COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 12, 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 : 243,886: 102,489 33,603 15,205 111,392 184,006 229,086 232,814: 14,800 11,072
Old : 228,939: 101,804 36,180 12,258 100,675 169,730 214,737 218,168: 14,202 10,771
Other: 14,947: 3,430 168 202 10,717 14,276 14,349 14,646: 598 301
: : :
: : Changes in Commitments from: September 5, 2017 :
: 9,086: 9,861 -1,671 -2,148 999 13,677 8,712 9,858: 374 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 13.8 6.2 45.7 75.4 93.9 95.5: 6.1 4.5
Old : 100.0: 44.5 15.8 5.4 44.0 74.1 93.8 95.3: 6.2 4.7
Other: 100.0: 22.9 1.1 1.4 71.7 95.5 96.0 98.0: 4.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 123 59 63 61 73 212 174:
Old : 281: 121 61 56 59 70 205 169:
Other: 61: 14 6 4 16 28 32 37:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 38.1 24.5 50.5 14.5 32.1 22.0 44.0
Old : 15.4 40.5 23.6 51.0 15.0 37.3 23.2 47.5
Other: 64.1 58.4 77.7 80.0 63.7 57.3 77.0 78.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 12, 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 : 9,090: 2,057 2,501 354 4,498 5,118 6,909 7,973: 2,181 1,117
Old : 6,471: 2,189 2,213 61 2,496 3,335 4,746 5,609: 1,725 862
Other: 2,619: 151 571 10 2,002 1,783 2,163 2,364: 456 255
: : :
: : Changes in Commitments from: September 5, 2017 :
: -597: 277 -2,537 109 -592 2,140 -206 -288: -391 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 27.5 3.9 49.5 56.3 76.0 87.7: 24.0 12.3
Old : 100.0: 33.8 34.2 0.9 38.6 51.5 73.3 86.7: 26.7 13.3
Other: 100.0: 5.8 21.8 0.4 76.4 68.1 82.6 90.3: 17.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 18 18 8 24 11 45 34:
Old : 67: 20 16 2 22 11 42 29:
Other: 36: 5 11 2 14 7 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 44.9 37.7 60.4 23.5 44.8 37.7 60.4
Old : 23.7 37.8 36.5 59.2 23.7 37.6 36.5 59.0
Other: 52.5 67.1 71.5 79.8 52.5 67.1 71.5 79.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 12, 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 : 261,699: 63,839 101,535 41,388 138,373 109,431 243,600 252,354: 18,099 9,345
Old : 245,936: 64,374 101,172 39,588 124,327 95,947 228,289 236,707: 17,647 9,229
Other: 15,763: 525 1,423 740 14,046 13,484 15,311 15,647: 452 116
: : :
: : Changes in Commitments from: September 5, 2017 :
: 13,202: 4,045 1,501 2,586 5,743 9,496 12,374 13,583: 828 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 38.8 15.8 52.9 41.8 93.1 96.4: 6.9 3.6
Old : 100.0: 26.2 41.1 16.1 50.6 39.0 92.8 96.2: 7.2 3.8
Other: 100.0: 3.3 9.0 4.7 89.1 85.5 97.1 99.3: 2.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 95 81 59 63 43 199 152:
Old : 258: 98 80 58 63 43 199 151:
Other: 36: 3 5 2 22 14 26 20:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 20.9 32.3 32.5 15.0 12.7 24.9 20.5
Old : 18.8 20.6 30.9 31.5 13.7 11.9 23.7 20.1
Other: 76.9 66.6 84.8 83.9 57.4 57.2 63.7 69.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 12, 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 : 801,502: 176,887 216,340 108,378 447,676 409,699 732,941 734,417: 68,561 67,085
Old : 801,502: 176,887 216,340 108,378 447,676 409,699 732,941 734,417: 68,561 67,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -22,965: -2,573 -19,450 -6,375 -11,706 366 -20,654 -25,459: -2,311 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.0 13.5 55.9 51.1 91.4 91.6: 8.6 8.4
Old : 100.0: 22.1 27.0 13.5 55.9 51.1 91.4 91.6: 8.6 8.4
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 : 239: 76 56 69 90 77 197 177:
Old : 239: 76 56 69 90 77 197 177:
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 : 13.8 19.0 22.1 29.7 10.3 14.5 17.5 22.7
Old : 13.8 19.0 22.1 29.7 10.3 14.5 17.5 22.7
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, September 12, 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 : 205,989: 48,071 70,002 40,741 106,318 88,117 195,130 198,860: 10,859 7,129
Old : 199,132: 48,530 70,123 38,594 101,506 83,396 188,630 192,113: 10,502 7,019
