COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 230,594: 50,490 7,456 56,942 104,797 152,995 212,229 217,393: 18,365 13,201
Old : 29,201: 7,384 2,511 143 18,689 22,608 26,216 25,262: 2,985 3,939
Other: 201,393: 44,135 5,974 55,770 86,108 130,387 186,013 192,131: 15,380 9,262
: : :
: : Changes in Commitments from: June 7, 2011 :
: -76,991: 5,113 584 -43,530 -34,845 -32,538 -73,262 -75,484: -3,729 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.2 24.7 45.4 66.3 92.0 94.3: 8.0 5.7
Old : 100.0: 25.3 8.6 0.5 64.0 77.4 89.8 86.5: 10.2 13.5
Other: 100.0: 21.9 3.0 27.7 42.8 64.7 92.4 95.4: 7.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 114 33 73 59 68 191 156:
Old : 98: 26 18 2 22 33 49 52:
Other: 214: 108 31 71 58 66 185 149:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 27.1 31.2 37.9 11.0 17.8 16.5 24.9
Old : 50.8 51.6 64.3 62.7 50.8 51.6 64.3 62.0
Other: 18.1 29.1 29.4 38.7 12.7 21.4 18.5 27.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 46,695: 21,480 985 7,705 12,147 36,088 41,332 44,778: 5,364 1,917
Old : 43,455: 20,828 1,481 6,366 11,130 33,703 38,325 41,550: 5,130 1,905
Other: 3,241: 1,181 34 808 1,017 2,385 3,007 3,228: 234 13
: : :
: : Changes in Commitments from: June 7, 2011 :
: 1,105: -657 102 255 1,027 462 625 819: 480 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 2.1 16.5 26.0 77.3 88.5 95.9: 11.5 4.1
Old : 100.0: 47.9 3.4 14.7 25.6 77.6 88.2 95.6: 11.8 4.4
Other: 100.0: 36.5 1.1 24.9 31.4 73.6 92.8 99.6: 7.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 70 15 20 23 30 101 57:
Old : 123: 67 18 20 22 30 100 57:
Other: 31: 14 4 12 10 8 28 20:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 53.0 32.7 64.6 17.6 45.2 27.0 54.7
Old : 22.1 52.1 34.0 64.4 18.2 45.1 28.2 55.1
Other: 43.8 70.0 64.5 87.5 36.3 61.6 48.9 64.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 184,080: 38,327 32,525 34,983 101,555 108,431 174,865 175,939: 9,215 8,141
Old : 77,891: 32,824 32,901 5,585 32,347 33,709 70,756 72,195: 7,135 5,696
Other: 106,189: 11,701 5,821 23,201 69,207 74,722 104,109 103,744: 2,080 2,446
: : :
: : Changes in Commitments from: June 7, 2011 :
: 1,591: 3,310 732 4,198 -6,468 -4,111 1,040 818: 551 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 17.7 19.0 55.2 58.9 95.0 95.6: 5.0 4.4
Old : 100.0: 42.1 42.2 7.2 41.5 43.3 90.8 92.7: 9.2 7.3
Other: 100.0: 11.0 5.5 21.8 65.2 70.4 98.0 97.7: 2.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 59 57 47 62 51 149 127:
Old : 174: 55 53 35 50 36 122 108:
Other: 112: 26 28 18 49 44 86 79:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 34.2 45.4 47.6 21.8 19.9 29.8 27.8
Old : 30.3 30.3 41.5 46.4 30.3 29.4 41.5 44.2
Other: 43.4 38.1 62.6 53.5 23.4 20.4 30.9 30.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 838,076: 182,036 39,140 168,101 410,498 565,482 760,635 772,723: 77,441 65,353
Old : 838,076: 182,036 39,140 168,101 410,498 565,482 760,635 772,723: 77,441 65,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 15,538: 14,660 -3,363 3,877 2,829 21,688 21,366 22,202: -5,828 -6,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 4.7 20.1 49.0 67.5 90.8 92.2: 9.2 7.8
Old : 100.0: 21.7 4.7 20.1 49.0 67.5 90.8 92.2: 9.2 7.8
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 : 244: 94 50 100 84 89 226 194:
Old : 244: 94 50 100 84 89 226 194:
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 : 13.9 19.9 23.7 31.0 11.7 12.8 18.5 22.1
Old : 13.9 19.9 23.7 31.0 11.7 12.8 18.5 22.1
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 with Delta-adjusted Options and Futures Combined, June 14, 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 : 151,164: 24,479 11,994 39,360 79,921 93,910 143,759 145,263: 7,405 5,901
Old : 92,587: 20,927 11,663 19,478 46,652 57,511 87,057 88,652: 5,530 3,935
Other: 58,577: 7,508 4,287 15,925 33,269 36,399 56,703 56,611: 1,875 1,966
: : :
: : Changes in Commitments from: June 7, 2011 :
: -24,866: -574 -1,823 -14,539 -8,861 -6,843 -23,974 -23,205: -892 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.9 26.0 52.9 62.1 95.1 96.1: 4.9 3.9
Old : 100.0: 22.6 12.6 21.0 50.4 62.1 94.0 95.8: 6.0 4.2
Other: 100.0: 12.8 7.3 27.2 56.8 62.1 96.8 96.6: 3.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 101 79 101 109 121 264 256:
Old : 302: 95 74 81 90 111 224 232:
Other: 220: 49 48 50 84 98 165 164:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 14.7 29.0 26.0 12.8 10.9 21.1 17.5
Old : 19.7 16.7 33.7 28.1 18.0 16.5 28.6 25.8
Other: 23.8 19.1 35.7 32.1 17.5 10.6 23.8 16.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 54,172: 36,993 31,087 1,310 8,678 17,730 46,980 50,128: 7,191 4,044
Old : 54,172: 36,993 31,087 1,310 8,678 17,730 46,980 50,128: 7,191 4,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -9,030: 2,977 -838 -2,091 -9,952 -5,986 -9,066 -8,915: 36 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 57.4 2.4 16.0 32.7 86.7 92.5: 13.3 7.5
Old : 100.0: 68.3 57.4 2.4 16.0 32.7 86.7 92.5: 13.3 7.5
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 : 105: 46 38 9 10 13 60 57:
Old : 105: 46 38 9 10 13 60 57:
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 : 58.4 54.1 69.9 70.8 57.7 54.1 68.4 70.2
Old : 58.4 54.1 69.9 70.8 57.7 54.1 68.4 70.2
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 with Delta-adjusted Options and Futures Combined, June 14, 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 : 482,640: 10,602 77,165 4,746 446,121 375,660 461,468 457,571: 21,172 25,069
Old : 482,640: 10,602 77,165 4,746 446,121 375,660 461,468 457,571: 21,172 25,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 49,867: -579 -6,875 2,413 44,701 49,743 46,535 45,281: 3,332 4,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 16.0 1.0 92.4 77.8 95.6 94.8: 4.4 5.2
Old : 100.0: 2.2 16.0 1.0 92.4 77.8 95.6 94.8: 4.4 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 : 270: 27 59 20 109 123 149 189:
Old : 270: 27 59 20 109 123 149 189:
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 : 42.5 18.6 58.5 27.8 35.0 13.3 47.9 21.3
Old : 42.5 18.6 58.5 27.8 35.0 13.3 47.9 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011