COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 28, 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 : 135,984: 44,250 18,912 5,267 74,146 102,178 123,663 126,357: 12,321 9,627
Old : 1,829: 0 225 0 1,813 1,028 1,813 1,253: 16 576
Other: 134,155: 44,295 18,732 5,222 72,333 101,150 121,850 125,104: 12,305 9,051
: : :
: : Changes in Commitments from: June 21, 2011 :
: -10,090: 381 1,645 -1,194 -7,574 -10,399 -8,387 -9,948: -1,703 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.9 3.9 54.5 75.1 90.9 92.9: 9.1 7.1
Old : 100.0: 0.0 12.3 0.0 99.1 56.2 99.1 68.5: 0.9 31.5
Other: 100.0: 33.0 14.0 3.9 53.9 75.4 90.8 93.3: 9.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 87 51 51 50 55 160 138:
Old : 10: 0 3 0 1 6 1 9:
Other: 212: 87 50 50 50 55 160 136:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 34.3 35.1 44.5 20.6 30.1 30.4 40.1
Old : 99.1 62.3 99.1 68.2 99.1 62.3 99.1 68.2
Other: 22.3 34.6 34.3 44.5 21.0 31.8 30.9 41.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 28, 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 : 36,761: 20,961 3,871 179 10,686 31,317 31,826 35,367: 4,935 1,394
Old : 35,062: 20,320 3,483 90 10,087 30,131 30,497 33,704: 4,565 1,358
Other: 1,699: 691 438 39 599 1,186 1,329 1,663: 370 36
: : :
: : Changes in Commitments from: June 21, 2011 :
: 65: -299 -346 -1 586 803 286 456: -221 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 10.5 0.5 29.1 85.2 86.6 96.2: 13.4 3.8
Old : 100.0: 58.0 9.9 0.3 28.8 85.9 87.0 96.1: 13.0 3.9
Other: 100.0: 40.7 25.8 2.3 35.3 69.8 78.2 97.9: 21.8 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 57 20 8 22 28 87 48:
Old : 115: 58 19 3 20 28 81 47:
Other: 28: 4 11 3 10 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 : 25.4 58.6 40.3 70.2 25.4 53.0 38.4 63.4
Old : 26.5 58.6 40.8 70.8 26.5 53.6 38.7 64.0
Other: 59.8 71.9 72.1 87.0 59.8 71.6 72.1 85.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 28, 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 : 161,999: 41,871 27,519 21,570 89,898 104,692 153,339 153,781: 8,660 8,218
Old : 67,615: 33,794 31,859 764 26,915 29,090 61,473 61,713: 6,142 5,902
Other: 94,384: 16,459 4,042 12,424 62,983 75,602 91,866 92,068: 2,518 2,316
: : :
: : Changes in Commitments from: June 21, 2011 :
: 369: 1,169 -3,301 -412 -470 4,102 287 389: 82 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.0 13.3 55.5 64.6 94.7 94.9: 5.3 5.1
Old : 100.0: 50.0 47.1 1.1 39.8 43.0 90.9 91.3: 9.1 8.7
Other: 100.0: 17.4 4.3 13.2 66.7 80.1 97.3 97.5: 2.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 57 38 35 56 47 132 102:
Old : 146: 46 41 11 40 30 92 76:
Other: 106: 33 12 14 49 42 87 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 : 29.6 35.4 46.2 52.1 20.6 23.7 30.0 32.8
Old : 33.2 37.2 45.9 51.5 33.2 36.3 45.9 50.1
Other: 41.5 38.9 62.6 56.7 23.1 26.0 34.9 37.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 28, 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 : 618,878: 199,133 60,984 41,691 300,396 461,589 541,220 564,264: 77,658 54,614
Old : 618,878: 199,133 60,984 41,691 300,396 461,589 541,220 564,264: 77,658 54,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -10,953: -747 3,640 3,367 -18,023 -13,973 -15,403 -6,966: 4,450 -3,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 9.9 6.7 48.5 74.6 87.5 91.2: 12.5 8.8
Old : 100.0: 32.2 9.9 6.7 48.5 74.6 87.5 91.2: 12.5 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: 73 64 51 76 89 179 176:
Old : 240: 73 64 51 76 89 179 176:
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 : 17.3 25.2 28.6 37.1 16.7 19.7 26.4 29.4
Old : 17.3 25.2 28.6 37.1 16.7 19.7 26.4 29.4
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 28, 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 : 106,103: 25,139 16,328 8,609 66,146 74,479 99,894 99,416: 6,209 6,687
Old : 56,768: 17,044 14,756 986 34,633 36,602 52,663 52,344: 4,105 4,424
Other: 49,335: 12,148 5,625 3,570 31,513 37,877 47,231 47,072: 2,104 2,263
: : :
: : Changes in Commitments from: June 21, 2011 :
: -1,295: 648 1,958 -1,222 -674 -1,769 -1,248 -1,033: -47 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 15.4 8.1 62.3 70.2 94.1 93.7: 5.9 6.3
Old : 100.0: 30.0 26.0 1.7 61.0 64.5 92.8 92.2: 7.2 7.8
Other: 100.0: 24.6 11.4 7.2 63.9 76.8 95.7 95.4: 4.3 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 100 70 71 108 115 235 234:
Old : 293: 81 78 14 70 84 158 169:
Other: 217: 60 31 37 84 98 160 151:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 18.3 37.4 29.8 18.0 13.4 30.0 22.1
Old : 32.6 21.1 50.1 35.1 31.5 21.1 46.7 33.9
Other: 26.0 23.0 38.9 36.5 23.1 17.4 31.0 25.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 28, 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 : 50,419: 35,543 22,811 611 6,832 24,367 42,986 47,789: 7,433 2,630
Old : 50,419: 35,543 22,811 611 6,832 24,367 42,986 47,789: 7,433 2,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 4,140: 4,409 -3,380 -389 -141 7,904 3,879 4,135: 261 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 45.2 1.2 13.6 48.3 85.3 94.8: 14.7 5.2
Old : 100.0: 70.5 45.2 1.2 13.6 48.3 85.3 94.8: 14.7 5.2
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 : 102: 49 30 5 10 13 62 46:
Old : 102: 49 30 5 10 13 62 46:
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 : 61.8 53.0 67.7 70.6 61.8 53.0 66.6 70.6
Old : 61.8 53.0 67.7 70.6 61.8 53.0 66.6 70.6
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 28, 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 : 435,536: 9,269 65,425 5,003 397,197 338,930 411,469 409,358: 24,067 26,178
Old : 435,536: 9,269 65,425 5,003 397,197 338,930 411,469 409,358: 24,067 26,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -989: -2,916 -274 -1,312 -2,217 -3,673 -6,445 -5,259: 5,456 4,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 15.0 1.1 91.2 77.8 94.5 94.0: 5.5 6.0
Old : 100.0: 2.1 15.0 1.1 91.2 77.8 94.5 94.0: 5.5 6.0
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: 18 55 10 101 115 127 172:
Old : 255: 18 55 10 101 115 127 172:
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 : 41.6 16.2 56.9 27.3 38.8 15.3 51.6 24.4
Old : 41.6 16.2 56.9 27.3 38.8 15.3 51.6 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011