COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 19, 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 : 238,750: 97,011 33,395 15,770 112,390 178,644 225,171 227,809: 13,579 10,941
Old : 223,538: 96,233 35,974 12,721 101,624 164,216 210,578 212,911: 12,960 10,627
Other: 15,212: 3,618 261 209 10,766 14,428 14,593 14,898: 619 314
: : :
: : Changes in Commitments from: September 12, 2017 :
: -5,136: -5,478 -208 565 998 -5,362 -3,915 -5,005: -1,221 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 14.0 6.6 47.1 74.8 94.3 95.4: 5.7 4.6
Old : 100.0: 43.0 16.1 5.7 45.5 73.5 94.2 95.2: 5.8 4.8
Other: 100.0: 23.8 1.7 1.4 70.8 94.8 95.9 97.9: 4.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 115 59 58 63 68 206 162:
Old : 270: 111 61 51 61 65 197 158:
Other: 62: 14 7 5 18 28 34 39:
:----------------------------------------------------------------------------------------------------
: 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 38.9 24.9 50.7 14.7 32.5 22.4 43.7
Old : 15.4 41.5 23.8 51.2 15.3 37.9 23.5 47.5
Other: 64.5 58.4 77.8 79.5 63.9 57.3 77.0 78.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 19, 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 : 8,859: 1,818 2,189 343 4,358 5,150 6,519 7,682: 2,340 1,177
Old : 6,028: 1,872 1,810 53 2,335 3,292 4,260 5,155: 1,768 873
Other: 2,831: 216 649 20 2,023 1,858 2,259 2,527: 572 304
: : :
: : Changes in Commitments from: September 12, 2017 :
: -231: -239 -312 -11 -140 32 -390 -291: 159 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.7 3.9 49.2 58.1 73.6 86.7: 26.4 13.3
Old : 100.0: 31.1 30.0 0.9 38.7 54.6 70.7 85.5: 29.3 14.5
Other: 100.0: 7.6 22.9 0.7 71.5 65.6 79.8 89.3: 20.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 18 6 23 10 41 31:
Old : 63: 17 16 1 21 10 38 27:
Other: 35: 4 11 2 15 7 20 19:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 45.8 37.8 61.5 23.6 45.8 37.8 61.3
Old : 24.3 38.9 36.5 60.1 24.3 38.9 36.5 60.1
Other: 50.4 64.7 68.4 78.2 50.4 64.7 68.4 78.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 19, 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 : 261,183: 61,716 92,237 42,794 139,125 116,385 243,635 251,416: 17,548 9,767
Old : 244,524: 62,500 92,529 39,876 124,974 102,572 227,350 234,977: 17,174 9,547
Other: 16,659: 1,483 1,975 651 14,151 13,813 16,285 16,439: 374 220
: : :
: : Changes in Commitments from: September 12, 2017 :
: -516: -2,123 -9,298 1,406 752 6,954 35 -938: -551 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 35.3 16.4 53.3 44.6 93.3 96.3: 6.7 3.7
Old : 100.0: 25.6 37.8 16.3 51.1 41.9 93.0 96.1: 7.0 3.9
Other: 100.0: 8.9 11.9 3.9 84.9 82.9 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 90 78 69 62 41 191 159:
Old : 249: 91 78 69 62 41 191 159:
Other: 37: 4 4 2 22 15 27 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 : 18.7 21.6 31.6 34.4 14.7 12.9 24.7 19.9
Old : 18.4 21.3 30.5 33.4 13.6 12.3 23.6 19.7
Other: 77.1 61.3 84.7 81.5 59.3 54.0 65.3 69.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 19, 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 : 767,416: 177,133 196,823 87,375 434,705 413,029 699,213 697,227: 68,203 70,189
Old : 767,416: 177,133 196,823 87,375 434,705 413,029 699,213 697,227: 68,203 70,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -34,086: 246 -19,517 -21,003 -12,971 3,330 -33,728 -37,190: -358 3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.6 11.4 56.6 53.8 91.1 90.9: 8.9 9.1
Old : 100.0: 23.1 25.6 11.4 56.6 53.8 91.1 90.9: 8.9 9.1
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 : 231: 71 57 61 90 75 191 169:
Old : 231: 71 57 61 90 75 191 169:
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 : 13.5 20.1 22.3 31.1 10.4 14.8 17.7 22.7
Old : 13.5 20.1 22.3 31.1 10.4 14.8 17.7 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 19, 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 : 189,841: 44,135 54,632 37,729 98,816 90,336 180,680 182,697: 9,161 7,144
Old : 182,565: 44,237 54,764 35,577 94,020 85,296 173,834 175,637: 8,731 6,928
