COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 283,328: 99,103 19,421 49,222 118,111 201,474 266,436 270,117: 16,892 13,211 Old : 253,369: 97,814 21,522 43,242 96,650 176,440 237,706 241,204: 15,663 12,165 Other: 29,958: 3,752 361 3,518 21,460 25,033 28,730 28,912: 1,229 1,046 : : : : : Changes in Commitments from: November 21, 2017 : : 17,017: 12,473 -2,981 5,021 -2,444 14,739 15,050 16,779: 1,967 238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 6.9 17.4 41.7 71.1 94.0 95.3: 6.0 4.7 Old : 100.0: 38.6 8.5 17.1 38.1 69.6 93.8 95.2: 6.2 4.8 Other: 100.0: 12.5 1.2 11.7 71.6 83.6 95.9 96.5: 4.1 3.5 : : : :# Traders : Number of Traders in Each Category : All : 306: 125 78 88 65 78 237 204: Old : 304: 126 78 82 62 75 228 200: Other: 88: 23 9 16 33 36 64 54: :---------------------------------------------------------------------------------------------------- : 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 : 17.5 32.1 25.2 43.6 12.9 24.4 19.2 34.1 Old : 14.9 35.4 23.0 44.5 13.4 30.4 20.9 38.0 Other: 48.9 47.3 65.2 72.9 48.8 46.8 62.3 66.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 14,426: 4,382 745 2,748 4,553 9,519 11,684 13,012: 2,743 1,415 Old : 14,426: 4,382 745 2,748 4,553 9,519 11,684 13,012: 2,743 1,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 196: 194 -78 15 -23 207 187 144: 9 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 5.2 19.0 31.6 66.0 81.0 90.2: 19.0 9.8 Old : 100.0: 30.4 5.2 19.0 31.6 66.0 81.0 90.2: 19.0 9.8 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 : 68: 31 10 13 22 18 57 37: Old : 68: 31 10 13 22 18 57 37: 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 : 23.4 41.5 38.4 62.3 22.5 36.9 30.8 53.4 Old : 23.4 41.5 38.4 62.3 22.5 36.9 30.8 53.4 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 with Delta-adjusted Options and Futures Combined, 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 : 263,874: 70,400 54,920 44,674 130,378 155,667 245,452 255,261: 18,422 8,613 Old : 239,801: 69,527 54,399 42,355 110,173 134,881 222,055 231,635: 17,746 8,166 Other: 24,073: 1,372 1,021 1,820 20,205 20,786 23,397 23,626: 676 447 : : : : : Changes in Commitments from: November 21, 2017 : : 3,641: -844 -481 2,519 1,389 553 3,064 2,592: 577 1,049 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 20.8 16.9 49.4 59.0 93.0 96.7: 7.0 3.3 Old : 100.0: 29.0 22.7 17.7 45.9 56.2 92.6 96.6: 7.4 3.4 Other: 100.0: 5.7 4.2 7.6 83.9 86.3 97.2 98.1: 2.8 1.9 : : : :# Traders : Number of Traders in Each Category : All : 258: 116 64 72 63 47 211 155: Old : 257: 116 65 70 62 46 208 153: Other: 49: 7 8 6 27 20 36 32: :---------------------------------------------------------------------------------------------------- : 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 : 16.0 31.0 28.7 42.2 12.3 23.1 20.9 32.6 Old : 15.4 29.6 27.4 41.3 11.5 21.3 20.8 30.9 Other: 66.6 59.8 77.1 75.8 50.5 48.4 56.0 59.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 815,533: 183,397 140,465 125,201 431,845 489,378 740,442 755,045: 75,091 60,488 Old : 815,533: 183,397 140,465 125,201 431,845 489,378 740,442 755,045: 75,091 60,488 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 11,230: 2,713 -5,949 6,252 105 10,563 9,070 10,866: 2,160 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 17.2 15.4 53.0 60.0 90.8 92.6: 9.2 7.4 Old : 100.0: 22.5 17.2 15.4 53.0 60.0 90.8 92.6: 9.2 7.4 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 : 232: 70 56 