COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 10, 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 : 229,474: 86,544 31,884 15,920 112,842 170,039 215,306 217,843: 14,168 11,631
Old : 213,022: 85,665 34,758 12,546 101,358 154,428 199,569 201,732: 13,453 11,290
Other: 16,452: 4,107 354 146 11,484 15,611 15,737 16,111: 715 341
: : :
: : Changes in Commitments from: October 3, 2017 :
: -29: -74 -1,222 87 -1,281 650 -1,268 -485: 1,239 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.9 6.9 49.2 74.1 93.8 94.9: 6.2 5.1
Old : 100.0: 40.2 16.3 5.9 47.6 72.5 93.7 94.7: 6.3 5.3
Other: 100.0: 25.0 2.2 0.9 69.8 94.9 95.7 97.9: 4.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 113 62 75 66 69 219 176:
Old : 276: 110 65 67 63 66 208 172:
Other: 67: 17 7 6 19 28 39 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 : 17.7 37.6 25.5 49.5 14.7 30.3 22.1 41.0
Old : 15.7 40.5 23.9 49.4 15.4 36.3 23.3 44.8
Other: 62.0 61.5 75.8 81.3 61.8 60.6 75.4 80.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 10, 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 : 9,007: 1,704 2,471 427 4,284 4,936 6,415 7,834: 2,592 1,173
Old : 4,234: 1,389 1,630 60 1,159 1,819 2,608 3,509: 1,626 725
Other: 4,773: 678 1,204 4 3,125 3,117 3,807 4,325: 966 448
: : :
: : Changes in Commitments from: October 3, 2017 :
: 385: 55 160 28 -231 222 -148 410: 533 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 27.4 4.7 47.6 54.8 71.2 87.0: 28.8 13.0
Old : 100.0: 32.8 38.5 1.4 27.4 43.0 61.6 82.9: 38.4 17.1
Other: 100.0: 14.2 25.2 0.1 65.5 65.3 79.8 90.6: 20.2 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 16 9 23 11 46 31:
Old : 53: 17 14 2 14 8 31 24:
Other: 44: 9 11 2 18 8 28 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 : 22.6 41.4 34.6 59.2 22.6 40.0 34.6 57.8
Old : 17.7 35.4 28.6 57.4 17.7 35.4 28.5 57.4
Other: 39.4 60.9 57.8 75.2 39.4 60.6 57.8 74.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 10, 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 : 247,572: 65,347 78,873 31,849 134,874 127,989 232,070 238,711: 15,502 8,861
Old : 230,916: 65,587 78,266 30,154 120,055 113,779 215,796 222,199: 15,120 8,717
Other: 16,656: 656 1,503 799 14,819 14,210 16,274 16,512: 382 144
: : :
: : Changes in Commitments from: October 3, 2017 :
: -6,447: 3,397 -2,012 -4,228 -4,130 63 -4,961 -6,177: -1,486 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.9 12.9 54.5 51.7 93.7 96.4: 6.3 3.6
Old : 100.0: 28.4 33.9 13.1 52.0 49.3 93.5 96.2: 6.5 3.8
Other: 100.0: 3.9 9.0 4.8 89.0 85.3 97.7 99.1: 2.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 96 84 66 63 45 201 162:
Old : 261: 98 83 64 63 45 200 161:
Other: 41: 5 3 3 26 16 33 21:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 24.6 30.6 36.9 15.1 15.6 25.0 23.8
Old : 16.8 24.2 29.1 35.5 14.1 14.5 24.2 22.5
Other: 74.7 63.5 82.4 81.6 54.7 54.1 60.8 68.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 10, 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 : 694,059: 178,157 226,229 87,378 368,551 315,170 634,086 628,777: 59,973 65,282
Old : 694,059: 178,157 226,229 87,378 368,551 315,170 634,086 628,777: 59,973 65,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 10,180: -2,246 -955 13,833 -2,695 -3,437 8,892 9,441: 1,288 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 32.6 12.6 53.1 45.4 91.4 90.6: 8.6 9.4
Old : 100.0: 25.7 32.6 12.6 53.1 45.4 91.4 90.6: 8.6 9.4
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 : 242: 75 64 62 78 72 182 174:
Old : 242: 75 64 62 78 72 182 174:
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 : 12.7 17.6 21.7 27.8 12.1 14.4 20.0 23.0
Old : 12.7 17.6 21.7 27.8 12.1 14.4 20.0 23.0
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, October 10, 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 : 216,316: 48,907 71,485 45,064 110,430 92,301 204,401 208,850: 11,915 7,466
Old : 208,280: 49,615 71,678 41,930 105,262 87,338 196,807 200,946: 11,473 7,334
