COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 237,104 COMMITMENTS 80,507 43,607 47,146 92,092 134,543 219,746 225,296 17,358 11,808 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,643) -4,515 10,025 3,354 3,524 -10,895 2,364 2,485 -721 -842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 18.4 19.9 38.8 56.7 92.7 95.0 7.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 103 79 85 58 67 204 197 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,070 COMMITMENTS 1,756 7,006 1,608 11,724 6,388 15,088 15,002 1,982 2,068 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -234) -54 30 -67 -147 -123 -268 -160 34 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 41.0 9.4 68.7 37.4 88.4 87.9 11.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 20 29 11 28 12 53 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 273,683 COMMITMENTS 86,731 23,434 60,519 110,284 181,729 257,535 265,682 16,148 8,001 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 8,409) 4,520 1,391 2,830 -328 3,823 7,022 8,045 1,387 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 8.6 22.1 40.3 66.4 94.1 97.1 5.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 106 42 58 52 54 191 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,061,312 COMMITMENTS 240,864 224,831 198,075 538,311 556,862 977,251 979,768 84,062 81,544 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 43,959) 1,483 40,224 17,373 21,376 -22,507 40,233 35,091 3,727 8,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 21.2 18.7 50.7 52.5 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 78 68 81 80 76 204 188 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 228,704 COMMITMENTS 41,569 54,310 58,479 116,875 106,313 216,923 219,103 11,781 9,601 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 16,116) -870 13,903 6,917 9,047 -5,601 15,094 15,220 1,022 896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 23.7 25.6 51.1 46.5 94.8 95.8 5.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 129 115 138 134 122 337 325 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 103,824 COMMITMENTS 69,853 17,521 3,085 14,601 80,628 87,539 101,234 16,286 2,590 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 5,235) 5,475 6,635 -698 -1,310 2,040 3,467 7,978 1,768 -2,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 16.9 3.0 14.1 77.7 84.3 97.5 15.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 158 26 18 15 8 183 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 364,654 COMMITMENTS 39,891 72,573 5,436 298,841 270,690 344,168 348,699 20,486 15,955 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 16,565) 684 5,313 -480 15,137 10,877 15,341 15,711 1,224 854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 19.9 1.5 82.0 74.2 94.4 95.6 5.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 41 54 10 104 105 150 164 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 153,599 COMMITMENTS 39,658 12,223 2,960 103,195 135,368 145,813 150,551 7,786 3,048 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,637) -370 -201 -734 -612 -945 -1,716 -1,880 79 243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 8.0 1.9 67.2 88.1 94.9 98.0 5.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 22 5 3 54 49 76 57 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 383,234 COMMITMENTS 106,939 56,352 11,814 245,562 309,790 364,315 377,956 18,919 5,278 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,315) -535 -163 -752 -161 1,640 -1,448 725 133 -2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 14.7 3.1 64.1 80.8 95.1 98.6 4.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 68 35 19 92 70 170 114
Updated May 29, 2015