COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 222,937
COMMITMENTS
83,086 19,363 33,142 91,119 159,991 207,346 212,495 15,591 10,442
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -11,132)
-8,940 -2,529 -1,830 -347 -5,715 -11,117 -10,074 -15 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 8.7 14.9 40.9 71.8 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
128 63 80 66 74 230 190
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,156
COMMITMENTS
5,349 1,441 2,245 7,215 12,469 14,809 16,154 2,347 1,001
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,073)
102 -138 -1,118 -678 -614 -1,694 -1,871 -379 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 8.4 13.1 42.1 72.7 86.3 94.2 13.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
31 14 12 25 17 64 35
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 271,543
COMMITMENTS
86,985 24,821 68,591 104,031 171,549 259,606 264,961 11,936 6,582
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -18,104)
-16,544 -9,959 361 -438 -7,447 -16,620 -17,044 -1,484 -1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 9.1 25.3 38.3 63.2 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
111 51 75 53 46 201 144
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,145,239
COMMITMENTS
265,449 37,055 259,857 524,585 802,549 1049891 1099461 95,348 45,778
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 34,422)
7,420 -5,463 14,783 11,544 31,777 33,747 41,097 675 -6,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.2 22.7 45.8 70.1 91.7 96.0 8.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
92 31 82 86 84 211 172
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 203,967
COMMITMENTS
32,895 46,164 47,697 111,603 101,538 192,195 195,399 11,772 8,568
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 7,283)
-1,965 3,957 1,555 7,007 1,524 6,596 7,036 687 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 22.6 23.4 54.7 49.8 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
123 116 107 138 112 312 289
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,354
COMMITMENTS
47,919 14,584 1,851 6,137 47,255 55,906 63,689 9,447 1,664
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,398)
-5,020 -1,496 318 -944 -5,517 -5,646 -6,695 -751 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 22.3 2.8 9.4 72.3 85.5 97.5 14.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
110 21 12 10 9 125 39
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 373,026
COMMITMENTS
43,662 90,851 3,151 309,955 263,936 356,768 357,938 16,258 15,089
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -38,732)
1,826 -290 -2,257 -34,210 -31,507 -34,641 -34,054 -4,092 -4,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 24.4 0.8 83.1 70.8 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
40 53 9 96 103 141 160
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 169,499
COMMITMENTS
44,293 5,219 2,846 116,507 157,950 163,646 166,015 5,853 3,484
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -24,951)
-6,772 -2,854 -541 -3,702 -19,568 -11,015 -22,963 -13,936 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 3.1 1.7 68.7 93.2 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 11 3 58 45 77 58
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 447,568
COMMITMENTS
121,071 85,617 12,649 296,260 339,758 429,980 438,024 17,588 9,544
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -36,570)
-9,447 -1,320 -4,128 -15,738 -25,356 -29,313 -30,804 -7,257 -5,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 19.1 2.8 66.2 75.9 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
62 55 19 91 84 166 145
Updated December 25, 2015