COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 226,101: 73,823 46,589 21,293 119,158 145,093 214,274 212,975: 11,827 13,126 Old : 214,344: 73,117 48,426 19,177 110,744 133,759 203,038 201,362: 11,306 12,982 Other: 11,757: 2,591 48 231 8,414 11,334 11,236 11,613: 521 144 : : : : : Changes in Commitments from: August 15, 2017 : : 7,352: 295 5,268 1,180 5,634 1,671 7,109 8,119: 243 -767 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 20.6 9.4 52.7 64.2 94.8 94.2: 5.2 5.8 Old : 100.0: 34.1 22.6 8.9 51.7 62.4 94.7 93.9: 5.3 6.1 Other: 100.0: 22.0 0.4 2.0 71.6 96.4 95.6 98.8: 4.4 1.2 : : : :# Traders : Number of Traders in Each Category : All : 263: 97 73 71 63 58 193 179: Old : 261: 96 74 68 61 56 187 177: Other: 52: 11 4 4 15 25 28 32: :---------------------------------------------------------------------------------------------------- : 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 : 19.8 36.3 29.3 46.4 15.1 26.5 23.3 35.6 Old : 19.0 38.0 28.2 46.3 15.0 29.6 23.6 37.5 Other: 63.3 62.9 78.2 82.3 62.8 62.6 77.5 80.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 10,451: 1,985 5,185 206 5,970 3,570 8,161 8,961: 2,290 1,490 Old : 8,230: 1,812 5,158 54 4,496 1,887 6,362 7,099: 1,868 1,131 Other: 2,221: 317 171 8 1,474 1,683 1,799 1,862: 422 359 : : : : : Changes in Commitments from: August 15, 2017 : : -1,820: 22 -356 -111 -1,583 -809 -1,672 -1,276: -148 -544 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 49.6 2.0 57.1 34.2 78.1 85.7: 21.9 14.3 Old : 100.0: 22.0 62.7 0.7 54.6 22.9 77.3 86.3: 22.7 13.7 Other: 100.0: 14.3 7.7 0.4 66.4 75.8 81.0 83.8: 19.0 16.2 : : : :# Traders : Number of Traders in Each Category : All : 66: 21 17 7 25 10 48 32: Old : 65: 22 16 3 25 7 48 25: Other: 32: 8 4 2 13 8 22 14: :---------------------------------------------------------------------------------------------------- : 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 : 22.2 43.5 35.9 60.7 20.0 43.2 33.5 59.1 Old : 22.5 45.7 33.6 64.3 22.5 45.3 33.6 63.9 Other: 49.1 73.0 62.7 82.4 49.1 71.3 62.4 80.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 241,773: 58,867 98,490 34,729 131,050 99,495 224,646 232,714: 17,127 9,059 Old : 462: 0 107 0 456 333 456 440: 6 22 Other: 241,311: 58,867 98,383 34,729 130,594 99,162 224,190 232,274: 17,121 9,037 : : : : : Changes in Commitments from: August 15, 2017 : : 12,542: 5,641 16,888 2,031 3,554 -5,892 11,226 13,027: 1,316 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 40.7 14.4 54.2 41.2 92.9 96.3: 7.1 3.7 Old : 100.0: 0.0 23.2 0.0 98.7 72.1 98.7 95.2: 1.3 4.8 Other: 100.0: 24.4 40.8 14.4 54.1 41.1 92.9 96.3: 7.1 3.7 : : : :# Traders : Number of Traders in Each Category : All : 261: 90 89 57 61 42 186 164: Old : 7: 0 1 0 2 5 2 6: Other: 260: 90 88 57 61 41 186 162: :---------------------------------------------------------------------------------------------------- : 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 : 19.2 18.2 32.5 29.5 16.0 12.4 25.7 20.4 Old : 98.7 87.0 98.7 95.2 80.1 73.4 80.1 76.6 Other: 19.1 18.2 32.4 29.5 16.0 12.5 25.7 20.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 840,614: 183,907 252,539 125,629 466,482 390,726 776,018 768,894: 64,596 71,720 Old : 840,614: 183,907 252,539 125,629 466,482 390,726 776,018 768,894: 64,596 71,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 25,546: 4,718 19,548 11,154 9,115 198 24,987 30,900: 559 -5,354 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 30.0 14.9 55.5 46.5 92.3 91.5: 7.7 8.5 Old : 100.0: 21.9 30.0 14.9 55.5 46.5 92.3 91.5: 7.7 8.5 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 : 258: 82 64 74 88 73 205 186: Old : 258: 82 64 74 88 73 205 186: 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 : 12.8 17.1 21.4 27.2 9.8 13.3 16.2 21.6 Old : 12.8 17.1 21.4 27.2 9.8 13.3 16.2 21.6 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, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 185,359: 42,369 52,185 29,067 104,278 96,632 175,714 177,884: 9,645 7,475 Old : 2,013: 1 152 0 2,007 1,672 