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ICE Agricultural Commodities Monthly Report – September 2014 Page | 1
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
September 2014 ICE Futures US August Soft Commodities Volume:
o Monthly Futures Volume: 3,393,688 contracts o Futures Average Daily Volume (ADV): 161,604 contracts
Liffe August Soft Commodities Volume:
o Monthly Futures Volume: 824,435 contracts o Futures Average Daily Volume (ADV): 41,222 contracts
Additional Information Upcoming Webinar Monday, 15th September 2014 2:30 PM ET/7:30 pm GMT Summer Time (London) ICE Soft Commodity Markets - Upcoming Milestones, and How the Market Could Be Affected Presenters: Judy Ganes, Founder and President, J Ganes Consulting, and author, monthly Softs Fast Facts newsletter Andrew Wilkinson, Chief Market Analyst, Interactive Brokers Among the topics to be covered in this webinar: Expectations for the October USDA crop estimate Review of the completed cotton harvest Start of the new marketing cycle for cocoa
Register here
ICE Agricultural Commodities Monthly Report – September 2014 Page | 2
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE Cocoa Futures
0
20
40
60
80
100
120
140
160
180
200
2,000
2,100
2,200
2,300
2,400
2,500
2,600
2,700
2,800
2,900
3,000
3,100
3,200
3,300
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
($/t
on)
Sett
lem
ent P
rice
($/t
on)
ICE COCOA FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
50,000
100,000
150,000
200,000
250,000
0
100,000
200,000
300,000
400,000
500,000
600,000
700,000
800,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
ICE COCOA FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
Liffe Cocoa Futures
August 2014 ADV (lots per day) End-Month Open Interest (lots) Mthly Volume (lots) ICE Cocoa Futures 25,768 212,982 541,132
ICE Agricultural Commodities Monthly Report – September 2014 Page | 3
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
10
20
30
40
50
60
70
80
90
100
110
1,200
1,300
1,400
1,500
1,600
1,700
1,800
1,900
2,000
2,100
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
($/t
on)
Sett
lem
ent P
rice
($/t
on)
LIFFE COCOA FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
50,000
100,000
150,000
200,000
250,000
300,000
350,000
400,000
450,000
0
100,000
200,000
300,000
400,000
500,000
600,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
LIFFE COCOA FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
1.3500
1.4000
1.4500
1.5000
1.5500
1.6000
1.6500
1.7000
1.7500
1.8000
2,000
2,200
2,400
2,600
2,800
3,000
3,200
3,400
3,600
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
GB
P/U
SD
Sett
lem
ent P
rice
of A
ctiv
e C
ontr
act
($/t
on
)
COCOA FUTURES ARB: NYSE LIFFE-ICE
ICE Cocoa (USD/ton) Liffe Cocoa (USD/ton) GBP/USD
COCOA FUTURES ARB: NYSE LIFFE-ICE
August 2014 ADV (lots per day) End-Month Open Interest (lots) Mthly Volume (lots) Liffe Cocoa Futures 18,528 276,819 370,569
ICE Agricultural Commodities Monthly Report – September 2014 Page | 4
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE Coffee “C” Futures
0
5
10
15
20
25
100
120
140
160
180
200
220
240
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
(USD
Ce
nts/
pou
nd)
Sett
lem
ent P
rice
(USD
Cen
ts/p
ou
nd)
COFFEE "C" FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
50,000
100,000
150,000
200,000
250,000
300,000
350,000
400,000
0
200,000
400,000
600,000
800,000
1,000,000
1,200,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
COFFEE "C" FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) Coffee “C” Futures 29,507 152,345 619,641
ICE Agricultural Commodities Monthly Report – September 2014 Page | 5
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
Liffe Robusta Coffee Futures
0
20
40
60
80
100
120
140
