x

A PHP Error was encountered

Severity: Notice

Message: Undefined variable: content_category

Filename: user/transcript.php

Line Number: 106

A PHP Error was encountered

Severity: Warning

Message: Invalid argument supplied for foreach()

Filename: user/transcript.php

Line Number: 106

Index Investment Data - March 2015

Total Views  :   664
Total Likes  :  0
Total Shares  :  0
Total Comments :  0
Total Downloads :  0

Add Comments
Presentation Slides

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)