COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 224,287 COMMITMENTS 81,985 26,821 38,008 86,141 148,548 206,133 213,377 18,154 10,909 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 7,250) 7,517 -7,353 1,111 -2,309 14,563 6,319 8,321 930 -1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 12.0 16.9 38.4 66.2 91.9 95.1 8.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 117 67 77 58 68 210 183 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,178 COMMITMENTS 2,015 4,615 1,330 10,524 7,675 13,869 13,619 2,310 2,559 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 211) -149 2,304 -1,018 1,240 -1,459 72 -173 139 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 28.5 8.2 65.0 47.4 85.7 84.2 14.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 24 25 9 28 11 55 42 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 239,303 COMMITMENTS 72,704 13,487 51,388 103,310 167,721 227,402 232,595 11,901 6,707 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 18,390) 12,567 854 306 3,316 18,487 16,189 19,647 2,201 -1,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 5.6 21.5 43.2 70.1 95.0 97.2 5.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 90 44 63 50 54 175 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 963,188 COMMITMENTS 233,398 209,669 145,975 503,036 531,713 882,409 887,357 80,779 75,831 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -8,289) 3,834 30,568 -2,642 -10,011 -37,916 -8,819 -9,990 531 1,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 21.8 15.2 52.2 55.2 91.6 92.1 8.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 65 68 66 80 71 186 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 205,359 COMMITMENTS 41,646 32,041 50,111 105,940 115,904 197,698 198,056 7,661 7,303 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 8,101) -1,689 5,859 3,918 7,372 -980 9,600 8,797 -1,500 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 15.6 24.4 51.6 56.4 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 111 88 105 136 120 294 277 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 119,685 COMMITMENTS 81,573 13,626 3,380 13,314 101,075 98,267 118,082 21,419 1,604 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 3,312) 4,892 2,829 -593 86 1,506 4,385 3,743 -1,073 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.2 11.4 2.8 11.1 84.5 82.1 98.7 17.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 184 18 16 15 9 210 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 340,080 COMMITMENTS 35,194 65,367 5,859 278,188 253,605 319,241 324,832 20,839 15,248 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -2,920) 38 1,147 -843 -2,772 -4,677 -3,577 -4,373 657 1,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 19.2 1.7 81.8 74.6 93.9 95.5 6.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 43 45 10 103 104 153 152 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 146,783 COMMITMENTS 38,322 14,617 4,167 98,211 125,131 140,700 143,915 6,083 2,868 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 7,777) 4,961 658 977 1,850 7,180 7,788 8,815 -11 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 10.0 2.8 66.9 85.2 95.9 98.0 4.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 23 6 3 56 48 79 57 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 356,789 COMMITMENTS 96,369 51,096 10,014 234,821 291,577 341,204 352,687 15,585 4,102 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -2,090) -7,655 -5,520 -1,722 6,663 3,898 -2,714 -3,344 624 1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 14.3 2.8 65.8 81.7 95.6 98.9 4.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 63 35 13 92 65 161 107
Updated February 27, 2015