1) Index Investment Data
In U.S. Dollars and Futures Equivalent Contracts
March 31, 2015
U.S. Futures Market
(Notional Value > 0.5 billion US$)2
Futures Equivalent Contracts3
Notional Value
1
(Billions US$)
Long
Short
Cocoa
Coffee
Copper
Corn
Cotton
Feeder Cattle
Gold
Heating Oil
Lean Hogs
Live Cattle
Natural Gas
Platinum
RBOB Unleaded Gas
Silver
Soybean Meal
Soybean Oil
Soybeans
Sugar
Wheat (CBOT)
Wheat (KCBT)
WTI Crude Oil
1.3
3.4
8.3
10.8
3.2
1.2
18.5
8.1
3.7
7.4
11.5
0.9
9.6
5.5
3.5
2.4
10.0
5.5
6.0
1.8
32.0
(0.4)
(1.3)
(2.1)
(2.8)
(1.0)
(0.4)
(4.2)
(1.6)
(1.4)
(2.0)
(3.1)
(0.2)
(1.7)
(1.1)
(1.0)
(0.8)
(2.2)
(1.6)
(2.0)
(0.6)
(8.5)
Subtotal (>0.5 billion US$)
Subtotal (<0.5 billion US$)
154.5
0.8
(40.1)
(0.1)
Total Notional US Mkts
Total Not'l Non-US Mkts
Total All Markets
155.3
45.6
200.9
(40.2)
(9.8)
(49.9)
(Thousands)
Net L (S)
0.9
2.1
6.2
8.1
2.2
0.8
14.3
6.5
2.3
5.4
8.4
0.6
7.9
4.3
2.5
1.6
7.8
3.9
3.9
1.3
23.5
114.4
0.7
115.1
35.8
150.9
Long
50
66
121
567
100
11
156
111
124
121
422
15
132
66
108
134
205
402
232
66
639
Short
(15)
(25)
(31)
(147)
(31)
(4)
(35)
(22)
(47)
(33)
(117)
(4)
(23)
(14)
(32)
(44)
(45)
(118)
(79)
(20)
(170)
Net L (S)
35
41
90
420
69
7
121
89
77
88
305
11
108
52
76
90
160
283
152
46
469
1
Each listed U.S. futures market includes index investment for all futures and OTC markets related to or referenced to that U.S. futures market.
For example, the U.S. market listed as “WTI Crude Oil” includes (with the NYMEX’s Light “Sweet” crude oil futures market) investments held in
the NYMEX “Crude Oil Financial” market and the ICE Futures-Europe WTI Light Sweet crude oil market, because both of those contracts’
settlement prices are determined by reference to the NYMEX Light “Sweet” crude oil futures contract.
2
US Futures Markets with 0.5 billion US dollars or more in reported net index investment notional value on the report date.
3
Futures Equivalent Contracts: Futures plus delta-adjusted options, estimating what Futures Contracts would have been established absent
offsets.
(See the Explanatory Notes for more details about this data)
