COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 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 : 234,444: 91,372 32,105 15,375 114,009 175,572 220,756 223,052: 13,688 11,392
Old : 218,763: 90,329 34,591 12,482 102,947 160,709 205,758 207,782: 13,005 10,981
Other: 15,681: 3,840 311 96 11,062 14,863 14,998 15,270: 683 411
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,306: -5,639 -1,290 -395 1,619 -3,072 -4,415 -4,757: 109 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 13.7 6.6 48.6 74.9 94.2 95.1: 5.8 4.9
Old : 100.0: 41.3 15.8 5.7 47.1 73.5 94.1 95.0: 5.9 5.0
Other: 100.0: 24.5 2.0 0.6 70.5 94.8 95.6 97.4: 4.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 111 58 64 67 69 208 165:
Old : 268: 107 60 56 65 66 198 161:
Other: 65: 17 6 4 19 28 37 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 38.5 25.6 51.0 15.1 31.6 22.9 43.3
Old : 15.9 41.3 24.3 51.1 15.7 37.3 24.0 47.2
Other: 62.7 60.7 75.5 80.5 62.5 59.7 75.1 79.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 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 : 8,390: 1,579 2,065 370 4,358 4,757 6,307 7,192: 2,083 1,198
Old : 5,332: 1,649 1,764 54 2,202 2,688 3,905 4,506: 1,427 826
Other: 3,058: 224 595 22 2,156 2,069 2,402 2,686: 656 372
: : :
: : Changes in Commitments from: September 19, 2017 :
: -469: -239 -124 27 0 -393 -212 -490: -257 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 24.6 4.4 51.9 56.7 75.2 85.7: 24.8 14.3
Old : 100.0: 30.9 33.1 1.0 41.3 50.4 73.2 84.5: 26.8 15.5
Other: 100.0: 7.3 19.5 0.7 70.5 67.7 78.5 87.8: 21.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 15 18 8 23 10 43 31:
Old : 61: 19 14 1 21 8 40 23:
Other: 36: 4 11 3 16 7 22 19:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 44.8 40.2 61.0 25.3 44.8 40.2 60.8
Old : 27.3 38.3 39.6 58.2 27.3 38.3 39.6 58.2
Other: 50.2 66.0 67.1 76.7 50.2 66.0 67.1 76.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 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 : 257,041: 61,819 86,901 37,691 140,797 122,161 240,307 246,753: 16,734 10,288
Old : 239,758: 62,693 87,208 34,463 126,304 108,049 223,460 229,720: 16,298 10,038
Other: 17,283: 1,465 2,032 889 14,493 14,112 16,847 17,033: 436 250
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,142: 103 -5,336 -5,103 1,672 5,776 -3,328 -4,663: -814 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 33.8 14.7 54.8 47.5 93.5 96.0: 6.5 4.0
Old : 100.0: 26.1 36.4 14.4 52.7 45.1 93.2 95.8: 6.8 4.2
Other: 100.0: 8.5 11.8 5.1 83.9 81.7 97.5 98.6: 2.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 92 83 66 65 42 198 159:
Old : 258: 94 83 66 65 42 198 159:
Other: 38: 4 4 2 23 15 28 20:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 22.5 31.5 34.9 14.9 13.9 24.6 21.0
Old : 18.0 22.3 30.3 33.6 13.7 13.3 23.5 20.5
Other: 76.5 60.8 83.8 80.6 57.0 52.9 62.7 67.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 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 : 711,181: 185,260 211,447 72,297 391,804 357,418 649,361 641,162: 61,820 70,019
Old : 711,181: 185,260 211,447 72,297 391,804 357,418 649,361 641,162: 61,820 70,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -56,235: 8,127 14,624 -15,078 -42,901 -55,611 -49,852 -56,065: -6,383 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.7 10.2 55.1 50.3 91.3 90.2: 8.7 9.8
Old : 100.0: 26.0 29.7 10.2 55.1 50.3 91.3 90.2: 8.7 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 : 241: 73 69 58 82 68 183 171:
Old : 241: 73 69 58 82 68 183 171:
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 : 13.2 19.4 22.9 29.7 11.7 14.4 19.9 22.8
Old : 13.2 19.4 22.9 29.7 11.7 14.4 19.9 22.8
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, September 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 : 189,928: 47,444 57,279 32,179 100,541 92,995 180,164 182,453: 9,764 7,475
Old : 182,294: 47,825 57,566 29,535 95,617 87,915 172,977 175,016: 9,317 7,278
