COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 31, 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 : 234,118: 83,481 31,061 18,909 117,501 171,251 219,891 221,221: 14,227 12,897
Old : 214,884: 82,683 32,905 16,580 102,353 152,895 201,616 202,380: 13,268 12,504
Other: 19,234: 2,991 349 136 15,148 18,356 18,275 18,841: 959 393
: : :
: : Changes in Commitments from: October 24, 2017 :
: 296: -199 -2,124 2,460 -1,502 194 759 530: -463 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 13.3 8.1 50.2 73.1 93.9 94.5: 6.1 5.5
Old : 100.0: 38.5 15.3 7.7 47.6 71.2 93.8 94.2: 6.2 5.8
Other: 100.0: 15.6 1.8 0.7 78.8 95.4 95.0 98.0: 5.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 113 52 81 66 72 222 176:
Old : 269: 114 54 75 63 69 213 172:
Other: 73: 16 9 5 21 29 39 42:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 36.2 25.6 48.2 14.6 29.4 21.3 40.5
Old : 16.0 39.4 23.5 49.1 15.3 35.8 22.8 45.4
Other: 57.2 56.5 71.6 81.1 57.0 55.6 71.2 80.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 31, 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 : 7,794: 1,883 2,186 148 3,406 4,509 5,437 6,843: 2,357 951
Old : 176: 0 0 0 147 153 147 153: 29 23
Other: 7,618: 1,883 2,186 148 3,259 4,356 5,290 6,690: 2,328 928
: : :
: : Changes in Commitments from: October 24, 2017 :
: -762: -36 11 -86 -738 -551 -860 -626: 98 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 28.0 1.9 43.7 57.9 69.8 87.8: 30.2 12.2
Old : 100.0: 0.0 0.0 0.0 83.5 86.9 83.5 86.9: 16.5 13.1
Other: 100.0: 24.7 28.7 1.9 42.8 57.2 69.4 87.8: 30.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 16 8 18 9 36 28:
Old : 4: 0 0 0 1 3 1 3:
Other: 53: 13 16 8 17 9 35 28:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 46.4 42.4 62.1 32.1 44.0 42.4 59.7
Old : 83.5 86.9 83.5 86.9 83.5 86.9 83.5 86.9
Other: 32.8 45.9 43.4 61.9 32.8 45.3 43.4 61.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 31, 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 : 265,717: 67,341 65,956 32,448 149,302 158,780 249,091 257,184: 16,626 8,533
Old : 244,960: 67,292 65,074 30,409 131,132 141,213 228,833 236,696: 16,127 8,264
Other: 20,757: 702 1,535 1,386 18,170 17,567 20,258 20,488: 499 269
: : :
: : Changes in Commitments from: October 24, 2017 :
: 7,015: -174 -2,262 -467 8,011 11,715 7,370 8,986: -355 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 24.8 12.2 56.2 59.8 93.7 96.8: 6.3 3.2
Old : 100.0: 27.5 26.6 12.4 53.5 57.6 93.4 96.6: 6.6 3.4
Other: 100.0: 3.4 7.4 6.7 87.5 84.6 97.6 98.7: 2.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 98 77 68 66 47 208 157:
Old : 258: 99 77 67 66 47 208 156:
Other: 43: 7 4 2 25 17 33 22:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 26.8 30.4 41.7 12.9 17.3 22.1 25.7
Old : 17.0 26.0 29.3 40.7 12.2 15.1 21.5 23.9
Other: 72.2 64.4 81.7 82.0 54.3 52.0 59.4 62.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 31, 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 : 712,697: 170,953 211,833 94,746 381,500 347,731 647,199 654,310: 65,498 58,387
Old : 712,697: 170,953 211,833 94,746 381,500 347,731 647,199 654,310: 65,498 58,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -4,320: -2,523 -24,510 1,219 -1,503 29,308 -2,807 6,017: -1,513 -10,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 29.7 13.3 53.5 48.8 90.8 91.8: 9.2 8.2
Old : 100.0: 24.0 29.7 13.3 53.5 48.8 90.8 91.8: 9.2 8.2
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 : 240: 74 63 63 79 70 183 171:
Old : 240: 74 63 63 79 70 183 171:
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 : 12.6 18.6 22.3 29.2 12.4 14.8 19.7 23.9
Old : 12.6 18.6 22.3 29.2 12.4 14.8 19.7 23.9
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 31, 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 : 239,067: 52,133 84,949 48,270 123,891 98,242 224,294 231,461: 14,773 7,606
Old : 230,630: 52,158 84,791 45,962 118,304 92,486 216,424 223,239: 14,206 7,391
