COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 16, 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 : 264,211: 136,728 26,709 22,984 86,746 202,044 246,458 251,737: 17,753 12,474 Old : 128,234: 88,310 22,022 2,057 27,006 97,839 117,373 121,918: 10,861 6,316 Other: 135,977: 66,141 22,410 3,204 59,740 104,205 129,085 129,819: 6,892 6,158 : : : : : Changes in Commitments from: May 9, 2017 : : 6,387: 7,124 1,041 -879 327 8,781 6,572 8,943: -185 -2,556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 10.1 8.7 32.8 76.5 93.3 95.3: 6.7 4.7 Old : 100.0: 68.9 17.2 1.6 21.1 76.3 91.5 95.1: 8.5 4.9 Other: 100.0: 48.6 16.5 2.4 43.9 76.6 94.9 95.5: 5.1 4.5 : : : :# Traders : Number of Traders in Each Category : All : 313: 154 65 60 59 65 243 169: Old : 269: 126 65 12 31 51 162 123: Other: 224: 95 46 17 52 58 156 115: :---------------------------------------------------------------------------------------------------- : 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 : 12.8 43.0 20.1 53.7 12.8 40.8 20.0 51.0 Old : 14.0 56.9 24.8 65.5 14.0 56.9 24.8 65.2 Other: 19.8 35.0 30.8 50.2 19.6 32.3 30.5 47.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 16, 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 : 11,049: 3,216 1,803 321 5,578 7,370 9,115 9,494: 1,934 1,555 Old : 10,430: 3,135 1,802 321 5,165 6,790 8,621 8,913: 1,809 1,517 Other: 619: 81 1 0 413 580 494 581: 125 38 : : : : : Changes in Commitments from: May 9, 2017 : : 431: 159 325 22 169 -37 350 310: 81 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 16.3 2.9 50.5 66.7 82.5 85.9: 17.5 14.1 Old : 100.0: 30.1 17.3 3.1 49.5 65.1 82.7 85.5: 17.3 14.5 Other: 100.0: 13.1 0.2 0.0 66.7 93.7 79.8 93.9: 20.2 6.1 : : : :# Traders : Number of Traders in Each Category : All : 62: 22 11 9 23 12 48 30: Old : 62: 22 11 9 23 12 48 30: Other: 16: 5 1 0 6 4 11 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 : 23.1 53.6 36.7 72.0 20.7 52.7 32.6 66.5 Old : 23.6 56.8 37.5 71.7 22.3 55.8 35.9 69.3 Other: 63.2 93.7 76.3 93.9 63.2 93.7 76.3 93.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 16, 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 : 292,663: 66,758 92,434 48,276 160,248 140,152 275,282 280,862: 17,381 11,801 Old : 201,116: 74,486 87,695 23,923 89,399 80,692 187,808 192,310: 13,308 8,806 Other: 91,547: 9,191 21,658 7,434 70,849 59,460 87,474 88,552: 4,073 2,995 : : : : : Changes in Commitments from: May 9, 2017 : : -10,309: -6,704 -11,775 529 -2,495 699 -8,670 -10,547: -1,639 238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 31.6 16.5 54.8 47.9 94.1 96.0: 5.9 4.0 Old : 100.0: 37.0 43.6 11.9 44.5 40.1 93.4 95.6: 6.6 4.4 Other: 100.0: 10.0 23.7 8.1 77.4 65.0 95.6 96.7: 4.4 3.3 : : : :# Traders : Number of Traders in Each Category : All : 254: 85 81 69 60 45 190 166: Old : 248: 93 81 47 54 39 172 145: Other: 121: 34 29 13 48 27 84 69: :---------------------------------------------------------------------------------------------------- : 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 21.0 32.3 30.4 13.5 12.0 21.9 20.2 Old : 20.8 18.3 32.5 30.8 14.7 13.9 24.0 25.8 Other: 32.9 33.3 53.4 51.3 27.3 22.8 40.4 35.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 16, 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 : 792,922: 220,319 176,987 111,307 393,514 430,364 725,140 718,658: 67,782 74,264 Old : 792,922: 220,319 176,987 111,307 393,514 430,364 725,140 718,658: 67,782 74,264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 15,014: -3,463 8,153 9,087 6,446 -1,201 12,070 16,039: 2,944 -1,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 22.3 14.0 49.6 54.3 91.5 90.6: 8.5 9.4 Old : 100.0: 27.8 22.3 14.0 49.6 54.3 91.5 90.6: 8.5 9.4 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 : 246: 83 57 76 82 72 195 183: Old : 246: 83 57 76 82 72 195 183: 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 : 13.3 21.8 21.4 32.0 9.9 18.2 17.0 26.8 Old : 13.3 21.8 21.4 32.0 9.9 18.2 17.0 26.8 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 16, 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 : 211,577: 52,578 54,791 39,204 109,294 108,353 201,076 