COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 26, 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 : 274,603: 131,206 26,384 20,360 106,955 217,891 258,521 264,635: 16,082 9,968
Old : 242,300: 127,047 30,923 15,174 85,098 187,455 227,319 233,552: 14,981 8,748
Other: 32,303: 9,201 503 144 21,857 30,436 31,202 31,083: 1,101 1,220
: : :
: : Changes in Commitments from: December 19, 2017 :
: 9,515: 7,438 146 2,377 2,248 7,261 12,063 9,784: -2,548 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 9.6 7.4 38.9 79.3 94.1 96.4: 5.9 3.6
Old : 100.0: 52.4 12.8 6.3 35.1 77.4 93.8 96.4: 6.2 3.6
Other: 100.0: 28.5 1.6 0.4 67.7 94.2 96.6 96.2: 3.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 150 64 76 51 72 244 180:
Old : 307: 147 64 65 43 71 224 176:
Other: 108: 39 8 6 30 40 70 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 : 15.9 36.0 23.6 47.8 14.2 31.3 21.1 42.7
Old : 15.6 40.7 23.7 48.9 14.5 39.2 22.3 47.2
Other: 47.2 52.7 62.0 75.9 47.2 52.2 61.9 74.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 26, 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 : 9,473: 1,412 3,263 330 5,953 4,871 7,695 8,464: 1,778 1,009
Old : 9,473: 1,412 3,263 330 5,953 4,871 7,695 8,464: 1,778 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 312: -433 1,050 47 904 -567 518 530: -206 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 34.4 3.5 62.8 51.4 81.2 89.3: 18.8 10.7
Old : 100.0: 14.9 34.4 3.5 62.8 51.4 81.2 89.3: 18.8 10.7
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 : 61: 15 19 10 25 11 46 34:
Old : 61: 15 19 10 25 11 46 34:
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 : 28.2 42.7 43.3 64.3 23.8 42.2 36.6 62.2
Old : 28.2 42.7 43.3 64.3 23.8 42.2 36.6 62.2
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, December 26, 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 : 264,746: 79,788 87,855 31,807 131,958 134,553 243,553 254,215: 21,193 10,531
Old : 229,931: 79,243 88,748 27,445 102,896 103,581 209,584 219,774: 20,347 10,157
Other: 34,815: 3,411 1,973 1,496 29,062 30,972 33,969 34,441: 846 374
: : :
: : Changes in Commitments from: December 19, 2017 :
: 8,303: 4,794 6,462 950 2,131 827 7,875 8,239: 428 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 33.2 12.0 49.8 50.8 92.0 96.0: 8.0 4.0
Old : 100.0: 34.5 38.6 11.9 44.8 45.0 91.2 95.6: 8.8 4.4
Other: 100.0: 9.8 5.7 4.3 83.5 89.0 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 111 90 66 65 44 220 167:
Old : 282: 117 87 66 65 43 219 166:
Other: 65: 15 12 3 32 21 49 34:
:----------------------------------------------------------------------------------------------------
: 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 24.0 29.2 38.9 14.5 19.7 24.6 31.7
Old : 15.1 23.7 26.7 36.4 13.5 21.5 23.2 31.5
Other: 62.2 66.2 78.7 81.2 55.0 54.7 64.5 65.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 26, 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 : 756,189: 164,833 202,395 101,828 428,834 388,558 695,495 692,781: 60,694 63,408
Old : 756,189: 164,833 202,395 101,828 428,834 388,558 695,495 692,781: 60,694 63,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -30,838: -6,145 -24,028 -9,396 -12,434 7,426 -27,975 -25,998: -2,863 -4,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 26.8 13.5 56.7 51.4 92.0 91.6: 8.0 8.4
Old : 100.0: 21.8 26.8 13.5 56.7 51.4 92.0 91.6: 8.0 8.4
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 : 235: 68 59 75 80 78 189 181:
Old : 235: 68 59 75 80 78 189 181:
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 : 12.8 21.3 22.6 34.1 12.4 16.9 20.5 25.4
Old : 12.8 21.3 22.6 34.1 12.4 16.9 20.5 25.4
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, December 26, 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 : 220,632: 49,417 96,683 39,810 117,074 76,444 206,301 212,937: 14,331 7,695
Old : 208,484: 49,484 96,622 36,930 108,564 67,630 194,978 201,182: 13,506 7,302
Other: 12,148: 1,716 1,844 1,097 8,510 8,814 11,323 11,755: 825 393