Other: 7,276: 1,383 1,353 667 4,796 5,040 6,846 7,060: 430 216
: : :
: : Changes in Commitments from: September 12, 2017 :
: -16,148: -3,936 -15,370 -3,012 -7,502 2,219 -14,450 -16,163: -1,698 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 28.8 19.9 52.1 47.6 95.2 96.2: 4.8 3.8
Old : 100.0: 24.2 30.0 19.5 51.5 46.7 95.2 96.2: 4.8 3.8
Other: 100.0: 19.0 18.6 9.2 65.9 69.3 94.1 97.0: 5.9 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 122 115 106 134 114 315 290:
Old : 407: 124 115 103 134 111 312 287:
Other: 109: 15 18 6 58 37 76 58:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 15.4 25.1 25.5 11.2 12.8 18.1 20.5
Old : 13.9 15.8 24.9 26.1 11.6 13.4 18.9 21.4
Other: 45.6 34.4 57.9 52.8 34.2 33.4 43.3 46.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 19, 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 : 42,287: 26,833 33,046 1,643 5,930 4,769 34,406 39,458: 7,881 2,829
Old : 42,287: 26,833 33,046 1,643 5,930 4,769 34,406 39,458: 7,881 2,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -13,596: -2,328 1,694 -1,978 -8,804 -13,690 -13,110 -13,974: -486 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 78.1 3.9 14.0 11.3 81.4 93.3: 18.6 6.7
Old : 100.0: 63.5 78.1 3.9 14.0 11.3 81.4 93.3: 18.6 6.7
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 : 156: 86 53 9 9 10 101 67:
Old : 156: 86 53 9 9 10 101 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 : 34.1 40.2 43.1 55.1 32.2 39.5 41.0 54.4
Old : 34.1 40.2 43.1 55.1 32.2 39.5 41.0 54.4
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 19, 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 : 58,120: 6,299 9,953 542 42,327 38,594 49,168 49,089: 8,952 9,031
Old : 58,120: 6,299 9,953 542 42,327 38,594 49,168 49,089: 8,952 9,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -431,475: -62,706 -161,377 -7,244 -350,650 -252,308 -420,600 -420,929: -10,875 -10,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.1 0.9 72.8 66.4 84.6 84.5: 15.4 15.5
Old : 100.0: 10.8 17.1 0.9 72.8 66.4 84.6 84.5: 15.4 15.5
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 : 82: 15 17 3 36 22 52 41:
Old : 82: 15 17 3 36 22 52 41:
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 : 33.3 50.4 43.6 59.8 33.3 49.7 43.6 59.1
Old : 33.3 50.4 43.6 59.8 33.3 49.7 43.6 59.1
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, September 19, 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 : 279,983: 53,267 8,976 4,354 214,564 261,822 272,185 275,152: 7,798 4,831
Old : 279,983: 53,267 8,976 4,354 214,564 261,822 272,185 275,152: 7,798 4,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -76,787: 8,505 -16,075 -3,917 -81,084 -58,154 -76,496 -78,146: -291 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.2 1.6 76.6 93.5 97.2 98.3: 2.8 1.7
Old : 100.0: 19.0 3.2 1.6 76.6 93.5 97.2 98.3: 2.8 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 : 146: 32 9 5 73 57 105 71:
Old : 146: 32 9 5 73 57 105 71:
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 : 33.7 48.3 46.3 67.0 32.1 48.3 44.5 66.7
Old : 33.7 48.3 46.3 67.0 32.1 48.3 44.5 66.7
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 19, 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 : 1,080,074: 322,715 102,451 18,804 711,661 947,138 1,053,180 1,068,393: 26,894 11,681
Old : 1,080,074: 322,715 102,451 18,804 711,661 947,138 1,053,180 1,068,393: 26,894 11,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -160,400: -3,758 4,413 -10,416 -109,434 -130,710 -123,608 -136,713: -36,792 -23,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.5 1.7 65.9 87.7 97.5 98.9: 2.5 1.1
Old : 100.0: 29.9 9.5 1.7 65.9 87.7 97.5 98.9: 2.5 1.1
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 : 368: 130 44 29 150 91 293 151:
Old : 368: 130 44 29 150 91 293 151:
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 : 20.2 47.9 30.7 63.9 19.3 47.9 29.2 63.9
Old : 20.2 47.9 30.7 63.9 19.3 47.9 29.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017