Other: 7,634: 1,478 1,572 785 4,924 5,080 7,187 7,437: 447 197
: : :
: : Changes in Commitments from: September 19, 2017 :
: 87: 3,309 2,647 -5,550 1,725 2,659 -516 -244: 603 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 30.2 16.9 52.9 49.0 94.9 96.1: 5.1 3.9
Old : 100.0: 26.2 31.6 16.2 52.5 48.2 94.9 96.0: 5.1 4.0
Other: 100.0: 19.4 20.6 10.3 64.5 66.5 94.1 97.4: 5.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 122 116 103 138 114 319 293:
Old : 417: 124 119 100 138 112 317 290:
Other: 109: 14 19 7 57 37 75 59:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 15.0 24.6 24.8 11.2 12.6 18.1 20.7
Old : 14.5 15.3 24.4 25.3 11.7 13.2 18.9 21.7
Other: 44.9 32.9 56.7 51.3 33.7 31.9 42.7 46.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 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 : 45,590: 29,288 35,891 1,928 5,863 5,528 37,079 43,347: 8,511 2,243
Old : 45,590: 29,288 35,891 1,928 5,863 5,528 37,079 43,347: 8,511 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 3,303: 2,455 2,845 285 -67 759 2,673 3,889: 630 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 78.7 4.2 12.9 12.1 81.3 95.1: 18.7 4.9
Old : 100.0: 64.2 78.7 4.2 12.9 12.1 81.3 95.1: 18.7 4.9
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 : 166: 94 56 13 9 9 112 70:
Old : 166: 94 56 13 9 9 112 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 : 32.5 35.9 40.4 53.3 30.8 35.6 38.5 52.6
Old : 32.5 35.9 40.4 53.3 30.8 35.6 38.5 52.6
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, September 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 : 53,963: 5,244 9,786 518 39,821 33,420 45,583 43,724: 8,380 10,239
Old : 53,963: 5,244 9,786 518 39,821 33,420 45,583 43,724: 8,380 10,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,157: -1,055 -167 -24 -2,506 -5,174 -3,585 -5,365: -572 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.1 1.0 73.8 61.9 84.5 81.0: 15.5 19.0
Old : 100.0: 9.7 18.1 1.0 73.8 61.9 84.5 81.0: 15.5 19.0
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 : 83: 13 18 3 37 21 51 41:
Old : 83: 13 18 3 37 21 51 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 : 32.6 44.0 44.2 53.4 32.6 43.0 44.2 52.3
Old : 32.6 44.0 44.2 53.4 32.6 43.0 44.2 52.3
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, September 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 : 282,939: 57,114 9,511 3,168 214,014 264,259 274,296 276,938: 8,643 6,001
Old : 282,939: 57,114 9,511 3,168 214,014 264,259 274,296 276,938: 8,643 6,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 2,956: 3,847 535 -1,186 -550 2,437 2,111 1,786: 845 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.4 1.1 75.6 93.4 96.9 97.9: 3.1 2.1
Old : 100.0: 20.2 3.4 1.1 75.6 93.4 96.9 97.9: 3.1 2.1
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 : 145: 33 9 5 73 55 106 69:
Old : 145: 33 9 5 73 55 106 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 : 34.3 49.0 47.0 68.2 32.9 49.0 45.3 67.9
Old : 34.3 49.0 47.0 68.2 32.9 49.0 45.3 67.9
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, September 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 : 1,065,255: 324,318 110,295 16,876 698,360 925,309 1,039,554 1,052,480: 25,701 12,775
Old : 1,065,255: 324,318 110,295 16,876 698,360 925,309 1,039,554 1,052,480: 25,701 12,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -14,819: 1,603 7,844 -1,928 -13,301 -21,829 -13,626 -15,913: -1,193 1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.4 1.6 65.6 86.9 97.6 98.8: 2.4 1.2
Old : 100.0: 30.4 10.4 1.6 65.6 86.9 97.6 98.8: 2.4 1.2
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 : 364: 128 44 28 150 93 290 153:
Old : 364: 128 44 28 150 93 290 153:
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 : 20.8 48.2 31.7 64.2 20.3 48.2 30.2 63.9
Old : 20.8 48.2 31.7 64.2 20.3 48.2 30.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017