COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 328,931: 52,996 41,245 106,849 153,783 162,126 313,627 310,220: 15,303 18,711 Old : 105,186: 4,572 13,445 35,980 60,980 49,826 101,533 99,252: 3,653 5,934 Other: 223,745: 51,881 31,257 67,411 92,803 112,300 212,095 210,968: 11,650 12,776 : : : : : Changes in Commitments from: June 5, 2012 : : -3,960: -3,661 -5,559 3,828 -4,492 -2,700 -4,325 -4,431: 365 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 12.5 32.5 46.8 49.3 95.3 94.3: 4.7 5.7 Old : 100.0: 4.3 12.8 34.2 58.0 47.4 96.5 94.4: 3.5 5.6 Other: 100.0: 23.2 14.0 30.1 41.5 50.2 94.8 94.3: 5.2 5.7 : : : :# Traders : Number of Traders in Each Category : All : 311: 124 99 98 71 72 238 229: Old : 197: 51 74 58 54 54 135 156: Other: 289: 125 79 75 60 67 215 193: :---------------------------------------------------------------------------------------------------- : 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 : 18.9 26.1 29.2 35.3 9.3 13.3 15.1 17.9 Old : 38.9 25.0 52.7 39.1 21.2 7.7 24.6 11.8 Other: 16.9 28.6 26.3 37.1 12.3 21.3 19.7 28.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 35,907: 8,242 6,363 7,223 17,953 19,436 33,418 33,023: 2,489 2,884 Old : 31,156: 8,074 6,300 4,999 15,753 17,060 28,826 28,359: 2,330 2,798 Other: 4,751: 411 306 1,982 2,199 2,377 4,591 4,664: 159 87 : : : : : Changes in Commitments from: June 5, 2012 : : 292: 149 75 70 317 235 536 380: -244 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 17.7 20.1 50.0 54.1 93.1 92.0: 6.9 8.0 Old : 100.0: 25.9 20.2 16.0 50.6 54.8 92.5 91.0: 7.5 9.0 Other: 100.0: 8.6 6.4 41.7 46.3 50.0 96.6 98.2: 3.4 1.8 : : : :# Traders : Number of Traders in Each Category : All : 100: 34 33 22 30 19 71 67: Old : 97: 36 28 22 30 18 68 66: Other: 31: 6 12 13 13 4 31 17: :---------------------------------------------------------------------------------------------------- : 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 : 28.5 52.5 42.1 64.5 19.8 38.7 29.7 44.1 Old : 29.8 52.1 42.0 62.5 20.1 38.8 30.6 45.1 Other: 48.6 70.4 70.0 88.9 33.1 42.2 42.0 44.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 180,729: 27,525 33,866 32,198 111,455 104,158 171,179 170,222: 9,551 10,507 Old : 85,647: 23,621 37,944 7,056 48,145 32,364 78,821 77,364: 6,826 8,283 Other: 95,082: 16,561 8,577 12,486 63,310 71,794 92,357 92,858: 2,724 2,224 : : : : : Changes in Commitments from: June 5, 2012 : : -19,948: 185 -5,129 -7,700 -13,196 -5,233 -20,711 -18,061: 763 -1,887 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 18.7 17.8 61.7 57.6 94.7 94.2: 5.3 5.8 Old : 100.0: 27.6 44.3 8.2 56.2 37.8 92.0 90.3: 8.0 9.7 Other: 100.0: 17.4 9.0 13.1 66.6 75.5 97.1 97.7: 2.9 2.3 : : : :# Traders : Number of Traders in Each Category : All : 172: 46 64 44 56 49 126 133: Old : 162: 38 65 32 50 38 108 115: Other: 106: 31 18 18 45 34 86 60: :---------------------------------------------------------------------------------------------------- : 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 : 26.6 26.9 40.2 40.8 22.5 20.1 30.7 30.1 Old : 30.9 22.2 44.6 34.5 30.6 22.0 42.6 33.5 Other: 34.7 38.8 50.1 59.5 31.4 33.0 45.6 51.