COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 303,537: 141,950 26,001 29,774 114,440 237,336 286,164 293,111: 17,373 10,426
Old : 262,071: 135,953 31,279 23,275 87,139 198,844 246,367 253,398: 15,704 8,673
Other: 41,466: 12,303 1,028 193 27,301 38,492 39,797 39,713: 1,669 1,753
: : :
: : Changes in Commitments from: January 9, 2018 :
: 17,583: 6,341 -1,425 3,009 7,847 17,488 17,197 19,072: 386 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 8.6 9.8 37.7 78.2 94.3 96.6: 5.7 3.4
Old : 100.0: 51.9 11.9 8.9 33.3 75.9 94.0 96.7: 6.0 3.3
Other: 100.0: 29.7 2.5 0.5 65.8 92.8 96.0 95.8: 4.0 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 157 59 89 51 73 255 190:
Old : 316: 153 62 77 45 73 235 187:
Other: 127: 47 13 7 29 45 80 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 35.5 22.1 46.5 13.4 31.4 19.4 42.0
Old : 13.5 40.3 20.5 47.8 12.9 39.7 19.6 47.1
Other: 42.8 44.6 61.9 61.9 40.9 44.3 59.9 61.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 11,155: 1,489 4,878 375 7,400 4,347 9,264 9,600: 1,891 1,555
Old : 11,155: 1,489 4,878 375 7,400 4,347 9,264 9,600: 1,891 1,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 303: 60 450 -23 447 -118 484 309: -181 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 43.7 3.4 66.3 39.0 83.0 86.1: 17.0 13.9
Old : 100.0: 13.3 43.7 3.4 66.3 39.0 83.0 86.1: 17.0 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 15 21 11 21 10 43 35:
Old : 62: 15 21 11 21 10 43 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 45.3 46.7 62.4 28.1 45.3 42.1 61.1
Old : 28.5 45.3 46.7 62.4 28.1 45.3 42.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 279,141: 82,736 81,869 42,019 134,662 145,483 259,417 269,371: 19,724 9,770
Old : 237,939: 81,660 83,705 35,077 102,566 110,019 219,303 228,801: 18,636 9,138
Other: 41,202: 5,267 2,355 2,751 32,096 35,464 40,114 40,570: 1,088 632
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,365: 2,298 1,039 1,656 -634 -493 3,320 2,202: -1,955 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 29.3 15.1 48.2 52.1 92.9 96.5: 7.1 3.5
Old : 100.0: 34.3 35.2 14.7 43.1 46.2 92.2 96.2: 7.8 3.8
Other: 100.0: 12.8 5.7 6.7 77.9 86.1 97.4 98.5: 2.6 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 113 78 72 63 49 217 173:
Old : 280: 116 79 71 62 47 215 171:
Other: 65: 13 13 4 33 21 49 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 23.9 27.2 39.7 14.6 18.8 23.6 33.0
Old : 13.8 22.1 24.6 37.9 13.0 19.9 21.6 31.7
Other: 54.5 60.5 75.4 81.2 48.9 51.2 61.8 64.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 823,655: 197,271 232,293 97,170 465,209 422,761 759,650 752,224: 64,005 71,431
Old : 823,655: 197,271 232,293 97,170 465,209 422,761 759,650 752,224: 64,005 71,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 54,008: 10,810 60,978 2,716 42,457 -14,309 55,983 49,385: -1,975 4,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.2 11.8 56.5 51.3 92.2 91.3: 7.8 8.7
Old : 100.0: 24.0 28.2 11.8 56.5 51.3 92.2 91.3: 7.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 62 80 76 84 84 189 204:
Old : 251: 62 80 76 84 84 189 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 20.5 21.7 31.6 11.7 16.8 19.9 25.1
Old : 12.4 20.5 21.7 31.6 11.7 16.8 19.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 237,129: 51,840 93,698 46,512 123,481 88,738 221,833 228,948: 15,296 8,181
Old : 222,241: 51,593 94,037 42,388 114,081 78,122 208,062 214,547: 14,179 7,694
Other: 14,888: 3,127 2,541 1,244 9,400 10,616 13,771 14,401: 1,117 487
