COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 227,679: 49,964 10,427 60,083 103,801 145,908 213,848 216,418: 13,832 11,262
Old : 224,005: 48,784 10,690 59,698 102,345 142,608 210,827 212,996: 13,178 11,009
Other: 3,674: 1,542 100 22 1,456 3,300 3,020 3,422: 654 253
: : :
: : Changes in Commitments from: July 5, 2011 :
: 9,872: 1,600 490 5,394 2,224 4,350 9,218 10,235: 654 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.6 26.4 45.6 64.1 93.9 95.1: 6.1 4.9
Old : 100.0: 21.8 4.8 26.7 45.7 63.7 94.1 95.1: 5.9 4.9
Other: 100.0: 42.0 2.7 0.6 39.6 89.8 82.2 93.1: 17.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 113 42 82 61 72 201 171:
Old : 239: 112 43 81 60 72 199 171:
Other: 45: 8 4 3 15 22 25 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 : 18.4 25.1 30.1 35.8 11.6 15.3 17.1 22.0
Old : 18.6 25.3 30.3 36.0 11.7 15.6 17.0 22.3
Other: 45.4 51.9 63.6 73.0 42.8 49.8 58.0 68.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 42,755: 21,296 366 6,456 10,142 34,488 37,895 41,311: 4,860 1,444
Old : 38,428: 20,354 869 4,845 8,857 31,384 34,056 37,098: 4,371 1,330
Other: 4,327: 1,469 25 1,084 1,285 3,104 3,839 4,213: 489 115
: : :
: : Changes in Commitments from: July 5, 2011 :
: 385: -113 -32 224 176 65 287 256: 98 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 0.9 15.1 23.7 80.7 88.6 96.6: 11.4 3.4
Old : 100.0: 53.0 2.3 12.6 23.0 81.7 88.6 96.5: 11.4 3.5
Other: 100.0: 34.0 0.6 25.0 29.7 71.7 88.7 97.3: 11.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 67 10 19 24 27 98 49:
Old : 113: 63 14 19 23 27 97 49:
Other: 31: 13 4 14 11 8 28 22:
:----------------------------------------------------------------------------------------------------
: 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 58.3 32.7 68.2 20.6 53.3 30.2 62.0
Old : 23.3 57.6 34.4 68.1 21.5 53.6 32.2 63.1
Other: 42.2 68.9 62.1 84.2 35.8 62.1 49.6 64.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 197,375: 44,698 24,450 39,562 102,386 126,481 186,647 190,493: 10,728 6,882
Old : 73,962: 38,301 31,443 3,448 25,061 34,447 66,810 69,339: 7,151 4,623
Other: 123,413: 16,806 3,415 25,705 77,325 92,034 119,837 121,154: 3,576 2,259
: : :
: : Changes in Commitments from: July 5, 2011 :
: 3,094: 45 -1,885 1,960 1,564 4,076 3,569 4,151: -475 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 12.4 20.0 51.9 64.1 94.6 96.5: 5.4 3.5
Old : 100.0: 51.8 42.5 4.7 33.9 46.6 90.3 93.7: 9.7 6.3
Other: 100.0: 13.6 2.8 20.8 62.7 74.6 97.1 98.2: 2.9 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 68 40 53 55 54 148 124:
Old : 168: 55 51 29 41 37 110 103:
Other: 124: 37 25 25 47 48 99 84:
:----------------------------------------------------------------------------------------------------
: 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 32.9 40.9 48.5 17.5 20.6 26.2 28.3
Old : 28.3 35.9 39.3 48.9 28.3 34.9 39.3 47.5
Other: 36.8 35.0 56.4 50.8 20.3 22.6 31.8 33.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 845,922: 212,816 32,854 192,965 344,358 554,778 750,139 780,596: 95,783 65,326
Old : 845,922: 212,816 32,854 192,965 344,358 554,778 750,139 780,596: 95,783 65,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 48,730: 702 -7,836 30,100 10,981 21,475 41,783 43,739: 6,948 4,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.9 22.8 40.7 65.6 88.7 92.3: 11.3 7.7
Old : 100.0: 25.2 3.9 22.8 40.7 65.6 88.7 92.3: 11.3 7.7
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 : 242: 98 50 90 76 89 218 186:
Old : 242: 98 50 90 76 89 218 186:
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 19.7 24.2 30.6 13.0 16.5 20.3 24.1
Old : 14.3 19.7 24.2 30.6 13.0 16.5 20.3 24.1
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, 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 : 160,645: 20,740 15,320 44,902 87,601 93,923 153,243 154,144: 7,402 6,501
Old : 80,823: 14,766 11,455 18,166 42,405 46,580 75,337 76,201: 5,485 4,621
Other: 79,823: 9,632 7,524 23,077 45,197 47,343 77,906 77,943: 1,917 1,879
: : :
: : Changes in Commitments from: July 5, 2011 :
: -2,549: -335 1,403 -1,114 -729 -1,942 -2,179 -1,653: -370 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.5 28.0 54.5 58.5 95.4 96.0: 4.6 4.0
Old : 100.0: 18.3 14.2 22.5 52.5 57.6 93.2 94.3: 6.8 5.7
Other: 100.0: 12.1 9.4 28.9 56.6 59.3 97.6 97.6: 2.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 86 91 105 117 125 264 263:
Old : 297: 74 89 76 90 105 211 223:
Other: 242: 50 57 56 98 112 185 189:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 15.5 31.8 26.8 12.9 8.9 21.4 15.4
Old : 25.9 16.5 41.7 28.7 22.5 14.8 34.1 24.9
Other: 24.0 19.0 36.5 31.1 15.0 11.4 21.7 16.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 50,441: 31,938 24,345 1,785 8,420 21,655 42,143 47,785: 8,298 2,656
Old : 50,441: 31,938 24,345 1,785 8,420 21,655 42,143 47,785: 8,298 2,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 2,334: -1,041 -690 148 1,951 3,536 1,057 2,993: 1,276 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 48.3 3.5 16.7 42.9 83.5 94.7: 16.5 5.3
Old : 100.0: 63.3 48.3 3.5 16.7 42.9 83.5 94.7: 16.5 5.3
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 : 104: 47 30 12 17 11 73 45:
Old : 104: 47 30 12 17 11 73 45:
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 : 52.0 54.9 60.8 73.0 51.9 54.9 59.5 72.5
Old : 52.0 54.9 60.8 73.0 51.9 54.9 59.5 72.5
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, 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 : 420,686: 28,560 68,244 4,370 367,293 330,481 400,222 403,095: 20,464 17,591
Old : 420,686: 28,560 68,244 4,370 367,293 330,481 400,222 403,095: 20,464 17,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 3,160: 10,336 129 -197 -10,650 2,200 -511 2,131: 3,670 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 16.2 1.0 87.3 78.6 95.1 95.8: 4.9 4.2
Old : 100.0: 6.8 16.2 1.0 87.3 78.6 95.1 95.8: 4.9 4.2
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 : 263: 34 46 20 107 114 151 170:
Old : 263: 34 46 20 107 114 151 170:
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 15.9 52.3 27.5 33.9 15.5 46.8 25.4
Old : 38.2 15.9 52.3 27.5 33.9 15.5 46.8 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011