: : :
: : Changes in Commitments from: December 19, 2017 :
: 1,944: 1,499 1,741 -5,966 6,638 5,674 2,171 1,449: -227 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 43.8 18.0 53.1 34.6 93.5 96.5: 6.5 3.5
Old : 100.0: 23.7 46.3 17.7 52.1 32.4 93.5 96.5: 6.5 3.5
Other: 100.0: 14.1 15.2 9.0 70.1 72.6 93.2 96.8: 6.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 154 137 106 145 100 362 300:
Old : 467: 159 138 95 139 91 351 283:
Other: 134: 14 27 9 73 46 95 75:
:----------------------------------------------------------------------------------------------------
: 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 13.5 22.4 23.0 11.7 12.1 17.6 20.1
Old : 14.1 13.8 22.8 23.3 11.7 12.8 18.1 21.4
Other: 23.7 36.2 35.6 52.9 21.0 32.5 31.2 45.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 26, 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 : 44,142: 28,751 26,293 1,390 6,954 14,122 37,095 41,805: 7,047 2,337
Old : 44,142: 28,751 26,293 1,390 6,954 14,122 37,095 41,805: 7,047 2,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 3,198: 2,396 3,806 -243 1,533 -392 3,686 3,171: -488 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 59.6 3.1 15.8 32.0 84.0 94.7: 16.0 5.3
Old : 100.0: 65.1 59.6 3.1 15.8 32.0 84.0 94.7: 16.0 5.3
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 : 138: 77 48 10 10 6 91 60:
Old : 138: 77 48 10 10 6 91 60:
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 : 37.8 55.8 48.9 67.0 35.3 55.6 46.4 65.6
Old : 37.8 55.8 48.9 67.0 35.3 55.6 46.4 65.6
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, December 26, 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 : 23,850: 1,977 4,667 60 14,897 13,599 16,934 18,326: 6,916 5,524
Old : 23,850: 1,977 4,667 60 14,897 13,599 16,934 18,326: 6,916 5,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 461: 0 -521 -9 861 973 852 443: -391 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 19.6 0.3 62.5 57.0 71.0 76.8: 29.0 23.2
Old : 100.0: 8.3 19.6 0.3 62.5 57.0 71.0 76.8: 29.0 23.2
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 : 37: 5 9 2 14 12 21 21:
Old : 37: 5 9 2 14 12 21 21:
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 : 39.8 43.9 55.1 56.0 39.8 43.9 53.1 56.0
Old : 39.8 43.9 55.1 56.0 39.8 43.9 53.1 56.0
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, December 26, 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 : 293,942: 70,029 10,280 2,069 212,375 276,168 284,473 288,517: 9,469 5,425
Old : 293,942: 70,029 10,280 2,069 212,375 276,168 284,473 288,517: 9,469 5,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 6,907: -5,701 2,817 16 12,740 3,731 7,055 6,564: -148 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.5 0.7 72.3 94.0 96.8 98.2: 3.2 1.8
Old : 100.0: 23.8 3.5 0.7 72.3 94.0 96.8 98.2: 3.2 1.8
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 : 152: 34 12 7 75 60 110 78:
Old : 152: 34 12 7 75 60 110 78:
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 : 31.2 51.9 44.3 68.6 30.2 51.0 43.3 67.6
Old : 31.2 51.9 44.3 68.6 30.2 51.0 43.3 67.6
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, December 26, 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 : 972,718: 270,063 128,938 17,579 658,980 817,401 946,622 963,918: 26,096 8,800
Old : 972,718: 270,063 128,938 17,579 658,980 817,401 946,622 963,918: 26,096 8,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -6,846: -3,506 7,190 -353 -1,477 -12,474 -5,336 -5,637: -1,510 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 13.3 1.8 67.7 84.0 97.3 99.1: 2.7 0.9
Old : 100.0: 27.8 13.3 1.8 67.7 84.0 97.3 99.1: 2.7 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 : 382: 136 50 29 155 90 305 155:
Old : 382: 136 50 29 155 90 305 155:
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 : 18.9 43.2 30.5 63.9 18.4 43.2 29.9 63.7
Old : 18.9 43.2 30.5 63.9 18.4 43.2 29.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017