COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 216,510 COMMITMENTS 64,315 92,813 29,014 110,934 77,895 204,263 199,722 12,247 16,788 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,778) 312 2,773 2,257 2,531 -332 5,100 4,698 -322 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 42.9 13.4 51.2 36.0 94.3 92.2 5.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 95 131 79 64 59 204 235 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,232 COMMITMENTS 3,543 1,629 301 7,619 10,060 11,463 11,990 1,769 1,242 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 418) 329 -504 23 -23 1,130 329 649 89 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 12.3 2.3 57.6 76.0 86.6 90.6 13.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 10 7 20 12 47 26 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 238,510 COMMITMENTS 66,391 25,586 50,822 109,238 153,773 226,451 230,181 12,059 8,329 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -4,251) -237 121 -3,992 1,175 -1,146 -3,054 -5,017 -1,197 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 10.7 21.3 45.8 64.5 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 98 37 66 53 45 180 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 865,776 COMMITMENTS 258,383 69,263 101,852 408,621 649,698 768,856 820,813 96,920 44,963 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 37,886) 21,332 6,811 11,676 3,355 22,709 36,363 41,196 1,523 -3,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 8.0 11.8 47.2 75.0 88.8 94.8 11.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 92 41 79 75 74 206 167 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 198,274 COMMITMENTS 56,230 30,427 38,124 92,489 122,556 186,843 191,107 11,431 7,167 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,129) 1,089 1,180 788 916 1,377 2,793 3,345 -664 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 15.3 19.2 46.6 61.8 94.2 96.4 5.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 118 91 107 138 121 319 271 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,669 COMMITMENTS 37,537 19,787 1,627 8,329 29,184 47,493 50,598 6,176 3,071 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,055) 1,776 1,700 164 -639 -1,068 1,301 796 -246 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.9 36.9 3.0 15.5 54.4 88.5 94.3 11.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 70 32 8 10 7 83 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 387,356 COMMITMENTS 39,739 103,402 4,236 327,118 262,119 371,093 369,757 16,263 17,599 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 428) -1 2,901 281 -644 -2,082 -364 1,100 792 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 26.7 1.1 84.4 67.7 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 41 55 15 101 107 148 171 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 182,111 COMMITMENTS 41,171 5,124 5,026 129,660 166,865 175,857 177,015 6,254 5,096 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,503) 1,649 -470 63 -217 2,045 1,495 1,638 8 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 2.8 2.8 71.2 91.6 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 22 12 5 60 47 83 63 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 584,976 COMMITMENTS 169,772 102,058 6,999 389,828 464,616 566,599 573,673 18,377 11,303 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -21,309) 3,442 -10,760 517 -27,256 -11,355 -23,297 -21,598 1,988 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 17.4 1.2 66.6 79.4 96.9 98.1 3.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 84 50 22 103 89 198 150
Updated April 1, 2016