COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 264,027
COMMITMENTS
59,446 88,262 59,653 131,354 98,743 250,453 246,658 13,574 17,369
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 5,441)
629 3,494 3,498 1,813 -1,558 5,940 5,434 -499 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 33.4 22.6 49.8 37.4 94.9 93.4 5.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
98 133 96 71 69 223 255
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 15,242
COMMITMENTS
2,928 1,612 1,678 8,760 10,604 13,366 13,893 1,876 1,349
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 562)
386 -504 115 -41 1,167 460 778 102 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 10.6 11.0 57.5 69.6 87.7 91.2 12.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 11 13 23 17 52 37
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 288,477
COMMITMENTS
60,283 24,300 83,124 132,698 172,411 276,105 279,834 12,371 8,643
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -9,436)
-802 -1 -5,740 -1,645 -4,425 -8,187 -10,167 -1,250 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 8.4 28.8 46.0 59.8 95.7 97.0 4.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
90 53 79 54 47 189 145
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,134,277
COMMITMENTS
270,612 39,545 269,063 489,901 773,111 1029576 1081718 104,701 52,559
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 17,908)
18,037 2,414 1,817 -2,332 17,396 17,522 21,627 386 -3,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.5 23.7 43.2 68.2 90.8 95.4 9.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
102 41 92 82 83 225 182
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 250,158
COMMITMENTS
54,887 26,611 71,872 111,284 143,900 238,042 242,382 12,116 7,776
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -4,543)
1,130 1,547 -4,166 -860 -608 -3,896 -3,227 -647 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 10.6 28.7 44.5 57.5 95.2 96.9 4.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
132 96 130 141 131 341 302
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,079
COMMITMENTS
37,422 19,802 1,896 8,529 29,274 47,847 50,971 6,232 3,108
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,076)
1,767 1,657 201 -649 -1,055 1,319 804 -243 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 36.6 3.5 15.8 54.1 88.5 94.3 11.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
69 34 13 10 7 86 48
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 387,909
COMMITMENTS
39,739 103,553 4,312 327,526 262,336 371,577 370,201 16,332 17,708
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 490)
-1 2,887 283 -595 -2,034 -313 1,136 802 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 26.7 1.1 84.4 67.6 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
41 56 17 103 107 152 172
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 182,111
COMMITMENTS
41,171 5,124 5,026 129,660 166,865 175,857 177,015 6,254 5,096
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,503)
1,649 -470 63 -217 2,045 1,495 1,638 8 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 2.8 2.8 71.2 91.6 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
22 12 5 60 47 83 63
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50) OPEN INTEREST: 584,976
COMMITMENTS
169,772 102,058 6,999 389,828 464,616 566,599 573,673 18,377 11,303
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -21,309)
3,442 -10,760 517 -27,256 -11,355 -23,297 -21,598 1,988 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 17.4 1.2 66.6 79.4 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
84 50 22 103 89 198 150
Updated April 1, 2016