COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 30, 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 : 241,493: 115,458 23,628 17,248 91,025 190,064 223,731 230,940: 17,762 10,553 Old : 94,220: 59,316 11,836 2,388 22,733 75,337 84,437 89,561: 9,783 4,659 Other: 147,273: 66,463 22,113 4,539 68,292 114,727 139,294 141,379: 7,979 5,894 : : : : : Changes in Commitments from: May 23, 2017 : : -4,984: -9,597 -1,477 1,609 2,542 -5,197 -5,446 -5,065: 462 81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 9.8 7.1 37.7 78.7 92.6 95.6: 7.4 4.4 Old : 100.0: 63.0 12.6 2.5 24.1 80.0 89.6 95.1: 10.4 4.9 Other: 100.0: 45.1 15.0 3.1 46.4 77.9 94.6 96.0: 5.4 4.0 : : : :# Traders : Number of Traders in Each Category : All : 288: 149 49 64 58 64 234 160: Old : 231: 114 44 16 33 47 153 101: Other: 221: 99 45 25 48 55 159 117: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 44.9 22.2 56.1 14.8 42.5 21.9 52.5 Old : 16.9 64.1 28.8 71.4 16.8 64.1 28.7 71.3 Other: 21.2 36.5 31.6 52.5 21.0 33.3 31.2 48.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 30, 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 : 12,024: 2,968 3,351 391 6,474 6,552 9,833 10,294: 2,191 1,730 Old : 11,087: 2,836 3,350 391 5,861 5,737 9,088 9,478: 1,999 1,609 Other: 937: 132 1 0 613 815 745 816: 192 121 : : : : : Changes in Commitments from: May 23, 2017 : : 250: -93 808 -10 302 -472 199 326: 51 -76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 27.9 3.3 53.8 54.5 81.8 85.6: 18.2 14.4 Old : 100.0: 25.6 30.2 3.5 52.9 51.7 82.0 85.5: 18.0 14.5 Other: 100.0: 14.1 0.1 0.0 65.4 87.0 79.5 87.1: 20.5 12.9 : : : :# Traders : Number of Traders in Each Category : All : 73: 22 20 10 27 14 52 41: Old : 73: 22 20 10 27 14 52 41: Other: 19: 6 1 0 7 5 13 6: :---------------------------------------------------------------------------------------------------- : 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 : 21.1 45.1 32.9 64.7 17.8 44.6 29.3 61.5 Old : 22.0 48.4 32.8 65.4 21.9 47.8 32.4 64.8 Other: 56.1 86.6 73.6 87.1 56.1 86.6 73.6 87.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 30, 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 : 288,943: 63,646 83,114 42,763 165,124 150,898 271,533 276,775: 17,410 12,168 Old : 190,416: 72,644 77,962 17,784 87,148 85,767 177,576 181,513: 12,840 8,903 Other: 98,527: 8,219 22,369 7,762 77,976 65,131 93,957 95,262: 4,570 3,265 : : : : : Changes in Commitments from: May 23, 2017 : : 1,598: 123 187 -726 992 2,493 389 1,954: 1,209 -356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 28.8 14.8 57.1 52.2 94.0 95.8: 6.0 4.2 Old : 100.0: 38.2 40.9 9.3 45.8 45.0 93.3 95.3: 6.7 4.7 Other: 100.0: 8.3 22.7 7.9 79.1 66.1 95.4 96.7: 4.6 3.3 : : : :# Traders : Number of Traders in Each Category : All : 252: 85 86 76 59 44 193 168: Old : 245: 91 82 57 52 36 175 146: Other: 118: 31 30 17 47 29 85 70: :---------------------------------------------------------------------------------------------------- : 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 : 20.0 20.9 32.3 30.4 13.0 11.0 21.7 19.0 Old : 21.7 18.9 34.1 31.3 15.1 14.5 26.2 26.0 Other: 31.4 35.7 51.9 52.9 25.8 25.9 38.8 37.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 30, 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 : 814,153: 218,216 169,151 103,350 423,492 459,146 745,058 731,647: 69,095 82,506 Old : 814,153: 218,216 169,151 103,350 423,492 459,146 745,058 731,647: 69,095 82,506 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 15,411: -4,100 9,755 -2,364 19,890 55 13,426 7,446: 1,985 7,965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 20.8 12.7 52.0 56.4 91.5 89.9: 8.5 10.1 Old : 100.0: 26.8 20.8 12.7 52.0 56.4 91.5 89.9: 8.5 10.1 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 : 248: 85 60 66 85 74 193 181: Old : 248: 85 60 66 85 74 193 181: 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 : 14.8 23.3 22.6 32.8 9.5 17.9 16.1 25.1 Old : 14.8 23.3 22.6 32.8 9.5 17.9 16.1 25.1 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 30, 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 : 215,278: 54,826 61,706 37,918 111,950 107,208 204,694 206,832: 10,584 