COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 20, 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 : 206,774: 85,737 34,941 14,535 93,422 144,913 193,694 194,389: 13,080 12,385
Old : 9,595: 4,459 1,297 0 3,518 7,133 7,977 8,430: 1,618 1,165
Other: 197,179: 82,481 34,847 13,332 89,904 137,780 185,717 185,959: 11,462 11,220
: : :
: : Changes in Commitments from: June 13, 2017 :
: -27,769: -16,344 8,404 -6,988 -3,002 -29,437 -26,334 -28,021: -1,435 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 16.9 7.0 45.2 70.1 93.7 94.0: 6.3 6.0
Old : 100.0: 46.5 13.5 0.0 36.7 74.3 83.1 87.9: 16.9 12.1
Other: 100.0: 41.8 17.7 6.8 45.6 69.9 94.2 94.3: 5.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 110 64 55 62 57 199 157:
Old : 69: 19 7 0 22 23 41 30:
Other: 258: 108 67 52 57 56 191 154:
:----------------------------------------------------------------------------------------------------
: 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 36.3 28.1 48.7 17.7 31.7 26.1 43.3
Old : 38.5 65.2 56.2 79.4 38.5 65.2 56.2 79.4
Other: 19.5 36.6 29.4 48.5 18.5 31.9 27.3 43.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 20, 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 : 11,728: 2,069 3,757 404 7,046 5,596 9,519 9,757: 2,209 1,971
Old : 10,631: 1,965 3,757 385 6,260 4,678 8,610 8,820: 2,021 1,811
Other: 1,097: 123 19 0 786 918 909 937: 188 160
: : :
: : Changes in Commitments from: June 13, 2017 :
: -939: -282 -243 -246 -678 -713 -1,206 -1,202: 267 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.0 3.4 60.1 47.7 81.2 83.2: 18.8 16.8
Old : 100.0: 18.5 35.3 3.6 58.9 44.0 81.0 83.0: 19.0 17.0
Other: 100.0: 11.2 1.7 0.0 71.6 83.7 82.9 85.4: 17.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 17 16 7 22 13 41 34:
Old : 60: 17 16 6 22 12 41 32:
Other: 17: 4 1 0 7 6 11 7:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 42.5 40.5 62.3 20.9 42.0 35.9 58.8
Old : 26.2 46.3 40.5 64.7 25.2 45.9 39.3 64.3
Other: 60.3 84.4 79.0 85.4 60.3 83.7 79.0 84.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 20, 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 : 242,883: 52,539 77,596 32,697 137,875 118,649 223,111 228,942: 19,772 13,941
Old : 128,283: 57,340 69,457 2,771 55,024 46,697 115,135 118,925: 13,148 9,358
Other: 114,600: 17,178 30,118 7,947 82,851 71,952 107,976 110,017: 6,624 4,583
: : :
: : Changes in Commitments from: June 13, 2017 :
: -6,273: -2,937 -273 -3,653 1,151 -3,322 -5,439 -7,248: -834 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 31.9 13.5 56.8 48.9 91.9 94.3: 8.1 5.7
Old : 100.0: 44.7 54.1 2.2 42.9 36.4 89.8 92.7: 10.2 7.3
Other: 100.0: 15.0 26.3 6.9 72.3 62.8 94.2 96.0: 5.8 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 70 85 55 62 40 172 151:
Old : 225: 76 80 16 48 28 134 114:
Other: 143: 41 39 16 53 30 102 79:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 22.2 32.4 32.9 14.5 15.1 24.5 24.2
Old : 22.7 23.5 36.9 38.1 21.3 22.2 33.9 36.5
Other: 28.9 31.9 45.4 48.2 21.8 20.7 33.7 32.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 20, 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 : 831,702: 196,748 225,691 112,014 455,493 418,801 764,255 756,506: 67,447 75,196
Old : 831,702: 196,748 225,691 112,014 455,493 418,801 764,255 756,506: 67,447 75,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -22,611: -25,178 15,615 -6,852 8,482 -28,811 -23,548 -20,048: 937 -2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 27.1 13.5 54.8 50.4 91.9 91.0: 8.1 9.0
Old : 100.0: 23.7 27.1 13.5 54.8 50.4 91.9 91.0: 8.1 9.0
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 : 254: 82 61 72 91 79 206 187:
Old : 254: 82 61 72 91 79 206 187:
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 : 13.9 19.5 22.5 30.2 9.4 13.7 16.0 22.5
Old : 13.9 19.5 22.5 30.2 9.4 13.7 16.0 22.5
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, June 20, 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 : 214,847: 56,693 81,723 38,450 107,120 85,551 202,263 205,724: 12,584 9,123
Old : 125,121: 60,405 74,880 6,872 48,405 36,249 115,682 118,001: 9,439 7,120
