COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,123: 81,007 27,006 14,876 76,065 132,208 171,948 174,090: 13,175 11,033
Old : 173,166: 80,632 27,509 14,046 65,799 120,965 160,477 162,520: 12,689 10,646
Other: 11,957: 1,004 126 201 10,266 11,243 11,471 11,570: 486 387
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,733: -4,076 6,452 4,004 3,275 -10,424 3,203 32: -1,470 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 14.6 8.0 41.1 71.4 92.9 94.0: 7.1 6.0
Old : 100.0: 46.6 15.9 8.1 38.0 69.9 92.7 93.9: 7.3 6.1
Other: 100.0: 8.4 1.1 1.7 85.9 94.0 95.9 96.8: 4.1 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 115 72 70 48 61 197 178:
Old : 274: 117 73 67 43 57 189 174:
Other: 74: 16 6 2 26 29 44 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 26.1 22.9 39.2 13.3 22.0 22.7 33.2
Old : 13.6 27.5 23.6 39.6 13.6 25.7 23.6 36.6
Other: 61.1 56.3 77.2 77.4 61.1 56.3 77.2 76.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,025: 5,476 2,197 216 5,937 10,876 11,629 13,289: 2,396 736
Old : 14,022: 5,476 2,197 216 5,934 10,876 11,626 13,289: 2,396 733
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: December 29, 2015 :
: -216: -113 208 23 -4 -338 -94 -107: -122 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 15.7 1.5 42.3 77.5 82.9 94.8: 17.1 5.2
Old : 100.0: 39.1 15.7 1.5 42.3 77.6 82.9 94.8: 17.1 5.2
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 : 67: 27 12 7 23 11 54 26:
Old : 67: 27 12 7 23 11 54 26:
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 : 25.0 55.5 41.7 75.4 25.0 55.1 41.7 74.1
Old : 25.0 55.5 41.7 75.4 25.0 55.1 41.7 74.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 222,486: 80,880 21,529 44,974 84,553 149,094 210,407 215,597: 12,079 6,889
Old : 185,108: 79,370 21,028 32,124 62,262 125,438 173,756 178,590: 11,352 6,518
Other: 37,378: 9,106 8,097 5,254 22,291 23,656 36,651 37,007: 727 371
: : :
: : Changes in Commitments from: December 29, 2015 :
: 682: -6,062 -2,208 4,512 2,263 -2,684 713 -380: -31 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 9.7 20.2 38.0 67.0 94.6 96.9: 5.4 3.1
Old : 100.0: 42.9 11.4 17.4 33.6 67.8 93.9 96.5: 6.1 3.5
Other: 100.0: 24.4 21.7 14.1 59.6 63.3 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 102 45 60 50 44 179 131:
Old : 213: 101 49 58 48 43 175 127:
Other: 65: 18 11 4 27 20 49 32:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 36.5 30.4 46.9 13.3 25.0 20.4 34.2
Old : 13.7 32.8 23.4 44.5 11.7 29.8 20.0 39.2
Other: 65.2 59.2 78.7 77.6 52.3 44.1 59.7 58.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 868,697: 250,492 60,449 102,222 430,993 662,912 783,707 825,583: 84,990 43,114
Old : 868,697: 250,492 60,449 102,222 430,993 662,912 783,707 825,583: 84,990 43,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 8,739: 4,433 6,452 -119 7,712 873 12,026 7,206: -3,287 1,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.0 11.8 49.6 76.3 90.2 95.0: 9.8 5.0
Old : 100.0: 28.8 7.0 11.8 49.6 76.3 90.2 95.0: 9.8 5.0
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 : 230: 88 39 69 82 75 202 159:
Old : 230: 88 39 69 82 75 202 159:
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 : 11.4 32.1 20.3 46.4 10.5 28.3 17.8 38.0
Old : 11.4 32.1 20.3 46.4 10.5 28.3 17.8 38.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 172,537: 34,747 38,024 31,243 96,253 95,378 162,243 164,645: 10,294 7,892
Old : 150,802: 35,706 41,601 21,983 84,105 79,896 141,794 143,480: 9,008 7,322
Other: 21,735: 6,075 3,457 2,226 12,148 15,482 20,449 21,165: 1,286 570
: : :
: : Changes in Commitments from: December 29, 2015 :
