COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, May 23, 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 : 246,477: 125,055 25,105 15,639 88,483 195,261 229,177 236,005: 17,300 10,472
Old : 106,085: 67,688 13,481 2,330 25,982 85,363 96,000 101,174: 10,085 4,911
Other: 140,392: 67,351 21,608 3,325 62,501 109,898 133,177 134,831: 7,215 5,561
: : :
: : Changes in Commitments from: May 16, 2017 :
: -17,734: -11,673 -1,604 -7,345 1,737 -6,783 -17,281 -15,732: -453 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 10.2 6.3 35.9 79.2 93.0 95.8: 7.0 4.2
Old : 100.0: 63.8 12.7 2.2 24.5 80.5 90.5 95.4: 9.5 4.6
Other: 100.0: 48.0 15.4 2.4 44.5 78.3 94.9 96.0: 5.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 153 48 61 58 65 236 158:
Old : 240: 121 44 18 31 50 156 108:
Other: 221: 104 38 19 50 56 161 109:
:----------------------------------------------------------------------------------------------------
: 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 45.2 21.7 56.3 13.9 42.9 21.6 53.2
Old : 15.7 62.7 28.0 70.9 15.7 62.7 27.9 70.9
Other: 19.2 35.9 30.4 52.1 19.2 32.7 30.0 48.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, May 23, 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 : 11,774: 3,061 2,543 401 6,172 7,024 9,634 9,968: 2,140 1,806
Old : 10,964: 2,944 2,542 401 5,665 6,347 9,010 9,290: 1,954 1,674
Other: 810: 117 1 0 507 677 624 678: 186 132
: : :
: : Changes in Commitments from: May 16, 2017 :
: 725: -155 740 80 594 -346 519 474: 206 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 21.6 3.4 52.4 59.7 81.8 84.7: 18.2 15.3
Old : 100.0: 26.9 23.2 3.7 51.7 57.9 82.2 84.7: 17.8 15.3
Other: 100.0: 14.4 0.1 0.0 62.6 83.6 77.0 83.7: 23.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 21 17 12 26 13 51 39:
Old : 69: 21 17 12 26 13 51 39:
Other: 19: 6 1 0 8 4 14 5:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 48.0 32.5 66.4 18.1 47.0 29.1 62.4
Old : 21.1 51.6 33.0 66.8 20.8 50.6 32.3 65.5
Other: 50.7 83.6 69.8 83.7 50.7 83.6 69.8 83.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, May 23, 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 : 287,345: 63,523 82,927 43,489 164,132 148,405 271,144 274,821: 16,201 12,524
Old : 192,963: 70,378 76,735 22,016 88,791 85,011 181,185 183,762: 11,778 9,201
Other: 94,382: 7,947 20,994 6,671 75,341 63,394 89,959 91,059: 4,423 3,323
: : :
: : Changes in Commitments from: May 16, 2017 :
: -5,318: -3,235 -9,507 -4,787 3,884 8,253 -4,138 -6,041: -1,180 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.9 15.1 57.1 51.6 94.4 95.6: 5.6 4.4
Old : 100.0: 36.5 39.8 11.4 46.0 44.1 93.9 95.2: 6.1 4.8
Other: 100.0: 8.4 22.2 7.1 79.8 67.2 95.3 96.5: 4.7 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 82 78 72 60 46 189 164:
Old : 241: 91 76 55 53 40 174 144:
Other: 117: 34 26 15 47 28 84 68:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 21.8 32.5 30.8 12.7 11.9 21.3 19.9
Old : 21.5 18.6 33.3 31.0 14.5 14.0 24.4 25.6
Other: 30.4 33.9 49.8 51.2 25.1 23.4 39.3 36.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, May 23, 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 : 798,742: 222,316 159,396 105,714 403,602 459,091 731,632 724,201: 67,110 74,541
Old : 798,742: 222,316 159,396 105,714 403,602 459,091 731,632 724,201: 67,110 74,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 5,820: 1,997 -17,591 -5,593 10,088 28,727 6,492 5,543: -672 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 20.0 13.2 50.5 57.5 91.6 90.7: 8.4 9.3
Old : 100.0: 27.8 20.0 13.2 50.5 57.5 91.6 90.7: 8.4 9.3
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 : 242: 87 51 73 84 74 197 177:
Old : 242: 87 51 73 84 74 197 177:
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 : 14.2 22.7 22.4 32.6 10.0 17.6 17.2 26.3
Old : 14.2 22.7 22.4 32.6 10.0 17.6 17.2 26.3
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, May 23, 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 : 213,102: 53,624 58,569 37,650 110,423 107,918 201,697 204,137: 11,405 8,965
