COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 28, 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 : 237,373: 100,572 26,687 18,146 102,683 181,340 221,401 226,173: 15,972 11,200
Old : 213,468: 99,599 29,359 15,057 83,917 158,711 198,573 203,127: 14,895 10,341
Other: 23,905: 3,959 314 103 18,766 22,629 22,828 23,046: 1,077 859
: : :
: : Changes in Commitments from: November 21, 2017 :
: 13,133: 13,956 -766 1,302 -4,116 12,284 11,142 12,820: 1,991 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.2 7.6 43.3 76.4 93.3 95.3: 6.7 4.7
Old : 100.0: 46.7 13.8 7.1 39.3 74.3 93.0 95.2: 7.0 4.8
Other: 100.0: 16.6 1.3 0.4 78.5 94.7 95.5 96.4: 4.5 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 115 74 71 51 68 209 179:
Old : 285: 115 75 62 46 66 195 176:
Other: 84: 24 5 6 27 33 52 44:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 35.9 25.5 47.3 15.3 31.1 22.9 41.9
Old : 16.0 39.5 24.9 49.0 15.9 38.0 24.8 47.3
Other: 57.8 55.6 70.9 79.9 57.7 54.9 70.5 79.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 28, 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 : 10,848: 4,098 2,601 68 4,124 6,954 8,290 9,623: 2,558 1,225
Old : 10,848: 4,098 2,601 68 4,124 6,954 8,290 9,623: 2,558 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 232: 246 -18 -38 -16 220 192 164: 40 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 24.0 0.6 38.0 64.1 76.4 88.7: 23.6 11.3
Old : 100.0: 37.8 24.0 0.6 38.0 64.1 76.4 88.7: 23.6 11.3
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 : 59: 21 12 4 18 13 42 26:
Old : 59: 21 12 4 18 13 42 26:
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 : 30.1 44.5 43.9 65.7 30.0 44.1 40.4 63.0
Old : 30.1 44.5 43.9 65.7 30.0 44.1 40.4 63.0
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 28, 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 : 234,387: 69,750 56,580 28,858 117,994 140,661 216,602 226,099: 17,785 8,288
Old : 211,458: 69,189 56,096 27,050 98,102 120,470 194,341 203,616: 17,117 7,842
Other: 22,929: 1,091 1,014 1,278 19,892 20,191 22,261 22,483: 668 446
: : :
: : Changes in Commitments from: November 21, 2017 :
: 3,367: -1,787 -1,691 3,038 1,612 939 2,863 2,286: 504 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 24.1 12.3 50.3 60.0 92.4 96.5: 7.6 3.5
Old : 100.0: 32.7 26.5 12.8 46.4 57.0 91.9 96.3: 8.1 3.7
Other: 100.0: 4.8 4.4 5.6 86.8 88.1 97.1 98.1: 2.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 104 63 50 62 46 194 135:
Old : 244: 104 64 49 61 45 191 134:
Other: 47: 9 4 2 27 19 36 25:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 30.3 29.3 42.8 13.8 24.5 23.5 35.1
Old : 15.6 28.4 27.8 41.6 13.1 22.3 23.6 33.3
Other: 69.9 62.8 78.0 79.6 53.0 50.8 59.0 62.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 28, 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 : 704,408: 182,294 148,304 63,646 387,881 435,737 633,821 647,687: 70,587 56,721
Old : 704,408: 182,294 148,304 63,646 387,881 435,737 633,821 647,687: 70,587 56,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 8,845: 2,589 -4,574 5,198 -897 8,349 6,890 8,973: 1,955 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.1 9.0 55.1 61.9 90.0 91.9: 10.0 8.1
Old : 100.0: 25.9 21.1 9.0 55.1 61.9 90.0 91.9: 10.0 8.1
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 : 227: 64 57 64 75 76 174 172:
Old : 227: 64 57 64 75 76 174 172:
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 : 14.2 24.2 24.9 35.7 13.2 19.5 21.7 29.8
Old : 14.2 24.2 24.9 35.7 13.2 19.5 21.7 29.8
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 28, 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 : 195,617: 48,928 79,169 39,141 95,731 70,105 183,800 188,415: 11,817 7,202
Old : 186,890: 49,378 79,596 36,283 90,022 64,133 175,683 180,012: 11,207 6,878
Other: 8,727: 1,621 1,644 787 5,709 5,972 8,117 8,403: 610 324
: : :
: : Changes in Commitments from: November 21, 2017 :