80 86 83 196 188: Old : 232: 70 56 80 86 83 196 188: 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 : 12.5 21.4 22.0 31.5 11.1 16.3 18.3 25.3 Old : 12.5 21.4 22.0 31.5 11.1 16.3 18.3 25.3 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 with Delta-adjusted Options and Futures Combined, 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 : 222,326: 45,482 78,316 57,451 106,484 78,684 209,417 214,451: 12,909 7,876 Old : 213,144: 46,179 79,085 54,070 100,606 72,446 200,855 205,600: 12,290 7,544 Other: 9,182: 1,737 1,665 947 5,878 6,238 8,562 8,850: 620 332 : : : : : Changes in Commitments from: November 21, 2017 : : -5,486: 209 -6,631 1,707 -6,090 -233 -4,174 -5,156: -1,313 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 35.2 25.8 47.9 35.4 94.2 96.5: 5.8 3.5 Old : 100.0: 21.7 37.1 25.4 47.2 34.0 94.2 96.5: 5.8 3.5 Other: 100.0: 18.9 18.1 10.3 64.0 67.9 93.3 96.4: 6.7 3.6 : : : :# Traders : Number of Traders in Each Category : All : 479: 166 147 147 139 112 380 345: Old : 477: 167 148 142 136 110 373 340: Other: 124: 18 25 15 62 40 90 72: :---------------------------------------------------------------------------------------------------- : 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 : 12.3 13.1 20.5 22.9 10.0 10.9 15.5 17.6 Old : 12.2 13.3 20.7 23.1 10.4 11.6 16.0 18.5 Other: 29.1 36.4 43.1 51.9 24.9 31.7 36.1 44.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 43,646: 24,721 35,387 3,111 7,991 2,786 35,822 41,284: 7,823 2,362 Old : 43,646: 24,721 35,387 3,111 7,991 2,786 35,822 41,284: 7,823 2,362 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,335: 2,714 6,753 1,118 268 -4,572 4,100 3,299: -764 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 81.1 7.1 18.3 6.4 82.1 94.6: 17.9 5.4 Old : 100.0: 56.6 81.1 7.1 18.3 6.4 82.1 94.6: 17.9 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 : 140: 70 55 16 9 8 89 71: Old : 140: 70 55 16 9 8 89 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 : 35.6 39.6 47.2 56.1 32.9 39.6 44.0 53.3 Old : 35.6 39.6 47.2 56.1 32.9 39.6 44.0 53.3 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 with Delta-adjusted Options and Futures Combined, 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 : 70,138: 6,096 6,368 267 55,568 55,562 61,931 62,197: 8,207 7,941 Old : 70,138: 6,096 6,368 267 55,568 55,562 61,931 62,197: 8,207 7,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 871: 1,182 -475 -9 817 1,251 1,990 766: -1,119 104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 9.1 0.4 79.2 79.2 88.3 88.7: 11.7 11.3 Old : 100.0: 8.7 9.1 0.4 79.2 79.2 88.3 88.7: 11.7 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 : 82: 15 15 7 36 24 55 42: Old : 82: 15 15 7 36 24 55 42: 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 : 36.8 51.5 53.5 70.3 36.8 47.7 52.0 66.5 Old : 36.8 51.5 53.5 70.3 36.8 47.7 52.0 66.5 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 1,025,527: 309,746 134,013 18,890 666,850 862,367 995,486 1,015,270: 30,041 10,257 Old : 1,025,527: 309,746 134,013 18,890 666,850 862,367 995,486 1,015,270: 30,041 10,257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 4,667: 5,940 -3,752 -194 -2,429 7,992 3,318 4,046: 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: 138 48 35 162 92 313 162: Old : 380: 138 48 35 162 92 313 162: 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 47.1 29.4 64.2 Old : 19.2 47.6 30.3 64.8 18.8 47.1 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