Other: 8,437: 1,446 1,629 837 5,587 5,756 7,870 8,222: 567 215
: : :
: : Changes in Commitments from: October 24, 2017 :
: 1,423: 1,762 1,561 1,289 -1,691 -680 1,360 2,170: 63 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 35.5 20.2 51.8 41.1 93.8 96.8: 6.2 3.2
Old : 100.0: 22.6 36.8 19.9 51.3 40.1 93.8 96.8: 6.2 3.2
Other: 100.0: 17.1 19.3 9.9 66.2 68.2 93.3 97.5: 6.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 154 119 108 145 112 360 301:
Old : 455: 159 119 105 144 109 357 297:
Other: 114: 15 21 7 58 38 77 62:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 12.6 23.2 22.3 9.8 10.6 14.8 17.4
Old : 14.2 13.0 23.0 22.4 9.7 11.0 14.9 18.2
Other: 37.1 37.4 51.4 54.7 22.5 27.1 31.6 37.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 31, 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 : 49,228: 30,077 30,897 2,721 7,168 13,684 39,966 47,302: 9,262 1,926
Old : 49,228: 30,077 30,897 2,721 7,168 13,684 39,966 47,302: 9,262 1,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,904: -2,386 -5,767 -234 208 4,177 -2,412 -1,824: 508 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 62.8 5.5 14.6 27.8 81.2 96.1: 18.8 3.9
Old : 100.0: 61.1 62.8 5.5 14.6 27.8 81.2 96.1: 18.8 3.9
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: 93 38 14 12 9 115 54:
Old : 151: 93 38 14 12 9 115 54:
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 : 31.0 39.7 40.5 57.7 27.5 38.4 37.0 56.4
Old : 31.0 39.7 40.5 57.7 27.5 38.4 37.0 56.4
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, October 31, 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 : 65,310: 3,301 7,951 22 53,128 48,888 56,451 56,861: 8,859 8,449
Old : 65,310: 3,301 7,951 22 53,128 48,888 56,451 56,861: 8,859 8,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 711: -1,526 1,581 -419 2,285 -7 340 1,155: 371 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.2 0.0 81.3 74.9 86.4 87.1: 13.6 12.9
Old : 100.0: 5.1 12.2 0.0 81.3 74.9 86.4 87.1: 13.6 12.9
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 : 78: 9 18 4 35 22 47 41:
Old : 78: 9 18 4 35 22 47 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 : 35.7 50.2 52.2 66.1 35.7 48.0 52.2 64.0
Old : 35.7 50.2 52.2 66.1 35.7 48.0 52.2 64.0
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 31, 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 : 287,536: 65,394 7,485 3,885 208,827 270,739 278,106 282,109: 9,430 5,427
Old : 287,536: 65,394 7,485 3,885 208,827 270,739 278,106 282,109: 9,430 5,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -3,848: -2,293 -1,205 226 -1,490 -3,309 -3,557 -4,288: -291 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 2.6 1.4 72.6 94.2 96.7 98.1: 3.3 1.9
Old : 100.0: 22.7 2.6 1.4 72.6 94.2 96.7 98.1: 3.3 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 : 145: 32 10 6 78 55 110 71:
Old : 145: 32 10 6 78 55 110 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 : 31.9 52.9 45.6 72.0 30.5 52.4 44.0 71.2
Old : 31.9 52.9 45.6 72.0 30.5 52.4 44.0 71.2
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 31, 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 : 1,068,844: 306,048 132,085 14,876 715,744 907,923 1,036,668 1,054,884: 32,176 13,960
Old : 1,068,844: 306,048 132,085 14,876 715,744 907,923 1,036,668 1,054,884: 32,176 13,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -17,609: -521 4,755 -4,102 -17,077 -21,709 -21,700 -21,056: 4,091 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.4 1.4 67.0 84.9 97.0 98.7: 3.0 1.3
Old : 100.0: 28.6 12.4 1.4 67.0 84.9 97.0 98.7: 3.0 1.3
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 : 366: 130 44 25 152 86 293 144:
Old : 366: 130 44 25 152 86 293 144:
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 : 22.3 48.5 33.3 65.2 22.0 48.5 31.9 65.1
Old : 22.3 48.5 33.3 65.2 22.0 48.5 31.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017