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
1300
1400
1500
1600
1700
1800
1900
2000
2100
2200
2300
Hig
h-L
ow
Sp
read
($/t
on)
Sett
lem
ent P
rice
($/
ton)
ROBUSTA COFFEE FUTURES SECOND-MONTH PRICE
Settlement Price High-Low Spread
0
20,000
40,000
60,000
80,000
100,000
120,000
140,000
160,000
0
50,000
100,000
150,000
200,000
250,000
300,000
350,000
400,000
450,000
500,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
ROBUSTA COFFEE FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
800
1300
1800
2300
2800
3300
3800
4300
4800
5300
5800
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
800
1,300
1,800
2,300
2,800
3,300
3,800
4,300
4,800
5,300
5,800
Ro
bu
sta
Co
ffe
e Se
ttle
me
nt P
rice
($/t
on)
COFFEE FUTURES ARB: NYSE LIFFE-ICE
Robusta Coffee Arabica Coffee
Ara
bic
a C
offe
e S
ettl
emen
t P
rice
($/t
on)
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) Robusta Coffee Futures 15,361 96,814 307,223
ICE Agricultural Commodities Monthly Report – September 2014 Page | 6
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE Sugar No. 11 Futures
0.00
0.20
0.40
0.60
0.80
1.00
1.20
1.40
1.60
14
16
18
20
22
24
26
28
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
(USD
Ce
nts/
pou
nd)
Sett
lem
ent P
rice
(USD
Cen
ts/p
ou
nd)
SUGAR No. 11 FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
100,000
200,000
300,000
400,000
500,000
600,000
700,000
800,000
900,000
1,000,000
0
500,000
1,000,000
1,500,000
2,000,000
2,500,000
3,000,000
3,500,000
4,000,000
4,500,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
SUGAR No. 11 FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) Sugar No. 11 Futures 88,252 891,608 1,853,291
ICE Agricultural Commodities Monthly Report – September 2014 Page | 7
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE Sugar No. 16 Futures
0.00
0.20
0.40
0.60
0.80
1.00
1.20
1.40
1.60
1.80
2.00
2.20
2.40
2.60
2.80
10
14
18
22
26
30
34
38
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
(USD
Ce
nts/
pou
nd)
Sett
lem
ent P
rice
(USD
Cen
ts/p
ou
nd)
SUGAR No. 16 FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
16,000
18,000
20,000
0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
SUGAR No. 16 FUTURES VOLUME AND OPEN INTEREST
Future Volume Future Open Interest
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) Sugar No. 16 Futures 221 10,644 4,638
ICE Agricultural Commodities Monthly Report – September 2014 Page | 8
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
Liffe White Sugar Futures
0
5
10
15
20
25
30
350
400
450
500
550
600
650
700
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
($/t
on)
Sett
lem
ent P
rice
($/t
on)
WHITE SUGAR FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
10,000
20,000
30,000
40,000
50,000
60,000
70,000
80,000
90,000
0
50,000
100,000
150,000
200,000
250,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
WHITE SUGAR FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
60
70
80
90
100
110
120
130
140
150
160
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Wh
ite
Su
gar
Pre
miu
m ($
/to
n)
SUGAR FUTURES ARB: NYSE LIFFE-ICE
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) White Sugar Futures 7,332 79,963 146,643
ICE Agricultural Commodities Monthly Report – September 2014 Page | 9
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE Cotton No. 2 Futures
0.00
1.00
2.00
3.00
4.00
5.00
6.00
7.00
60
65
70
75
80
85
90
95
100
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
(USD
Ce
nts/
pou
nd)
Sett
lem
ent P
rice
(USD
Cen
ts/p
ou
nd)
COTTON No. 2 FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
50,000
100,000
150,000
200,000
250,000
300,000
350,000
400,000
0
100,000
200,000
300,000
400,000
500,000
600,000
700,000
800,000
900,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
