COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 19, 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 : 135,510: 49,265 20,872 5,027 68,030 100,005 122,322 125,904: 13,188 9,606
Old : 131,875: 48,140 21,058 4,630 66,584 96,830 119,354 122,518: 12,521 9,357
Other: 3,635: 1,522 211 0 1,446 3,175 2,968 3,386: 667 249
: : :
: : Changes in Commitments from: July 12, 2011 :
: -2,473: 3,253 543 -113 -6,486 -2,636 -3,346 -2,206: 873 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 15.4 3.7 50.2 73.8 90.3 92.9: 9.7 7.1
Old : 100.0: 36.5 16.0 3.5 50.5 73.4 90.5 92.9: 9.5 7.1
Other: 100.0: 41.9 5.8 0.0 39.8 87.3 81.7 93.1: 18.3 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 96 59 50 51 59 175 143:
Old : 233: 95 61 47 50 58 172 141:
Other: 45: 7 6 0 14 22 21 28:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 31.1 34.5 41.9 19.4 26.6 28.9 37.1
Old : 22.0 31.6 34.7 42.7 19.8 27.3 29.3 38.1
Other: 45.0 49.8 62.8 71.0 42.8 47.6 58.0 66.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 19, 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 : 35,430: 21,702 4,066 386 8,717 29,595 30,805 34,047: 4,625 1,383
Old : 33,331: 20,853 3,438 294 7,771 28,252 28,918 31,984: 4,413 1,347
Other: 2,099: 901 680 40 946 1,343 1,887 2,063: 212 36
: : :
: : Changes in Commitments from: July 12, 2011 :
: 1,214: 676 281 143 464 672 1,283 1,096: -69 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 11.5 1.1 24.6 83.5 86.9 96.1: 13.1 3.9
Old : 100.0: 62.6 10.3 0.9 23.3 84.8 86.8 96.0: 13.2 4.0
Other: 100.0: 42.9 32.4 1.9 45.1 64.0 89.9 98.3: 10.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 57 20 12 22 25 90 46:
Old : 112: 57 20 8 20 25 84 46:
Other: 36: 7 12 3 13 5 22 18:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 61.9 39.6 72.5 25.5 60.3 39.6 70.6
Old : 27.0 62.7 40.4 73.5 27.0 61.3 40.4 72.1
Other: 51.3 66.1 72.9 84.1 51.3 64.4 72.9 80.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 19, 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 : 172,311: 46,428 27,889 24,026 90,479 113,934 160,933 165,849: 11,378 6,462
Old : 66,663: 37,829 33,079 548 20,014 28,954 58,391 62,581: 8,272 4,082
Other: 105,648: 20,739 6,950 11,338 70,465 84,980 102,542 103,268: 3,106 2,380
: : :
: : Changes in Commitments from: July 12, 2011 :
: 672: -922 555 1,362 -1,383 -1,218 -943 699: 1,615 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.2 13.9 52.5 66.1 93.4 96.2: 6.6 3.8
Old : 100.0: 56.7 49.6 0.8 30.0 43.4 87.6 93.9: 12.4 6.1
Other: 100.0: 19.6 6.6 10.7 66.7 80.4 97.1 97.7: 2.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 65 32 42 55 51 141 106:
Old : 156: 54 41 9 36 33 93 80:
Other: 118: 40 15 16 47 45 95 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 : 26.8 35.9 42.2 52.5 17.7 24.7 27.3 33.9
Old : 30.2 42.1 42.4 55.9 30.2 42.0 42.4 55.4
Other: 39.2 35.7 60.2 53.2 22.5 26.2 38.6 38.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 19, 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 : 631,872: 215,666 62,877 47,919 285,488 469,615 549,073 580,411: 82,799 51,461
Old : 631,872: 215,666 62,877 47,919 285,488 469,615 549,073 580,411: 82,799 51,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: 5,367: 4,173 -323 3,304 2,382 4,065 9,859 7,046: -4,492 -1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.0 7.6 45.2 74.3 86.9 91.9: 13.1 8.1
Old : 100.0: 34.1 10.0 7.6 45.2 74.3 86.9 91.9: 13.1 8.1
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 : 243: 87 56 61 73 87 196 173:
Old : 243: 87 56 61 73 87 196 173:
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 : 17.6 25.0 29.1 37.5 17.0 21.9 26.5 32.0
Old : 17.6 25.0 29.1 37.5 17.0 21.9 26.5 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 19, 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 : 108,597: 26,608 17,811 8,904 65,874 76,125 101,386 102,840: 7,211 5,757
Old : 53,256: 15,697 12,617 987 31,228 35,691 47,912 49,295: 5,344 3,961
Other: 55,341: 15,209 9,492 3,619 34,646 40,434 53,474 53,545: 1,867 1,796
: : :
: : Changes in Commitments from: July 12, 2011 :
: 395: -338 2,208 7 222 -1,879 -109 336: 504 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 16.4 8.2 60.7 70.1 93.4 94.7: 6.6 5.3
Old : 100.0: 29.5 23.7 1.9 58.6 67.0 90.0 92.6: 10.0 7.4
Other: 100.0: 27.5 17.2 6.5 62.6 73.1 96.6 96.8: 3.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 99 61 77 108 120 241 232:
Old : 282: 79 75 17 54 87 145 167:
Other: 232: 67 30 31 94 105 172 157:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 18.1 37.1 29.9 17.7 12.7 28.4 21.9
Old : 34.3 20.7 51.7 35.5 33.7 20.7 47.8 34.7
Other: 24.1 23.3 37.8 37.6 21.8 17.7 29.0 26.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 19, 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 : 46,605: 31,029 21,837 1,218 7,305 20,465 39,552 43,520: 7,053 3,085
Old : 46,605: 31,029 21,837 1,218 7,305 20,465 39,552 43,520: 7,053 3,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -3,272: -832 -2,434 -384 -988 -994 -2,204 -3,812: -1,068 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 46.9 2.6 15.7 43.9 84.9 93.4: 15.1 6.6
Old : 100.0: 66.6 46.9 2.6 15.7 43.9 84.9 93.4: 15.1 6.6
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 : 92: 47 25 8 12 8 61 40:
Old : 92: 47 25 8 12 8 61 40:
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 : 60.1 62.5 67.8 78.0 59.3 62.5 65.1 78.0
Old : 60.1 62.5 67.8 78.0 59.3 62.5 65.1 78.0
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 19, 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 : 410,018: 27,134 64,332 3,641 358,759 325,263 389,534 393,236: 20,484 16,782
Old : 410,018: 27,134 64,332 3,641 358,759 325,263 389,534 393,236: 20,484 16,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -8,898: -1,203 -3,926 -219 -7,894 -4,456 -9,316 -8,601: 418 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.7 0.9 87.5 79.3 95.0 95.9: 5.0 4.1
Old : 100.0: 6.6 15.7 0.9 87.5 79.3 95.0 95.9: 5.0 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 : 259: 36 41 9 102 116 142 162:
Old : 259: 36 41 9 102 116 142 162:
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 : 38.2 16.6 51.9 28.7 33.5 16.1 46.3 26.5
Old : 38.2 16.6 51.9 28.7 33.5 16.1 46.3 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011