COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, July 18, 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 : 216,102: 74,998 50,522 19,368 110,212 133,921 204,578 203,811: 11,524 12,291 Old : 208,056: 74,099 51,742 17,912 104,958 126,154 196,969 195,808: 11,087 12,248 Other: 8,046: 2,235 116 120 5,254 7,767 7,609 8,003: 437 43 : : : : : Changes in Commitments from: July 11, 2017 : : 5,319: 786 5,688 596 4,004 -415 5,386 5,869: -67 -550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 23.4 9.0 51.0 62.0 94.7 94.3: 5.3 5.7 Old : 100.0: 35.6 24.9 8.6 50.4 60.6 94.7 94.1: 5.3 5.9 Other: 100.0: 27.8 1.4 1.5 65.3 96.5 94.6 99.5: 5.4 0.5 : : : :# Traders : Number of Traders in Each Category : All : 270: 103 78 62 63 58 200 172: Old : 269: 100 79 57 63 56 195 169: Other: 48: 11 4 3 15 21 28 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 : 19.6 33.8 29.3 43.9 16.5 25.5 24.5 35.1 Old : 18.4 34.8 28.5 43.6 16.9 27.7 25.2 36.4 Other: 64.8 70.3 75.9 87.3 64.2 68.4 75.1 85.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, July 18, 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 : 11,682: 1,901 5,502 242 7,262 3,905 9,405 9,649: 2,277 2,033 Old : 10,076: 1,719 5,502 210 6,073 2,558 8,002 8,270: 2,074 1,806 Other: 1,606: 213 31 1 1,189 1,347 1,403 1,379: 203 227 : : : : : Changes in Commitments from: July 11, 2017 : : 979: -165 1,252 20 508 -528 363 744: 616 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 47.1 2.1 62.2 33.4 80.5 82.6: 19.5 17.4 Old : 100.0: 17.1 54.6 2.1 60.3 25.4 79.4 82.1: 20.6 17.9 Other: 100.0: 13.3 1.9 0.1 74.0 83.9 87.4 85.9: 12.6 14.1 : : : :# Traders : Number of Traders in Each Category : All : 64: 17 18 8 23 13 41 38: Old : 63: 17 18 5 23 9 41 31: Other: 24: 7 2 1 9 7 16 10: :---------------------------------------------------------------------------------------------------- : 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 : 26.1 40.8 40.7 55.4 23.0 40.8 36.7 55.2 Old : 26.8 42.3 40.1 57.8 26.8 42.3 39.6 57.8 Other: 56.5 81.1 73.8 85.7 56.5 78.8 73.8 83.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, July 18, 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 : 278,949: 58,752 105,029 46,310 150,388 112,172 255,450 263,511: 23,499 15,438 Old : 130,182: 60,012 85,717 1,770 55,074 34,733 116,856 122,220: 13,326 7,962 Other: 148,767: 34,388 54,960 8,892 95,314 77,439 138,594 141,291: 10,173 7,476 : : : : : Changes in Commitments from: July 11, 2017 : : 4,426: 737 4,063 2,505 1,212 -2,913 4,454 3,655: -28 771 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 37.7 16.6 53.9 40.2 91.6 94.5: 8.4 5.5 Old : 100.0: 46.1 65.8 1.4 42.3 26.7 89.8 93.9: 10.2 6.1 Other: 100.0: 23.1 36.9 6.0 64.1 52.1 93.2 95.0: 6.8 5.0 : : : :# Traders : Number of Traders in Each Category : All : 260: 91 86 71 60 42 195 168: Old : 237: 90 83 16 45 24 146 112: Other: 169: 51 52 23 54 34 120 98: :---------------------------------------------------------------------------------------------------- : 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 17.6 30.4 29.7 13.1 11.7 21.5 20.2 Old : 24.1 23.5 37.9 40.4 22.4 23.5 35.7 40.2 Other: 25.4 30.9 40.0 45.5 19.8 25.0 32.4 35.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, July 18, 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 : 772,209: 181,255 234,730 98,808 428,288 368,094 708,351 701,632: 63,858 70,577 Old : 772,209: 181,255 234,730 98,808 428,288 368,094 708,351 701,632: 63,858 70,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2017 : : 9,998: 503 -2,057 7,249 3,393 7,100 11,145 12,292: -1,147 -2,294 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 30.4 12.8 55.5 47.7 91.7 90.9: 8.3 9.1 Old : 100.0: 23.5 30.4 12.8 55.5 47.7 91.7 90.9: 8.3 9.1 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 : 252: 76 66 67 84 70 191 179: Old : 252: 76 66 67 84 70 191 179: 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 : 13.0 18.6 21.3 29.7 10.0 14.9 16.8 24.2 Old : 13.0 18.6 21.3 29.7 10.0 14.9 16.8 24.2 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, July 18, 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 : 223,173: 52,574 71,545 45,001 115,986 98,925 213,561 215,471: 9,612 7,702 Old : 109,040: 