COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 258,587
COMMITMENTS
58,817 84,768 56,155 129,541 100,301 244,513 241,224 14,074 17,363
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,368)
-632 -2,838 1,956 -2,290 266 -966 -617 -402 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 32.8 21.7 50.1 38.8 94.6 93.3 5.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
97 124 92 70 70 216 246
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 14,680
COMMITMENTS
2,542 2,116 1,563 8,801 9,437 12,906 13,115 1,774 1,565
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 289)
349 -307 -97 -75 524 176 119 113 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 14.4 10.6 60.0 64.3 87.9 89.3 12.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 14 11 24 15 49 35
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 297,913
COMMITMENTS
61,085 24,301 88,864 134,343 176,836 284,292 290,001 13,621 7,912
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,022)
3,766 -572 -123 -1,593 3,304 2,050 2,609 -28 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 8.2 29.8 45.1 59.4 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
100 47 87 53 45 196 149
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,116,369
COMMITMENTS
252,575 37,131 267,246 492,232 755,714 1012053 1060091 104,316 56,278
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 105,508)
40,441 -10,711 34,163 16,100 76,860 90,704 100,311 14,805 5,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.3 23.9 44.1 67.7 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
110 30 87 83 80 223 173
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 254,701
COMMITMENTS
53,757 25,064 76,038 112,143 144,507 241,939 245,609 12,762 9,092
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 18,253)
9,033 -4,796 8,032 -530 15,476 16,535 18,713 1,718 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 9.8 29.9 44.0 56.7 95.0 96.4 5.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
132 97 130 140 131 340 299
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,003
COMMITMENTS
35,655 18,145 1,694 9,178 30,328 46,528 50,167 6,476 2,836
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,015)
2,155 2,032 580 -325 -718 2,410 1,894 605 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 34.2 3.2 17.3 57.2 87.8 94.6 12.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
70 38 15 10 8 88 54
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 387,420
COMMITMENTS
39,740 100,666 4,029 328,121 264,370 371,890 369,065 15,530 18,354
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -56,081)
-1,300 -4,001 -4,237 -46,657 -45,357 -52,194 -53,596 -3,888 -2,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 26.0 1.0 84.7 68.2 96.0 95.3 4.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
39 55 16 102 106 150 168
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 180,608
COMMITMENTS
39,522 5,594 4,963 129,877 164,820 174,362 175,377 6,246 5,231
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -23,774)
-3,588 -598 -58 -17,362 -22,268 -21,008 -22,924 -2,766 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.1 2.7 71.9 91.3 96.5 97.1 3.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
20 13 5 61 48 82 65
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 606,285
COMMITMENTS
166,330 112,818 6,482 417,084 475,971 589,896 595,271 16,389 11,014
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -80,505)
8,384 16,660 -22,706 -34,299 -42,898 -48,621 -48,944 -31,884 -31,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 18.6 1.1 68.8 78.5 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
80 53 19 100 85 190 147
Updated March 25, 2016