Other: 89,726: 20,300 30,855 7,566 58,715 49,302 86,581 87,723: 3,145 2,003
: : :
: : Changes in Commitments from: June 13, 2017 :
: -7,891: 2,489 7,251 -764 -9,461 -14,556 -7,736 -8,069: -155 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 38.0 17.9 49.9 39.8 94.1 95.8: 5.9 4.2
Old : 100.0: 48.3 59.8 5.5 38.7 29.0 92.5 94.3: 7.5 5.7
Other: 100.0: 22.6 34.4 8.4 65.4 54.9 96.5 97.8: 3.5 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 131 129 107 147 115 331 315:
Old : 430: 138 127 32 120 88 269 237:
Other: 283: 72 65 42 125 77 218 167:
:----------------------------------------------------------------------------------------------------
: 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 13.6 21.1 25.3 9.1 11.4 15.0 19.6
Old : 16.4 20.5 25.4 34.1 16.2 18.5 23.7 30.2
Other: 21.5 25.3 30.5 37.1 12.6 19.6 19.1 28.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 20, 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 : 46,708: 28,313 22,693 1,604 8,626 19,923 38,543 44,220: 8,165 2,488
Old : 46,708: 28,313 22,693 1,604 8,626 19,923 38,543 44,220: 8,165 2,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -38,279: -23,588 -1,183 -981 -9,716 -32,354 -34,285 -34,518: -3,994 -3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 48.6 3.4 18.5 42.7 82.5 94.7: 17.5 5.3
Old : 100.0: 60.6 48.6 3.4 18.5 42.7 82.5 94.7: 17.5 5.3
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 : 121: 69 37 13 9 8 86 51:
Old : 121: 69 37 13 9 8 86 51:
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 : 36.4 61.9 51.8 79.4 35.5 61.5 49.6 77.9
Old : 36.4 61.9 51.8 79.4 35.5 61.5 49.6 77.9
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, June 20, 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 : 571,391: 154,829 170,187 10,750 376,052 369,821 541,631 550,758: 29,760 20,633
Old : 571,391: 154,829 170,187 10,750 376,052 369,821 541,631 550,758: 29,760 20,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -86,437: -10,844 12,056 -3,282 -70,512 -83,631 -84,638 -74,857: -1,799 -11,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 29.8 1.9 65.8 64.7 94.8 96.4: 5.2 3.6
Old : 100.0: 27.1 29.8 1.9 65.8 64.7 94.8 96.4: 5.2 3.6
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 : 317: 70 60 27 115 111 194 189:
Old : 317: 70 60 27 115 111 194 189:
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 : 20.5 25.0 31.8 38.7 17.2 24.9 27.8 38.6
Old : 20.5 25.0 31.8 38.7 17.2 24.9 27.8 38.6
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, June 20, 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 : 309,074: 52,315 22,907 3,060 245,369 277,541 300,744 303,508: 8,330 5,566
Old : 309,074: 52,315 22,907 3,060 245,369 277,541 300,744 303,508: 8,330 5,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -20,789: -236 13,425 -12,711 -5,057 -20,024 -18,004 -19,310: -2,785 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.4 1.0 79.4 89.8 97.3 98.2: 2.7 1.8
Old : 100.0: 16.9 7.4 1.0 79.4 89.8 97.3 98.2: 2.7 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 : 138: 33 9 7 70 53 104 68:
Old : 138: 33 9 7 70 53 104 68:
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 : 32.5 49.7 48.5 72.4 32.1 49.6 47.7 71.7
Old : 32.5 49.7 48.5 72.4 32.1 49.6 47.7 71.7
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, June 20, 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 : 973,076: 301,118 76,474 14,544 634,331 873,071 949,993 964,089: 23,083 8,987
Old : 973,076: 301,118 76,474 14,544 634,331 873,071 949,993 964,089: 23,083 8,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -167,862: -3,893 -25,534 -8,819 -131,809 -121,026 -144,521 -155,379: -23,341 -12,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.9 1.5 65.2 89.7 97.6 99.1: 2.4 0.9
Old : 100.0: 30.9 7.9 1.5 65.2 89.7 97.6 99.1: 2.4 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 : 350: 135 38 25 135 93 279 147:
Old : 350: 135 38 25 135 93 279 147:
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 : 20.8 55.1 33.1 72.1 19.8 55.0 31.3 72.1
Old : 20.8 55.1 33.1 72.1 19.8 55.0 31.3 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017