COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 237,300 COMMITMENTS 69,996 39,716 52,072 98,061 134,933 220,130 226,721 17,171 10,579 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 196) -10,511 -3,891 4,926 5,969 390 384 1,425 -188 -1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 16.7 21.9 41.3 56.9 92.8 95.5 7.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 104 72 92 62 67 208 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 17,333 COMMITMENTS 1,816 7,483 1,683 11,597 5,892 15,096 15,058 2,238 2,276 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 263) 61 477 74 -128 -496 8 56 256 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 43.2 9.7 66.9 34.0 87.1 86.9 12.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 31 12 27 14 54 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 281,224 COMMITMENTS 86,362 24,287 65,002 113,334 184,513 264,697 273,802 16,527 7,422 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 7,541) -370 853 4,483 3,049 2,784 7,162 8,120 379 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 8.6 23.1 40.3 65.6 94.1 97.4 5.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 102 48 62 55 56 194 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,092,682 COMMITMENTS 249,204 228,850 215,265 541,199 567,290 1005669 1011406 87,014 81,277 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 31,370) 8,340 4,019 17,190 2,888 10,428 28,418 31,637 2,952 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 20.9 19.7 49.5 51.9 92.0 92.6 8.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 82 75 81 84 77 213 193 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 227,417 COMMITMENTS 42,539 52,409 58,589 115,142 106,506 216,271 217,504 11,146 9,913 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,287) 971 -1,901 110 -1,733 192 -652 -1,598 -635 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 23.0 25.8 50.6 46.8 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 126 114 139 131 120 335 318 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 102,725 COMMITMENTS 72,550 12,824 2,900 12,671 85,945 88,122 101,669 14,604 1,056 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,099) 2,697 -4,697 -184 -1,929 5,317 583 435 -1,682 -1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.6 12.5 2.8 12.3 83.7 85.8 99.0 14.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 162 22 18 16 6 191 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 367,053 COMMITMENTS 43,796 73,411 5,455 296,119 273,246 345,369 352,112 21,684 14,941 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,399) 3,905 838 19 -2,722 2,556 1,201 3,413 1,198 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 20.0 1.5 80.7 74.4 94.1 95.9 5.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 44 51 13 104 103 152 163 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 152,159 COMMITMENTS 38,124 11,731 3,603 102,501 133,815 144,228 149,149 7,931 3,010 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,440) -1,534 -492 643 -694 -1,553 -1,585 -1,402 145 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 7.7 2.4 67.4 87.9 94.8 98.0 5.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 24 4 3 54 48 78 55 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 383,150 COMMITMENTS 104,411 54,233 14,382 246,492 308,334 365,285 376,949 17,865 6,201 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -84) -2,528 -2,119 2,568 930 -1,456 970 -1,007 -1,054 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 14.2 3.8 64.3 80.5 95.3 98.4 4.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 70 38 19 91 73 170 121
Updated June 5, 2015