COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 208,512 COMMITMENTS 68,608 91,884 24,808 101,634 74,205 195,050 190,897 13,462 17,615 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 5,649) -4,523 4,581 3,201 5,896 -2,365 4,574 5,417 1,075 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 44.1 11.9 48.7 35.6 93.5 91.6 6.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 95 124 74 58 54 190 221 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,416 COMMITMENTS 2,786 2,331 138 7,877 8,560 10,801 11,029 1,615 1,387 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,355) 222 901 130 776 -37 1,128 994 227 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 18.8 1.1 63.4 68.9 87.0 88.8 13.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 15 4 24 11 45 27 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 236,257 COMMITMENTS 63,713 27,322 51,774 108,505 149,328 223,992 228,424 12,265 7,833 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,504) -3,464 -5,159 1,732 -1,726 978 -3,458 -2,449 954 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 11.6 21.9 45.9 63.2 94.8 96.7 5.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 92 43 65 49 44 168 135 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 751,073 COMMITMENTS 174,952 62,593 97,050 403,068 542,426 675,070 702,069 76,003 49,004 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,189) -9,745 -35,592 5,926 -7,248 28,664 -11,067 -1,002 9,878 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 8.3 12.9 53.7 72.2 89.9 93.5 10.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 77 45 74 78 75 191 164 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 193,513 COMMITMENTS 42,520 45,490 38,016 102,461 101,636 182,997 185,142 10,516 8,371 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,726) 5,967 -8,387 57 -6,061 6,465 -37 -1,865 -1,689 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 23.5 19.6 52.9 52.5 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 116 107 107 134 111 306 284 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,702 COMMITMENTS 40,447 14,069 1,831 15,801 45,920 58,079 61,820 5,623 1,882 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -595) -1,124 -717 553 797 -117 226 -281 -821 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 22.1 2.9 24.8 72.1 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 63 30 14 11 10 82 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 425,933 COMMITMENTS 39,270 105,396 3,149 367,530 297,955 409,949 406,500 15,984 19,433 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,670) -1,948 2,939 238 -3,827 -4,724 -5,537 -1,547 1,867 -2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 24.7 0.7 86.3 70.0 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 37 57 14 96 114 140 178 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 195,993 COMMITMENTS 45,269 5,541 4,338 139,227 180,534 188,834 190,413 7,159 5,580 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,845) -3,703 -501 1,580 -3,064 -7,012 -5,187 -5,933 -658 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 2.8 2.2 71.0 92.1 96.3 97.2 3.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 22 12 8 64 55 88 73 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 595,454 COMMITMENTS 159,810 107,115 6,407 411,541 469,725 577,758 583,247 17,696 12,207 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 30,404) 3,508 4,833 387 30,354 25,411 34,249 30,631 -3,845 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 18.0 1.1 69.1 78.9 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 75 58 20 107 91 195 156
Updated March 11, 2016