COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 06, 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 : 234,798: 108,710 23,118 17,580 92,700 184,276 218,990 224,974: 15,808 9,824
Old : 73,794: 47,617 10,427 1,456 17,823 58,278 66,896 70,161: 6,898 3,633
Other: 161,004: 70,806 22,404 6,411 74,877 125,998 152,094 154,813: 8,910 6,191
: : :
: : Changes in Commitments from: May 30, 2017 :
: -6,695: -6,748 -510 332 1,675 -5,788 -4,741 -5,966: -1,954 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 9.8 7.5 39.5 78.5 93.3 95.8: 6.7 4.2
Old : 100.0: 64.5 14.1 2.0 24.2 79.0 90.7 95.1: 9.3 4.9
Other: 100.0: 44.0 13.9 4.0 46.5 78.3 94.5 96.2: 5.5 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 139 53 61 59 63 226 158:
Old : 206: 96 41 11 35 41 135 89:
Other: 229: 105 46 31 49 56 165 125:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 43.4 23.3 54.8 15.3 40.5 22.4 50.6
Old : 16.7 61.4 27.5 68.4 16.7 61.4 27.4 68.4
Other: 21.9 38.6 31.8 53.4 21.9 34.8 30.9 49.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 06, 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 : 12,320: 2,569 3,941 639 7,074 5,878 10,282 10,458: 2,038 1,862
Old : 11,332: 2,427 3,940 638 6,377 5,008 9,442 9,586: 1,890 1,746
Other: 988: 143 2 0 697 870 840 872: 148 116
: : :
: : Changes in Commitments from: May 30, 2017 :
: 296: -399 590 248 600 -674 449 164: -153 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.0 5.2 57.4 47.7 83.5 84.9: 16.5 15.1
Old : 100.0: 21.4 34.8 5.6 56.3 44.2 83.3 84.6: 16.7 15.4
Other: 100.0: 14.5 0.2 0.0 70.5 88.1 85.0 88.3: 15.0 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 21 19 14 28 17 52 47:
Old : 72: 21 19 14 26 16 50 46:
Other: 20: 5 2 0 9 5 14 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 : 21.3 40.3 34.7 58.8 17.4 40.2 29.2 56.1
Old : 22.3 43.2 34.0 60.7 21.4 43.2 32.7 60.7
Other: 56.5 88.0 76.9 88.3 56.5 87.1 76.9 87.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 06, 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 : 271,462: 58,530 79,337 41,395 153,026 136,423 252,951 257,155: 18,511 14,307
Old : 164,459: 66,398 72,782 12,367 72,502 68,721 151,267 153,870: 13,192 10,589
Other: 107,003: 12,803 27,226 8,357 80,524 67,702 101,684 103,285: 5,319 3,718
: : :
: : Changes in Commitments from: May 30, 2017 :
: -17,481: -5,116 -3,777 -1,368 -12,098 -14,475 -18,582 -19,620: 1,101 2,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 29.2 15.2 56.4 50.3 93.2 94.7: 6.8 5.3
Old : 100.0: 40.4 44.3 7.5 44.1 41.8 92.0 93.6: 8.0 6.4
Other: 100.0: 12.0 25.4 7.8 75.3 63.3 95.0 96.5: 5.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 78 73 64 60 41 183 147:
Old : 225: 86 68 40 53 33 162 123:
Other: 126: 38 31 17 48 28 93 71:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 22.7 29.9 33.0 13.6 15.4 22.5 23.7
Old : 19.6 23.5 32.5 36.1 19.2 20.6 30.5 32.9
Other: 29.1 35.8 48.8 52.8 24.0 26.6 36.1 37.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 06, 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 : 842,105: 220,973 198,851 124,053 431,086 441,448 776,112 764,352: 65,993 77,753
Old : 842,105: 220,973 198,851 124,053 431,086 441,448 776,112 764,352: 65,993 77,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 27,952: 2,757 29,700 20,703 7,594 -17,698 31,054 32,705: -3,102 -4,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 23.6 14.7 51.2 52.4 92.2 90.8: 7.8 9.2
Old : 100.0: 26.2 23.6 14.7 51.2 52.4 92.2 90.8: 7.8 9.2
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 : 255: 86 62 76 87 73 205 187:
Old : 255: 86 62 76 87 73 205 187:
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 : 14.2 21.4 22.4 31.2 9.0 15.5 15.4 23.1
Old : 14.2 21.4 22.4 31.2 9.0 15.5 15.4 23.1
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, June 06, 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 : 224,297: 56,498 69,672 43,264 112,657 102,416 212,419 215,352: 11,878 8,945
