COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 254,333 COMMITMENTS 63,973 88,223 52,742 122,549 94,840 239,264 235,806 15,068 18,527 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 6,079) -5,652 3,819 4,039 6,262 -2,178 4,649 5,681 1,429 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 34.7 20.7 48.2 37.3 94.1 92.7 5.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 99 123 94 66 63 208 242 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,606 COMMITMENTS 2,041 2,296 1,549 9,250 9,320 12,840 13,164 1,766 1,442 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,589) 104 897 356 894 -8 1,354 1,245 235 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 15.7 10.6 63.3 63.8 87.9 90.1 12.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 20 15 10 25 15 48 37 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 293,289 COMMITMENTS 55,302 26,510 88,911 136,448 169,661 280,662 285,083 12,628 8,207 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,158) -3,474 -6,430 1,269 63 3,970 -2,142 -1,191 984 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 9.0 30.3 46.5 57.8 95.7 97.2 4.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 90 52 79 51 46 178 149 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 982,660 COMMITMENTS 187,458 53,722 236,567 477,157 638,403 901,183 928,692 81,477 53,968 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 9,240) -815 -41,368 13,945 -13,411 36,476 -282 9,053 9,522 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 5.5 24.1 48.6 65.0 91.7 94.5 8.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 84 45 88 89 85 215 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 236,324 COMMITMENTS 39,090 43,650 65,223 120,795 118,532 225,108 227,406 11,216 8,918 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,868) 5,013 -8,414 4,483 -2,937 8,487 6,559 4,555 -1,691 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 18.5 27.6 51.1 50.2 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 115 123 128 139 123 325 314 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,963 COMMITMENTS 40,372 14,096 1,984 15,959 45,989 58,315 62,069 5,649 1,894 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -716) -1,113 -702 482 749 -163 117 -382 -833 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.1 22.0 3.1 24.9 71.9 91.2 97.0 8.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 62 32 17 11 10 83 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 426,910 COMMITMENTS 39,270 105,604 3,335 368,080 298,295 410,685 407,234 16,225 19,676 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,584) -2,110 2,876 289 -3,558 -4,386 -5,379 -1,220 1,795 -2,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 24.7 0.8 86.2 69.9 96.2 95.4 3.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 37 57 16 97 115 143 179 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 195,993 COMMITMENTS 45,269 5,541 4,338 139,227 180,534 188,834 190,413 7,159 5,580 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,845) -3,703 -501 1,580 -3,064 -7,012 -5,187 -5,933 -658 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 2.8 2.2 71.0 92.1 96.3 97.2 3.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 22 12 8 64 55 88 73 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 595,454 COMMITMENTS 159,810 107,115 6,407 411,541 469,725 577,758 583,247 17,696 12,207 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 30,404) 3,508 4,833 387 30,354 25,411 34,249 30,631 -3,845 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 18.0 1.1 69.1 78.9 97.0 97.9 3.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 75 58 20 107 91 195 156
Updated March 11, 2016