COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,346 COMMITMENTS 74,471 40,517 18,852 73,162 110,248 166,485 169,617 15,861 12,729 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,858) -959 -1,744 -1,803 284 -348 -2,478 -3,895 620 2,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 22.2 10.3 40.1 60.5 91.3 93.0 8.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 97 70 71 58 59 188 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,660 COMMITMENTS 2,350 5,735 769 10,613 7,205 13,732 13,709 1,928 1,951 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -871) 220 -1,389 137 -1,427 337 -1,070 -915 199 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 36.6 4.9 67.8 46.0 87.7 87.5 12.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 25 23 11 29 11 55 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 216,001 COMMITMENTS 64,335 32,494 27,420 112,594 147,485 204,349 207,399 11,652 8,602 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 6,723) -1,281 3,507 1,594 5,965 1,926 6,278 7,027 445 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 15.0 12.7 52.1 68.3 94.6 96.0 5.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 82 43 60 51 48 157 134 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 903,521 COMMITMENTS 254,869 271,542 96,748 478,904 450,521 830,521 818,811 73,000 84,710 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 20,187) 2,626 8,683 -223 18,517 9,089 20,920 17,549 -733 2,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 30.1 10.7 53.0 49.9 91.9 90.6 8.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 71 70 65 79 67 187 170 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 204,283 COMMITMENTS 47,878 50,771 38,264 111,652 109,692 197,794 198,727 6,489 5,556 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,933) -595 103 1,796 5,173 4,573 6,374 6,472 -441 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 24.9 18.7 54.7 53.7 96.8 97.3 3.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 99 94 104 124 102 283 266 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 118,796 COMMITMENTS 87,260 14,117 1,569 8,915 101,281 97,744 116,967 21,052 1,829 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,648) 3,826 1,910 -467 -685 3,107 2,674 4,550 -26 -1,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 11.9 1.3 7.5 85.3 82.3 98.5 17.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 198 16 7 12 10 213 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 309,622 COMMITMENTS 39,878 56,717 5,006 242,386 232,548 287,270 294,271 22,352 15,351 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -2,823) -6,120 -2,533 1,225 465 -2,036 -4,430 -3,344 1,607 521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 18.3 1.6 78.3 75.1 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 38 42 7 104 97 146 142 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 142,562 COMMITMENTS 39,640 12,253 3,877 92,005 122,851 135,522 138,981 7,040 3,581 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,737) 1,509 231 138 -3,857 -2,504 -2,210 -2,135 473 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 8.6 2.7 64.5 86.2 95.1 97.5 4.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 23 4 4 53 42 77 49 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 369,309 COMMITMENTS 96,504 73,957 10,131 246,112 276,583 352,747 360,671 16,562 8,638 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -3,137) -2,406 6,869 612 -3,594 -14,401 -5,388 -6,920 2,251 3,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 20.0 2.7 66.6 74.9 95.5 97.7 4.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 62 40 16 85 73 158 118
Updated April 3, 2015