COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,646 COMMITMENTS 73,153 35,469 51,337 93,255 136,113 217,745 222,919 16,901 11,727 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 8,582) -4,451 -8,464 6,796 4,086 13,484 6,432 11,816 2,150 -3,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 15.1 21.9 39.7 58.0 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 102 81 85 62 65 206 195 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,749 COMMITMENTS 1,980 7,041 2,445 13,497 8,272 17,922 17,758 1,827 1,991 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,135) -113 -549 541 875 1,665 1,303 1,657 -168 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 35.7 12.4 68.3 41.9 90.7 89.9 9.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 26 14 33 11 62 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 243,421 COMMITMENTS 60,339 27,831 51,423 120,073 154,953 231,835 234,207 11,586 9,214 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,727) -7,832 7,609 4,270 7,655 -5,868 4,093 6,011 -366 -2,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 11.4 21.1 49.3 63.7 95.2 96.2 4.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 80 52 72 56 55 172 149 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,068,295 COMMITMENTS 225,562 261,043 212,922 551,322 508,274 989,806 982,239 78,489 86,056 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 31,868) -4,658 7,787 27,616 10,024 -5,657 32,982 29,747 -1,114 2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 24.4 19.9 51.6 47.6 92.7 91.9 7.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 67 80 76 85 75 203 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 238,478 COMMITMENTS 43,645 48,227 67,570 119,518 116,084 230,733 231,882 7,745 6,595 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,308) -1,023 183 3,778 566 -729 3,321 3,232 -1,012 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 20.2 28.3 50.1 48.7 96.8 97.2 3.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 128 92 131 137 119 322 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 116,666 COMMITMENTS 83,476 12,336 2,158 9,779 98,322 95,414 112,816 21,253 3,850 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -16,338) -13,090 -4,554 216 -1,436 -13,742 -14,310 -18,079 -2,029 1,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.6 10.6 1.8 8.4 84.3 81.8 96.7 18.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 180 14 15 13 9 198 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 312,896 COMMITMENTS 45,998 59,275 4,027 242,075 234,598 292,100 297,901 20,797 14,996 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -48,461) 2,542 -10,409 -377 -47,153 -35,418 -44,988 -46,204 -3,473 -2,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 18.9 1.3 77.4 75.0 93.4 95.2 6.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 45 43 8 104 99 153 146 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 144,299 COMMITMENTS 38,131 12,022 3,739 95,862 125,355 137,732 141,116 6,567 3,183 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -8,515) 475 601 -137 -7,168 -8,227 -6,830 -7,763 -1,685 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 8.3 2.6 66.4 86.9 95.4 97.8 4.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 22 4 3 53 46 75 53 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 372,446 COMMITMENTS 98,910 67,088 9,519 249,706 290,984 358,135 367,591 14,311 4,855 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -40,194) 2,349 -1,522 -4,822 -34,420 -34,101 -36,893 -40,445 -3,301 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 18.0 2.6 67.0 78.1 96.2 98.7 3.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 63 37 13 83 71 154 113
Updated March 27, 2015