 42.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 64,695: 47,228 13,684 2,024 6,298 47,660 55,550 63,368: 9,145 1,327
Old : 64,695: 47,228 13,684 2,024 6,298 47,660 55,550 63,368: 9,145 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -659: -691 -900 173 161 406 -357 -321: -302 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 21.2 3.1 9.7 73.7 85.9 97.9: 14.1 2.1
Old : 100.0: 73.0 21.2 3.1 9.7 73.7 85.9 97.9: 14.1 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 : 150: 109 24 13 10 8 126 40:
Old : 150: 109 24 13 10 8 126 40:
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 79.6 44.3 85.7 34.4 79.6 42.3 85.3
Old : 36.4 79.6 44.3 85.7 34.4 79.6 42.3 85.3
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 29, 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 : 365,339: 42,667 92,247 3,022 302,953 255,177 348,643 350,447: 16,696 14,892
Old : 365,339: 42,667 92,247 3,022 302,953 255,177 348,643 350,447: 16,696 14,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -7,688: -995 1,396 -129 -7,002 -8,759 -8,125 -7,491: 438 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.2 0.8 82.9 69.8 95.4 95.9: 4.6 4.1
Old : 100.0: 11.7 25.2 0.8 82.9 69.8 95.4 95.9: 4.6 4.1
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 : 256: 41 56 10 91 102 137 163:
Old : 256: 41 56 10 91 102 137 163:
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 : 38.3 36.6 50.4 45.7 35.6 36.6 46.8 44.7
Old : 38.3 36.6 50.4 45.7 35.6 36.6 46.8 44.7
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 29, 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 : 167,544: 42,276 6,700 2,925 116,187 154,165 161,388 163,790: 6,156 3,754
Old : 167,544: 42,276 6,700 2,925 116,187 154,165 161,388 163,790: 6,156 3,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,955: -2,017 1,481 79 -320 -3,785 -2,258 -2,225: 303 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.0 1.7 69.3 92.0 96.3 97.8: 3.7 2.2
Old : 100.0: 25.2 4.0 1.7 69.3 92.0 96.3 97.8: 3.7 2.2
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 : 117: 18 14 2 58 46 76 62:
Old : 117: 18 14 2 58 46 76 62:
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 : 35.5 52.9 52.4 67.4 33.8 52.9 50.7 67.2
Old : 35.5 52.9 52.4 67.4 33.8 52.9 50.7 67.2
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 29, 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 : 451,239: 121,674 83,846 12,635 298,485 344,778 432,794 441,259: 18,445 9,980
Old : 451,239: 121,674 83,846 12,635 298,485 344,778 432,794 441,259: 18,445 9,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 3,671: 603 -1,771 -14 2,225 5,020 2,814 3,235: 857 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.6 2.8 66.1 76.4 95.9 97.8: 4.1 2.2
Old : 100.0: 27.0 18.6 2.8 66.1 76.4 95.9 97.8: 4.1 2.2
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 : 254: 62 59 19 98 82 173 147:
Old : 254: 62 59 19 98 82 173 147:
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 : 29.3 26.3 43.6 39.9 20.2 22.1 31.6 33.4
Old : 29.3 26.3 43.6 39.9 20.2 22.1 31.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016