Old : 149,944: 56,075 66,732 23,020 61,472 52,691 140,567 142,443: 9,377 7,501
Other: 74,353: 15,262 17,779 5,405 51,185 49,725 71,852 72,909: 2,501 1,444
: : :
: : Changes in Commitments from: May 30, 2017 :
: 9,019: 1,672 7,966 5,346 707 -4,792 7,725 8,520: 1,294 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 31.1 19.3 50.2 45.7 94.7 96.0: 5.3 4.0
Old : 100.0: 37.4 44.5 15.4 41.0 35.1 93.7 95.0: 6.3 5.0
Other: 100.0: 20.5 23.9 7.3 68.8 66.9 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 127 136 118 140 116 326 325:
Old : 426: 126 139 81 121 96 284 283:
Other: 255: 58 58 37 118 76 204 148:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 12.4 21.0 23.0 8.7 10.4 15.6 18.7
Old : 14.1 16.2 25.0 28.2 12.6 15.0 21.3 25.7
Other: 19.4 25.6 31.2 38.9 16.4 19.0 23.7 30.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 06, 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 : 87,243: 53,866 25,644 2,941 18,169 52,441 74,976 81,026: 12,267 6,217
Old : 87,243: 53,866 25,644 2,941 18,169 52,441 74,976 81,026: 12,267 6,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 2,404: 2,461 1,944 -236 -22 540 2,203 2,248: 201 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 29.4 3.4 20.8 60.1 85.9 92.9: 14.1 7.1
Old : 100.0: 61.7 29.4 3.4 20.8 60.1 85.9 92.9: 14.1 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 : 139: 71 50 17 13 7 96 64:
Old : 139: 71 50 17 13 7 96 64:
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 : 38.6 69.7 54.0 75.4 37.2 69.4 52.5 75.0
Old : 38.6 69.7 54.0 75.4 37.2 69.4 52.5 75.0
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 06, 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 : 571,114: 140,555 176,231 12,508 387,333 358,359 540,396 547,098: 30,718 24,016
Old : 571,114: 140,555 176,231 12,508 387,333 358,359 540,396 547,098: 30,718 24,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -1,770: 20,073 -17,281 -253 -23,073 16,577 -3,253 -957: 1,483 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 30.9 2.2 67.8 62.7 94.6 95.8: 5.4 4.2
Old : 100.0: 24.6 30.9 2.2 67.8 62.7 94.6 95.8: 5.4 4.2
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: 77 58 24 124 117 210 190:
Old : 330: 77 58 24 124 117 210 190:
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 : 19.2 28.3 30.4 42.1 17.7 28.3 28.8 41.9
Old : 19.2 28.3 30.4 42.1 17.7 28.3 28.8 41.9
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 06, 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 : 306,466: 55,172 8,722 2,946 238,710 289,113 296,828 300,781: 9,638 5,685
Old : 306,466: 55,172 8,722 2,946 238,710 289,113 296,828 300,781: 9,638 5,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: -3,195: -764 393 424 -3,461 -4,189 -3,801 -3,372: 606 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 2.8 1.0 77.9 94.3 96.9 98.1: 3.1 1.9
Old : 100.0: 18.0 2.8 1.0 77.9 94.3 96.9 98.1: 3.1 1.9
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 : 143: 35 9 7 76 54 112 69:
Old : 143: 35 9 7 76 54 112 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 : 31.6 51.1 45.1 71.3 30.7 50.5 42.6 69.6
Old : 31.6 51.1 45.1 71.3 30.7 50.5 42.6 69.6
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, June 06, 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 : 986,884: 292,969 96,690 16,430 654,742 867,882 964,141 981,002: 22,743 5,882
Old : 986,884: 292,969 96,690 16,430 654,742 867,882 964,141 981,002: 22,743 5,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 14,302: 4,597 -4,816 4,175 8,380 17,020 17,152 16,379: -2,850 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.8 1.7 66.3 87.9 97.7 99.4: 2.3 0.6
Old : 100.0: 29.7 9.8 1.7 66.3 87.9 97.7 99.4: 2.3 0.6
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 : 362: 143 38 30 146 91 302 147:
Old : 362: 143 38 30 146 91 302 147:
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 : 19.1 51.8 31.0 69.4 18.0 50.6 29.2 68.2
Old : 19.1 51.8 31.0 69.4 18.0 50.6 29.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017