COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 21, 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 : 224,240: 86,616 27,453 16,844 106,799 169,056 210,259 213,353: 13,981 10,887 Old : 201,389: 85,845 29,638 14,122 88,261 147,455 188,228 191,215: 13,161 10,174 Other: 22,851: 3,407 451 86 18,538 21,601 22,031 22,138: 820 713 : : : : : Changes in Commitments from: November 14, 2017 : : -2,396: 6,899 -1,121 -2,091 -7,028 2,941 -2,220 -271: -176 -2,125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 12.2 7.5 47.6 75.4 93.8 95.1: 6.2 4.9 Old : 100.0: 42.6 14.7 7.0 43.8 73.2 93.5 94.9: 6.5 5.1 Other: 100.0: 14.9 2.0 0.4 81.1 94.5 96.4 96.9: 3.6 3.1 : : : :# Traders : Number of Traders in Each Category : All : 274: 105 68 72 54 70 201 179: Old : 274: 108 69 62 50 67 189 174: Other: 85: 22 9 5 26 32 49 45: :---------------------------------------------------------------------------------------------------- : 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 35.3 27.2 46.8 16.0 29.7 24.2 40.1 Old : 16.9 38.4 26.3 47.8 16.9 36.4 26.2 45.7 Other: 61.0 57.2 73.6 80.5 61.0 56.5 73.4 79.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 21, 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 : 10,616: 3,852 2,619 106 4,140 6,734 8,098 9,459: 2,518 1,157 Old : 10,616: 3,852 2,619 106 4,140 6,734 8,098 9,459: 2,518 1,157 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 1,519: 1,162 324 -46 394 1,030 1,510 1,308: 9 211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 24.7 1.0 39.0 63.4 76.3 89.1: 23.7 10.9 Old : 100.0: 36.3 24.7 1.0 39.0 63.4 76.3 89.1: 23.7 10.9 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 : 61: 21 14 5 20 13 45 28: Old : 61: 21 14 5 20 13 45 28: 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 : 30.3 43.3 43.5 65.4 29.5 43.3 39.6 62.5 Old : 30.3 43.3 43.5 65.4 29.5 43.3 39.6 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, November 21, 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 : 231,020: 71,537 58,271 25,820 116,382 139,722 213,739 223,813: 17,281 7,207 Old : 208,154: 71,033 58,477 23,323 97,143 119,482 191,499 201,282: 16,655 6,872 Other: 22,866: 1,735 1,025 1,266 19,239 20,240 22,240 22,531: 626 335 : : : : : Changes in Commitments from: November 14, 2017 : : -5,999: -4,887 -1,318 -3,742 2,033 -1,170 -6,596 -6,230: 597 231 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 25.2 11.2 50.4 60.5 92.5 96.9: 7.5 3.1 Old : 100.0: 34.1 28.1 11.2 46.7 57.4 92.0 96.7: 8.0 3.3 Other: 100.0: 7.6 4.5 5.5 84.1 88.5 97.3 98.5: 2.7 1.5 : : : :# Traders : Number of Traders in Each Category : All : 248: 103 66 54 60 45 195 140: Old : 247: 102 67 53 58 44 191 139: Other: 44: 9 3 2 24 18 33 23: :---------------------------------------------------------------------------------------------------- : 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 : 17.1 30.0 29.4 43.2 14.0 24.3 23.5 35.7 Old : 15.7 28.4 28.0 41.9 13.3 22.3 23.3 33.8 Other: 72.4 63.8 80.0 80.4 55.1 52.5 61.0 63.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 21, 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 : 695,563: 179,705 152,878 58,448 388,778 427,388 626,931 638,714: 68,632 56,849 Old : 695,563: 179,705 152,878 58,448 388,778 427,388 626,931 638,714: 68,632 56,849 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -12,709: -1,568 -20,030 -13,472 588 25,961 -14,452 -7,541: 1,743 -5,168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 22.0 8.4 55.9 61.4 90.1 91.8: 9.9 8.2 Old : 100.0: 25.8 22.0 8.4 55.9 61.4 90.1 91.8: 9.9 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 : 220: 61 55 56 75 74 167 163: Old : 220: 61 55 56 75 74 167 163: 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 : 14.0 23.8 24.8 34.8 13.0 18.5 21.4 28.6 Old : 14.0 23.8 24.8 34.8 13.0 18.5 21.4 28.6 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, November 21, 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 : 201,113: 49,455 86,229 36,796 101,964 70,511 188,215 193,536: 12,898 7,577 Old : 192,310: 49,743 86,500 34,119 96,232 64,467 180,094 