COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 219,812
COMMITMENTS
79,170 24,832 32,009 95,111 151,274 206,290 208,116 13,522 11,696
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 13,273)
12,559 -6,087 1,068 -1,150 20,122 12,477 15,103 796 -1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 11.3 14.6 43.3 68.8 93.8 94.7 6.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
118 74 72 62 72 218 185
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,424
COMMITMENTS
5,447 1,480 3,084 8,168 13,632 16,699 18,196 2,724 1,228
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 119)
-266 -27 -17 635 63 352 19 -233 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 7.6 15.9 42.1 70.2 86.0 93.7 14.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 15 13 23 15 63 34
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 298,806
COMMITMENTS
106,513 38,789 69,083 108,546 184,054 284,142 291,926 14,664 6,880
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 5,067)
2,202 2,565 2,126 660 1,254 4,987 5,944 80 -876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 13.0 23.1 36.3 61.6 95.1 97.7 4.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
122 55 78 52 45 218 144
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,169,854
COMMITMENTS
277,378 42,884 274,502 518,082 801,753 1069962 1119139 99,891 50,715
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 15,682)
-774 -5,408 9,814 6,429 13,193 15,469 17,599 214 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 3.7 23.5 44.3 68.5 91.5 95.7 8.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
95 40 81 86 85 213 178
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 199,938
COMMITMENTS
34,809 52,155 47,246 106,554 91,935 188,609 191,337 11,329 8,601
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -1,050)
-275 -608 -1,260 407 67 -1,128 -1,801 78 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 26.1 23.6 53.3 46.0 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
138 116 112 134 112 321 297
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 95,421
COMMITMENTS
66,352 19,280 4,487 9,955 68,875 80,794 92,642 14,627 2,780
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,931)
1,469 375 1,196 363 1,304 3,028 2,874 903 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 20.2 4.7 10.4 72.2 84.7 97.1 15.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
151 27 22 15 10 178 50
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 398,381
COMMITMENTS
55,462 88,557 7,750 315,254 287,498 378,466 383,806 19,915 14,576
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,916)
5,918 -2,474 1,438 -5,473 3,486 1,883 2,449 33 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 22.2 1.9 79.1 72.2 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
50 57 14 105 106 161 172
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 169,266
COMMITMENTS
42,735 8,112 3,090 116,978 154,614 162,803 165,816 6,463 3,450
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,349)
-2,265 46 47 3,608 1,547 1,390 1,640 -41 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.8 1.8 69.1 91.3 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
20 10 3 55 51 76 63
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 442,707
COMMITMENTS
121,049 58,642 14,587 293,211 358,989 428,847 432,218 13,860 10,489
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -5,452)
-9,545 -11,539 1,845 4,082 3,090 -3,618 -6,604 -1,834 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 13.2 3.3 66.2 81.1 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
64 44 21 100 87 176 140
Updated December 4, 2015