COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 224,112 COMMITMENTS 68,836 75,962 36,764 105,471 93,225 211,070 205,950 13,043 18,162 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,102) 1,769 4,476 2,184 -64 -4,532 3,889 2,128 -787 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 33.9 16.4 47.1 41.6 94.2 91.9 5.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 102 120 86 62 62 203 234 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,450 COMMITMENTS 1,886 1,764 1,200 8,728 9,174 11,814 12,139 1,636 1,311 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -2,249) -354 340 -1,447 -357 -1,189 -2,159 -2,297 -91 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 13.1 8.9 64.9 68.2 87.8 90.3 12.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 21 10 9 24 14 47 32 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 290,532 COMMITMENTS 57,697 34,329 81,294 140,287 165,876 279,278 281,498 11,255 9,034 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 10,186) 565 -2,848 2,574 5,890 10,260 9,028 9,987 1,158 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 11.8 28.0 48.3 57.1 96.1 96.9 3.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 91 55 82 52 44 186 148 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,006,310 COMMITMENTS 194,871 128,195 214,822 521,080 599,695 930,773 942,712 75,537 63,598 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -5,743) 6,883 15,535 6,215 -15,354 -17,520 -2,256 4,229 -3,487 -9,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 12.7 21.3 51.8 59.6 92.5 93.7 7.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 78 51 78 89 83 205 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 213,875 COMMITMENTS 35,593 43,083 50,868 116,451 111,416 202,912 205,367 10,962 8,508 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -4,341) 2,620 -980 -1,080 -5,113 -2,114 -3,573 -4,173 -768 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 20.1 23.8 54.4 52.1 94.9 96.0 5.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 125 106 106 138 118 309 287 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,607 COMMITMENTS 44,987 15,644 1,742 16,937 49,791 63,666 67,177 5,940 2,430 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -701) -1,689 242 446 1,476 -756 233 -69 -934 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.6 22.5 2.5 24.3 71.5 91.5 96.5 8.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 67 29 14 11 9 85 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 434,693 COMMITMENTS 41,075 99,406 2,885 376,951 309,733 420,912 412,024 13,781 22,669 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -2,185) -1,885 5,143 -476 1,674 -10,360 -686 -5,692 -1,499 3,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 22.9 0.7 86.7 71.3 96.8 94.8 3.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 39 53 15 98 109 145 169 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 203,124 COMMITMENTS 51,907 7,808 2,509 141,919 187,524 196,335 197,841 6,789 5,283 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,153) 999 95 -35 -83 1,026 881 1,086 272 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 3.8 1.2 69.9 92.3 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 21 14 4 55 55 77 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 546,106 COMMITMENTS 153,553 110,256 6,239 372,665 419,058 532,457 535,553 13,649 10,553 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 336) 7,632 3,076 -1,890 -3,121 -611 2,621 575 -2,285 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 20.2 1.1 68.2 76.7 97.5 98.1 2.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 72 62 21 103 92 189 161
Updated February 26, 2016