COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 24, 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 : 233,822: 83,680 33,185 16,449 119,003 171,057 219,132 220,691: 14,690 13,131
Old : 214,654: 82,473 34,577 14,710 103,682 152,657 200,865 201,944: 13,789 12,710
Other: 19,168: 2,806 207 140 15,321 18,400 18,267 18,747: 901 421
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,010: -320 -839 1,453 3,825 3,444 4,958 4,058: -948 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 14.2 7.0 50.9 73.2 93.7 94.4: 6.3 5.6
Old : 100.0: 38.4 16.1 6.9 48.3 71.1 93.6 94.1: 6.4 5.9
Other: 100.0: 14.6 1.1 0.7 79.9 96.0 95.3 97.8: 4.7 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 123 57 78 65 74 229 179:
Old : 283: 123 59 74 61 71 221 176:
Other: 70: 18 5 5 22 28 42 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 : 18.6 35.4 25.9 47.4 14.8 28.1 21.6 39.0
Old : 16.0 38.5 23.6 48.1 15.5 34.5 23.1 43.6
Other: 58.1 55.8 72.2 81.1 57.9 55.0 71.8 80.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 24, 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 : 8,556: 1,919 2,175 234 4,144 5,060 6,297 7,469: 2,259 1,087
Old : 1,129: 110 417 0 522 339 632 756: 497 373
Other: 7,427: 1,913 1,862 130 3,622 4,721 5,665 6,713: 1,762 714
: : :
: : Changes in Commitments from: October 17, 2017 :
: -653: -202 -196 -237 -95 -253 -534 -686: -119 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 25.4 2.7 48.4 59.1 73.6 87.3: 26.4 12.7
Old : 100.0: 9.7 36.9 0.0 46.2 30.0 56.0 67.0: 44.0 33.0
Other: 100.0: 25.8 25.1 1.8 48.8 63.6 76.3 90.4: 23.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 18 10 20 10 41 30:
Old : 19: 3 4 0 6 7 9 11:
Other: 55: 13 17 8 19 8 38 27:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 44.0 41.8 62.6 29.2 41.7 41.8 59.6
Old : 40.8 47.6 55.4 62.4 40.8 45.7 54.1 60.5
Other: 33.6 48.9 47.8 68.7 33.6 48.9 47.8 68.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 24, 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 : 258,702: 67,515 68,218 32,915 141,291 147,065 241,721 248,198: 16,981 10,504
Old : 239,161: 67,553 67,384 31,005 124,118 130,501 222,676 228,890: 16,485 10,271
Other: 19,541: 708 1,580 1,164 17,173 16,564 19,045 19,308: 496 233
: : :
: : Changes in Commitments from: October 17, 2017 :
: 8,526: 1,544 -8,510 2,071 4,017 14,174 7,632 7,735: 894 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 26.4 12.7 54.6 56.8 93.4 95.9: 6.6 4.1
Old : 100.0: 28.2 28.2 13.0 51.9 54.6 93.1 95.7: 6.9 4.3
Other: 100.0: 3.6 8.1 6.0 87.9 84.8 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 98 77 69 64 45 205 158:
Old : 258: 99 77 67 63 45 203 157:
Other: 44: 7 5 3 26 17 35 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 : 17.4 27.2 30.5 40.9 13.8 18.1 22.8 26.3
Old : 17.1 26.6 29.3 39.8 12.3 15.5 21.7 24.4
Other: 71.3 65.3 80.4 83.3 55.3 54.3 60.5 65.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 24, 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 : 717,017: 173,476 236,343 93,527 383,003 318,423 650,006 648,293: 67,011 68,724
Old : 717,017: 173,476 236,343 93,527 383,003 318,423 650,006 648,293: 67,011 68,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 16,867: 2,169 2,795 6,610 4,632 5,524 13,411 14,929: 3,456 1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.0 13.0 53.4 44.4 90.7 90.4: 9.3 9.6
Old : 100.0: 24.2 33.0 13.0 53.4 44.4 90.7 90.4: 9.3 9.6
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: 77 61 59 79 72 182 171:
Old : 241: 77 61 59 79 72 182 171:
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 : 12.5 18.4 22.0 29.3 12.2 14.8 19.5 23.3
Old : 12.5 18.4 22.0 29.3 12.2 14.8 19.5 23.3
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 - Futures Only, October 24, 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 : 237,644: 50,371 83,388 46,981 125,582 98,922 222,934 229,291: 14,710 8,353
Old : 229,322: 50,602 83,399 44,425 120,061 93,271 215,088 221,095: 14,234 8,227
