COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 227,972 COMMITMENTS 85,296 23,913 37,728 87,276 154,828 210,300 216,469 17,672 11,504 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 3,686) 3,312 -2,908 -280 1,136 6,280 4,167 3,091 -482 594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 10.5 16.5 38.3 67.9 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 119 62 79 58 68 213 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,204 COMMITMENTS 2,177 6,004 1,419 10,237 6,182 13,834 13,605 2,370 2,599 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 26) 162 1,389 90 -286 -1,493 -35 -15 60 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 37.0 8.8 63.2 38.2 85.4 84.0 14.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 26 11 28 9 57 43 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 254,332 COMMITMENTS 80,460 18,991 53,838 106,229 173,328 240,527 246,157 13,805 8,176 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 15,030) 7,756 5,504 2,450 2,919 5,607 13,125 13,561 1,904 1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 7.5 21.2 41.8 68.2 94.6 96.8 5.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 88 46 66 50 52 178 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 963,503 COMMITMENTS 231,119 254,451 158,277 494,598 473,415 883,993 886,142 79,510 77,360 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 315) -2,279 44,783 12,301 -8,438 -58,299 1,584 -1,215 -1,269 1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 26.4 16.4 51.3 49.1 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 69 71 65 79 68 187 171 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 227,895 COMMITMENTS 42,504 42,009 61,771 114,855 116,652 219,130 220,432 8,765 7,463 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 22,536) 858 9,968 11,660 8,915 748 21,432 22,376 1,104 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 18.4 27.1 50.4 51.2 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 118 101 120 135 117 307 296 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 124,757 COMMITMENTS 85,714 18,751 3,177 14,435 100,724 103,326 122,652 21,431 2,105 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 5,072) 4,141 5,125 -203 1,122 -351 5,059 4,571 12 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 15.0 2.5 11.6 80.7 82.8 98.3 17.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 199 19 16 16 7 227 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 351,548 COMMITMENTS 38,332 69,091 7,620 283,743 258,989 329,696 335,700 21,852 15,847 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 11,468) 3,138 3,724 1,761 5,555 5,383 10,454 10,868 1,013 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 19.7 2.2 80.7 73.7 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 45 47 11 108 105 160 156 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 147,771 COMMITMENTS 33,258 11,316 4,432 103,388 128,982 141,078 144,730 6,693 3,041 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 988) -5,064 -3,301 265 5,177 3,851 378 815 610 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 7.7 3.0 70.0 87.3 95.5 97.9 4.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 22 5 3 59 45 81 53 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 361,840 COMMITMENTS 98,474 48,881 7,324 241,462 302,989 347,260 359,194 14,580 2,646 CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 5,051) 2,105 -2,215 -2,690 6,641 11,412 6,056 6,507 -1,005 -1,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 13.5 2.0 66.7 83.7 96.0 99.3 4.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 63 34 14 87 70 158 110
Updated March 6, 2015