COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 17, 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 : 229,812: 84,000 34,024 14,996 115,178 167,613 214,174 216,633: 15,638 13,179
Old : 212,857: 83,012 35,510 13,122 102,111 151,574 198,245 200,206: 14,612 12,651
Other: 16,955: 2,720 246 142 13,067 16,039 15,929 16,427: 1,026 528
: : :
: : Changes in Commitments from: October 10, 2017 :
: 338: -2,544 2,140 -924 2,336 -2,426 -1,132 -1,210: 1,470 1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 14.8 6.5 50.1 72.9 93.2 94.3: 6.8 5.7
Old : 100.0: 39.0 16.7 6.2 48.0 71.2 93.1 94.1: 6.9 5.9
Other: 100.0: 16.0 1.5 0.8 77.1 94.6 93.9 96.9: 6.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 107 66 72 65 70 211 179:
Old : 273: 108 67 66 62 68 201 176:
Other: 66: 13 9 5 20 27 35 40:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 36.0 25.7 47.8 14.8 28.8 22.0 39.3
Old : 16.0 38.8 24.1 47.8 15.5 34.7 23.3 43.3
Other: 61.8 61.8 75.3 81.0 61.4 60.9 74.7 80.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 17, 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 : 9,209: 2,121 2,371 471 4,239 5,313 6,831 8,155: 2,378 1,054
Old : 2,803: 800 931 54 786 1,282 1,640 2,267: 1,163 536
Other: 6,406: 1,729 1,848 9 3,453 4,031 5,191 5,888: 1,215 518
: : :
: : Changes in Commitments from: October 10, 2017 :
: 202: 417 -100 44 -45 377 416 321: -214 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 25.7 5.1 46.0 57.7 74.2 88.6: 25.8 11.4
Old : 100.0: 28.5 33.2 1.9 28.0 45.7 58.5 80.9: 41.5 19.1
Other: 100.0: 27.0 28.8 0.1 53.9 62.9 81.0 91.9: 19.0 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 16 17 9 23 10 45 30:
Old : 42: 14 9 2 12 7 26 18:
Other: 54: 13 16 3 18 9 33 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 40.2 38.7 61.5 27.1 38.4 38.7 58.9
Old : 21.5 46.7 35.8 66.9 21.0 46.7 35.4 66.9
Other: 38.9 52.4 55.1 69.4 38.9 52.4 55.1 69.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 17, 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 : 250,176: 65,971 76,728 30,844 137,274 132,891 234,089 240,463: 16,087 9,713
Old : 231,700: 65,493 75,907 29,568 120,939 116,641 216,000 222,116: 15,700 9,584
Other: 18,476: 519 862 1,235 16,335 16,250 18,089 18,347: 387 129
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,604: 624 -2,145 -1,005 2,400 4,902 2,019 1,752: 585 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 30.7 12.3 54.9 53.1 93.6 96.1: 6.4 3.9
Old : 100.0: 28.3 32.8 12.8 52.2 50.3 93.2 95.9: 6.8 4.1
Other: 100.0: 2.8 4.7 6.7 88.4 88.0 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 95 83 69 62 44 200 164:
Old : 260: 95 84 68 61 44 198 164:
Other: 38: 4 2 2 26 16 31 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 : 18.1 25.9 31.2 38.4 15.1 16.9 24.9 24.8
Old : 17.3 25.0 30.1 36.8 14.0 15.0 24.0 22.7
Other: 72.2 68.0 81.0 85.8 53.7 57.7 59.3 68.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 17, 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 : 700,150: 171,307 233,548 86,917 378,371 312,899 636,595 633,364: 63,555 66,786
Old : 700,150: 171,307 233,548 86,917 378,371 312,899 636,595 633,364: 63,555 66,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 6,091: -6,850 7,319 -461 9,820 -2,271 2,509 4,587: 3,582 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 33.4 12.4 54.0 44.7 90.9 90.5: 9.1 9.5
Old : 100.0: 24.5 33.4 12.4 54.0 44.7 90.9 90.5: 9.1 9.5
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 : 239: 72 66 63 78 70 179 174:
Old : 239: 72 66 63 78 70 179 174:
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 : 13.2 18.6 22.5 28.5 12.7 14.7 20.5 23.4
Old : 13.2 18.6 22.5 28.5 12.7 14.7 20.5 23.4
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 17, 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 : 229,958: 48,392 78,036 46,056 121,117 97,184 215,565 221,276: 14,393 8,682
Old : 221,911: 48,951 78,102 43,245 115,799 92,011 207,995 213,358: 13,916 8,553
