COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 27, 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 : 259,538: 107,239 15,419 27,960 107,377 206,115 242,576 249,494: 16,962 10,044 Old : 187,303: 92,316 20,042 20,638 59,969 139,816 172,923 180,496: 14,380 6,807 Other: 72,235: 22,018 2,472 227 47,408 66,299 69,653 68,998: 2,582 3,237 : : : : : Changes in Commitments from: February 20, 2018 : : 7,686: 8,837 -2,628 1,284 -2,069 9,025 8,052 7,681: -366 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 5.9 10.8 41.4 79.4 93.5 96.1: 6.5 3.9 Old : 100.0: 49.3 10.7 11.0 32.0 74.6 92.3 96.4: 7.7 3.6 Other: 100.0: 30.5 3.4 0.3 65.6 91.8 96.4 95.5: 3.6 4.5 : : : :# Traders : Number of Traders in Each Category : All : 285: 151 41 77 51 75 229 172: Old : 274: 137 46 55 39 67 198 150: Other: 147: 57 20 8 37 52 96 78: :---------------------------------------------------------------------------------------------------- : 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 : 16.8 31.1 24.6 44.8 16.7 28.6 23.7 41.8 Old : 13.5 36.2 23.2 47.3 13.4 36.1 23.1 47.1 Other: 34.0 38.7 49.3 55.7 31.1 38.3 46.1 54.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 27, 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 : 10,683: 1,697 2,937 181 7,692 6,158 9,570 9,276: 1,113 1,407 Old : 10,683: 1,697 2,937 181 7,692 6,158 9,570 9,276: 1,113 1,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2018 : : -74: 177 333 -15 124 -288 286 30: -360 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 27.5 1.7 72.0 57.6 89.6 86.8: 10.4 13.2 Old : 100.0: 15.9 27.5 1.7 72.0 57.6 89.6 86.8: 10.4 13.2 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 : 54: 15 13 6 21 7 40 23: Old : 54: 15 13 6 21 7 40 23: 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 : 42.0 53.7 60.1 74.0 41.9 52.1 58.9 71.8 Old : 42.0 53.7 60.1 74.0 41.9 52.1 58.9 71.8 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, February 27, 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 : 263,687: 83,522 53,126 40,812 123,988 160,920 248,322 254,858: 15,365 8,829 Old : 212,290: 81,940 56,881 31,498 85,233 115,772 198,671 204,151: 13,619 8,139 Other: 51,397: 7,144 1,807 3,752 38,755 45,148 49,651 50,707: 1,746 690 : : : : : Changes in Commitments from: February 20, 2018 : : 3,984: 4,476 771 948 -1,253 1,843 4,171 3,562: -187 422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 20.1 15.5 47.0 61.0 94.2 96.7: 5.8 3.3 Old : 100.0: 38.6 26.8 14.8 40.1 54.5 93.6 96.2: 6.4 3.8 Other: 100.0: 13.9 3.5 7.3 75.4 87.8 96.6 98.7: 3.4 1.3 : : : :# Traders : Number of Traders in Each Category : All : 237: 100 61 68 60 50 199 145: Old : 236: 100 62 62 56 49 189 143: Other: 85: 27 10 6 36 28 66 43: :---------------------------------------------------------------------------------------------------- : 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 : 18.1 26.3 29.6 44.1 12.5 22.3 20.3 35.9 Old : 16.5 23.4 27.5 43.1 13.0 21.0 21.0 33.9 Other: 43.9 49.2 64.0 70.8 39.7 42.5 53.7 60.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 27, 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 : 864,508: 195,093 295,419 129,455 465,954 363,925 790,502 788,799: 74,006 75,709 Old : 864,508: 195,093 295,419 129,455 465,954 363,925 790,502 788,799: 74,006 75,709 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2018 : : -6,460: 1,050 11,962 -1,442 -4,666 -18,952 -5,058 -8,432: -1,402 1,972 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 34.2 15.0 53.9 42.1 91.4 91.2: 8.6 8.8 Old : 100.0: 22.6 34.2 15.0 53.9 42.1 91.4 91.2: 8.6 8.8 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 : 253: 66 85 73 76 73 183 197: Old : 253: 66 85 73 76 73 183 197: 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 : 13.2 18.7 23.4 30.1 12.4 14.2 20.7 21.8 Old : 13.2 18.7 23.4 30.1 12.4 14.2 20.7 21.8 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, February 27, 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 : 230,649: 55,077 96,076 42,556 117,094 83,980 214,727 222,612: 15,922 8,037 Old : 198,904: 52,693 96,376 32,330 99,680 62,843 184,703 191,549: 14,201 