: : :
: : Changes in Commitments from: January 9, 2018 :
: 18,681: 2,023 10,895 1,014 13,702 6,726 16,739 18,635: 1,942 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 39.5 19.6 52.1 37.4 93.5 96.5: 6.5 3.5
Old : 100.0: 23.2 42.3 19.1 51.3 35.2 93.6 96.5: 6.4 3.5
Other: 100.0: 21.0 17.1 8.4 63.1 71.3 92.5 96.7: 7.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 130 134 102 142 110 334 302:
Old : 439: 128 141 94 139 100 326 287:
Other: 136: 22 19 11 72 48 99 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 14.0 22.4 23.2 9.6 11.3 15.3 18.6
Old : 13.0 14.8 23.0 23.6 10.2 12.3 15.9 20.0
Other: 22.7 37.2 34.9 53.4 20.6 34.8 31.4 48.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 51,436: 34,090 35,363 2,137 8,334 10,435 44,561 47,935: 6,875 3,501
Old : 51,436: 34,090 35,363 2,137 8,334 10,435 44,561 47,935: 6,875 3,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 59: 641 2,740 227 -70 -3,355 798 -388: -739 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 68.8 4.2 16.2 20.3 86.6 93.2: 13.4 6.8
Old : 100.0: 66.3 68.8 4.2 16.2 20.3 86.6 93.2: 13.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 73 53 9 8 8 85 66:
Old : 138: 73 53 9 8 8 85 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 41.2 57.5 57.9 38.7 41.0 53.4 55.9
Old : 40.6 41.2 57.5 57.9 38.7 41.0 53.4 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $50) :
: : :
All : 23,175: 3,290 1,526 13 14,246 16,390 17,549 17,929: 5,626 5,246
Old : 23,175: 3,290 1,526 13 14,246 16,390 17,549 17,929: 5,626 5,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -135: 1,264 -1,139 -91 -809 1,279 364 49: -499 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.6 0.1 61.5 70.7 75.7 77.4: 24.3 22.6
Old : 100.0: 14.2 6.6 0.1 61.5 70.7 75.7 77.4: 24.3 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 4 1 13 14 23 18:
Old : 37: 9 4 1 13 14 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 51.9 55.8 63.2 40.8 51.9 55.1 63.0
Old : 40.8 51.9 55.8 63.2 40.8 51.9 55.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 290,519: 56,416 12,641 2,176 223,086 270,695 281,678 285,512: 8,841 5,007
Old : 290,519: 56,416 12,641 2,176 223,086 270,695 281,678 285,512: 8,841 5,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -6,241: -1,879 1,634 106 -4,636 -8,151 -6,409 -6,411: 168 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 4.4 0.7 76.8 93.2 97.0 98.3: 3.0 1.7
Old : 100.0: 19.4 4.4 0.7 76.8 93.2 97.0 98.3: 3.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 35 12 7 79 56 115 74:
Old : 155: 35 12 7 79 56 115 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 51.3 43.8 67.3 29.5 50.4 41.9 66.3
Old : 31.3 51.3 43.8 67.3 29.5 50.4 41.9 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI Emerging Markets Index x $50) :
: : :
All : 1,045,537: 296,906 126,931 17,006 695,079 892,341 1,008,991 1,036,278: 36,546 9,259
Old : 1,045,537: 296,906 126,931 17,006 695,079 892,341 1,008,991 1,036,278: 36,546 9,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 17,769: -2,537 -6,379 -1,351 12,673 25,609 8,785 17,879: 8,984 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.1 1.6 66.5 85.3 96.5 99.1: 3.5 0.9
Old : 100.0: 28.4 12.1 1.6 66.5 85.3 96.5 99.1: 3.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 142 46 26 152 88 304 150:
Old : 383: 142 46 26 152 88 304 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 42.2 27.3 63.7 15.9 42.2 26.3 63.5
Old : 16.7 42.2 27.3 63.7 15.9 42.2 26.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018