Old : 145,460: 52,260 58,727 20,173 64,228 58,956 136,661 137,856: 8,799 7,604
Other: 67,642: 14,185 12,663 4,656 46,195 48,962 65,036 66,281: 2,606 1,361
: : :
: : Changes in Commitments from: May 16, 2017 :
: 1,525: 1,046 3,778 -1,554 1,129 -435 621 1,789: 904 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 27.5 17.7 51.8 50.6 94.6 95.8: 5.4 4.2
Old : 100.0: 35.9 40.4 13.9 44.2 40.5 94.0 94.8: 6.0 5.2
Other: 100.0: 21.0 18.7 6.9 68.3 72.4 96.1 98.0: 3.9 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 122 118 107 139 119 319 302:
Old : 402: 120 124 67 121 102 275 262:
Other: 238: 60 45 32 111 76 190 138:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.1 21.6 24.8 9.2 11.5 15.8 20.3
Old : 14.1 16.1 25.4 28.8 13.2 16.0 21.8 26.4
Other: 21.8 26.7 35.7 40.4 17.8 19.4 26.8 31.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, May 23, 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 : 85,136: 54,832 23,508 2,718 18,483 55,785 76,033 82,011: 9,103 3,125
Old : 85,136: 54,832 23,508 2,718 18,483 55,785 76,033 82,011: 9,103 3,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 7,086: 3,337 6,288 336 3,080 -18 6,753 6,606: 333 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 27.6 3.2 21.7 65.5 89.3 96.3: 10.7 3.7
Old : 100.0: 64.4 27.6 3.2 21.7 65.5 89.3 96.3: 10.7 3.7
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 : 141: 80 40 17 14 8 103 59:
Old : 141: 80 40 17 14 8 103 59:
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 : 37.1 73.6 52.5 80.9 35.7 73.1 51.1 80.4
Old : 37.1 73.6 52.5 80.9 35.7 73.1 51.1 80.4
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, May 23, 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 : 568,761: 124,801 197,302 11,424 404,030 335,835 540,255 544,561: 28,506 24,200
Old : 568,761: 124,801 197,302 11,424 404,030 335,835 540,255 544,561: 28,506 24,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -5,615: -14,623 13,939 -1,817 13,962 -18,434 -2,478 -6,312: -3,137 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 34.7 2.0 71.0 59.0 95.0 95.7: 5.0 4.3
Old : 100.0: 21.9 34.7 2.0 71.0 59.0 95.0 95.7: 5.0 4.3
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 : 330: 73 64 24 122 114 207 190:
Old : 330: 73 64 24 122 114 207 190:
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 : 21.2 26.9 32.4 41.1 19.8 26.9 30.5 41.0
Old : 21.2 26.9 32.4 41.1 19.8 26.9 30.5 41.0
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, May 23, 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 : 298,190: 56,373 6,954 2,443 230,797 284,300 289,613 293,697: 8,577 4,493
Old : 298,190: 56,373 6,954 2,443 230,797 284,300 289,613 293,697: 8,577 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 1,134: 1,496 -1,454 -139 -414 3,117 943 1,524: 191 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 2.3 0.8 77.4 95.3 97.1 98.5: 2.9 1.5
Old : 100.0: 18.9 2.3 0.8 77.4 95.3 97.1 98.5: 2.9 1.5
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 : 146: 40 7 7 72 55 112 69:
Old : 146: 40 7 7 72 55 112 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 : 33.6 52.4 47.1 73.1 32.4 52.3 45.2 72.5
Old : 33.6 52.4 47.1 73.1 32.4 52.3 45.2 72.5
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, May 23, 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 : 950,428: 283,984 97,305 12,254 626,517 837,079 922,755 946,638: 27,673 3,790
Old : 950,428: 283,984 97,305 12,254 626,517 837,079 922,755 946,638: 27,673 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -7,500: -5,982 -7,695 -326 -1,291 3,751 -7,599 -4,270: 99 -3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.2 1.3 65.9 88.1 97.1 99.6: 2.9 0.4
Old : 100.0: 29.9 10.2 1.3 65.9 88.1 97.1 99.6: 2.9 0.4
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 : 348: 131 43 26 135 92 278 149:
Old : 348: 131 43 26 135 92 278 149:
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 : 20.7 51.3 33.8 69.3 19.7 51.3 31.9 69.3
Old : 20.7 51.3 33.8 69.3 19.7 51.3 31.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017