7,355 Other: 31,745: 10,272 7,588 2,338 17,414 21,137 30,024 31,063: 1,721 682 : : : : : Changes in Commitments from: February 20, 2018 : : 8,091: 3,289 -2,489 5,120 761 6,501 9,170 9,132: -1,079 -1,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 41.7 18.5 50.8 36.4 93.1 96.5: 6.9 3.5 Old : 100.0: 26.5 48.5 16.3 50.1 31.6 92.9 96.3: 7.1 3.7 Other: 100.0: 32.4 23.9 7.4 54.9 66.6 94.6 97.9: 5.4 2.1 : : : :# Traders : Number of Traders in Each Category : All : 458: 155 129 93 144 106 346 294: Old : 453: 152 136 79 141 91 336 269: Other: 192: 44 31 16 95 57 147 98: :---------------------------------------------------------------------------------------------------- : 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 15.0 21.0 25.6 10.2 12.7 16.4 19.0 Old : 13.7 15.1 22.4 25.9 12.1 14.7 18.8 21.8 Other: 22.5 35.3 32.1 49.0 17.7 30.6 26.0 43.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 27, 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 : 37,902: 22,735 24,823 3,556 4,288 6,198 30,579 34,577: 7,323 3,325 Old : 37,902: 22,735 24,823 3,556 4,288 6,198 30,579 34,577: 7,323 3,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2018 : : -1,526: -1,030 -979 -472 -648 104 -2,150 -1,347: 624 -179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 65.5 9.4 11.3 16.4 80.7 91.2: 19.3 8.8 Old : 100.0: 60.0 65.5 9.4 11.3 16.4 80.7 91.2: 19.3 8.8 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 : 125: 59 54 11 6 8 72 67: Old : 125: 59 54 11 6 8 72 67: 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 : 34.0 37.0 47.1 54.4 29.8 35.4 42.2 49.7 Old : 34.0 37.0 47.1 54.4 29.8 35.4 42.2 49.7 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, February 27, 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 : 24,522: 3,399 3,071 1 15,975 17,392 19,375 20,464: 5,147 4,058 Old : 24,522: 3,399 3,071 1 15,975 17,392 19,375 20,464: 5,147 4,058 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2018 : : 1,010: -151 -111 0 771 724 620 613: 390 397 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 12.5 0.0 65.1 70.9 79.0 83.5: 21.0 16.5 Old : 100.0: 13.9 12.5 0.0 65.1 70.9 79.0 83.5: 21.0 16.5 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 : 45: 8 5 1 18 17 27 22: Old : 45: 8 5 1 18 17 27 22: 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 : 35.7 47.8 52.2 61.7 33.4 47.8 48.8 61.7 Old : 35.7 47.8 52.2 61.7 33.4 47.8 48.8 61.7 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, February 27, 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 : 264,562: 42,156 11,277 1,563 210,378 245,518 254,097 258,358: 10,465 6,204 Old : 264,562: 42,156 11,277 1,563 210,378 245,518 254,097 258,358: 10,465 6,204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2018 : : -4,114: -244 -2,733 -180 -4,516 -2,411 -4,940 -5,324: 826 1,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 4.3 0.6 79.5 92.8 96.0 97.7: 4.0 2.3 Old : 100.0: 15.9 4.3 0.6 79.5 92.8 96.0 97.7: 4.0 2.3 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 : 147: 29 13 6 74 58 104 76: Old : 147: 29 13 6 74 58 104 76: 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 : 34.0 48.1 47.1 68.3 32.0 47.1 44.6 67.2 Old : 34.0 48.1 47.1 68.3 32.0 47.1 44.6 67.2 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, February 27, 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 : 1,044,484: 288,322 107,122 22,352 694,228 901,502 1,004,902 1,030,976: 39,582 13,508 Old : 1,044,484: 288,322 107,122 22,352 694,228 901,502 1,004,902 1,030,976: 39,582 13,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 20, 2018 : : 4,195: -3,747 264 -1,512 -1,550 3,172 -6,809 1,924: 11,004 2,271 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 10.3 2.1 66.5 86.3 96.2 98.7: 3.8 1.3 Old : 100.0: 27.6 10.3 2.1 66.5 86.3 96.2 98.7: 3.8 1.3 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 : 392: 146 39 28 174 96 331 152: Old : 392: 146 39 28 174 96 331 152: 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 : 20.0 44.7 32.0 66.3 18.8 44.6 30.1 66.0 Old : 20.0 44.7 32.0 66.3 18.8 44.6 30.1 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018