COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 26, 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 : 166,771: 59,538 67,355 9,695 82,633 75,349 151,866 152,399: 14,905 14,372
Old : 1,141: 0 0 0 1,116 1,024 1,116 1,024: 25 117
Other: 165,630: 59,538 67,355 9,695 81,517 74,325 150,750 151,375: 14,880 14,255
: : :
: : Changes in Commitments from: June 19, 2012 :
: -13,456: -1,006 900 -591 -11,339 -12,678 -12,936 -12,369: -520 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 40.4 5.8 49.5 45.2 91.1 91.4: 8.9 8.6
Old : 100.0: 0.0 0.0 0.0 97.8 89.7 97.8 89.7: 2.2 10.3
Other: 100.0: 35.9 40.7 5.9 49.2 44.9 91.0 91.4: 9.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 85 97 48 51 54 174 167:
Old : 6: 0 0 0 2 4 2 4:
Other: 269: 85 97 48 50 54 173 167:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 23.2 29.3 33.1 17.8 22.8 29.2 32.2
Old : 97.8 89.7 97.8 89.7 97.8 89.7 97.8 89.7
Other: 18.0 23.1 29.5 33.0 18.0 22.7 29.4 32.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 26, 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 : 22,579: 10,027 6,701 325 9,647 12,969 19,999 19,995: 2,580 2,584
Old : 19,765: 8,632 6,489 68 8,693 10,705 17,393 17,262: 2,372 2,503
Other: 2,814: 1,428 245 224 954 2,264 2,606 2,733: 208 81
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,297: 345 -146 -40 -3,340 -2,849 -3,035 -3,035: -262 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 29.7 1.4 42.7 57.4 88.6 88.6: 11.4 11.4
Old : 100.0: 43.7 32.8 0.3 44.0 54.2 88.0 87.3: 12.0 12.7
Other: 100.0: 50.7 8.7 8.0 33.9 80.5 92.6 97.1: 7.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 36 24 13 27 10 64 46:
Old : 89: 34 24 4 26 10 61 37:
Other: 30: 15 3 9 10 3 25 15:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 59.5 43.7 70.2 29.5 59.3 43.7 69.9
Old : 30.7 56.5 46.8 68.4 30.7 56.5 46.8 68.3
Other: 56.1 90.4 75.7 95.6 55.5 87.3 70.0 88.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 26, 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 : 171,773: 31,470 36,147 21,537 109,120 102,856 162,127 160,540: 9,646 11,233
Old : 74,527: 25,989 37,997 1,461 40,808 26,536 68,258 65,994: 6,269 8,533
Other: 97,246: 18,321 10,990 7,236 68,312 76,320 93,869 94,546: 3,377 2,700
: : :
: : Changes in Commitments from: June 19, 2012 :
: 4,123: -618 2,379 2,010 2,227 -1,457 3,619 2,932: 504 1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.0 12.5 63.5 59.9 94.4 93.5: 5.6 6.5
Old : 100.0: 34.9 51.0 2.0 54.8 35.6 91.6 88.6: 8.4 11.4
Other: 100.0: 18.8 11.3 7.4 70.2 78.5 96.5 97.2: 3.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 50 60 40 52 39 125 118:
Old : 161: 48 57 14 40 23 97 85:
Other: 107: 33 21 16 42 33 81 64:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 27.8 41.5 43.3 24.8 21.8 34.5 33.3
Old : 29.6 21.9 45.7 35.4 29.6 21.9 43.9 35.2
Other: 37.9 38.7 54.3 64.4 37.6 32.5 51.8 55.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 26, 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 : 700,186: 176,069 100,689 74,839 387,880 454,325 638,788 629,853: 61,398 70,333
Old : 700,186: 176,069 100,689 74,839 387,880 454,325 638,788 629,853: 61,398 70,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -43,753: -164 -8,078 -1,854 -36,591 -30,254 -38,609 -40,186: -5,144 -3,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.4 10.7 55.4 64.9 91.2 90.0: 8.8 10.0
Old : 100.0: 25.1 14.4 10.7 55.4 64.9 91.2 90.0: 8.8 10.0
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 : 208: 57 57 51 76 79 164 157:
Old : 208: 57 57 51 76 79 164 157:
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 : 15.3 20.6 26.2 31.9 14.0 19.4 23.7 27.4
Old : 15.3 20.6 26.2 31.9 14.0 19.4 23.7 27.4
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 - Futures Only, June 26, 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 : 139,446: 34,670 43,505 16,977 80,449 70,720 132,096 131,202: 7,350 8,244
Old : 78,943: 33,167 36,224 3,145 37,686 33,392 73,998 72,761: 4,945 6,182
Other: 60,503: 10,113 15,891 5,222 42,763 37,328 58,098 58,441: 2,405 2,062
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,127: 485 -196 -1,703 -1,901 -1,214 -3,119 -3,113: -8 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 31.2 12.2 57.7 50.7 94.7 94.1: 5.3 5.9
Old : 100.0: 42.0 45.9 4.0 47.7 42.3 93.7 92.2: 6.3 7.8
Other: 100.0: 16.7 26.3 8.6 70.7 61.7 96.0 96.6: 4.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 89 109 76 124 115 257 264:
Old : 340: 92 104 20 75 88 176 203:
Other: 243: 62 46 35 104 89 185 154:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 14.4 24.6 23.1 12.6 10.1 22.2 17.6
Old : 18.1 16.2 30.7 27.4 18.1 15.1 30.6 26.2
Other: 21.8 18.8 34.6 31.5 20.1 13.7 29.8 24.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 26, 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 : 66,742: 53,518 11,493 519 5,951 53,679 59,988 65,691: 6,754 1,051
Old : 66,742: 53,518 11,493 519 5,951 53,679 59,988 65,691: 6,754 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,221: -5,047 3,695 -80 840 -6,710 -4,287 -3,095: 1,066 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 17.2 0.8 8.9 80.4 89.9 98.4: 10.1 1.6
Old : 100.0: 80.2 17.2 0.8 8.9 80.4 89.9 98.4: 10.1 1.6
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 : 109: 74 10 4 18 8 93 22:
Old : 109: 74 10 4 18 8 93 22:
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 : 38.1 91.3 54.9 95.4 38.1 90.5 54.9 94.6
Old : 38.1 91.3 54.9 95.4 38.1 90.5 54.9 94.6
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 26, 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 : 435,389: 20,335 58,816 2,210 396,396 359,152 418,941 420,178: 16,448 15,211
Old : 435,389: 20,335 58,816 2,210 396,396 359,152 418,941 420,178: 16,448 15,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 2,134: -6,571 5,380 -159 6,503 -4,799 -227 422: 2,361 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 13.5 0.5 91.0 82.5 96.2 96.5: 3.8 3.5
Old : 100.0: 4.7 13.5 0.5 91.0 82.5 96.2 96.5: 3.8 3.5
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 : 234: 26 44 6 96 98 126 144:
Old : 234: 26 44 6 96 98 126 144:
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 : 37.2 30.4 51.0 40.4 34.0 30.4 47.8 40.1
Old : 37.2 30.4 51.0 40.4 34.0 30.4 47.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012