COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 21, 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 : 224,240: 86,616 27,453 16,844 106,799 169,056 210,259 213,353: 13,981 10,887
Old : 201,389: 85,845 29,638 14,122 88,261 147,455 188,228 191,215: 13,161 10,174
Other: 22,851: 3,407 451 86 18,538 21,601 22,031 22,138: 820 713
: : :
: : Changes in Commitments from: November 14, 2017 :
: -2,396: 6,899 -1,121 -2,091 -7,028 2,941 -2,220 -271: -176 -2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 12.2 7.5 47.6 75.4 93.8 95.1: 6.2 4.9
Old : 100.0: 42.6 14.7 7.0 43.8 73.2 93.5 94.9: 6.5 5.1
Other: 100.0: 14.9 2.0 0.4 81.1 94.5 96.4 96.9: 3.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 105 68 72 54 70 201 179:
Old : 274: 108 69 62 50 67 189 174:
Other: 85: 22 9 5 26 32 49 45:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 35.3 27.2 46.8 16.0 29.7 24.2 40.1
Old : 16.9 38.4 26.3 47.8 16.9 36.4 26.2 45.7
Other: 61.0 57.2 73.6 80.5 61.0 56.5 73.4 79.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 21, 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 : 10,616: 3,852 2,619 106 4,140 6,734 8,098 9,459: 2,518 1,157
Old : 10,616: 3,852 2,619 106 4,140 6,734 8,098 9,459: 2,518 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,519: 1,162 324 -46 394 1,030 1,510 1,308: 9 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 24.7 1.0 39.0 63.4 76.3 89.1: 23.7 10.9
Old : 100.0: 36.3 24.7 1.0 39.0 63.4 76.3 89.1: 23.7 10.9
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 : 61: 21 14 5 20 13 45 28:
Old : 61: 21 14 5 20 13 45 28:
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 : 30.3 43.3 43.5 65.4 29.5 43.3 39.6 62.5
Old : 30.3 43.3 43.5 65.4 29.5 43.3 39.6 62.5
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 21, 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 : 231,020: 71,537 58,271 25,820 116,382 139,722 213,739 223,813: 17,281 7,207
Old : 208,154: 71,033 58,477 23,323 97,143 119,482 191,499 201,282: 16,655 6,872
Other: 22,866: 1,735 1,025 1,266 19,239 20,240 22,240 22,531: 626 335
: : :
: : Changes in Commitments from: November 14, 2017 :
: -5,999: -4,887 -1,318 -3,742 2,033 -1,170 -6,596 -6,230: 597 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 25.2 11.2 50.4 60.5 92.5 96.9: 7.5 3.1
Old : 100.0: 34.1 28.1 11.2 46.7 57.4 92.0 96.7: 8.0 3.3
Other: 100.0: 7.6 4.5 5.5 84.1 88.5 97.3 98.5: 2.7 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 103 66 54 60 45 195 140:
Old : 247: 102 67 53 58 44 191 139:
Other: 44: 9 3 2 24 18 33 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 : 17.1 30.0 29.4 43.2 14.0 24.3 23.5 35.7
Old : 15.7 28.4 28.0 41.9 13.3 22.3 23.3 33.8
Other: 72.4 63.8 80.0 80.4 55.1 52.5 61.0 63.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 21, 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 : 695,563: 179,705 152,878 58,448 388,778 427,388 626,931 638,714: 68,632 56,849
Old : 695,563: 179,705 152,878 58,448 388,778 427,388 626,931 638,714: 68,632 56,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -12,709: -1,568 -20,030 -13,472 588 25,961 -14,452 -7,541: 1,743 -5,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 22.0 8.4 55.9 61.4 90.1 91.8: 9.9 8.2
Old : 100.0: 25.8 22.0 8.4 55.9 61.4 90.1 91.8: 9.9 8.2
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 : 220: 61 55 56 75 74 167 163:
Old : 220: 61 55 56 75 74 167 163:
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 : 14.0 23.8 24.8 34.8 13.0 18.5 21.4 28.6
Old : 14.0 23.8 24.8 34.8 13.0 18.5 21.4 28.6
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 21, 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 : 201,113: 49,455 86,229 36,796 101,964 70,511 188,215 193,536: 12,898 7,577
Old : 192,310: 49,743 86,500 34,119 96,232 64,467 180,094 185,086: 12,216 7,224
Other: 8,803: 1,637 1,654 752 5,732 6,044 8,121 8,450: 682 353
