COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 216,904: 46,639 9,078 55,837 100,209 140,730 202,685 205,645: 14,219 11,259
Old : 1,829: 0 225 0 1,813 1,028 1,813 1,253: 16 576
Other: 215,075: 46,684 8,898 55,792 98,396 139,702 200,872 204,392: 14,203 10,683
: : :
: : Changes in Commitments from: June 21, 2011 :
: -8,548: 527 1,173 -371 -6,949 -9,017 -6,793 -8,216: -1,755 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.2 25.7 46.2 64.9 93.4 94.8: 6.6 5.2
Old : 100.0: 0.0 12.3 0.0 99.1 56.2 99.1 68.5: 0.9 31.5
Other: 100.0: 21.7 4.1 25.9 45.7 65.0 93.4 95.0: 6.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 116 33 80 59 66 193 163:
Old : 10: 0 3 0 1 6 1 9:
Other: 228: 116 33 79 59 66 193 162:
:----------------------------------------------------------------------------------------------------
: 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 27.4 30.4 37.6 12.2 18.7 18.0 25.3
Old : 99.1 62.3 99.1 68.2 99.1 62.3 99.1 68.2
Other: 17.8 27.5 29.8 37.5 12.3 19.3 18.2 25.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 44,442: 21,174 323 6,125 12,054 36,398 39,353 42,847: 5,089 1,595
Old : 40,401: 20,310 956 4,541 10,884 33,378 35,735 38,875: 4,666 1,525
Other: 4,041: 1,517 20 932 1,170 3,020 3,618 3,971: 423 70
: : :
: : Changes in Commitments from: June 21, 2011 :
: 171: -432 -426 191 597 772 356 538: -185 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 0.7 13.8 27.1 81.9 88.5 96.4: 11.5 3.6
Old : 100.0: 50.3 2.4 11.2 26.9 82.6 88.4 96.2: 11.6 3.8
Other: 100.0: 37.5 0.5 23.1 29.0 74.7 89.5 98.3: 10.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 67 11 18 25 30 99 52:
Old : 118: 60 18 18 24 30 98 52:
Other: 31: 14 3 13 11 8 28 21:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 56.1 33.8 66.6 20.5 47.9 29.8 57.8
Old : 23.1 55.1 35.4 66.4 21.5 47.4 31.5 58.1
Other: 43.7 71.1 63.1 86.0 36.8 65.0 51.4 67.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 183,586: 39,495 25,863 34,964 99,580 114,192 174,038 175,018: 9,548 8,569
Old : 71,566: 33,380 31,196 3,603 28,167 30,631 65,150 65,431: 6,415 6,135
Other: 112,021: 14,258 2,810 23,217 71,413 83,561 108,888 109,587: 3,133 2,434
: : :
: : Changes in Commitments from: June 21, 2011 :
: 353: 937 -3,273 -420 -762 4,070 -244 377: 598 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.1 19.0 54.2 62.2 94.8 95.3: 5.2 4.7
Old : 100.0: 46.6 43.6 5.0 39.4 42.8 91.0 91.4: 9.0 8.6
Other: 100.0: 12.7 2.5 20.7 63.8 74.6 97.2 97.8: 2.8 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 56 47 44 56 51 137 117:
Old : 151: 45 47 29 43 33 106 91:
Other: 112: 31 21 20 49 45 90 77:
:----------------------------------------------------------------------------------------------------
: 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 34.8 45.2 49.6 20.7 21.1 29.1 29.1
Old : 31.5 35.1 43.4 48.9 31.5 34.3 43.4 46.6
Other: 40.6 38.8 60.4 53.7 21.6 22.0 31.2 32.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 785,543: 202,531 38,633 148,922 348,329 535,136 699,783 722,692: 85,760 62,851
Old : 785,543: 202,531 38,633 148,922 348,329 535,136 699,783 722,692: 85,760 62,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 3,665: 590 -1,715 15,812 -16,246 -5,196 156 8,902: 3,508 -5,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.9 19.0 44.3 68.1 89.1 92.0: 10.9 8.0
Old : 100.0: 25.8 4.9 19.0 44.3 68.1 89.1 92.0: 10.9 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 : 243: 96 43 85 81 96 212 191:
Old : 243: 96 43 85 81 96 212 191:
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 : 14.3 20.0 24.0 31.0 13.2 15.3 21.1 23.4
Old : 14.3 20.0 24.0 31.0 13.2 15.3 21.1 23.4
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 with Delta-adjusted Options and Futures Combined, 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 : 161,074: 19,550 16,800 45,476 89,123 91,290 154,148 153,566: 6,927 7,508
Old : 89,319: 14,892 15,528 21,970 47,819 46,806 84,680 84,305: 4,638 5,014
Other: 71,756: 7,859 4,473 20,304 41,304 44,484 69,467 69,261: 2,288 2,494
: : :
: : Changes in Commitments from: June 21, 2011 :
: 495: 33 -32 674 388 605 1,094 1,247: -600 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.4 28.2 55.3 56.7 95.7 95.3: 4.3 4.7
Old : 100.0: 16.7 17.4 24.6 53.5 52.4 94.8 94.4: 5.2 5.6
Other: 100.0: 11.0 6.2 28.3 57.6 62.0 96.8 96.5: 3.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 103 91 110 116 124 268 280:
Old : 318: 89 91 82 95 106 219 244:
Other: 237: 54 51 58 97 104 186 179:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 16.1 31.1 26.6 11.9 8.9 20.0 14.6
Old : 23.7 16.5 39.6 27.8 19.9 13.6 31.5 22.2
Other: 23.8 19.6 36.1 31.4 16.1 10.2 22.1 14.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 51,217: 35,610 22,639 1,032 6,964 24,791 43,606 48,462: 7,611 2,754
Old : 51,217: 35,610 22,639 1,032 6,964 24,791 43,606 48,462: 7,611 2,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 4,280: 4,448 -3,404 -327 -131 8,000 3,990 4,269: 290 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 44.2 2.0 13.6 48.4 85.1 94.6: 14.9 5.4
Old : 100.0: 69.5 44.2 2.0 13.6 48.4 85.1 94.6: 14.9 5.4
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 : 106: 51 32 10 10 14 68 50:
Old : 106: 51 32 10 10 14 68 50:
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 : 60.8 52.2 66.6 69.5 60.8 52.2 65.6 69.5
Old : 60.8 52.2 66.6 69.5 60.8 52.2 65.6 69.5
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 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 : 436,629: 9,426 65,469 5,236 397,639 339,326 412,301 410,031: 24,328 26,598
Old : 436,629: 9,426 65,469 5,236 397,639 339,326 412,301 410,031: 24,328 26,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -940: -2,948 -314 -1,286 -2,150 -3,715 -6,385 -5,315: 5,445 4,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 15.0 1.2 91.1 77.7 94.4 93.9: 5.6 6.1
Old : 100.0: 2.2 15.0 1.2 91.1 77.7 94.4 93.9: 5.6 6.1
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 : 258: 19 57 17 105 115 138 175:
Old : 258: 19 57 17 105 115 138 175:
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 : 41.5 16.2 56.8 27.3 38.7 15.3 51.5 24.4
Old : 41.5 16.2 56.8 27.3 38.7 15.3 51.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011