COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 248,254 COMMITMENTS 69,625 84,404 48,703 116,287 97,018 234,615 230,125 13,639 18,129 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 24,142) 790 8,442 11,939 10,816 3,794 23,545 24,175 597 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 34.0 19.6 46.8 39.1 94.5 92.7 5.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 105 117 90 64 63 205 238 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 13,017 COMMITMENTS 1,937 1,399 1,193 8,356 9,328 11,486 11,919 1,531 1,098 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -433) 51 -366 -7 -372 153 -328 -220 -105 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 10.7 9.2 64.2 71.7 88.2 91.6 11.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 10 8 24 15 47 31 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 294,447 COMMITMENTS 58,777 32,941 87,642 136,385 165,692 282,803 286,274 11,644 8,173 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 3,915) 1,080 -1,388 6,348 -3,902 -184 3,526 4,776 389 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 11.2 29.8 46.3 56.3 96.0 97.2 4.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 89 54 80 53 47 182 152 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 973,420 COMMITMENTS 188,274 95,090 222,622 490,569 601,926 901,465 919,639 71,955 53,781 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -32,890) -6,597 -33,105 7,800 -30,511 2,231 -29,308 -23,074 -3,582 -9,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 9.8 22.9 50.4 61.8 92.6 94.5 7.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 76 47 80 87 82 203 176 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 231,456 COMMITMENTS 34,077 52,065 60,740 123,732 110,045 218,549 222,850 12,907 8,605 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 17,581) -1,516 8,982 9,872 7,281 -1,370 15,636 17,483 1,945 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 22.5 26.2 53.5 47.5 94.4 96.3 5.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 116 137 123 141 120 321 327 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,679 COMMITMENTS 41,486 14,798 1,502 15,210 46,152 58,197 62,451 6,482 2,228 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -4,927) -3,501 -846 -240 -1,727 -3,639 -5,469 -4,725 542 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 22.9 2.3 23.5 71.4 90.0 96.6 10.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 67 29 17 12 10 87 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 430,494 COMMITMENTS 41,380 102,727 3,046 371,638 302,681 416,064 408,454 14,430 22,040 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -4,198) 305 3,321 161 -5,313 -7,052 -4,848 -3,570 649 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 23.9 0.7 86.3 70.3 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 42 55 13 99 113 148 174 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 201,838 COMMITMENTS 48,972 6,042 2,758 142,291 187,546 194,021 196,346 7,817 5,492 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,286) -2,935 -1,766 249 372 22 -2,314 -1,495 1,028 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 3.0 1.4 70.5 92.9 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 24 12 6 62 55 87 72 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 565,050 COMMITMENTS 156,302 102,282 6,020 381,187 444,314 543,509 552,616 21,541 12,434 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 18,944) 2,749 -7,974 -219 8,522 25,256 11,052 17,063 7,892 1,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 18.1 1.1 67.5 78.6 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 72 56 22 108 92 192 158
Updated March 4, 2016