COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,204 COMMITMENTS 75,430 42,261 20,655 72,878 110,596 168,963 173,512 15,241 10,692 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,563) -6,049 -9,950 5,297 1,547 10,388 795 5,735 1,768 -3,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 22.9 11.2 39.6 60.0 91.7 94.2 8.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 100 76 67 55 54 188 171 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,531 COMMITMENTS 2,130 7,124 632 12,040 6,868 14,802 14,624 1,729 1,907 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 815) -228 -458 330 854 1,438 956 1,310 -141 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 43.1 3.8 72.8 41.5 89.5 88.5 10.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 24 9 31 11 58 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 209,278 COMMITMENTS 65,616 28,987 25,826 106,629 145,559 198,071 200,372 11,207 8,906 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 774) -7,095 6,687 2,196 6,088 -5,928 1,189 2,955 -415 -2,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 13.9 12.3 51.0 69.6 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 84 40 59 55 53 163 135 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 883,334 COMMITMENTS 252,243 262,859 96,971 460,387 441,432 809,601 801,262 73,733 82,072 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 18,410) -722 9,317 16,191 4,195 -9,504 19,664 16,004 -1,254 2,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 29.8 11.0 52.1 50.0 91.7 90.7 8.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 73 74 67 76 67 191 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 198,350 COMMITMENTS 48,473 50,668 36,468 106,479 105,119 191,420 192,255 6,930 6,095 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,049) -1,641 838 3,203 1,478 -1,078 3,040 2,963 -991 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 25.5 18.4 53.7 53.0 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 107 93 101 126 107 286 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 116,148 COMMITMENTS 83,434 12,207 2,036 9,600 98,174 95,070 112,417 21,078 3,731 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -16,400) -13,120 -4,621 243 -1,483 -13,727 -14,360 -18,105 -2,040 1,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.8 10.5 1.8 8.3 84.5 81.9 96.8 18.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 179 13 13 12 9 195 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 312,445 COMMITMENTS 45,998 59,250 3,781 241,921 234,584 291,700 297,615 20,745 14,830 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -47,648) 2,253 -10,796 299 -46,788 -35,196 -44,236 -45,693 -3,412 -1,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 19.0 1.2 77.4 75.1 93.4 95.3 6.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 45 43 7 102 99 150 146 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 144,299 COMMITMENTS 38,131 12,022 3,739 95,862 125,355 137,732 141,116 6,567 3,183 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -8,515) 475 601 -137 -7,168 -8,227 -6,830 -7,763 -1,685 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 8.3 2.6 66.4 86.9 95.4 97.8 4.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 22 4 3 53 46 75 53 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 372,446 COMMITMENTS 98,910 67,088 9,519 249,706 290,984 358,135 367,591 14,311 4,855 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -40,194) 2,349 -1,522 -4,822 -34,420 -34,101 -36,893 -40,445 -3,301 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 18.0 2.6 67.0 78.1 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 63 37 13 83 71 154 113
Updated March 27, 2015