COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 202,863 COMMITMENTS 73,131 87,303 21,607 95,738 76,570 190,476 185,480 12,387 17,383 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 14,866) 1,721 9,822 4,224 8,264 799 14,209 14,845 657 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 43.0 10.7 47.2 37.7 93.9 91.4 6.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 97 122 72 58 52 190 216 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 11,061 COMMITMENTS 2,564 1,430 8 7,101 8,597 9,673 10,035 1,388 1,026 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -547) 79 -114 -68 -449 -137 -438 -319 -109 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 12.9 0.1 64.2 77.7 87.5 90.7 12.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 20 9 1 23 11 43 21 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 238,761 COMMITMENTS 67,177 32,481 50,042 110,231 148,350 227,450 230,873 11,311 7,888 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,069) -120 -1,818 6,010 -4,339 -1,271 1,551 2,921 518 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 13.6 21.0 46.2 62.1 95.3 96.7 4.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 92 44 65 51 45 172 137 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 752,262 COMMITMENTS 184,697 98,185 91,124 410,316 513,762 686,137 703,071 66,125 49,191 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -45,943) -10,376 -30,240 -4,618 -27,213 -1,232 -42,207 -36,090 -3,736 -9,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 13.1 12.1 54.5 68.3 91.2 93.5 8.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 74 42 65 78 73 183 157 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 195,239 COMMITMENTS 36,553 53,877 37,959 108,522 95,171 183,034 187,007 12,205 8,232 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 14,118) -1,346 8,707 7,909 5,718 -2,619 12,281 13,997 1,837 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 27.6 19.4 55.6 48.7 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 109 130 101 138 106 301 296 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,297 COMMITMENTS 41,571 14,786 1,278 15,004 46,037 57,853 62,101 6,444 2,196 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -4,961) -3,536 -896 -206 -1,757 -3,671 -5,499 -4,773 538 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 23.0 2.0 23.3 71.6 90.0 96.6 10.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 66 28 14 12 10 85 47 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 429,603 COMMITMENTS 41,218 102,457 2,911 371,357 302,679 415,486 408,047 14,117 21,556 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -4,396) 222 3,276 140 -5,326 -7,052 -4,964 -3,636 568 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 23.8 0.7 86.4 70.5 96.7 95.0 3.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 41 55 12 99 112 146 173 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 201,838 COMMITMENTS 48,972 6,042 2,758 142,291 187,546 194,021 196,346 7,817 5,492 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,286) -2,935 -1,766 249 372 22 -2,314 -1,495 1,028 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 3.0 1.4 70.5 92.9 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 24 12 6 62 55 87 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 565,050 COMMITMENTS 156,302 102,282 6,020 381,187 444,314 543,509 552,616 21,541 12,434 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 18,944) 2,749 -7,974 -219 8,522 25,256 11,052 17,063 7,892 1,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 18.1 1.1 67.5 78.6 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 72 56 22 108 92 192 158
Updated March 4, 2016