Other: 8,036: 1,695 2,210 731 5,168 4,963 7,594 7,904: 442 132
: : :
: : Changes in Commitments from: October 3, 2017 :
: 7,725: 100 1,524 4,481 3,388 1,679 7,969 7,684: -244 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 33.0 20.8 51.1 42.7 94.5 96.5: 5.5 3.5
Old : 100.0: 23.8 34.4 20.1 50.5 41.9 94.5 96.5: 5.5 3.5
Other: 100.0: 21.1 27.5 9.1 64.3 61.8 94.5 98.4: 5.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 140 123 103 141 113 340 299:
Old : 443: 145 122 100 141 111 338 296:
Other: 114: 16 22 7 57 34 77 59:
:----------------------------------------------------------------------------------------------------
: 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 13.5 24.2 24.1 10.3 11.9 16.4 19.3
Old : 14.8 13.9 24.5 24.7 10.3 12.5 16.6 20.2
Other: 40.8 31.5 53.1 50.8 29.4 31.0 39.3 47.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 10, 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 : 45,773: 29,204 32,875 2,331 6,509 8,124 38,044 43,330: 7,729 2,443
Old : 45,773: 29,204 32,875 2,331 6,509 8,124 38,044 43,330: 7,729 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,147: -2,005 -1,603 -152 688 -819 -1,469 -2,574: -678 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 71.8 5.1 14.2 17.7 83.1 94.7: 16.9 5.3
Old : 100.0: 63.8 71.8 5.1 14.2 17.7 83.1 94.7: 16.9 5.3
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 : 150: 82 52 12 10 7 102 64:
Old : 150: 82 52 12 10 7 102 64:
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 38.8 45.0 55.9 32.2 37.7 43.0 54.5
Old : 34.0 38.8 45.0 55.9 32.2 37.7 43.0 54.5
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, October 10, 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 : 62,084: 6,377 9,540 677 46,213 41,528 53,267 51,745: 8,817 10,339
Old : 62,084: 6,377 9,540 677 46,213 41,528 53,267 51,745: 8,817 10,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 311: -1,127 337 -25 1,919 481 767 793: -456 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.4 1.1 74.4 66.9 85.8 83.3: 14.2 16.7
Old : 100.0: 10.3 15.4 1.1 74.4 66.9 85.8 83.3: 14.2 16.7
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 : 93: 16 21 4 40 24 57 48:
Old : 93: 16 21 4 40 24 57 48:
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 : 29.6 46.5 43.6 56.8 29.6 45.4 43.6 55.5
Old : 29.6 46.5 43.6 56.8 29.6 45.4 43.6 55.5
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, October 10, 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 : 286,934: 70,279 12,417 3,883 204,056 266,053 278,218 282,353: 8,716 4,581
Old : 286,934: 70,279 12,417 3,883 204,056 266,053 278,218 282,353: 8,716 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,220: -1,687 3,889 -19 2,807 -1,510 1,101 2,360: 119 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.3 1.4 71.1 92.7 97.0 98.4: 3.0 1.6
Old : 100.0: 24.5 4.3 1.4 71.1 92.7 97.0 98.4: 3.0 1.6
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 : 154: 38 13 8 76 54 114 75:
Old : 154: 38 13 8 76 54 114 75:
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 : 33.4 50.8 46.3 70.0 31.8 50.8 44.6 69.6
Old : 33.4 50.8 46.3 70.0 31.8 50.8 44.6 69.6
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, October 10, 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 : 1,063,011: 298,732 110,659 21,005 714,015 922,219 1,033,752 1,053,883: 29,259 9,128
Old : 1,063,011: 298,732 110,659 21,005 714,015 922,219 1,033,752 1,053,883: 29,259 9,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,796: -6,723 6,640 -382 8,575 -996 1,470 5,262: 326 -3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.4 2.0 67.2 86.8 97.2 99.1: 2.8 0.9
Old : 100.0: 28.1 10.4 2.0 67.2 86.8 97.2 99.1: 2.8 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 : 365: 122 48 29 150 94 282 161:
Old : 365: 122 48 29 150 94 282 161:
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 : 23.0 48.8 34.2 64.4 21.8 48.8 32.8 64.4
Old : 23.0 48.8 34.2 64.4 21.8 48.8 32.8 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017