COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 211,732 COMMITMENTS 64,003 90,040 26,757 108,403 78,227 199,163 195,024 12,569 16,708 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -521) -961 -2,628 2,371 -1,488 478 -78 221 -443 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 42.5 12.6 51.2 36.9 94.1 92.1 5.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 93 125 74 63 60 196 228 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 12,814 COMMITMENTS 3,214 2,133 278 7,642 8,930 11,134 11,341 1,680 1,473 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 618) 317 -294 136 47 652 500 494 118 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 16.6 2.2 59.6 69.7 86.9 88.5 13.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 11 6 22 11 45 26 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 242,761 COMMITMENTS 66,628 25,465 54,814 108,063 154,919 229,505 235,198 13,256 7,563 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 7,462) 1,464 -103 3,789 2,282 4,352 7,535 8,038 -73 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 10.5 22.6 44.5 63.8 94.5 96.9 5.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 102 37 71 51 42 186 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 827,890 COMMITMENTS 237,051 62,452 90,176 405,266 626,989 732,493 779,617 95,397 48,273 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 59,300) 37,702 762 3,260 6,344 52,005 47,306 56,027 11,994 3,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 7.5 10.9 49.0 75.7 88.5 94.2 11.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 97 36 74 75 72 204 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,145 COMMITMENTS 55,141 29,247 37,336 91,573 121,179 184,050 187,762 12,095 8,383 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,067) 9,150 -3,302 -1,080 -3,624 11,103 4,446 6,721 1,621 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 14.9 19.0 46.7 61.8 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 122 92 105 137 122 322 266 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,614 COMMITMENTS 35,761 18,087 1,463 8,968 30,252 46,192 49,802 6,422 2,812 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,930) 2,183 2,020 523 -367 -728 2,339 1,815 591 1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 34.4 2.8 17.0 57.5 87.8 94.7 12.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 71 36 10 10 8 85 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 386,928 COMMITMENTS 39,740 100,501 3,955 327,762 264,201 371,457 368,657 15,471 18,271 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -55,590) -1,300 -3,992 -4,115 -46,496 -45,157 -51,911 -53,264 -3,679 -2,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 26.0 1.0 84.7 68.3 96.0 95.3 4.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 39 54 15 102 104 149 165 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 180,608 COMMITMENTS 39,522 5,594 4,963 129,877 164,820 174,362 175,377 6,246 5,231 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -23,774) -3,588 -598 -58 -17,362 -22,268 -21,008 -22,924 -2,766 -850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 3.1 2.7 71.9 91.3 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 20 13 5 61 48 82 65 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 606,285 COMMITMENTS 166,330 112,818 6,482 417,084 475,971 589,896 595,271 16,389 11,014 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -80,505) 8,384 16,660 -22,706 -34,299 -42,898 -48,621 -48,944 -31,884 -31,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 18.6 1.1 68.8 78.5 97.3 98.2 2.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 80 53 19 100 85 190 147
Updated March 25, 2016