COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 27, 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 : 200,457: 77,201 39,660 15,721 95,902 132,236 188,824 187,617: 11,633 12,840
Old : 506: 0 0 0 497 447 497 447: 9 59
Other: 199,951: 77,201 39,660 15,721 95,405 131,789 188,327 187,170: 11,624 12,781
: : :
: : Changes in Commitments from: June 20, 2017 :
: -6,317: -8,536 4,719 1,186 2,480 -12,677 -4,870 -6,772: -1,447 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 19.8 7.8 47.8 66.0 94.2 93.6: 5.8 6.4
Old : 100.0: 0.0 0.0 0.0 98.2 88.3 98.2 88.3: 1.8 11.7
Other: 100.0: 38.6 19.8 7.9 47.7 65.9 94.2 93.6: 5.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 107 70 51 61 58 195 157:
Old : 4: 0 0 0 2 2 2 2:
Other: 262: 107 70 51 61 58 195 157:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 33.7 28.2 45.1 17.4 27.4 25.3 38.4
Old : 98.2 88.3 98.2 88.3 98.2 88.3 98.2 88.3
Other: 19.1 33.7 28.1 45.0 17.5 27.6 25.4 38.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 27, 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 : 10,829: 2,092 4,041 254 6,617 4,704 8,963 8,999: 1,866 1,830
Old : 9,552: 1,930 4,041 239 5,705 3,614 7,874 7,894: 1,678 1,658
Other: 1,277: 177 15 0 912 1,090 1,089 1,105: 188 172
: : :
: : Changes in Commitments from: June 20, 2017 :
: -899: 23 284 -150 -429 -892 -556 -758: -343 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 37.3 2.3 61.1 43.4 82.8 83.1: 17.2 16.9
Old : 100.0: 20.2 42.3 2.5 59.7 37.8 82.4 82.6: 17.6 17.4
Other: 100.0: 13.9 1.2 0.0 71.4 85.4 85.3 86.5: 14.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 20 15 7 21 11 42 32:
Old : 61: 20 15 5 21 11 42 30:
Other: 20: 6 2 0 7 6 13 8:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 41.7 43.1 61.9 23.2 41.6 37.2 59.4
Old : 29.1 43.9 42.7 63.4 27.6 43.8 40.7 63.4
Other: 60.1 85.0 78.0 86.5 60.1 82.8 78.0 84.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 27, 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 : 261,679: 56,831 95,087 36,228 146,835 115,349 239,894 246,664: 21,785 15,015
Old : 138,782: 60,323 79,927 3,883 60,046 45,473 124,252 129,283: 14,530 9,499
Other: 122,897: 20,156 38,808 8,697 86,789 69,876 115,642 117,381: 7,255 5,516
: : :
: : Changes in Commitments from: June 20, 2017 :
: 18,796: 4,292 17,491 3,531 8,960 -3,300 16,783 17,722: 2,013 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 36.3 13.8 56.1 44.1 91.7 94.3: 8.3 5.7
Old : 100.0: 43.5 57.6 2.8 43.3 32.8 89.5 93.2: 10.5 6.8
Other: 100.0: 16.4 31.6 7.1 70.6 56.9 94.1 95.5: 5.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 78 81 51 64 41 173 153:
Old : 228: 81 78 15 51 25 139 111:
Other: 147: 40 43 16 53 32 101 85:
:----------------------------------------------------------------------------------------------------
: 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 20.0 31.6 31.8 13.5 12.9 22.6 22.7
Old : 23.8 22.3 36.6 38.6 21.9 19.9 33.0 35.8
Other: 27.9 29.5 43.5 44.3 20.5 18.4 32.7 29.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 27, 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 : 821,489: 204,851 251,820 101,804 448,642 393,766 755,297 747,390: 66,192 74,099
Old : 821,489: 204,851 251,820 101,804 448,642 393,766 755,297 747,390: 66,192 74,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -10,213: 8,103 26,129 -10,210 -6,851 -25,035 -8,958 -9,116: -1,255 -1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.7 12.4 54.6 47.9 91.9 91.0: 8.1 9.0
Old : 100.0: 24.9 30.7 12.4 54.6 47.9 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 63 63 85 73 194 181:
Old : 254: 82 63 63 85 73 194 181:
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 : 14.6 18.4 23.7 29.0 9.6 12.6 16.1 21.8
Old : 14.6 18.4 23.7 29.0 9.6 12.6 16.1 21.8
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, June 27, 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 : 221,973: 55,255 86,099 43,368 111,980 84,414 210,603 213,881: 11,370 8,092
Old : 122,351: 59,327 80,168 7,253 48,085 28,891 114,665 116,312: 7,686 6,039