2,008 1,824: 5 189 Other: 183,346: 42,518 52,183 28,917 102,271 94,960 173,706 176,060: 9,640 7,286 : : : : : Changes in Commitments from: August 15, 2017 : : -6,203: -2,002 11,998 -5,264 112 -12,356 -7,154 -5,622: 951 -581 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 28.2 15.7 56.3 52.1 94.8 96.0: 5.2 4.0 Old : 100.0: 0.0 7.6 0.0 99.7 83.1 99.8 90.6: 0.2 9.4 Other: 100.0: 23.2 28.5 15.8 55.8 51.8 94.7 96.0: 5.3 4.0 : : : :# Traders : Number of Traders in Each Category : All : 402: 121 117 97 133 105 307 279: Old : 29: 1 2 0 2 24 3 26: Other: 401: 120 117 97 132 101 306 275: :---------------------------------------------------------------------------------------------------- : 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 : 15.2 18.4 26.0 28.8 10.7 14.2 17.5 22.1 Old : 99.8 77.8 99.8 85.3 99.8 77.8 99.8 85.3 Other: 15.3 18.2 26.3 28.6 10.8 14.4 17.9 22.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 52,379: 27,328 28,764 3,674 12,273 16,943 43,275 49,381: 9,104 2,998 Old : 52,379: 27,328 28,764 3,674 12,273 16,943 43,275 49,381: 9,104 2,998 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,116: 676 -12 365 633 489 1,674 842: -558 274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 54.9 7.0 23.4 32.3 82.6 94.3: 17.4 5.7 Old : 100.0: 52.2 54.9 7.0 23.4 32.3 82.6 94.3: 17.4 5.7 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 : 152: 85 51 16 10 8 104 68: Old : 152: 85 51 16 10 8 104 68: 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 : 34.9 52.2 45.0 67.8 32.5 52.2 42.4 66.9 Old : 34.9 52.2 45.0 67.8 32.5 52.2 42.4 66.9 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, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 565,391: 131,851 213,510 11,127 401,662 317,715 544,640 542,352: 20,751 23,039 Old : 565,391: 131,851 213,510 11,127 401,662 317,715 544,640 542,352: 20,751 23,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -1,779: 2,538 4,583 -4,548 2,610 -6,498 600 -6,463: -2,379 4,684 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 37.8 2.0 71.0 56.2 96.3 95.9: 3.7 4.1 Old : 100.0: 23.3 37.8 2.0 71.0 56.2 96.3 95.9: 3.7 4.1 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 : 317: 64 67 23 117 113 192 192: Old : 317: 64 67 23 117 113 192 192: 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 : 27.8 22.1 39.1 35.9 25.2 21.9 35.3 35.1 Old : 27.8 22.1 39.1 35.9 25.2 21.9 35.3 35.1 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, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 345,266: 42,798 26,109 11,959 279,430 300,749 334,187 338,817: 11,079 6,449 Old : 345,266: 42,798 26,109 11,959 279,430 300,749 334,187 338,817: 11,079 6,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 15,554: 3,504 1,428 -1,242 11,740 13,691 14,002 13,877: 1,552 1,677 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 7.6 3.5 80.9 87.1 96.8 98.1: 3.2 1.9 Old : 100.0: 12.4 7.6 3.5 80.9 87.1 96.8 98.1: 3.2 1.9 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 : 151: 33 11 8 81 54 115 72: Old : 151: 33 11 8 81 54 115 72: 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 : 30.1 46.6 45.0 68.0 29.8 44.9 41.8 65.9 Old : 30.1 46.6 45.0 68.0 29.8 44.9 41.8 65.9 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, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,128,466: 314,494 99,892 31,359 753,676 985,605 1,099,529 1,116,856: 28,937 11,610 Old : 1,128,466: 314,494 99,892 31,359 753,676 985,605 1,099,529 1,116,856: 28,937 11,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 7,727: 9,901 15,563 -7,215 2,937 -119 5,623 8,229: 2,104 -502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 8.9 2.8 66.8 87.3 97.4 99.0: 2.6 1.0 Old : 100.0: 27.9 8.9 2.8 66.8 87.3 97.4 99.0: 2.6 1.0 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 : 358: 126 44 31 151 92 292 152: Old : 358: 126 44 31 151 92 292 152: 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 : 19.5 48.4 29.5 64.1 18.1 47.1 27.3 62.7 Old : 19.5 48.4 29.5 64.1 18.1 47.1 27.3 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017