COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 151,844: 46,862 15,023 8,353 80,110 116,862 135,325 140,238: 16,519 11,606 Old : 29,201: 7,384 2,511 143 18,689 22,608 26,216 25,262: 2,985 3,939 Other: 122,643: 41,833 14,867 5,855 61,421 94,254 109,109 114,976: 13,534 7,667 : : : : : Changes in Commitments from: June 7, 2011 : : -7,456: 2,858 -1,776 -3,762 -3,648 -1,654 -4,552 -7,192: -2,904 -264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 9.9 5.5 52.8 77.0 89.1 92.4: 10.9 7.6 Old : 100.0: 25.3 8.6 0.5 64.0 77.4 89.8 86.5: 10.2 13.5 Other: 100.0: 34.1 12.1 4.8 50.1 76.9 89.0 93.7: 11.0 6.3 : : : :# Traders : Number of Traders in Each Category : All : 209: 92 44 47 49 56 162 128: Old : 98: 26 18 2 22 33 49 52: Other: 198: 86 41 43 48 53 155 118: :---------------------------------------------------------------------------------------------------- : 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 : 24.3 35.7 35.7 46.3 18.2 27.2 26.5 37.3 Old : 50.8 51.6 64.3 62.7 50.8 51.6 64.3 62.0 Other: 22.9 38.3 34.3 47.7 21.7 36.4 32.0 45.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 36,862: 21,287 5,681 232 10,100 29,293 31,619 35,206: 5,243 1,656 Old : 35,671: 20,816 5,326 186 9,652 28,512 30,654 34,024: 5,017 1,647 Other: 1,191: 487 371 30 448 781 965 1,182: 226 9 : : : : : Changes in Commitments from: June 7, 2011 : : 679: -787 370 -15 1,019 7 217 362: 462 317 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 15.4 0.6 27.4 79.5 85.8 95.5: 14.2 4.5 Old : 100.0: 58.4 14.9 0.5 27.1 79.9 85.9 95.4: 14.1 4.6 Other: 100.0: 40.9 31.2 2.5 37.6 65.6 81.0 99.2: 19.0 0.8 : : : :# Traders : Number of Traders in Each Category : All : 120: 59 25 9 20 27 88 52: Old : 120: 60 24 6 18 27 83 52: Other: 26: 4 11 3 9 3 16 14: :---------------------------------------------------------------------------------------------------- : 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 : 25.3 55.5 40.1 67.6 25.3 50.9 38.6 62.8 Old : 25.9 55.7 40.5 68.1 25.8 51.5 38.9 63.4 Other: 55.3 73.8 72.5 90.5 55.3 70.9 71.9 86.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 163,076: 40,172 33,859 22,115 91,890 99,297 154,177 155,271: 8,899 7,805 Old : 73,689: 33,267 33,490 2,543 30,957 32,201 66,767 68,234: 6,922 5,455 Other: 89,387: 13,464 6,928 13,013 60,933 67,096 87,410 87,037: 1,977 2,350 : : : : : Changes in Commitments from: June 7, 2011 : : -285: 2,757 1,249 3,310 -6,895 -5,624 -828 -1,065: 543 780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 20.8 13.6 56.3 60.9 94.5 95.2: 5.5 4.8 Old : 100.0: 45.1 45.4 3.5 42.0 43.7 90.6 92.6: 9.4 7.4 Other: 100.0: 15.1 7.8 14.6 68.2 75.1 97.8 97.4: 2.2 2.6 : : : :# Traders : Number of Traders in Each Category : All : 181: 62 50 36 62 46 145 112: Old : 171: 55 50 18 49 33 115 91: Other: 105: 30 16 12 49 40 83 65: :---------------------------------------------------------------------------------------------------- : 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 : 30.3 34.6 45.8 49.3 21.5 22.3 30.5 31.2 Old : 32.0 32.0 43.8 48.9 32.0 31.3 43.8 47.5 Other: 43.4 37.8 65.0 56.2 24.7 24.1 35.3 36.