COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 225,882
COMMITMENTS
76,763 25,595 39,979 94,657 148,560 211,398 214,133 14,484 11,748
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 3,483)
-4,697 6,774 5,683 4,058 -10,623 5,044 1,834 -1,561 1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 11.3 17.7 41.9 65.8 93.6 94.8 6.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
122 74 88 64 69 226 199
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,952
COMMITMENTS
5,227 1,606 2,246 7,031 12,316 14,504 16,168 2,449 784
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -405)
-318 314 -31 60 -577 -289 -295 -117 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 9.5 13.2 41.5 72.7 85.6 95.4 14.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 16 11 24 15 60 33
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 266,620
COMMITMENTS
75,689 20,330 73,563 104,854 165,429 254,107 259,322 12,513 7,297
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -4,005)
-6,266 -2,243 2,891 -680 -5,788 -4,056 -5,140 51 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.6 27.6 39.3 62.0 95.3 97.3 4.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
100 53 71 52 46 189 142
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,140,438
COMMITMENTS
255,069 42,665 264,936 530,396 785,728 1050400 1093329 90,038 47,109
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 10,005)
-3,277 3,249 7,142 9,267 -2,051 13,131 8,339 -3,126 1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 3.7 23.2 46.5 68.9 92.1 95.9 7.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
87 44 89 89 85 221 181
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 203,823
COMMITMENTS
32,709 37,785 52,394 107,745 105,383 192,848 195,562 10,975 8,261
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 881)
-145 -7,360 4,470 -2,353 3,758 1,971 867 -1,090 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.5 25.7 52.9 51.7 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
130 112 117 138 115 327 292
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,834
COMMITMENTS
53,589 12,976 1,805 9,538 58,322 64,931 73,103 9,903 1,731
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 10,139)
6,360 -708 -219 3,240 10,662 9,382 9,735 758 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 17.3 2.4 12.7 77.9 86.8 97.7 13.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
112 23 14 9 8 128 40
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,246
COMMITMENTS
42,126 92,563 2,748 315,259 263,226 360,133 358,538 16,112 17,708
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 10,907)
-541 316 -274 12,306 8,049 11,491 8,091 -584 2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 24.6 0.7 83.8 70.0 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
39 53 11 94 102 139 160
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 172,956
COMMITMENTS
42,915 4,374 3,001 121,585 162,302 167,501 169,677 5,455 3,279
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 5,412)
639 -2,326 76 5,398 8,137 6,113 5,887 -701 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.5 1.7 70.3 93.8 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
19 10 1 63 45 82 56
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 479,172
COMMITMENTS
124,282 86,423 12,662 322,828 367,620 459,772 466,705 19,400 12,467
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 27,933)
2,608 2,577 27 24,343 22,842 26,978 25,446 955 2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 18.0 2.6 67.4 76.7 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
64 54 20 100 87 177 148
Updated January 8, 2016