COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 278,286: 113,255 14,527 32,822 113,429 220,467 259,506 267,816: 18,780 10,470
Old : 185,853: 90,695 20,398 21,968 58,688 136,025 171,351 178,391: 14,502 7,462
Other: 92,433: 32,405 3,974 1,009 54,741 84,442 88,155 89,425: 4,278 3,008
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,919: -2,175 -277 1,448 5,540 5,102 4,813 6,273: 1,106 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 5.2 11.8 40.8 79.2 93.3 96.2: 6.7 3.8
Old : 100.0: 48.8 11.0 11.8 31.6 73.2 92.2 96.0: 7.8 4.0
Other: 100.0: 35.1 4.3 1.1 59.2 91.4 95.4 96.7: 4.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 156 39 93 65 80 254 190:
Old : 287: 135 50 65 48 75 210 170:
Other: 173: 71 21 13 45 60 120 90:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 31.4 22.4 44.2 14.3 29.1 20.7 40.8
Old : 12.3 34.6 21.6 47.1 12.1 33.1 20.8 45.4
Other: 27.9 35.1 41.2 48.7 27.9 31.5 40.9 44.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,240: 2,550 4,234 154 8,763 6,754 11,467 11,142: 1,773 2,098
Old : 13,200: 2,523 4,234 154 8,763 6,716 11,440 11,104: 1,760 2,096
Other: 40: 27 0 0 0 38 27 38: 13 2
: : :
: : Changes in Commitments from: March 20, 2018 :
: 649: 130 332 -23 370 5 477 314: 172 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 32.0 1.2 66.2 51.0 86.6 84.2: 13.4 15.8
Old : 100.0: 19.1 32.1 1.2 66.4 50.9 86.7 84.1: 13.3 15.9
Other: 100.0: 67.5 0.0 0.0 0.0 95.0 67.5 95.0: 32.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 14 15 4 22 5 37 23:
Old : 54: 14 15 4 22 5 37 23:
Other: 4: 2 0 0 0 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 36.9 50.3 54.2 73.4 36.9 49.9 52.6 72.9
Old : 37.0 50.2 54.4 73.3 37.0 49.8 52.7 72.9
Other: 67.5 95.0 67.5 95.0 67.5 95.0 67.5 95.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 304,154: 98,709 56,791 59,376 127,576 176,308 285,661 292,475: 18,493 11,679
Old : 224,215: 95,037 57,287 37,870 77,016 118,636 209,923 213,793: 14,292 10,422
Other: 79,939: 16,469 12,301 8,709 50,560 57,672 75,738 78,682: 4,201 1,257
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,670: 2,301 1,107 -644 -1,256 1,184 401 1,647: 1,269 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 18.7 19.5 41.9 58.0 93.9 96.2: 6.1 3.8
Old : 100.0: 42.4 25.6 16.9 34.3 52.9 93.6 95.4: 6.4 4.6
Other: 100.0: 20.6 15.4 10.9 63.2 72.1 94.7 98.4: 5.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 102 76 75 60 50 213 160:
Old : 253: 104 71 62 57 47 197 150:
Other: 104: 32 18 16 37 31 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 : 16.5 22.7 26.5 36.8 10.3 17.0 16.4 27.1
Old : 13.1 22.8 22.4 39.0 10.6 17.6 18.4 29.2
Other: 36.3 30.9 56.0 53.6 33.9 24.9 46.4 41.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 974,778: 187,783 308,377 165,537 544,119 420,443 897,439 894,357: 77,339 80,421
Old : 974,778: 187,783 308,377 165,537 544,119 420,443 897,439 894,357: 77,339 80,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 29,459: -1,968 2,470 15,649 20,813 12,464 34,494 30,583: -5,035 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 31.6 17.0 55.8 43.1 92.1 91.7: 7.9 8.3
Old : 100.0: 19.3 31.6 17.0 55.8 43.1 92.1 91.7: 7.9 8.3
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 : 272: 73 83 90 88 77 213 211:
Old : 272: 73 83 90 88 77 213 211:
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 : 11.9 16.8 21.1 26.9 10.8 13.6 17.8 20.4
Old : 11.9 16.8 21.1 26.9 10.8 13.6 17.8 20.4
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 275,252: 65,550 105,520 62,075 130,721 99,180 258,346 266,775: 16,906 8,477
Old : 232,267: 66,699 103,806 46,573 103,759 74,157 217,031 224,536: 15,236 7,731