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 646,223: 183,605 57,447 48,049 345,763 484,058 577,417 589,554: 68,806 56,669 Old : 646,223: 183,605 57,447 48,049 345,763 484,058 577,417 589,554: 68,806 56,669 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 11,263: 15,537 2,119 -211 1,085 15,632 16,411 17,540: -5,148 -6,277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 8.9 7.4 53.5 74.9 89.4 91.2: 10.6 8.8 Old : 100.0: 28.4 8.9 7.4 53.5 74.9 89.4 91.2: 10.6 8.8 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 : 240: 83 58 78 77 81 204 177: Old : 240: 83 58 78 77 81 204 177: 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 : 17.0 24.7 28.4 38.3 14.6 16.9 23.5 28.3 Old : 17.0 24.7 28.4 38.3 14.6 16.9 23.5 28.3 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 14, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 107,353: 28,688 10,992 9,973 61,942 81,307 100,603 102,272: 6,750 5,081 Old : 66,694: 22,277 11,407 2,667 36,669 49,232 61,613 63,306: 5,081 3,388 Other: 40,659: 11,343 4,517 2,374 25,273 32,075 38,990 38,966: 1,669 1,693 : : : : : Changes in Commitments from: June 7, 2011 : : -5,293: 605 -1,507 -3,682 -1,457 1,490 -4,534 -3,699: -759 -1,594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 10.2 9.3 57.7 75.7 93.7 95.3: 6.3 4.7 Old : 100.0: 33.4 17.1 4.0 55.0 73.8 92.4 94.9: 7.6 5.1 Other: 100.0: 27.9 11.1 5.8 62.2 78.9 95.9 95.8: 4.1 4.2 : : : :# Traders : Number of Traders in Each Category : All : 301: 106 55 70 95 113 233 217: Old : 283: 92 62 31 66 96 174 178: Other: 204: 59 29 29 73 89 145 134: :---------------------------------------------------------------------------------------------------- : 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 18.3 34.2 31.1 18.1 15.4 29.1 24.7 Old : 25.4 22.6 41.2 35.8 25.1 22.6 38.8 35.6 Other: 26.8 24.1 38.4 35.6 24.3 18.8 33.1 28.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 53,773: 37,064 31,093 1,107 8,554 17,639 46,725 49,839: 7,048 3,934 Old : 53,773: 37,064 31,093 1,107 8,554 17,639 46,725 49,839: 7,048 3,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -9,052: 3,043 -844 -2,127 -9,945 -5,977 -9,029 -8,948: -23 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 57.8 2.1 15.9 32.8 86.9 92.7: 13.1 7.3 Old : 100.0: 68.9 57.8 2.1 15.9 32.8 86.9 92.7: 13.1 7.3 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 : 102: 46 35 7 10 12 59 52: Old : 102: 46 35 7 10 12 59 52: 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 : 58.7 54.5 70.2 71.4 58.2 54.5 69.0 70.7 Old : 58.7 54.5 70.2 71.4 58.2 54.5 69.0 70.7 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 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 481,202: 10,399 76,914 4,438 445,635 375,077 460,472 456,429: 20,730 24,773 Old : 481,202: 10,399 76,914 4,438 445,635 375,077 460,472 456,429: 20,730 24,773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 49,901: -476 -6,803 2,384 44,692 49,776 46,600 45,357: 3,301 4,544 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 16.0 0.9 92.6 77.9 95.7 94.9: 4.3 5.1 Old : 100.0: 2.2 16.0 0.9 92.6 77.9 95.7 94.9: 4.3 5.1 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 : 267: 25 58 14 106 123 140 186: Old : 267: 25 58 14 106 123 140 186: 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 : 42.7 18.7 58.7 27.9 35.1 13.4 48.1 21.4 Old : 42.7 18.7 58.7 27.9 35.1 13.4 48.1 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011