57,532 68,959 4,253 41,587 30,339 103,372 103,551: 5,668 5,489 Other: 114,133: 26,257 33,801 9,533 74,399 68,586 110,189 111,920: 3,944 2,213 : : : : : Changes in Commitments from: July 11, 2017 : : -3,930: 260 -9,943 -2,518 -1,911 8,773 -4,169 -3,688: 239 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 32.1 20.2 52.0 44.3 95.7 96.5: 4.3 3.5 Old : 100.0: 52.8 63.2 3.9 38.1 27.8 94.8 95.0: 5.2 5.0 Other: 100.0: 23.0 29.6 8.4 65.2 60.1 96.5 98.1: 3.5 1.9 : : : :# Traders : Number of Traders in Each Category : All : 433: 133 120 112 146 119 344 303: Old : 406: 142 106 22 93 85 243 205: Other: 309: 79 79 51 128 86 240 186: :---------------------------------------------------------------------------------------------------- : 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 16.0 24.4 26.7 9.1 10.6 15.0 18.8 Old : 19.1 20.4 31.1 36.6 19.1 20.2 30.4 36.1 Other: 21.8 28.0 31.4 39.9 16.0 22.9 23.6 32.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, July 18, 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 : 53,086: 28,513 26,461 2,186 13,224 20,235 43,923 48,882: 9,163 4,204 Old : 53,086: 28,513 26,461 2,186 13,224 20,235 43,923 48,882: 9,163 4,204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2017 : : 38: -1,115 -827 -382 -56 1 -1,553 -1,208: 1,591 1,246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 49.8 4.1 24.9 38.1 82.7 92.1: 17.3 7.9 Old : 100.0: 53.7 49.8 4.1 24.9 38.1 82.7 92.1: 17.3 7.9 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 : 136: 70 50 13 10 7 89 63: Old : 136: 70 50 13 10 7 89 63: 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 : 34.1 57.2 49.3 69.2 32.1 57.2 47.1 68.8 Old : 34.1 57.2 49.3 69.2 32.1 57.2 47.1 68.8 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, July 18, 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 : 561,763: 154,269 184,291 11,769 368,756 346,125 534,794 542,185: 26,969 19,578 Old : 561,763: 154,269 184,291 11,769 368,756 346,125 534,794 542,185: 26,969 19,578 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2017 : : -9,361: 5,112 -2,391 -500 -12,590 -5,389 -7,978 -8,280: -1,383 -1,081 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 32.8 2.1 65.6 61.6 95.2 96.5: 4.8 3.5 Old : 100.0: 27.5 32.8 2.1 65.6 61.6 95.2 96.5: 4.8 3.5 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 : 308: 67 54 28 114 115 189 189: Old : 308: 67 54 28 114 115 189 189: 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 : 21.3 23.0 33.7 37.5 18.9 23.0 30.5 37.3 Old : 21.3 23.0 33.7 37.5 18.9 23.0 30.5 37.3 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, July 18, 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 : 325,307: 38,741 28,740 13,618 264,922 277,560 317,281 319,918: 8,026 5,389 Old : 325,307: 38,741 28,740 13,618 264,922 277,560 317,281 319,918: 8,026 5,389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2017 : : 5,743: 1,126 1,496 -419 5,380 4,708 6,087 5,785: -344 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 8.8 4.2 81.4 85.3 97.5 98.3: 2.5 1.7 Old : 100.0: 11.9 8.8 4.2 81.4 85.3 97.5 98.3: 2.5 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 : 153: 37 10 8 77 56 116 72: Old : 153: 37 10 8 77 56 116 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 : 33.1 47.3 47.5 69.1 32.9 46.9 45.4 68.6 Old : 33.1 47.3 47.5 69.1 32.9 46.9 45.4 68.6 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, July 18, 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 : 1,054,084: 304,065 75,690 30,823 695,353 940,430 1,030,241 1,046,943: 23,843 7,141 Old : 1,054,084: 304,065 75,690 30,823 695,353 940,430 1,030,241 1,046,943: 23,843 7,141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2017 : : 22,199: 15,642 -7,535 433 6,725 27,999 22,800 20,897: -601 1,302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 7.2 2.9 66.0 89.2 97.7 99.3: 2.3 0.7 Old : 100.0: 28.8 7.2 2.9 66.0 89.2 97.7 99.3: 2.3 0.7 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 : 359: 139 41 26 141 94 291 150: Old : 359: 139 41 26 141 94 291 150: 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 : 22.5 51.9 33.5 68.5 21.6 51.9 31.0 68.5 Old : 22.5 51.9 33.5 68.5 21.6 51.9 31.0 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017