185,086: 12,216 7,224 Other: 8,803: 1,637 1,654 752 5,732 6,044 8,121 8,450: 682 353 : : : : : Changes in Commitments from: November 14, 2017 : : -17,637: -110 2,517 -5,657 -11,327 -14,270 -17,094 -17,410: -543 -227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 42.9 18.3 50.7 35.1 93.6 96.2: 6.4 3.8 Old : 100.0: 25.9 45.0 17.7 50.0 33.5 93.6 96.2: 6.4 3.8 Other: 100.0: 18.6 18.8 8.5 65.1 68.7 92.3 96.0: 7.7 4.0 : : : :# Traders : Number of Traders in Each Category : All : 437: 141 131 98 130 95 329 282: Old : 437: 142 136 93 126 92 322 277: Other: 112: 15 20 9 58 38 79 63: :---------------------------------------------------------------------------------------------------- : 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 : 13.4 14.0 22.4 23.9 11.1 12.3 16.8 19.8 Old : 13.6 14.6 22.6 24.3 11.5 13.0 17.4 20.8 Other: 29.5 38.3 43.6 53.8 25.2 33.9 35.9 46.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 21, 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 : 40,200: 22,064 28,631 1,906 7,708 7,352 31,678 37,889: 8,522 2,311 Old : 40,200: 22,064 28,631 1,906 7,708 7,352 31,678 37,889: 8,522 2,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -6,291: -5,177 -1,361 -574 97 -4,169 -5,654 -6,104: -637 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 71.2 4.7 19.2 18.3 78.8 94.3: 21.2 5.7 Old : 100.0: 54.9 71.2 4.7 19.2 18.3 78.8 94.3: 21.2 5.7 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 : 135: 75 43 9 12 9 93 55: Old : 135: 75 43 9 12 9 93 55: 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 : 32.9 43.6 41.7 63.0 30.1 43.6 38.1 63.0 Old : 32.9 43.6 41.7 63.0 30.1 43.6 38.1 63.0 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, November 21, 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 : 68,881: 4,844 6,781 81 54,751 54,311 59,676 61,173: 9,205 7,708 Old : 68,881: 4,844 6,781 81 54,751 54,311 59,676 61,173: 9,205 7,708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 674: 214 -1,354 -204 642 2,280 652 722: 22 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 9.8 0.1 79.5 78.8 86.6 88.8: 13.4 11.2 Old : 100.0: 7.0 9.8 0.1 79.5 78.8 86.6 88.8: 13.4 11.2 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 : 81: 13 17 4 35 21 52 38: Old : 81: 13 17 4 35 21 52 38: 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 : 35.1 50.2 52.3 69.5 35.1 46.2 50.6 65.5 Old : 35.1 50.2 52.3 69.5 35.1 46.2 50.6 65.5 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, November 21, 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 : 292,987: 73,140 9,799 3,945 206,033 270,955 283,118 284,699: 9,869 8,288 Old : 292,987: 73,140 9,799 3,945 206,033 270,955 283,118 284,699: 9,869 8,288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : 4,811: 6,722 1,334 117 -2,412 627 4,427 2,078: 384 2,733 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 3.3 1.3 70.3 92.5 96.6 97.2: 3.4 2.8 Old : 100.0: 25.0 3.3 1.3 70.3 92.5 96.6 97.2: 3.4 2.8 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: 35 11 6 78 55 113 72: Old : 150: 35 11 6 78 55 113 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 : 28.6 53.1 41.4 71.7 27.4 52.6 40.1 70.7 Old : 28.6 53.1 41.4 71.7 27.4 52.6 40.1 70.7 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, November 21, 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 : 1,020,434: 303,736 137,766 18,905 669,101 854,127 991,742 1,010,798: 28,692 9,636 Old : 1,020,434: 303,736 137,766 18,905 669,101 854,127 991,742 1,010,798: 28,692 9,636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 14, 2017 : : -20,853: -3,216 2,272 444 -19,954 -20,739 -22,726 -18,023: 1,873 -2,830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 13.5 1.9 65.6 83.7 97.2 99.1: 2.8 0.9 Old : 100.0: 29.8 13.5 1.9 65.6 83.7 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 : 378: 137 50 34 152 90 304 159: Old : 378: 137 50 34 152 90 304 159: 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 : 21.6 47.5 32.5 64.6 20.9 47.5 31.5 64.5 Old : 21.6 47.5 32.5 64.6 20.9 47.5 31.5 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017