1) Index Investment Data
In U.S. Dollars and Futures Equivalent Contracts
October 30, 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
1.8
3.1
6.7
10.8
3.4
1.1
17.1
6.6
2.9
6.4
10.4
0.7
7.8
5.3
3.4
2.5
9.4
6.3
5.8
2.0
32.7
(0.7)
(1.2)
(2.0)
(2.9)
(1.0)
(0.3)
(3.5)
(1.5)
(0.9)
(1.9)
(3.2)
(0.2)
(1.4)
(1.3)
(0.9)
(0.9)
(2.6)
(1.5)
(1.8)
(0.7)
(9.3)
Subtotal (>0.5 billion US$)
Subtotal (<0.5 billion US$)
146.1
0.6
(39.7)
(0.2)
Total Notional US Mkts
Total Not'l Non-US Mkts
Total All Markets
146.8
41.9
188.6
(39.9)
(10.4)
(50.3)
(Thousands)
Net L (S)
1.1
1.8
4.8
7.9
2.4
0.8
13.6
5.1
1.9
4.5
7.3
0.5
6.4
4.0
2.5
1.6
6.8
4.8
3.9
1.3
23.4
106.5
0.4
106.9
31.4
138.3
Long
55
67
116
556
107
12
149
101
115
113
425
14
133
68
113
147
213
389
220
78
673
Short
(22)
(27)
(34)
(149)
(31)
(3)
(31)
(23)
(39)
(33)
(128)
(4)
(23)
(17)
(31)
(52)
(60)
(94)
(70)
(27)
(194)
Net L (S)
33
40
82
407
76
9
119
78
76
79
297
10
110
51
82
95
153
295
150
51
479
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)