: -5,496: -527 -7,060 2,345 -6,233 -406 -4,415 -5,121: -1,081 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 40.5 20.0 48.9 35.8 94.0 96.3: 6.0 3.7
Old : 100.0: 26.4 42.6 19.4 48.2 34.3 94.0 96.3: 6.0 3.7
Other: 100.0: 18.6 18.8 9.0 65.4 68.4 93.0 96.3: 7.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 145 126 98 132 98 330 283:
Old : 435: 147 129 92 128 94 322 277:
Other: 117: 14 22 9 61 40 82 66:
:----------------------------------------------------------------------------------------------------
: 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 14.1 22.0 24.1 11.3 12.5 17.1 20.1
Old : 13.9 14.7 22.4 24.5 11.7 13.2 17.8 21.1
Other: 30.4 38.2 44.7 53.8 26.1 33.4 37.2 46.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 28, 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 : 43,517: 24,788 35,397 2,995 7,976 2,777 35,759 41,169: 7,758 2,348
Old : 43,517: 24,788 35,397 2,995 7,976 2,777 35,759 41,169: 7,758 2,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 3,317: 2,724 6,766 1,089 268 -4,575 4,081 3,280: -764 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 81.3 6.9 18.3 6.4 82.2 94.6: 17.8 5.4
Old : 100.0: 57.0 81.3 6.9 18.3 6.4 82.2 94.6: 17.8 5.4
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 : 139: 70 54 14 9 8 88 69:
Old : 139: 70 54 14 9 8 88 69:
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 39.7 47.4 56.3 33.0 39.7 44.1 53.5
Old : 35.7 39.7 47.4 56.3 33.0 39.7 44.1 53.5
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, November 28, 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 : 69,711: 5,954 6,192 76 55,568 55,562 61,598 61,830: 8,113 7,881
Old : 69,711: 5,954 6,192 76 55,568 55,562 61,598 61,830: 8,113 7,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 830: 1,110 -589 -5 817 1,251 1,922 657: -1,092 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.9 0.1 79.7 79.7 88.4 88.7: 11.6 11.3
Old : 100.0: 8.5 8.9 0.1 79.7 79.7 88.4 88.7: 11.6 11.3
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 : 81: 14 15 6 36 24 54 41:
Old : 81: 14 15 6 36 24 54 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 : 37.0 51.8 53.9 70.7 37.0 48.0 52.3 66.9
Old : 37.0 51.8 53.9 70.7 37.0 48.0 52.3 66.9
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 28, 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 : 288,849: 75,001 11,305 3,373 201,141 268,581 279,515 283,259: 9,334 5,590
Old : 288,849: 75,001 11,305 3,373 201,141 268,581 279,515 283,259: 9,334 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -4,138: 1,861 1,506 -572 -4,892 -2,374 -3,603 -1,440: -535 -2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.9 1.2 69.6 93.0 96.8 98.1: 3.2 1.9
Old : 100.0: 26.0 3.9 1.2 69.6 93.0 96.8 98.1: 3.2 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 : 152: 37 13 7 78 51 116 70:
Old : 152: 37 13 7 78 51 116 70:
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 : 28.4 54.4 41.4 73.3 27.3 54.0 40.4 72.3
Old : 28.4 54.4 41.4 73.3 27.3 54.0 40.4 72.3
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 28, 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 : 1,025,112: 309,678 134,022 18,712 666,681 862,121 995,071 1,014,855: 30,041 10,257
Old : 1,025,112: 309,678 134,022 18,712 666,681 862,121 995,071 1,014,855: 30,041 10,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 4,678: 5,942 -3,744 -193 -2,420 7,994 3,329 4,057: 1,349 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.1 1.8 65.0 84.1 97.1 99.0: 2.9 1.0
Old : 100.0: 30.2 13.1 1.8 65.0 84.1 97.1 99.0: 2.9 1.0
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 : 380: 137 49 34 161 92 311 162:
Old : 380: 137 49 34 161 92 311 162:
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 : 19.2 47.6 30.3 64.8 18.8 47.2 29.4 64.2
Old : 19.2 47.6 30.3 64.8 18.8 47.2 29.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017