COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 239,089 COMMITMENTS 62,338 53,072 56,579 106,558 111,013 225,475 220,663 13,615 18,426 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 7,218) 1,575 3,301 2,188 3,017 -171 6,780 5,319 438 1,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 22.2 23.7 44.6 46.4 94.3 92.3 5.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 84 110 78 61 73 187 226 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,217 COMMITMENTS 2,077 1,613 1,965 7,984 8,972 12,025 12,550 2,191 1,667 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 195) -358 30 85 400 -31 127 83 68 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 11.3 13.8 56.2 63.1 84.6 88.3 15.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 21 18 13 28 12 56 36 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 246,132 COMMITMENTS 84,545 21,291 52,621 95,257 166,226 232,424 240,139 13,708 5,993 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 14,097) 8,191 2,476 3,881 -615 8,786 11,457 15,143 2,640 -1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 8.7 21.4 38.7 67.5 94.4 97.6 5.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 99 33 61 55 55 187 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 989,599 COMMITMENTS 228,015 231,844 167,039 518,462 511,712 913,516 910,595 76,083 79,004 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -20,167) -4,158 -21,280 -5,835 -12,692 6,674 -22,686 -20,442 2,519 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 23.4 16.9 52.4 51.7 92.3 92.0 7.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 64 73 66 85 77 185 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 209,569 COMMITMENTS 46,304 13,041 54,385 101,315 135,182 202,004 202,608 7,565 6,960 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 3,680) 687 -4,509 7,033 -3,135 1,837 4,585 4,361 -905 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 6.2 26.0 48.3 64.5 96.4 96.7 3.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 138 69 122 133 132 320 285 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 128,104 COMMITMENTS 94,642 22,956 1,730 14,250 101,442 110,623 126,128 17,480 1,976 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,081) -2,454 -4,924 274 3,218 5,713 1,039 1,063 42 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 17.9 1.4 11.1 79.2 86.4 98.5 13.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 173 20 12 18 7 197 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 348,416 COMMITMENTS 40,034 66,891 5,916 282,657 258,874 328,607 331,681 19,809 16,735 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,808) -3,378 1,696 -919 7,272 -11 2,975 765 -1,168 1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 19.2 1.7 81.1 74.3 94.3 95.2 5.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 39 52 13 103 105 151 161 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 129,683 COMMITMENTS 29,423 12,758 3,146 90,861 109,112 123,430 125,016 6,253 4,667 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -4,847) -2,401 262 -54 -2,057 -4,999 -4,512 -4,791 -335 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 9.8 2.4 70.1 84.1 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 16 7 3 55 51 71 61 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 339,928 COMMITMENTS 82,234 58,522 10,624 232,965 266,422 325,823 335,568 14,105 4,360 CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 4,162) -6,244 3,360 2,427 7,885 -927 4,068 4,860 94 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 17.2 3.1 68.5 78.4 95.9 98.7 4.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 63 38 14 90 67 160 112
Updated January 16, 2015