COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 270,648 COMMITMENTS 59,505 83,820 61,441 134,674 107,907 255,619 253,168 15,029 17,480 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 6,620) 59 -4,442 1,788 3,319 9,163 5,166 6,509 1,454 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 31.0 22.7 49.8 39.9 94.4 93.5 5.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 91 123 93 72 69 218 242 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 16,291 COMMITMENTS 5,002 708 1,628 7,483 12,789 14,114 15,126 2,176 1,165 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,049) 2,074 -904 -49 -1,276 2,186 748 1,233 300 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 4.3 10.0 45.9 78.5 86.6 92.9 13.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 33 9 13 21 18 57 37 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 269,758 COMMITMENTS 60,374 30,006 73,558 125,036 157,073 258,968 260,636 10,790 9,121 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -18,719) 91 5,706 -9,566 -7,662 -15,338 -17,137 -19,198 -1,582 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 11.1 27.3 46.4 58.2 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 90 57 83 56 46 192 153 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,112,048 COMMITMENTS 269,335 50,500 248,257 494,703 761,584 1012294 1060340 99,754 51,708 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -22,229) -1,278 10,955 -20,806 4,802 -11,527 -17,281 -21,378 -4,948 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 4.5 22.3 44.5 68.5 91.0 95.4 9.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 102 44 88 82 79 227 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 247,318 COMMITMENTS 46,993 29,020 70,160 116,487 139,393 233,641 238,572 13,677 8,745 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,840) -7,894 2,408 -1,711 5,204 -4,507 -4,402 -3,810 1,561 970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 11.7 28.4 47.1 56.4 94.5 96.5 5.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 128 95 127 139 127 333 295 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,780 COMMITMENTS 39,870 22,670 2,030 7,623 29,198 49,523 53,898 7,257 2,882 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 2,701) 2,447 2,868 134 -905 -76 1,676 2,927 1,024 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.2 39.9 3.6 13.4 51.4 87.2 94.9 12.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 85 42 15 10 8 106 56 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,814 COMMITMENTS 34,306 97,779 3,983 323,555 257,713 361,844 359,475 14,969 17,339 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -11,096) -5,433 -5,774 -329 -3,971 -4,624 -9,733 -10,727 -1,363 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 25.9 1.1 85.9 68.4 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 41 55 15 97 108 146 170 MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 190,842 COMMITMENTS 43,682 7,098 2,889 137,322 175,976 183,893 185,963 6,949 4,879 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 8,731) 2,511 1,974 -2,137 7,662 9,111 8,036 8,948 695 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.7 1.5 72.0 92.2 96.4 97.4 3.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 20 13 6 62 50 83 68 MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (MSCI Emerging Markets Index x $50) OPEN INTEREST: 593,509 COMMITMENTS 176,907 98,286 8,355 390,508 476,495 575,770 583,136 17,739 10,373 CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 8,533) 7,135 -3,772 1,356 680 11,879 9,171 9,463 -638 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 16.6 1.4 65.8 80.3 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 90 48 21 105 83 205 142
Updated April 8, 2016