: 173: -298 -7,499 4,132 -2,503 3,599 1,331 232: -1,158 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 22.0 18.1 55.8 55.3 94.0 95.4: 6.0 4.6
Old : 100.0: 23.7 27.6 14.6 55.8 53.0 94.0 95.1: 6.0 4.9
Other: 100.0: 28.0 15.9 10.2 55.9 71.2 94.1 97.4: 5.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 122 95 87 131 105 292 257:
Old : 371: 124 96 80 126 98 284 245:
Other: 132: 18 18 8 80 49 101 73:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 14.8 26.4 25.9 11.5 12.0 17.5 20.6
Old : 17.7 14.0 27.2 25.5 12.6 12.2 20.0 22.3
Other: 45.1 35.4 56.5 55.1 38.1 35.0 47.5 48.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,475: 53,591 12,882 1,687 9,387 58,268 64,665 72,837: 9,810 1,638
Old : 74,475: 53,591 12,882 1,687 9,387 58,268 64,665 72,837: 9,810 1,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 10,057: 6,356 -738 -239 3,214 10,673 9,331 9,696: 726 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 17.3 2.3 12.6 78.2 86.8 97.8: 13.2 2.2
Old : 100.0: 72.0 17.3 2.3 12.6 78.2 86.8 97.8: 13.2 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 : 150: 112 22 10 9 8 125 38:
Old : 150: 112 22 10 9 8 125 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 : 39.3 81.7 47.9 87.6 37.3 81.6 46.0 87.4
Old : 39.3 81.7 47.9 87.6 37.3 81.6 46.0 87.4
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 - Futures Only, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 376,074: 42,126 92,567 2,706 315,245 263,224 360,077 358,497: 15,997 17,577
Old : 376,074: 42,126 92,567 2,706 315,245 263,224 360,077 358,497: 15,997 17,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 11,007: -541 311 -253 12,327 8,048 11,533 8,106: -526 2,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.6 0.7 83.8 70.0 95.7 95.3: 4.3 4.7
Old : 100.0: 11.2 24.6 0.7 83.8 70.0 95.7 95.3: 4.3 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 : 254: 39 53 10 94 100 138 158:
Old : 254: 39 53 10 94 100 138 158:
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 : 38.4 35.9 52.2 45.4 35.8 35.9 48.6 44.4
Old : 38.4 35.9 52.2 45.4 35.8 35.9 48.6 44.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 172,956: 42,915 4,374 3,001 121,585 162,302 167,501 169,677: 5,455 3,279
Old : 172,956: 42,915 4,374 3,001 121,585 162,302 167,501 169,677: 5,455 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 5,412: 639 -2,326 76 5,398 8,137 6,113 5,887: -701 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.5 1.7 70.3 93.8 96.8 98.1: 3.2 1.9
Old : 100.0: 24.8 2.5 1.7 70.3 93.8 96.8 98.1: 3.2 1.9
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 : 118: 19 10 1 63 45 82 56:
Old : 118: 19 10 1 63 45 82 56:
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 : 35.1 52.5 51.4 66.6 33.4 52.5 49.7 66.4
Old : 35.1 52.5 51.4 66.6 33.4 52.5 49.7 66.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 479,172: 124,282 86,423 12,662 322,828 367,620 459,772 466,705: 19,400 12,467
Old : 479,172: 124,282 86,423 12,662 322,828 367,620 459,772 466,705: 19,400 12,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 27,933: 2,608 2,577 27 24,343 22,842 26,978 25,446: 955 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.0 2.6 67.4 76.7 96.0 97.4: 4.0 2.6
Old : 100.0: 25.9 18.0 2.6 67.4 76.7 96.0 97.4: 4.0 2.6
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: 64 54 20 100 87 177 148:
Old : 257: 64 54 20 100 87 177 148:
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 : 28.4 25.5 43.3 38.6 19.8 22.2 31.5 32.2
Old : 28.4 25.5 43.3 38.6 19.8 22.2 31.5 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016