COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 21, 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 : 146,074: 43,869 17,267 6,461 81,720 112,577 132,050 136,305: 14,024 9,769
Old : 15,753: 1,161 868 0 13,878 13,430 15,039 14,298: 714 1,455
Other: 130,321: 43,591 17,282 5,578 67,842 99,147 117,011 122,007: 13,310 8,314
: : :
: : Changes in Commitments from: June 14, 2011 :
: -5,770: -2,993 2,244 -1,892 1,610 -4,285 -3,275 -3,933: -2,495 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.8 4.4 55.9 77.1 90.4 93.3: 9.6 6.7
Old : 100.0: 7.4 5.5 0.0 88.1 85.3 95.5 90.8: 4.5 9.2
Other: 100.0: 33.4 13.3 4.3 52.1 76.1 89.8 93.6: 10.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 89 46 47 51 58 161 133:
Old : 57: 7 7 0 14 30 21 37:
Other: 209: 88 45 45 50 56 159 128:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 35.8 38.6 46.3 18.9 25.2 28.0 35.2
Old : 86.8 62.0 92.5 76.1 86.8 62.0 92.5 76.1
Other: 23.1 37.8 35.1 47.2 21.8 35.9 31.9 45.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 21, 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 : 36,696: 21,260 4,217 180 10,100 30,514 31,540 34,911: 5,156 1,785
Old : 35,069: 20,489 3,864 98 9,578 29,363 30,165 33,325: 4,904 1,744
Other: 1,627: 814 396 39 522 1,151 1,375 1,586: 252 41
: : :
: : Changes in Commitments from: June 14, 2011 :
: -166: -27 -1,464 -52 0 1,221 -79 -295: -87 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 11.5 0.5 27.5 83.2 85.9 95.1: 14.1 4.9
Old : 100.0: 58.4 11.0 0.3 27.3 83.7 86.0 95.0: 14.0 5.0
Other: 100.0: 50.0 24.3 2.4 32.1 70.7 84.5 97.5: 15.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 58 22 9 21 27 87 50:
Old : 116: 59 21 6 17 27 80 50:
Other: 27: 4 10 4 9 4 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 56.3 40.0 68.1 24.4 52.3 37.6 61.8
Old : 25.9 56.2 40.4 68.5 25.5 52.8 37.9 62.2
Other: 58.2 73.6 77.3 87.4 58.2 73.3 77.3 85.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 21, 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 : 161,630: 40,702 30,820 21,982 90,368 100,590 153,052 153,392: 8,578 8,238
Old : 69,154: 33,135 33,632 805 28,897 29,053 62,837 63,490: 6,317 5,664
Other: 92,476: 15,699 5,320 13,045 61,471 71,537 90,215 89,902: 2,261 2,574
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,446: 530 -3,039 -133 -1,522 1,293 -1,125 -1,879: -321 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.1 13.6 55.9 62.2 94.7 94.9: 5.3 5.1
Old : 100.0: 47.9 48.6 1.2 41.8 42.0 90.9 91.8: 9.1 8.2
Other: 100.0: 17.0 5.8 14.1 66.5 77.4 97.6 97.2: 2.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 58 44 36 58 48 136 110:
Old : 161: 49 48 11 44 29 100 81:
Other: 109: 34 14 16 49 42 90 67:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 34.5 46.8 50.2 21.7 23.0 30.8 32.0
Old : 34.0 34.4 46.4 49.7 34.0 33.2 46.4 48.1
Other: 42.4 38.3 63.2 56.3 24.1 25.3 35.6 37.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 21, 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 : 629,831: 199,880 57,344 38,324 318,419 475,562 556,623 571,230: 73,208 58,601
Old : 629,831: 199,880 57,344 38,324 318,419 475,562 556,623 571,230: 73,208 58,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -16,392: 16,275 -103 -9,725 -27,344 -8,496 -20,794 -18,324: 4,402 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 9.1 6.1 50.6 75.5 88.4 90.7: 11.6 9.3
Old : 100.0: 31.7 9.1 6.1 50.6 75.5 88.4 90.7: 11.6 9.3
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 : 234: 75 57 56 79 88 185 175:
Old : 234: 75 57 56 79 88 185 175:
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 : 16.6 25.8 28.4 37.4 16.1 19.7 26.0 29.8
Old : 16.6 25.8 28.4 37.4 16.1 19.7 26.0 29.8
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 21, 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 : 107,398: 24,491 14,370 9,831 66,820 76,248 101,142 100,449: 6,256 6,949
Old : 62,113: 18,665 14,884 1,024 38,280 41,579 57,969 57,487: 4,144 4,626
Other: 45,285: 12,114 5,774 2,519 28,540 34,669 43,173 42,962: 2,112 2,323
: : :
: : Changes in Commitments from: June 14, 2011 :
: 45: -4,197 3,378 -142 4,878 -5,059 539 -1,823: -494 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 13.4 9.2 62.2 71.0 94.2 93.5: 5.8 6.5
Old : 100.0: 30.1 24.0 1.6 61.6 66.9 93.3 92.6: 6.7 7.4
Other: 100.0: 26.8 12.8 5.6 63.0 76.6 95.3 94.9: 4.7 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 94 70 71 102 115 224 235:
Old : 288: 77 76 17 64 90 150 175:
Other: 216: 55 35 30 82 97 150 149:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 17.7 38.3 29.0 17.7 13.5 29.2 21.5
Old : 32.7 20.3 49.1 34.2 29.5 20.2 45.9 33.4
Other: 26.4 24.2 39.2 37.0 23.1 19.0 32.7 27.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 21, 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 : 46,279: 31,134 26,191 1,000 6,973 16,463 39,107 43,654: 7,172 2,625
Old : 46,279: 31,134 26,191 1,000 6,973 16,463 39,107 43,654: 7,172 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -7,494: -5,930 -4,902 -107 -1,581 -1,176 -7,618 -6,185: 124 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 56.6 2.2 15.1 35.6 84.5 94.3: 15.5 5.7
Old : 100.0: 67.3 56.6 2.2 15.1 35.6 84.5 94.3: 15.5 5.7
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 : 105: 48 34 5 11 12 62 49:
Old : 105: 48 34 5 11 12 62 49:
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 : 57.1 60.9 63.8 76.0 56.4 60.9 62.2 74.9
Old : 57.1 60.9 63.8 76.0 56.4 60.9 62.2 74.9
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 21, 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 : 436,525: 12,185 65,699 6,315 399,414 342,603 417,914 414,617: 18,611 21,908
Old : 436,525: 12,185 65,699 6,315 399,414 342,603 417,914 414,617: 18,611 21,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -44,677: 1,786 -11,215 1,877 -46,221 -32,474 -42,558 -41,812: -2,119 -2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 15.1 1.4 91.5 78.5 95.7 95.0: 4.3 5.0
Old : 100.0: 2.8 15.1 1.4 91.5 78.5 95.7 95.0: 4.3 5.0
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 : 255: 23 50 11 100 117 130 171:
Old : 255: 23 50 11 100 117 130 171:
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 : 41.2 16.2 56.9 27.8 37.0 15.0 50.5 24.2
Old : 41.2 16.2 56.9 27.8 37.0 15.0 50.5 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011