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 936,600: 175,090 106,554 195,522 496,967 544,097 867,579 846,173: 69,021 90,427 Old : 936,600: 175,090 106,554 195,522 496,967 544,097 867,579 846,173: 69,021 90,427 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2012 : : -32,139: -7,482 -6,627 -19,509 -2,840 31 -29,831 -26,105: -2,308 -6,034 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 11.4 20.9 53.1 58.1 92.6 90.3: 7.4 9.7 Old : 100.0: 18.7 11.4 20.9 53.1 58.1 92.6 90.3: 7.4 9.7 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: 65 76 88 91 92 206 207: Old : 242: 65 76 88 91 92 206 207: 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 : 12.8 16.1 21.2 25.8 10.4 13.9 17.6 19.8 Old : 12.8 16.1 21.2 25.8 10.4 13.9 17.6 19.8 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 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 : 216,169: 28,410 40,330 73,181 106,773 94,197 208,364 207,708: 7,805 8,461 Old : 131,224: 31,185 37,270 33,770 60,559 53,234 125,515 124,275: 5,709 6,949 Other: 84,945: 6,632 12,467 30,004 46,214 40,963 82,850 83,433: 2,095 1,512 : : : : : Changes in Commitments from: June 5, 2012 : : -29,873: 70 1,169 -25,113 -4,785 -5,572 -29,828 -29,516: -45 -357 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 18.7 33.9 49.4 43.6 96.4 96.1: 3.6 3.9 Old : 100.0: 23.8 28.4 25.7 46.1 40.6 95.6 94.7: 4.4 5.3 Other: 100.0: 7.8 14.7 35.3 54.4 48.2 97.5 98.2: 2.5 1.8 : : : :# Traders : Number of Traders in Each Category : All : 404: 108 133 123 137 124 306 331: Old : 384: 100 133 100 119 109 267 297: Other: 258: 68 56 60 107 91 204 182: :---------------------------------------------------------------------------------------------------- : 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 14.9 23.1 24.3 8.1 7.4 14.6 12.2 Old : 14.4 14.1 24.6 23.7 11.5 9.3 19.8 16.6 Other: 18.2 19.2 30.8 31.7 13.6 8.5 20.4 15.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 81,758: 66,686 13,865 1,248 7,362 65,186 75,296 80,299: 6,462 1,459 Old : 81,758: 66,686 13,865 1,248 7,362 65,186 75,296 80,299: 6,462 1,459 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2012 : : 616: 815 -5,870 -318 664 6,978 1,161 790: -545 -174 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 17.0 1.5 9.0 79.7 92.1 98.2: 7.9 1.8 Old : 100.0: 81.6 17.0 1.5 9.0 79.7 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 8 20 8 97 23: Old : 106: 69 13 8 20 8 97 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 : 44.2 87.7 61.2 94.8 44.2 86.9 61.2 93.7 Old : 44.2 87.7 61.2 94.8 44.2 86.9 61.2 93.7 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 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 : 484,836: 24,980 58,242 7,057 437,846 406,833 469,882 472,132: 14,953 12,703 Old : 484,836: 24,980 58,242 7,057 437,846 406,833 469,882 472,132: 14,953 12,703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 5, 2012 : : 24,758: 4,526 -913 3,271 16,901 28,702 24,698 31,061: 60 -6,303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 12.0 1.5 90.3 83.9 96.9 97.4: 3.1 2.6 Old : 100.0: 5.2 12.0 1.5 90.3 83.9 96.9 97.4: 3.1 2.6 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 : 249: 26 51 18 105 110 142 168: Old : 249: 26 51 18 105 110 142 168: 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 : 35.4 29.5 50.1 39.1 29.2 27.2 42.9 35.5 Old : 35.4 29.5 50.1 39.1 29.2 27.2 42.9 35.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012