COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 19, 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 : 180,227: 60,544 66,455 10,286 93,972 88,027 164,802 164,768: 15,425 15,459
Old : 17,222: 1,842 2,509 7 14,195 12,770 16,044 15,286: 1,178 1,936
Other: 163,005: 59,362 64,606 9,619 79,777 75,257 148,758 149,482: 14,247 13,523
: : :
: : Changes in Commitments from: June 12, 2012 :
: -14,013: 5,175 1,949 -11,424 -9,525 -3,220 -15,774 -12,695: 1,761 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 36.9 5.7 52.1 48.8 91.4 91.4: 8.6 8.6
Old : 100.0: 10.7 14.6 0.0 82.4 74.1 93.2 88.8: 6.8 11.2
Other: 100.0: 36.4 39.6 5.9 48.9 46.2 91.3 91.7: 8.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 92 96 54 58 60 186 177:
Old : 83: 11 17 2 27 33 39 51:
Other: 269: 93 93 47 50 56 177 164:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 24.2 27.8 34.3 16.6 20.2 27.4 29.5
Old : 69.9 57.2 80.5 71.4 69.9 57.2 80.2 69.4
Other: 18.3 25.9 29.0 36.1 18.3 24.8 28.9 34.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 19, 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 : 25,876: 9,682 6,847 365 12,987 15,818 23,034 23,030: 2,842 2,846
Old : 23,202: 8,435 6,635 61 12,063 13,739 20,559 20,435: 2,643 2,767
Other: 2,674: 1,285 250 266 924 2,079 2,475 2,595: 199 79
: : :
: : Changes in Commitments from: June 12, 2012 :
: -1,431: -588 -66 -208 -1,235 -1,184 -2,031 -1,458: 600 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 26.5 1.4 50.2 61.1 89.0 89.0: 11.0 11.0
Old : 100.0: 36.4 28.6 0.3 52.0 59.2 88.6 88.1: 11.4 11.9
Other: 100.0: 48.1 9.3 9.9 34.6 77.7 92.6 97.0: 7.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 23 13 26 12 57 48:
Old : 82: 30 23 5 25 12 55 40:
Other: 25: 12 3 9 9 2 21 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 : 33.5 59.6 46.8 70.4 25.3 52.0 37.7 61.1
Old : 34.7 57.5 49.4 69.4 25.8 49.1 39.5 59.0
Other: 58.0 88.3 78.1 95.6 55.8 85.4 70.6 85.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 19, 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 : 167,650: 32,088 33,768 19,527 106,893 104,313 158,508 157,608: 9,142 10,042
Old : 72,645: 26,115 35,696 1,158 39,206 28,043 66,479 64,897: 6,166 7,748
Other: 95,005: 18,391 10,490 5,951 67,687 76,270 92,029 92,711: 2,976 2,294
: : :
: : Changes in Commitments from: June 12, 2012 :
: -1,914: 2,535 -1,476 -2,131 -2,174 1,929 -1,770 -1,678: -144 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.1 11.6 63.8 62.2 94.5 94.0: 5.5 6.0
Old : 100.0: 35.9 49.1 1.6 54.0 38.6 91.5 89.3: 8.5 10.7
Other: 100.0: 19.4 11.0 6.3 71.2 80.3 96.9 97.6: 3.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 53 56 36 54 44 129 115:
Old : 163: 46 57 14 39 30 97 89:
Other: 108: 35 16 13 45 35 85 59:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 28.0 42.1 44.0 24.3 23.1 34.0 34.5
Old : 31.8 21.2 46.2 35.8 31.8 21.2 44.7 35.8
Other: 39.2 38.9 54.9 64.0 36.7 33.6 51.2 56.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 19, 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 : 743,939: 176,233 108,767 76,693 424,471 484,579 677,397 670,039: 66,542 73,900
Old : 743,939: 176,233 108,767 76,693 424,471 484,579 677,397 670,039: 66,542 73,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -15,184: -10,568 -8,239 -2,776 -4,548 5,507 -17,892 -5,508: 2,708 -9,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 14.6 10.3 57.1 65.1 91.1 90.1: 8.9 9.9
Old : 100.0: 23.7 14.6 10.3 57.1 65.1 91.1 90.1: 8.9 9.9
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 : 222: 53 69 56 84 87 171 179:
Old : 222: 53 69 56 84 87 171 179:
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 : 14.8 20.0 25.0 31.4 13.2 18.2 22.2 25.9
Old : 14.8 20.0 25.0 31.4 13.2 18.2 22.2 25.9
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 19, 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 : 142,573: 34,185 43,701 18,680 82,350 71,934 135,215 134,315: 7,358 8,258
Old : 84,503: 34,317 37,059 3,722 41,025 37,233 79,064 78,014: 5,439 6,489
Other: 58,070: 9,299 16,073 5,527 41,325 34,701 56,151 56,301: 1,919 1,769
: : :
: : Changes in Commitments from: June 12, 2012 :
: -9,155: -154 422 -3,370 -5,798 -6,247 -9,322 -9,195: 167 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 30.7 13.1 57.8 50.5 94.8 94.2: 5.2 5.8
Old : 100.0: 40.6 43.9 4.4 48.5 44.1 93.6 92.3: 6.4 7.7
Other: 100.0: 16.0 27.7 9.5 71.2 59.8 96.7 97.0: 3.3 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 90 115 81 125 112 261 275:
Old : 350: 93 112 24 86 93 188 221:
Other: 241: 55 49 37 102 81 178 153:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 14.3 24.3 23.0 12.1 9.9 21.3 17.4
Old : 17.1 16.1 29.0 27.0 17.0 15.1 28.9 25.9
Other: 21.6 20.7 34.4 32.6 20.5 15.0 30.8 26.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 19, 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 : 69,963: 58,565 7,798 599 5,111 60,389 64,275 68,786: 5,688 1,177
Old : 69,963: 58,565 7,798 599 5,111 60,389 64,275 68,786: 5,688 1,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -11,347: -8,120 -6,266 -349 -2,167 -4,486 -10,636 -11,101: -711 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 11.1 0.9 7.3 86.3 91.9 98.3: 8.1 1.7
Old : 100.0: 83.7 11.1 0.9 7.3 86.3 91.9 98.3: 8.1 1.7
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 : 97: 61 12 7 15 9 80 26:
Old : 97: 61 12 7 15 9 80 26:
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 : 41.7 88.2 58.4 94.6 41.7 87.5 58.4 93.9
Old : 41.7 88.2 58.4 94.6 41.7 87.5 58.4 93.9
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 19, 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 : 433,255: 26,906 53,436 2,369 389,893 363,951 419,168 419,756: 14,087 13,499
Old : 433,255: 26,906 53,436 2,369 389,893 363,951 419,168 419,756: 14,087 13,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -49,022: 1,395 -4,769 -3,700 -46,257 -41,946 -48,562 -50,415: -460 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.3 0.5 90.0 84.0 96.7 96.9: 3.3 3.1
Old : 100.0: 6.2 12.3 0.5 90.0 84.0 96.7 96.9: 3.3 3.1
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 : 240: 30 43 7 98 100 132 146:
Old : 240: 30 43 7 98 100 132 146:
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 : 37.1 30.4 49.9 41.7 33.1 30.1 45.9 40.6
Old : 37.1 30.4 49.9 41.7 33.1 30.1 45.9 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012