COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 194,240: 55,369 64,506 21,710 103,497 91,247 180,576 177,463: 13,664 16,777
Old : 47,763: 13,061 16,687 1,554 30,318 24,155 44,933 42,396: 2,830 5,367
Other: 146,477: 53,595 59,106 8,869 73,179 67,092 135,643 135,067: 10,834 11,410
: : :
: : Changes in Commitments from: June 5, 2012 :
: -7,404: -2,889 -4,358 896 -5,860 -4,759 -7,853 -8,221: 449 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 33.2 11.2 53.3 47.0 93.0 91.4: 7.0 8.6
Old : 100.0: 27.3 34.9 3.3 63.5 50.6 94.1 88.8: 5.9 11.2
Other: 100.0: 36.6 40.4 6.1 50.0 45.8 92.6 92.2: 7.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 95 108 76 60 59 201 202:
Old : 182: 41 71 10 37 40 86 113:
Other: 267: 93 94 46 46 52 170 164:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 20.0 28.4 28.4 15.1 11.6 25.0 19.9
Old : 50.4 23.7 63.2 34.5 50.4 23.5 63.1 33.2
Other: 18.2 26.0 29.7 35.9 18.2 25.0 29.7 34.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,307: 10,270 6,913 573 14,222 17,002 25,065 24,488: 2,242 2,819
Old : 25,084: 9,397 6,758 265 13,321 15,328 22,983 22,351: 2,101 2,733
Other: 2,223: 884 166 297 901 1,674 2,082 2,137: 141 86
: : :
: : Changes in Commitments from: June 5, 2012 :
: 424: 242 172 58 348 280 648 510: -224 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 25.3 2.1 52.1 62.3 91.8 89.7: 8.2 10.3
Old : 100.0: 37.5 26.9 1.1 53.1 61.1 91.6 89.1: 8.4 10.9
Other: 100.0: 39.8 7.5 13.4 40.5 75.3 93.7 96.1: 6.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 32 28 14 29 15 62 56:
Old : 90: 31 28 9 29 15 61 51:
Other: 26: 12 2 10 10 2 23 14:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 59.4 47.1 68.9 23.7 49.1 35.7 57.2
Old : 36.1 58.0 50.1 68.0 24.9 46.9 38.0 55.1
Other: 53.6 86.1 77.3 94.7 49.3 81.2 67.1 81.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,564: 29,553 35,244 21,658 109,067 102,384 160,278 159,286: 9,286 10,278
Old : 80,819: 23,788 38,100 3,303 47,077 31,294 74,168 72,697: 6,651 8,122
Other: 88,745: 18,767 10,146 5,353 61,990 71,090 86,110 86,589: 2,635 2,156
: : :
: : Changes in Commitments from: June 5, 2012 :
: -20,690: -470 -5,657 -7,794 -13,203 -5,381 -21,467 -18,832: 777 -1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 20.8 12.8 64.3 60.4 94.5 93.9: 5.5 6.1
Old : 100.0: 29.4 47.1 4.1 58.2 38.7 91.8 90.0: 8.2 10.0
Other: 100.0: 21.1 11.4 6.0 69.9 80.1 97.0 97.6: 3.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 48 57 35 55 46 121 120:
Old : 158: 41 58 19 48 33 100 99:
Other: 103: 33 13 12 42 32 80 52:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 28.4 42.4 43.1 24.0 21.9 32.8 32.6
Old : 32.6 23.6 47.1 36.6 32.5 23.3 45.2 35.8
Other: 37.1 41.2 53.5 63.4 33.6 35.6 48.8 56.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 759,123: 186,801 117,006 79,469 429,019 479,072 695,289 675,547: 63,834 83,576
Old : 759,123: 186,801 117,006 79,469 429,019 479,072 695,289 675,547: 63,834 83,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: -16,672: -14,119 -12,047 -4,238 3,203 4,296 -15,154 -11,989: -1,518 -4,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 15.4 10.5 56.5 63.1 91.6 89.0: 8.4 11.0
Old : 100.0: 24.6 15.4 10.5 56.5 63.1 91.6 89.0: 8.4 11.0
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 : 239: 63 75 71 81 85 184 192:
Old : 239: 63 75 71 81 85 184 192:
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 : 14.7 19.0 25.0 28.5 12.4 16.8 21.4 24.2
Old : 14.7 19.0 25.0 28.5 12.4 16.8 21.4 24.2
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 151,728: 34,339 43,279 22,050 88,148 78,181 144,537 143,510: 7,191 8,218
Old : 97,186: 35,102 38,828 6,866 50,042 44,708 92,010 90,402: 5,176 6,784
Other: 54,542: 9,496 14,710 4,925 38,106 33,473 52,527 53,108: 2,015 1,434
: : :
: : Changes in Commitments from: June 5, 2012 :
: -7,636: -3,293 -199 -6,459 2,143 -803 -7,609 -7,461: -27 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 28.5 14.5 58.1 51.5 95.3 94.6: 4.7 5.4
Old : 100.0: 36.1 40.0 7.1 51.5 46.0 94.7 93.0: 5.3 7.0
Other: 100.0: 17.4 27.0 9.0 69.9 61.4 96.3 97.4: 3.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 96 120 87 127 113 267 289:
Old : 364: 93 123 47 106 95 222 245:
Other: 233: 57 48 33 95 83 171 150:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 15.8 23.8 24.2 11.2 10.0 20.0 16.9
Old : 15.6 17.2 27.4 27.3 15.5 12.9 26.7 22.6
Other: 21.7 19.2 34.3 30.1 21.2 13.2 31.4 23.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,310: 66,685 14,064 948 7,278 64,875 74,911 79,887: 6,399 1,423
Old : 81,310: 66,685 14,064 948 7,278 64,875 74,911 79,887: 6,399 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 1,206: 813 -6,008 83 835 7,270 1,731 1,345: -525 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 17.3 1.2 9.0 79.8 92.1 98.2: 7.9 1.8
Old : 100.0: 82.0 17.3 1.2 9.0 79.8 92.1 98.2: 7.9 1.8
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 : 106: 69 13 6 20 8 95 23:
Old : 106: 69 13 6 20 8 95 23:
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 : 44.4 88.2 61.6 94.9 44.4 87.5 61.6 94.1
Old : 44.4 88.2 61.6 94.9 44.4 87.5 61.6 94.1
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, June 12, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 482,277: 25,511 58,205 6,069 436,150 405,897 467,730 470,171: 14,547 12,106
Old : 482,277: 25,511 58,205 6,069 436,150 405,897 467,730 470,171: 14,547 12,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 24,822: 4,442 -1,028 3,283 16,925 28,822 24,650 31,077: 172 -6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.1 1.3 90.4 84.2 97.0 97.5: 3.0 2.5
Old : 100.0: 5.3 12.1 1.3 90.4 84.2 97.0 97.5: 3.0 2.5
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 : 249: 26 51 16 103 109 138 167:
Old : 249: 26 51 16 103 109 138 167:
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 : 35.5 29.7 50.4 39.3 29.3 27.4 43.2 35.7
Old : 35.5 29.7 50.4 39.3 29.3 27.4 43.2 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012