COTTON No. 2 FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) Cotton No. 2 Futures 16,121 175,102 338,548
ICE Agricultural Commodities Monthly Report – September 2014 Page | 10
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE FCOJ Futures
0
5
10
15
20
25
100
120
140
160
180
200
220
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
(USD
Ce
nts/
pou
nd)
Sett
lem
ent P
rice
(USD
Cen
ts/p
ou
nd)
ICE FCOJ FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
0
5,000
10,000
15,000
20,000
25,000
30,000
0
10,000
20,000
30,000
40,000
50,000
60,000
70,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
ICE FCOJ FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) ICE FCOJ Futures 1735 12,174 36,438
ICE Agricultural Commodities Monthly Report – September 2014 Page | 11
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
ICE CANOLA Futures
2
4
6
8
10
12
14
16
18
20
22
24
26
28
30
400
450
500
550
600
650
700
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Hig
h-L
ow
Sp
read
(C$
/ton
)
Sett
lem
ent P
rice
(C$
/to
n)
ICE CANOLA FUTURES SECOND MONTH PRICE
Settlement Price High-Low Spread
10,000
35,000
60,000
85,000
110,000
135,000
160,000
185,000
210,000
235,000
10,000
85,000
160,000
235,000
310,000
385,000
460,000
535,000
610,000
685,000
760,000
Jan
-12
Feb
-12
Mar
-12
Ap
r-1
2
May
-12
Jun
-12
Jul-
12
Au
g-1
2
Sep
-12
Oct
-12
No
v-1
2
Dec
-12
Jan
-13
Feb
-13
Mar
-13
Ap
r-1
3
May
-13
Jun
-13
Jul-
13
Au
g-1
3
Sep
-13
Oct
-13
No
v-1
3
Dec
-13
Jan
-14
Feb
-14
Mar
-14
Ap
r-1
4
May
-14
Jun
-14
Jul-
14
Au
g-1
4
Op
en
Inte
rest
(lo
ts)
Vo
lum
e (l
ots
)
ICE CANOLA FUTURES AND OPTIONS VOLUME AND OPEN INTEREST
Future Volume Options Volume Future Open Interest Options Open Interest
August 2014 ADV (lots per day) End-month Open Interest (lots) Mthly Volume (lots) ICE Canola Futures 14,915 182,773 298,308
ICE Agricultural Commodities Monthly Report – September 2014 Page | 12
Copyright © 2014 Intercontinental Exchange, Inc. All rights reserved. www.theice.com
AGRICULTURAL COMMODITIES TRADABLE ON ICE
ICE FUTURES U.S. ICE Cocoa ICE Coffee “C”® ICE Cotton No.2®
ICE FCOJ ICE Sugar No. 11® ICE Sugar No. 16
ICE FUTURES CANADA ICE Canola ICE Canada Grains
LIFFE FUTURES Liffe Cocoa Liffe Robusta Coffee
Liffe White Sugar Liffe Feed Wheat
CONTACT INFORMATION
London (UK/Europe): Chicago (U.S.):
Ritu Ruffe Lisa Schumacher
Telephone: +44 (0)20 7429 7148 Telephone: +1 (312) 836 6542
E-mail: [email protected] E-mail: [email protected]
Singapore (APAC ex-Japan): Tokyo (Japan/Korea):
Stefan Ullrich Hiroshi Nomoto | Kanie Kaoru
Telephone: +65 (0)6594 0175 Telephone: +81 (0)3 3664 7331 | +81 (0)3 3664 7329
E-mail: [email protected] E-mail: [email protected] | [email protected]
Copyright © 2014 ICE Futures Europe. ICE Futures Europe is a Recognised Investment Exchange in the UK supervised by the Financial Conduct Authority in accordance with the Financial Services and Markets Act 2000. The information and materials contained in this Utility Futures Report, graphics, links or other items-are provided "as is" and "as available”. ICE Futures Europe, and its subsidiaries, does not warrant the accuracy, adequacy or completeness of this information and materials and expressly disclaims liability for errors or omissions in this information and materials. No warranty of any kind, implied, express or statutory, including but not limited to the warranties of non-infringement of third-party rights, title, merchantability, fitness for a particular purpose and freedom from computer virus, is given in conjunction with the information and materials. The information in this Utility Futures Report is liable to change at short notice. You should not rely on any information contained in this Utility Futures Report without first checking with us that it is correct and up to date.