Other: 8,322: 1,459 1,679 866 5,521 5,651 7,846 8,196: 476 126
: : :
: : Changes in Commitments from: October 17, 2017 :
: 7,686: 1,979 5,352 925 4,465 1,738 7,369 8,015: 317 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 35.1 19.8 52.8 41.6 93.8 96.5: 6.2 3.5
Old : 100.0: 22.1 36.4 19.4 52.4 40.7 93.8 96.4: 6.2 3.6
Other: 100.0: 17.5 20.2 10.4 66.3 67.9 94.3 98.5: 5.7 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 151 126 112 145 107 360 304:
Old : 462: 155 127 109 144 106 357 302:
Other: 113: 17 21 7 57 35 78 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 : 14.5 13.0 23.9 23.5 9.9 11.2 15.0 18.2
Old : 14.5 13.2 23.7 23.7 9.9 11.7 15.1 18.9
Other: 37.8 38.8 51.1 57.4 21.8 28.0 30.6 40.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 24, 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 : 51,132: 32,463 36,664 2,955 6,960 9,507 42,378 49,126: 8,754 2,006
Old : 51,132: 32,463 36,664 2,955 6,960 9,507 42,378 49,126: 8,754 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,486: 4,043 3,537 112 588 892 4,743 4,541: -257 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 71.7 5.8 13.6 18.6 82.9 96.1: 17.1 3.9
Old : 100.0: 63.5 71.7 5.8 13.6 18.6 82.9 96.1: 17.1 3.9
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 : 155: 88 49 16 11 8 110 65:
Old : 155: 88 49 16 11 8 110 65:
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 : 30.2 35.6 41.3 56.2 28.2 34.6 39.1 54.8
Old : 30.2 35.6 41.3 56.2 28.2 34.6 39.1 54.8
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, October 24, 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 : 64,599: 4,827 6,370 441 50,843 48,895 56,111 55,706: 8,488 8,893
Old : 64,599: 4,827 6,370 441 50,843 48,895 56,111 55,706: 8,488 8,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 150: -377 -1,379 -201 2,254 2,750 1,676 1,170: -1,526 -1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.9 0.7 78.7 75.7 86.9 86.2: 13.1 13.8
Old : 100.0: 7.5 9.9 0.7 78.7 75.7 86.9 86.2: 13.1 13.8
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 : 88: 12 19 4 36 28 50 49:
Old : 88: 12 19 4 36 28 50 49:
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 : 32.2 49.4 48.4 65.2 32.2 48.1 48.4 63.9
Old : 32.2 49.4 48.4 65.2 32.2 48.1 48.4 63.9
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, October 24, 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 : 291,384: 67,687 8,690 3,659 210,317 274,048 281,663 286,397: 9,721 4,987
Old : 291,384: 67,687 8,690 3,659 210,317 274,048 281,663 286,397: 9,721 4,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,571: -975 -1,181 -22 5,710 6,786 4,713 5,583: 858 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.0 1.3 72.2 94.1 96.7 98.3: 3.3 1.7
Old : 100.0: 23.2 3.0 1.3 72.2 94.1 96.7 98.3: 3.3 1.7
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 : 148: 33 11 8 76 56 109 75:
Old : 148: 33 11 8 76 56 109 75:
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 51.7 46.6 70.3 31.0 51.3 45.0 69.5
Old : 32.6 51.7 46.6 70.3 31.0 51.3 45.0 69.5
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, October 24, 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 : 1,086,453: 306,569 127,330 18,978 732,821 929,632 1,058,368 1,075,940: 28,085 10,513
Old : 1,086,453: 306,569 127,330 18,978 732,821 929,632 1,058,368 1,075,940: 28,085 10,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 22,124: 1,338 18,583 -325 21,651 5,549 22,664 23,807: -540 -1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 11.7 1.7 67.5 85.6 97.4 99.0: 2.6 1.0
Old : 100.0: 28.2 11.7 1.7 67.5 85.6 97.4 99.0: 2.6 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 : 367: 128 42 27 153 90 292 149:
Old : 367: 128 42 27 153 90 292 149:
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 : 22.4 48.9 33.8 65.5 21.3 48.9 32.5 65.5
Old : 22.4 48.9 33.8 65.5 21.3 48.9 32.5 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017