Other: 99,622: 23,923 33,926 8,120 63,895 55,523 95,938 97,569: 3,684 2,053
: : :
: : Changes in Commitments from: June 20, 2017 :
: 7,126: -1,438 4,376 4,918 4,860 -1,137 8,340 8,157: -1,214 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 38.8 19.5 50.4 38.0 94.9 96.4: 5.1 3.6
Old : 100.0: 48.5 65.5 5.9 39.3 23.6 93.7 95.1: 6.3 4.9
Other: 100.0: 24.0 34.1 8.2 64.1 55.7 96.3 97.9: 3.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 441: 125 134 108 148 113 333 311:
Old : 421: 138 121 21 103 80 246 217:
Other: 297: 75 72 46 126 75 223 176:
:----------------------------------------------------------------------------------------------------
: 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 13.6 22.7 25.6 9.1 11.8 15.1 20.2
Old : 17.2 21.0 27.1 36.2 17.0 19.4 25.4 33.2
Other: 21.0 26.4 29.7 38.6 13.2 18.8 20.5 28.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 27, 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 : 48,135: 27,957 22,499 3,108 9,181 19,715 40,246 45,322: 7,889 2,813
Old : 48,135: 27,957 22,499 3,108 9,181 19,715 40,246 45,322: 7,889 2,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,427: -356 -194 1,504 555 -208 1,703 1,102: -276 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 46.7 6.5 19.1 41.0 83.6 94.2: 16.4 5.8
Old : 100.0: 58.1 46.7 6.5 19.1 41.0 83.6 94.2: 16.4 5.8
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 : 128: 68 46 11 7 8 82 60:
Old : 128: 68 46 11 7 8 82 60:
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 : 36.6 59.4 53.2 71.8 35.6 59.1 49.9 69.6
Old : 36.6 59.4 53.2 71.8 35.6 59.1 49.9 69.6
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 27, 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 : 579,817: 156,468 173,063 13,030 381,254 373,011 550,752 559,104: 29,065 20,713
Old : 579,817: 156,468 173,063 13,030 381,254 373,011 550,752 559,104: 29,065 20,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 8,426: 1,639 2,876 2,280 5,202 3,190 9,121 8,346: -695 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 29.8 2.2 65.8 64.3 95.0 96.4: 5.0 3.6
Old : 100.0: 27.0 29.8 2.2 65.8 64.3 95.0 96.4: 5.0 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 : 319: 70 60 28 118 110 201 185:
Old : 319: 70 60 28 118 110 201 185:
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 : 20.3 23.7 32.3 37.4 18.3 23.7 29.0 37.3
Old : 20.3 23.7 32.3 37.4 18.3 23.7 29.0 37.3
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 27, 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 : 310,301: 41,450 24,915 11,048 249,131 268,960 301,629 304,923: 8,672 5,378
Old : 310,301: 41,450 24,915 11,048 249,131 268,960 301,629 304,923: 8,672 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,227: -10,865 2,008 7,988 3,762 -8,581 885 1,415: 342 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.0 3.6 80.3 86.7 97.2 98.3: 2.8 1.7
Old : 100.0: 13.4 8.0 3.6 80.3 86.7 97.2 98.3: 2.8 1.7
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 : 143: 35 9 7 71 55 107 70:
Old : 143: 35 9 7 71 55 107 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 : 33.8 48.1 48.7 69.9 33.4 47.6 45.9 69.1
Old : 33.8 48.1 48.7 69.9 33.4 47.6 45.9 69.1
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 27, 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 : 989,914: 273,453 74,660 28,401 663,668 875,996 965,522 979,057: 24,392 10,857
Old : 989,914: 273,453 74,660 28,401 663,668 875,996 965,522 979,057: 24,392 10,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 16,838: -27,665 -1,814 13,857 29,337 2,925 15,529 14,968: 1,309 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.5 2.9 67.0 88.5 97.5 98.9: 2.5 1.1
Old : 100.0: 27.6 7.5 2.9 67.0 88.5 97.5 98.9: 2.5 1.1
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 : 346: 130 40 24 135 93 275 147:
Old : 346: 130 40 24 135 93 275 147:
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 : 22.3 53.9 33.6 69.9 21.3 53.8 31.9 69.9
Old : 22.3 53.9 33.6 69.9 21.3 53.8 31.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017