COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 212,253 COMMITMENTS 64,964 92,668 24,386 109,891 77,749 199,241 194,803 13,012 17,450 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,741) -3,644 784 -422 8,257 3,544 4,191 3,906 -450 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 43.7 11.5 51.8 36.6 93.9 91.8 6.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 87 124 68 61 59 186 219 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,196 COMMITMENTS 2,897 2,427 142 7,595 8,278 10,634 10,847 1,562 1,349 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -220) 111 96 4 -282 -282 -167 -182 -53 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 19.9 1.2 62.3 67.9 87.2 88.9 12.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 20 14 3 23 10 45 25 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 235,299 COMMITMENTS 65,164 25,568 51,025 105,781 150,567 221,970 227,160 13,329 8,139 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -958) 1,451 -1,754 -749 -2,724 1,239 -2,022 -1,264 1,064 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 10.9 21.7 45.0 64.0 94.3 96.5 5.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 95 39 63 52 44 178 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 768,590 COMMITMENTS 199,349 61,690 86,916 398,922 574,984 685,187 723,590 83,403 45,000 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 17,517) 24,397 -903 -10,134 -4,146 32,558 10,117 21,521 7,400 -4,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 8.0 11.3 51.9 74.8 89.1 94.1 10.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 88 32 70 78 74 199 152 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 190,078 COMMITMENTS 45,991 32,549 38,416 95,197 110,076 179,604 181,041 10,474 9,037 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -3,435) 3,471 -12,941 400 -7,264 8,440 -3,393 -4,101 -42 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 17.1 20.2 50.1 57.9 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 114 100 97 137 116 310 266 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,684 COMMITMENTS 33,578 16,067 940 9,335 30,980 43,853 47,987 5,831 1,697 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -14,018) -6,869 1,998 -891 -6,466 -14,940 -14,226 -13,833 208 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.6 32.3 1.9 18.8 62.4 88.3 96.6 11.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 65 31 5 8 7 75 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 442,518 COMMITMENTS 41,040 104,493 8,070 374,258 309,358 423,368 421,921 19,150 20,597 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 16,585) 1,770 -903 4,921 6,728 11,403 13,419 15,421 3,166 1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 23.6 1.8 84.6 69.9 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 37 56 22 112 125 159 194 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 204,382 COMMITMENTS 43,110 6,192 5,021 147,239 187,088 195,370 198,301 9,012 6,081 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 8,389) -2,159 651 683 8,012 6,554 6,536 7,888 1,853 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 3.0 2.5 72.0 91.5 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 20 15 7 66 57 90 76 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 686,790 COMMITMENTS 157,946 96,158 29,188 451,383 518,869 638,517 644,215 48,273 42,575 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 91,336) -1,864 -10,957 22,781 39,842 49,144 60,759 60,968 30,577 30,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 14.0 4.2 65.7 75.5 93.0 93.8 7.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 83 54 31 106 90 205 161
Updated March 18, 2016