8,446 Old : 145,780: 53,767 61,630 19,683 64,167 57,566 137,617 138,879: 8,163 6,901 Other: 69,498: 14,296 13,313 4,998 47,783 49,642 67,077 67,953: 2,421 1,545 : : : : : Changes in Commitments from: May 23, 2017 : : 2,176: 1,202 3,137 268 1,527 -710 2,997 2,695: -821 -519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 28.7 17.6 52.0 49.8 95.1 96.1: 4.9 3.9 Old : 100.0: 36.9 42.3 13.5 44.0 39.5 94.4 95.3: 5.6 4.7 Other: 100.0: 20.6 19.2 7.2 68.8 71.4 96.5 97.8: 3.5 2.2 : : : :# Traders : Number of Traders in Each Category : All : 428: 131 119 113 142 119 332 310: Old : 418: 128 127 77 121 99 287 269: Other: 246: 62 47 34 116 77 200 140: :---------------------------------------------------------------------------------------------------- : 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 13.9 21.8 24.4 9.2 11.3 15.8 19.6 Old : 13.8 15.9 25.0 27.6 13.1 15.6 21.2 26.0 Other: 21.6 27.0 34.3 40.5 17.4 20.3 25.4 31.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 30, 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 : 84,839: 51,405 23,700 3,177 18,191 51,901 72,773 78,778: 12,066 6,061 Old : 84,839: 51,405 23,700 3,177 18,191 51,901 72,773 78,778: 12,066 6,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -297: -3,427 192 459 -292 -3,884 -3,260 -3,233: 2,963 2,936 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 27.9 3.7 21.4 61.2 85.8 92.9: 14.2 7.1 Old : 100.0: 60.6 27.9 3.7 21.4 61.2 85.8 92.9: 14.2 7.1 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 : 149: 86 44 17 13 7 109 61: Old : 149: 86 44 17 13 7 109 61: 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 : 37.2 69.8 51.9 75.6 35.7 69.5 50.4 75.2 Old : 37.2 69.8 51.9 75.6 35.7 69.5 50.4 75.2 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, May 30, 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 : 572,884: 120,482 193,512 12,761 410,406 341,782 543,649 548,055: 29,235 24,829 Old : 572,884: 120,482 193,512 12,761 410,406 341,782 543,649 548,055: 29,235 24,829 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 4,123: -4,319 -3,790 1,337 6,376 5,947 3,394 3,494: 729 629 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 33.8 2.2 71.6 59.7 94.9 95.7: 5.1 4.3 Old : 100.0: 21.0 33.8 2.2 71.6 59.7 94.9 95.7: 5.1 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 : 324: 71 60 23 120 115 202 187: Old : 324: 71 60 23 120 115 202 187: 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 : 20.7 26.3 31.8 40.4 19.1 26.3 29.9 40.2 Old : 20.7 26.3 31.8 40.4 19.1 26.3 29.9 40.2 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 30, 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 : 309,661: 55,936 8,329 2,522 242,171 293,302 300,629 304,153: 9,032 5,508 Old : 309,661: 55,936 8,329 2,522 242,171 293,302 300,629 304,153: 9,032 5,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 11,471: -437 1,375 79 11,374 9,002 11,016 10,456: 455 1,015 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 2.7 0.8 78.2 94.7 97.1 98.2: 2.9 1.8 Old : 100.0: 18.1 2.7 0.8 78.2 94.7 97.1 98.2: 2.9 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 : 147: 39 8 7 74 56 113 71: Old : 147: 39 8 7 74 56 113 71: 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 : 33.0 50.5 47.7 70.9 32.2 50.5 45.8 69.8 Old : 33.0 50.5 47.7 70.9 32.2 50.5 45.8 69.8 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 30, 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 : 972,582: 288,372 101,506 12,255 646,362 850,862 946,989 964,623: 25,593 7,959 Old : 972,582: 288,372 101,506 12,255 646,362 850,862 946,989 964,623: 25,593 7,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 22,154: 4,388 4,201 1 19,845 13,783 24,234 17,985: -2,080 4,169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 10.4 1.3 66.5 87.5 97.4 99.2: 2.6 0.8 Old : 100.0: 29.7 10.4 1.3 66.5 87.5 97.4 99.2: 2.6 0.8 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 : 353: 133 42 26 142 93 287 149: Old : 353: 133 42 26 142 93 287 149: 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 : 20.1 51.4 32.8 69.2 18.9 50.6 30.8 68.3 Old : 20.1 51.4 32.8 69.2 18.9 50.6 30.8 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017