Other: 42,985: 9,888 12,751 4,465 26,962 25,023 41,315 42,239: 1,670 746
: : :
: : Changes in Commitments from: March 20, 2018 :
: 10,016: 5,328 2,665 4,180 511 2,705 10,019 9,550: -3 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 38.3 22.6 47.5 36.0 93.9 96.9: 6.1 3.1
Old : 100.0: 28.7 44.7 20.1 44.7 31.9 93.4 96.7: 6.6 3.3
Other: 100.0: 23.0 29.7 10.4 62.7 58.2 96.1 98.3: 3.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 174 139 117 150 123 388 332:
Old : 493: 177 140 105 143 105 374 303:
Other: 208: 45 37 22 102 67 159 116:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 14.0 20.1 23.4 8.6 11.1 13.8 17.8
Old : 13.4 14.0 21.6 23.1 9.8 13.0 15.4 20.8
Other: 20.1 32.8 31.8 49.0 15.2 28.1 22.5 41.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,691: 24,264 26,024 1,976 3,599 4,694 29,839 32,694: 5,852 2,997
Old : 35,691: 24,264 26,024 1,976 3,599 4,694 29,839 32,694: 5,852 2,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,825: 3,314 5,010 220 2,501 -9 6,035 5,221: -210 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 72.9 5.5 10.1 13.2 83.6 91.6: 16.4 8.4
Old : 100.0: 68.0 72.9 5.5 10.1 13.2 83.6 91.6: 16.4 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 : 135: 69 55 9 7 6 81 65:
Old : 135: 69 55 9 7 6 81 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 : 36.7 39.0 48.5 59.4 34.5 38.4 45.4 58.2
Old : 36.7 39.0 48.5 59.4 34.5 38.4 45.4 58.2
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,030: 2,801 655 0 2,501 4,504 5,302 5,159: 3,728 3,871
Old : 9,030: 2,801 655 0 2,501 4,504 5,302 5,159: 3,728 3,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 1,342: 1,413 -327 0 -14 1,724 1,399 1,397: -57 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.3 0.0 27.7 49.9 58.7 57.1: 41.3 42.9
Old : 100.0: 31.0 7.3 0.0 27.7 49.9 58.7 57.1: 41.3 42.9
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 : 21: 6 2 0 9 6 15 8:
Old : 21: 6 2 0 9 6 15 8:
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 : 30.1 44.2 43.5 57.1 28.5 38.9 40.8 51.5
Old : 30.1 44.2 43.5 57.1 28.5 38.9 40.8 51.5
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 269,617: 42,994 5,149 1,299 215,238 258,374 259,531 264,822: 10,086 4,795
Old : 269,617: 42,994 5,149 1,299 215,238 258,374 259,531 264,822: 10,086 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -3,673: 784 -2,879 41 -5,117 2,016 -4,292 -822: 619 -2,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.9 0.5 79.8 95.8 96.3 98.2: 3.7 1.8
Old : 100.0: 15.9 1.9 0.5 79.8 95.8 96.3 98.2: 3.7 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 : 148: 29 11 5 76 60 107 74:
Old : 148: 29 11 5 76 60 107 74:
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 53.4 47.5 70.0 30.5 52.6 44.5 68.9
Old : 32.9 53.4 47.5 70.0 30.5 52.6 44.5 68.9
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, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,058,212: 262,361 95,865 20,526 735,694 927,063 1,018,581 1,043,454: 39,631 14,758
Old : 1,058,212: 262,361 95,865 20,526 735,694 927,063 1,018,581 1,043,454: 39,631 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -8,095: -1,377 -734 489 -6,385 -6,967 -7,273 -7,212: -822 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 9.1 1.9 69.5 87.6 96.3 98.6: 3.7 1.4
Old : 100.0: 24.8 9.1 1.9 69.5 87.6 96.3 98.6: 3.7 1.4
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 : 388: 144 41 29 163 99 317 159:
Old : 388: 144 41 29 163 99 317 159:
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 : 19.6 50.7 32.8 65.4 18.2 50.6 29.9 65.0
Old : 19.6 50.7 32.8 65.4 18.2 50.6 29.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018