Other: 8,047: 1,454 1,947 798 5,318 5,173 7,570 7,918: 477 129
: : :
: : Changes in Commitments from: October 10, 2017 :
: 13,642: -515 6,551 992 10,687 4,883 11,164 12,426: 2,478 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 33.9 20.0 52.7 42.3 93.7 96.2: 6.3 3.8
Old : 100.0: 22.1 35.2 19.5 52.2 41.5 93.7 96.1: 6.3 3.9
Other: 100.0: 18.1 24.2 9.9 66.1 64.3 94.1 98.4: 5.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 146 127 108 140 107 349 299:
Old : 450: 150 129 105 140 105 347 296:
Other: 109: 16 20 7 55 35 75 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 : 14.3 13.0 23.6 23.4 9.6 11.6 15.3 18.5
Old : 14.3 13.3 23.5 23.9 9.7 12.1 15.4 19.3
Other: 40.0 33.2 52.3 54.1 25.2 30.4 34.4 45.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 17, 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 : 46,646: 28,420 33,127 2,843 6,372 8,615 37,635 44,585: 9,011 2,061
Old : 46,646: 28,420 33,127 2,843 6,372 8,615 37,635 44,585: 9,011 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 873: -784 252 512 -137 491 -409 1,255: 1,282 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 71.0 6.1 13.7 18.5 80.7 95.6: 19.3 4.4
Old : 100.0: 60.9 71.0 6.1 13.7 18.5 80.7 95.6: 19.3 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 : 163: 92 55 13 10 8 112 68:
Old : 163: 92 55 13 10 8 112 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 : 32.4 38.8 42.5 56.2 30.6 37.5 40.6 54.0
Old : 32.4 38.8 42.5 56.2 30.6 37.5 40.6 54.0
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 17, 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 : 64,449: 5,204 7,749 642 48,589 46,145 54,435 54,536: 10,014 9,913
Old : 64,449: 5,204 7,749 642 48,589 46,145 54,435 54,536: 10,014 9,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,365: -1,173 -1,791 -35 2,376 4,617 1,168 2,791: 1,197 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.0 1.0 75.4 71.6 84.5 84.6: 15.5 15.4
Old : 100.0: 8.1 12.0 1.0 75.4 71.6 84.5 84.6: 15.5 15.4
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 : 83: 13 15 4 36 26 50 44:
Old : 83: 13 15 4 36 26 50 44:
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 : 31.3 46.8 47.0 61.5 31.3 45.6 47.0 60.2
Old : 31.3 46.8 47.0 61.5 31.3 45.6 47.0 60.2
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 17, 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 : 285,813: 68,662 9,871 3,681 204,607 267,262 276,950 280,814: 8,863 4,999
Old : 285,813: 68,662 9,871 3,681 204,607 267,262 276,950 280,814: 8,863 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -1,121: -1,617 -2,546 -202 551 1,209 -1,268 -1,539: 147 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.5 1.3 71.6 93.5 96.9 98.3: 3.1 1.7
Old : 100.0: 24.0 3.5 1.3 71.6 93.5 96.9 98.3: 3.1 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 : 152: 36 12 8 75 54 111 74:
Old : 152: 36 12 8 75 54 111 74:
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 : 33.5 52.0 46.4 71.0 31.9 52.0 44.9 70.5
Old : 33.5 52.0 46.4 71.0 31.9 52.0 44.9 70.5
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 17, 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 : 1,064,329: 305,231 108,747 19,303 711,170 924,083 1,035,704 1,052,133: 28,625 12,196
Old : 1,064,329: 305,231 108,747 19,303 711,170 924,083 1,035,704 1,052,133: 28,625 12,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,318: 6,499 -1,912 -1,702 -2,845 1,864 1,952 -1,750: -634 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.2 1.8 66.8 86.8 97.3 98.9: 2.7 1.1
Old : 100.0: 28.7 10.2 1.8 66.8 86.8 97.3 98.9: 2.7 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 : 361: 125 44 25 149 90 284 149:
Old : 361: 125 44 25 149 90 284 149:
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 : 22.5 49.3 34.2 65.1 21.7 49.3 32.7 65.0
Old : 22.5 49.3 34.2 65.1 21.7 49.3 32.7 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017