Other: 6,857: 1,027 1,365 661 4,812 4,721 6,500 6,747: 357 110
: : :
: : Changes in Commitments from: September 5, 2017 :
: -657: 672 492 4,652 -5,204 -4,583 120 561: -777 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 34.0 19.8 51.6 42.8 94.7 96.5: 5.3 3.5
Old : 100.0: 24.4 35.2 19.4 51.0 41.9 94.7 96.5: 5.3 3.5
Other: 100.0: 15.0 19.9 9.6 70.2 68.8 94.8 98.4: 5.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 134 121 101 133 110 321 293:
Old : 425: 138 120 97 132 106 317 288:
Other: 108: 13 17 7 59 37 76 57:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.3 25.6 25.7 10.6 13.0 17.2 21.4
Old : 14.4 15.7 25.4 26.5 10.8 13.6 17.4 22.2
Other: 44.5 35.3 58.6 54.6 33.9 33.4 44.7 47.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 12, 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 : 55,883: 29,161 31,352 3,621 14,734 18,459 47,516 53,432: 8,367 2,451
Old : 55,883: 29,161 31,352 3,621 14,734 18,459 47,516 53,432: 8,367 2,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 55: 2,331 578 -2,816 1,371 2,443 886 205: -831 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 56.1 6.5 26.4 33.0 85.0 95.6: 15.0 4.4
Old : 100.0: 52.2 56.1 6.5 26.4 33.0 85.0 95.6: 15.0 4.4
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 : 149: 78 52 14 11 9 96 72:
Old : 149: 78 52 14 11 9 96 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 : 40.8 51.4 50.4 67.0 37.3 47.4 44.5 62.7
Old : 40.8 51.4 50.4 67.0 37.3 47.4 44.5 62.7
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, September 12, 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 : 489,595: 69,005 171,330 7,786 392,977 290,902 469,768 470,018: 19,827 19,577
Old : 489,595: 69,005 171,330 7,786 392,977 290,902 469,768 470,018: 19,827 19,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -55,674: -46,162 -26,212 -1,719 -4,562 -27,702 -52,443 -55,633: -3,231 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 35.0 1.6 80.3 59.4 96.0 96.0: 4.0 4.0
Old : 100.0: 14.1 35.0 1.6 80.3 59.4 96.0 96.0: 4.0 4.0
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 : 256: 45 50 21 107 101 162 162:
Old : 256: 45 50 21 107 101 162 162:
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 : 30.2 25.0 43.0 38.8 30.1 25.0 41.5 37.9
Old : 30.2 25.0 43.0 38.8 30.1 25.0 41.5 37.9
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, September 12, 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 : 356,770: 44,762 25,051 8,271 295,648 319,976 348,681 353,298: 8,089 3,472
Old : 356,770: 44,762 25,051 8,271 295,648 319,976 348,681 353,298: 8,089 3,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 7,727: 1,224 -386 -1,270 7,504 11,216 7,458 9,560: 269 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.0 2.3 82.9 89.7 97.7 99.0: 2.3 1.0
Old : 100.0: 12.5 7.0 2.3 82.9 89.7 97.7 99.0: 2.3 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 : 149: 32 9 7 82 62 115 77:
Old : 149: 32 9 7 82 62 115 77:
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 : 30.6 47.5 48.3 68.3 28.5 41.8 39.9 62.0
Old : 30.6 47.5 48.3 68.3 28.5 41.8 39.9 62.0
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, September 12, 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 : 1,240,474: 326,473 98,038 29,220 821,095 1,077,848 1,176,788 1,205,106: 63,686 35,368
Old : 1,240,474: 326,473 98,038 29,220 821,095 1,077,848 1,176,788 1,205,106: 63,686 35,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 103,600: 4,987 1,517 -3,918 67,658 84,371 68,727 81,970: 34,873 21,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.9 2.4 66.2 86.9 94.9 97.1: 5.1 2.9
Old : 100.0: 26.3 7.9 2.4 66.2 86.9 94.9 97.1: 5.1 2.9
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 : 369: 129 46 36 158 97 304 164:
Old : 369: 129 46 36 158 97 304 164:
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 : 17.5 44.9 27.4 62.5 16.4 43.2 24.6 57.9
Old : 17.5 44.9 27.4 62.5 16.4 43.2 24.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017