COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 2, 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 : 144,447: 52,682 22,025 6,751 71,609 105,213 131,042 133,989: 13,405 10,458
Old : 140,543: 51,597 22,169 6,375 69,893 101,807 127,865 130,351: 12,678 10,192
Other: 3,904: 1,461 232 0 1,716 3,406 3,177 3,638: 727 266
: : :
: : Changes in Commitments from: July 26, 2011 :
: 5,536: 999 2,107 1,010 3,902 1,864 5,911 4,981: -375 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 15.2 4.7 49.6 72.8 90.7 92.8: 9.3 7.2
Old : 100.0: 36.7 15.8 4.5 49.7 72.4 91.0 92.7: 9.0 7.3
Other: 100.0: 37.4 5.9 0.0 44.0 87.2 81.4 93.2: 18.6 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 96 64 50 49 62 169 155:
Old : 240: 96 64 47 49 62 167 154:
Other: 48: 7 5 0 15 25 22 30:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 32.1 34.0 42.3 19.3 27.2 28.6 37.1
Old : 21.9 32.7 34.2 43.1 19.8 27.9 28.7 38.1
Other: 46.9 46.1 63.5 67.8 41.5 41.7 55.3 61.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 2, 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 : 36,810: 22,667 3,876 705 8,552 30,893 31,924 35,474: 4,886 1,336
Old : 34,240: 21,982 3,102 476 7,350 29,357 29,808 32,935: 4,432 1,305
Other: 2,570: 784 873 130 1,202 1,536 2,116 2,539: 454 31
: : :
: : Changes in Commitments from: July 26, 2011 :
: 616: 582 -154 107 -206 676 483 629: 133 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 10.5 1.9 23.2 83.9 86.7 96.4: 13.3 3.6
Old : 100.0: 64.2 9.1 1.4 21.5 85.7 87.1 96.2: 12.9 3.8
Other: 100.0: 30.5 34.0 5.1 46.8 59.8 82.3 98.8: 17.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 57 19 16 21 27 92 49:
Old : 113: 56 20 11 17 27 83 49:
Other: 38: 7 12 5 14 6 25 19:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 62.3 39.1 73.5 25.2 61.8 39.1 73.0
Old : 27.0 64.1 40.8 75.5 27.0 64.1 40.8 75.5
Other: 49.1 51.5 68.2 78.6 49.1 50.9 68.1 73.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 2, 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 : 178,418: 40,664 29,155 27,412 100,568 113,580 168,644 170,147: 9,774 8,271
Old : 50,748: 27,894 28,302 122 17,780 17,518 45,796 45,942: 4,952 4,806
Other: 127,670: 23,541 11,624 16,519 82,788 96,062 122,848 124,205: 4,822 3,465
: : :
: : Changes in Commitments from: July 26, 2011 :
: 4,303: -2,146 2,346 2,440 4,776 -1,766 5,070 3,020: -767 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.3 15.4 56.4 63.7 94.5 95.4: 5.5 4.6
Old : 100.0: 55.0 55.8 0.2 35.0 34.5 90.2 90.5: 9.8 9.5
Other: 100.0: 18.4 9.1 12.9 64.8 75.2 96.2 97.3: 3.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 57 46 48 58 55 138 129:
Old : 148: 41 48 4 41 28 85 77:
Other: 135: 43 28 27 48 46 105 88:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 34.2 44.1 50.3 16.8 21.5 27.4 30.2
Old : 32.1 46.6 45.3 56.9 32.1 46.6 45.3 56.8
Other: 38.4 33.3 53.9 51.3 23.7 24.6 36.5 36.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 2, 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 : 623,987: 213,857 53,052 47,000 280,884 467,509 541,741 567,561: 82,246 56,426
Old : 623,987: 213,857 53,052 47,000 280,884 467,509 541,741 567,561: 82,246 56,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -13,153: -3,783 -1,235 -2,520 -558 -7,748 -6,861 -11,503: -6,292 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.5 7.5 45.0 74.9 86.8 91.0: 13.2 9.0
Old : 100.0: 34.3 8.5 7.5 45.0 74.9 86.8 91.0: 13.2 9.0
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 : 237: 85 52 62 75 88 194 172:
Old : 237: 85 52 62 75 88 194 172:
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 : 17.3 27.3 28.8 38.9 16.9 24.0 26.3 33.7
Old : 17.3 27.3 28.8 38.9 16.9 24.0 26.3 33.7
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, August 2, 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 : 111,530: 27,030 20,979 13,192 63,992 70,059 104,214 104,230: 7,316 7,300
Old : 43,666: 14,291 14,916 797 24,119 24,017 39,207 39,730: 4,459 3,936
Other: 67,864: 20,223 13,547 4,911 39,873 46,042 65,007 64,500: 2,857 3,364
: : :
: : Changes in Commitments from: July 26, 2011 :
: 4,237: 356 1,086 1,514 2,216 1,066 4,086 3,666: 151 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.8 11.8 57.4 62.8 93.4 93.5: 6.6 6.5
Old : 100.0: 32.7 34.2 1.8 55.2 55.0 89.8 91.0: 10.2 9.0
Other: 100.0: 29.8 20.0 7.2 58.8 67.8 95.8 95.0: 4.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 102 72 89 115 117 251 248:
Old : 282: 76 74 15 68 80 153 160:
Other: 255: 75 46 45 97 104 185 184:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 16.8 33.7 28.4 17.1 12.8 27.7 21.1
Old : 30.7 20.4 46.1 33.1 30.7 20.3 46.1 32.9
Other: 21.4 25.2 35.4 39.5 20.3 23.1 33.5 33.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 2, 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 : 60,529: 36,882 36,404 1,285 14,876 17,972 53,043 55,661: 7,486 4,868
Old : 60,529: 36,882 36,404 1,285 14,876 17,972 53,043 55,661: 7,486 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -334: -2,661 -811 -114 2,298 656 -477 -269: 143 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 60.1 2.1 24.6 29.7 87.6 92.0: 12.4 8.0
Old : 100.0: 60.9 60.1 2.1 24.6 29.7 87.6 92.0: 12.4 8.0
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 : 110: 41 43 5 13 14 55 62:
Old : 110: 41 43 5 13 14 55 62:
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 : 59.0 51.7 73.4 67.1 58.4 51.7 72.8 67.1
Old : 59.0 51.7 73.4 67.1 58.4 51.7 72.8 67.1
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, August 2, 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 : 416,793: 10,597 64,635 4,259 385,019 329,903 399,875 398,797: 16,918 17,996
Old : 416,793: 10,597 64,635 4,259 385,019 329,903 399,875 398,797: 16,918 17,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 12,591: -11,763 -707 -1,612 26,557 10,953 13,182 8,634: -591 3,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 15.5 1.0 92.4 79.2 95.9 95.7: 4.1 4.3
Old : 100.0: 2.5 15.5 1.0 92.4 79.2 95.9 95.7: 4.1 4.3
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 : 250: 21 45 10 103 119 131 167:
Old : 250: 21 45 10 103 119 131 167:
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 : 40.1 16.8 54.7 27.6 36.0 15.9 49.7 25.2
Old : 40.1 16.8 54.7 27.6 36.0 15.9 49.7 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011