COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 12, 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 : 137,983: 46,012 20,329 5,140 74,516 102,641 125,668 128,110: 12,315 9,873
Old : 134,331: 44,823 20,560 4,787 73,060 99,362 122,670 124,709: 11,661 9,622
Other: 3,652: 1,542 122 0 1,456 3,279 2,998 3,401: 654 251
: : :
: : Changes in Commitments from: July 5, 2011 :
: -1,014: -4 656 -314 -1,469 -1,167 -1,787 -825: 773 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 14.7 3.7 54.0 74.4 91.1 92.8: 8.9 7.2
Old : 100.0: 33.4 15.3 3.6 54.4 74.0 91.3 92.8: 8.7 7.2
Other: 100.0: 42.2 3.3 0.0 39.9 89.8 82.1 93.1: 17.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 85 57 53 52 61 169 146:
Old : 225: 85 59 51 50 60 165 145:
Other: 45: 7 5 0 15 22 22 27:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 30.6 35.8 42.3 19.8 26.4 29.2 37.0
Old : 22.4 30.9 36.3 42.8 20.3 27.1 29.6 37.9
Other: 45.7 52.2 64.0 72.8 43.1 50.1 58.4 68.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 12, 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 : 34,216: 21,026 3,785 243 8,253 28,923 29,522 32,951: 4,694 1,265
Old : 32,341: 20,350 3,300 151 7,574 27,699 28,075 31,150: 4,266 1,191
Other: 1,875: 726 535 42 679 1,224 1,447 1,801: 428 74
: : :
: : Changes in Commitments from: July 5, 2011 :
: -336: -202 -103 43 -270 -407 -429 -467: 93 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 11.1 0.7 24.1 84.5 86.3 96.3: 13.7 3.7
Old : 100.0: 62.9 10.2 0.5 23.4 85.6 86.8 96.3: 13.2 3.7
Other: 100.0: 38.7 28.5 2.2 36.2 65.3 77.2 96.1: 22.8 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 56 20 8 20 25 84 45:
Old : 110: 57 19 5 18 25 80 44:
Other: 29: 3 12 2 10 4 15 17:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 61.9 40.2 72.5 26.2 60.4 40.2 71.0
Old : 27.7 62.3 40.8 73.5 27.7 61.0 40.8 72.2
Other: 58.1 69.0 70.3 85.7 58.1 68.2 70.3 83.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 12, 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 : 171,639: 47,350 27,334 22,664 91,862 115,152 161,876 165,150: 9,763 6,489
Old : 69,942: 38,692 32,274 458 23,929 32,834 63,079 65,566: 6,863 4,376
Other: 101,697: 19,958 6,360 10,906 67,933 82,318 98,797 99,584: 2,900 2,113
: : :
: : Changes in Commitments from: July 5, 2011 :
: 295: 100 -1,587 -4 613 2,975 709 1,384: -414 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.9 13.2 53.5 67.1 94.3 96.2: 5.7 3.8
Old : 100.0: 55.3 46.1 0.7 34.2 46.9 90.2 93.7: 9.8 6.3
Other: 100.0: 19.6 6.3 10.7 66.8 80.9 97.1 97.9: 2.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 69 35 45 55 52 145 114:
Old : 166: 56 48 10 38 34 97 89:
Other: 120: 42 15 17 47 44 97 70:
:----------------------------------------------------------------------------------------------------
: 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 33.7 41.8 50.6 17.9 23.5 27.5 32.5
Old : 29.9 37.9 41.5 51.5 29.9 37.7 41.5 51.0
Other: 38.6 35.2 60.1 52.4 22.6 27.0 38.2 39.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 12, 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 : 626,505: 211,493 63,200 44,615 283,106 465,550 539,214 573,365: 87,291 53,140
Old : 626,505: 211,493 63,200 44,615 283,106 465,550 539,214 573,365: 87,291 53,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 11,321: 3,352 -3,711 643 1,019 13,830 5,014 10,762: 6,307 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 10.1 7.1 45.2 74.3 86.1 91.5: 13.9 8.5
Old : 100.0: 33.8 10.1 7.1 45.2 74.3 86.1 91.5: 13.9 8.5
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 : 237: 84 55 58 69 83 188 167:
Old : 237: 84 55 58 69 83 188 167:
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 : 18.1 25.9 29.7 37.9 17.6 22.5 27.2 32.0
Old : 18.1 25.9 29.7 37.9 17.6 22.5 27.2 32.0
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, July 12, 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 : 108,202: 26,946 15,603 8,897 65,652 78,004 101,495 102,504: 6,707 5,698
Old : 53,790: 16,485 10,422 1,303 30,981 37,912 48,769 49,637: 5,021 4,153
Other: 54,412: 14,431 9,151 3,624 34,671 40,092 52,726 52,867: 1,686 1,545
: : :
: : Changes in Commitments from: July 5, 2011 :
: 957: 423 -201 1,346 -503 573 1,266 1,718: -309 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.4 8.2 60.7 72.1 93.8 94.7: 6.2 5.3
Old : 100.0: 30.6 19.4 2.4 57.6 70.5 90.7 92.3: 9.3 7.7
Other: 100.0: 26.5 16.8 6.7 63.7 73.7 96.9 97.2: 3.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 96 57 74 105 119 234 224:
Old : 272: 78 64 18 54 88 145 157:
Other: 224: 58 34 30 88 104 160 156:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 17.9 38.0 30.6 18.2 13.1 28.9 22.7
Old : 34.4 21.5 51.7 36.4 33.9 21.4 49.1 36.3
Other: 25.6 22.2 39.2 36.6 22.2 17.2 29.4 25.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 12, 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 : 49,877: 31,861 24,271 1,602 8,293 21,459 41,756 47,332: 8,121 2,545
Old : 49,877: 31,861 24,271 1,602 8,293 21,459 41,756 47,332: 8,121 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 2,484: -1,067 -936 350 1,945 3,731 1,228 3,145: 1,256 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 48.7 3.2 16.6 43.0 83.7 94.9: 16.3 5.1
Old : 100.0: 63.9 48.7 3.2 16.6 43.0 83.7 94.9: 16.3 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 : 100: 46 27 8 17 11 68 42:
Old : 100: 46 27 8 17 11 68 42:
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 : 52.5 55.5 61.5 73.8 52.5 55.5 60.2 73.3
Old : 52.5 55.5 61.5 73.8 52.5 55.5 60.2 73.3
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, July 12, 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 : 418,916: 28,337 68,258 3,860 366,653 329,719 398,850 401,837: 20,066 17,079
Old : 418,916: 28,337 68,258 3,860 366,653 329,719 398,850 401,837: 20,066 17,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 2,907: 10,172 -108 -103 -10,675 2,043 -606 1,832: 3,513 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 16.3 0.9 87.5 78.7 95.2 95.9: 4.8 4.1
Old : 100.0: 6.8 16.3 0.9 87.5 78.7 95.2 95.9: 4.8 4.1
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 : 261: 33 45 12 104 114 142 166:
Old : 261: 33 45 12 104 114 142 166:
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 : 38.4 16.0 52.6 27.6 34.1 15.6 47.0 25.5
Old : 38.4 16.0 52.6 27.6 34.1 15.6 47.0 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011