COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 259,955
COMMITMENTS
59,449 87,606 54,200 131,831 100,035 245,479 241,841 14,476 18,114
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 5,622)
-4,525 -617 1,457 9,282 5,195 6,215 6,035 -593 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 33.7 20.8 50.7 38.5 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
91 125 87 69 68 206 239
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,391
COMMITMENTS
2,193 2,423 1,660 8,876 8,913 12,729 12,996 1,662 1,395
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -215)
152 128 111 -374 -407 -111 -168 -104 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 16.8 11.5 61.7 61.9 88.5 90.3 11.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 15 12 25 15 50 38
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 295,891
COMMITMENTS
57,319 24,873 88,986 135,936 173,532 282,242 287,391 13,649 8,499
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,602)
2,017 -1,637 75 -512 3,871 1,580 2,309 1,021 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.4 30.1 45.9 58.6 95.4 97.1 4.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
95 47 81 54 46 191 146
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,010,861
COMMITMENTS
212,134 47,842 233,083 476,132 678,855 921,349 959,780 89,511 51,081
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 28,201)
24,676 -5,880 -3,484 -1,025 40,452 20,167 31,088 8,034 -2,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.7 23.1 47.1 67.2 91.1 94.9 8.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
93 36 82 87 83 215 172
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 236,448
COMMITMENTS
44,725 29,860 68,006 112,674 129,031 225,404 226,897 11,044 9,552
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 124)
5,635 -13,790 2,782 -8,121 10,499 296 -509 -172 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 12.6 28.8 47.7 54.6 95.3 96.0 4.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
126 102 121 141 126 334 292
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,989
COMMITMENTS
33,500 16,113 1,115 9,503 31,046 44,118 48,274 5,871 1,715
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -13,975)
-6,872 2,017 -869 -6,455 -14,943 -14,197 -13,796 222 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 32.2 2.2 19.0 62.1 88.3 96.6 11.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
64 33 10 8 7 78 45
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 443,501
COMMITMENTS
41,040 104,667 8,266 374,777 309,728 424,084 422,661 19,417 20,840
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 16,591)
1,770 -937 4,931 6,697 11,433 13,399 15,427 3,192 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 23.6 1.9 84.5 69.8 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
37 56 24 112 127 161 196
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 204,382
COMMITMENTS
43,110 6,192 5,021 147,239 187,088 195,370 198,301 9,012 6,081
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 8,389)
-2,159 651 683 8,012 6,554 6,536 7,888 1,853 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 3.0 2.5 72.0 91.5 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
20 15 7 66 57 90 76
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 686,790
COMMITMENTS
157,946 96,158 29,188 451,383 518,869 638,517 644,215 48,273 42,575
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 91,336)
-1,864 -10,957 22,781 39,842 49,144 60,759 60,968 30,577 30,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 14.0 4.2 65.7 75.5 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
83 54 31 106 90 205 161
Updated March 18, 2016