COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,018 COMMITMENTS 61,855 65,826 63,536 125,694 114,885 251,085 244,248 12,932 19,770 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 24,928) -483 12,755 6,957 19,137 3,873 25,611 23,585 -682 1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 24.9 24.1 47.6 43.5 95.1 92.5 4.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 91 125 91 65 70 202 245 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,163 COMMITMENTS 2,494 1,508 1,919 7,540 9,389 11,953 12,816 2,210 1,347 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -54) 418 -105 -46 -444 416 -72 266 18 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 10.6 13.6 53.2 66.3 84.4 90.5 15.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 25 17 14 26 14 57 39 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 242,364 COMMITMENTS 83,631 18,851 54,120 92,800 162,791 230,552 235,763 11,812 6,601 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -3,768) -914 -2,440 1,499 -2,457 -3,435 -1,872 -4,376 -1,896 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 7.8 22.3 38.3 67.2 95.1 97.3 4.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 93 40 65 55 56 186 134 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 994,043 COMMITMENTS 237,477 208,180 165,722 513,660 553,938 916,859 927,841 77,184 66,202 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,444) 9,462 -23,664 -1,316 -4,802 42,226 3,344 17,246 1,100 -12,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 20.9 16.7 51.7 55.7 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 71 70 73 86 77 195 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 208,676 COMMITMENTS 44,138 15,580 53,952 102,565 132,503 200,655 202,035 8,021 6,641 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -893) -2,165 2,539 -433 1,250 -2,679 -1,349 -574 456 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 7.5 25.9 49.2 63.5 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 134 69 116 133 128 315 277 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 130,745 COMMITMENTS 97,110 24,213 1,478 13,723 102,705 112,311 128,396 18,434 2,349 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,642) 2,467 1,257 -252 -527 1,263 1,688 2,268 953 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.3 18.5 1.1 10.5 78.6 85.9 98.2 14.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 171 15 11 18 7 194 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 345,048 COMMITMENTS 37,163 65,264 4,206 284,711 257,119 326,080 326,589 18,969 18,459 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -3,368) -2,871 -1,627 -1,710 2,054 -1,755 -2,527 -5,092 -840 1,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 18.9 1.2 82.5 74.5 94.5 94.7 5.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 38 49 11 102 104 147 157 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 129,120 COMMITMENTS 31,240 13,741 3,272 90,295 108,357 124,807 125,370 4,313 3,750 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -563) 1,817 983 126 -566 -755 1,377 354 -1,940 -917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 10.6 2.5 69.9 83.9 96.7 97.1 3.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 17 7 3 59 51 76 61 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 347,979 COMMITMENTS 86,941 55,638 12,535 233,001 275,591 332,477 343,764 15,502 4,215 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,051) 4,707 -2,884 1,911 36 9,169 6,654 8,196 1,397 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 16.0 3.6 67.0 79.2 95.5 98.8 4.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 57 39 14 85 70 148 117
Updated January 23, 2015