202,348: 10,501 9,229 Old : 146,173: 49,285 56,433 21,287 67,246 60,326 137,818 138,046: 8,355 8,127 Other: 65,404: 14,898 9,963 6,312 42,048 48,027 63,258 64,302: 2,146 1,102 : : : : : Changes in Commitments from: May 9, 2017 : : 3,754: -503 602 3,823 -152 -881 3,168 3,544: 586 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 25.9 18.5 51.7 51.2 95.0 95.6: 5.0 4.4 Old : 100.0: 33.7 38.6 14.6 46.0 41.3 94.3 94.4: 5.7 5.6 Other: 100.0: 22.8 15.2 9.7 64.3 73.4 96.7 98.3: 3.3 1.7 : : : :# Traders : Number of Traders in Each Category : All : 409: 117 121 105 141 117 321 294: Old : 401: 118 125 71 131 96 289 254: Other: 234: 61 41 32 110 73 189 131: :---------------------------------------------------------------------------------------------------- : 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 14.0 21.9 24.9 9.2 11.5 15.9 20.1 Old : 14.1 16.2 24.7 28.8 12.9 15.9 21.3 26.2 Other: 22.0 27.0 36.2 40.8 17.6 20.0 25.9 32.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 16, 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 : 78,050: 51,495 17,220 2,382 15,403 55,803 69,280 75,405: 8,770 2,645 Old : 78,050: 51,495 17,220 2,382 15,403 55,803 69,280 75,405: 8,770 2,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 3,246: 2,777 4,251 -261 1,582 13 4,098 4,003: -852 -757 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 22.1 3.1 19.7 71.5 88.8 96.6: 11.2 3.4 Old : 100.0: 66.0 22.1 3.1 19.7 71.5 88.8 96.6: 11.2 3.4 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 : 145: 84 40 18 13 8 109 58: Old : 145: 84 40 18 13 8 109 58: 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 : 29.8 79.2 48.6 83.4 28.3 78.6 47.0 82.4 Old : 29.8 79.2 48.6 83.4 28.3 78.6 47.0 82.4 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 16, 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 : 574,376: 139,424 183,363 13,241 390,068 354,269 542,733 550,873: 31,643 23,503 Old : 574,376: 139,424 183,363 13,241 390,068 354,269 542,733 550,873: 31,643 23,503 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -4,839: -4,932 -1,092 610 -736 -6,748 -5,058 -7,230: 219 2,391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 31.9 2.3 67.9 61.7 94.5 95.9: 5.5 4.1 Old : 100.0: 24.3 31.9 2.3 67.9 61.7 94.5 95.9: 5.5 4.1 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 : 329: 82 54 31 120 116 214 189: Old : 329: 82 54 31 120 116 214 189: 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 : 21.4 27.4 32.4 41.1 20.0 27.4 30.4 41.0 Old : 21.4 27.4 32.4 41.1 20.0 27.4 30.4 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 16, 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 : 297,056: 54,877 8,408 2,582 231,211 281,183 288,670 292,173: 8,386 4,883 Old : 297,056: 54,877 8,408 2,582 231,211 281,183 288,670 292,173: 8,386 4,883 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 4,158: 772 1,675 -372 4,605 2,180 5,005 3,483: -847 675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 2.8 0.9 77.8 94.7 97.2 98.4: 2.8 1.6 Old : 100.0: 18.5 2.8 0.9 77.8 94.7 97.2 98.4: 2.8 1.6 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 : 147: 38 8 7 73 55 111 70: Old : 147: 38 8 7 73 55 111 70: 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 : 33.4 51.7 46.7 72.4 32.3 51.7 45.3 71.8 Old : 33.4 51.7 46.7 72.4 32.3 51.7 45.3 71.8 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 16, 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 : 957,928: 289,966 105,000 12,580 627,808 833,328 930,354 950,908: 27,574 7,020 Old : 957,928: 289,966 105,000 12,580 627,808 833,328 930,354 950,908: 27,574 7,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 14,966: 5,741 4,006 42 9,311 14,182 15,094 18,230: -128 -3,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 11.0 1.3 65.5 87.0 97.1 99.3: 2.9 0.7 Old : 100.0: 30.3 11.0 1.3 65.5 87.0 97.1 99.3: 2.9 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 : 353: 133 48 28 135 88 281 151: Old : 353: 133 48 28 135 88 281 151: 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 : 20.4 51.3 34.0 69.3 19.5 51.3 32.1 69.3 Old : 20.4 51.3 34.0 69.3 19.5 51.3 32.1 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017