: : :
: : Changes in Commitments from: November 14, 2017 :
: -17,637: -110 2,517 -5,657 -11,327 -14,270 -17,094 -17,410: -543 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 42.9 18.3 50.7 35.1 93.6 96.2: 6.4 3.8
Old : 100.0: 25.9 45.0 17.7 50.0 33.5 93.6 96.2: 6.4 3.8
Other: 100.0: 18.6 18.8 8.5 65.1 68.7 92.3 96.0: 7.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 141 131 98 130 95 329 282:
Old : 437: 142 136 93 126 92 322 277:
Other: 112: 15 20 9 58 38 79 63:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 14.0 22.4 23.9 11.1 12.3 16.8 19.8
Old : 13.6 14.6 22.6 24.3 11.5 13.0 17.4 20.8
Other: 29.5 38.3 43.6 53.8 25.2 33.9 35.9 46.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 21, 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 : 40,200: 22,064 28,631 1,906 7,708 7,352 31,678 37,889: 8,522 2,311
Old : 40,200: 22,064 28,631 1,906 7,708 7,352 31,678 37,889: 8,522 2,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -6,291: -5,177 -1,361 -574 97 -4,169 -5,654 -6,104: -637 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 71.2 4.7 19.2 18.3 78.8 94.3: 21.2 5.7
Old : 100.0: 54.9 71.2 4.7 19.2 18.3 78.8 94.3: 21.2 5.7
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 : 135: 75 43 9 12 9 93 55:
Old : 135: 75 43 9 12 9 93 55:
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 : 32.9 43.6 41.7 63.0 30.1 43.6 38.1 63.0
Old : 32.9 43.6 41.7 63.0 30.1 43.6 38.1 63.0
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 21, 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 : 68,881: 4,844 6,781 81 54,751 54,311 59,676 61,173: 9,205 7,708
Old : 68,881: 4,844 6,781 81 54,751 54,311 59,676 61,173: 9,205 7,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 674: 214 -1,354 -204 642 2,280 652 722: 22 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.8 0.1 79.5 78.8 86.6 88.8: 13.4 11.2
Old : 100.0: 7.0 9.8 0.1 79.5 78.8 86.6 88.8: 13.4 11.2
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 : 81: 13 17 4 35 21 52 38:
Old : 81: 13 17 4 35 21 52 38:
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 : 35.1 50.2 52.3 69.5 35.1 46.2 50.6 65.5
Old : 35.1 50.2 52.3 69.5 35.1 46.2 50.6 65.5
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 - Futures Only, November 21, 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 : 292,987: 73,140 9,799 3,945 206,033 270,955 283,118 284,699: 9,869 8,288
Old : 292,987: 73,140 9,799 3,945 206,033 270,955 283,118 284,699: 9,869 8,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 4,811: 6,722 1,334 117 -2,412 627 4,427 2,078: 384 2,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.3 1.3 70.3 92.5 96.6 97.2: 3.4 2.8
Old : 100.0: 25.0 3.3 1.3 70.3 92.5 96.6 97.2: 3.4 2.8
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 : 150: 35 11 6 78 55 113 72:
Old : 150: 35 11 6 78 55 113 72:
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 : 28.6 53.1 41.4 71.7 27.4 52.6 40.1 70.7
Old : 28.6 53.1 41.4 71.7 27.4 52.6 40.1 70.7
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 21, 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 : 1,020,434: 303,736 137,766 18,905 669,101 854,127 991,742 1,010,798: 28,692 9,636
Old : 1,020,434: 303,736 137,766 18,905 669,101 854,127 991,742 1,010,798: 28,692 9,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -20,853: -3,216 2,272 444 -19,954 -20,739 -22,726 -18,023: 1,873 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.5 1.9 65.6 83.7 97.2 99.1: 2.8 0.9
Old : 100.0: 29.8 13.5 1.9 65.6 83.7 97.2 99.1: 2.8 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 : 378: 137 50 34 152 90 304 159:
Old : 378: 137 50 34 152 90 304 159:
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 : 21.6 47.5 32.5 64.6 20.9 47.5 31.5 64.5
Old : 21.6 47.5 32.5 64.6 20.9 47.5 31.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017