COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 251,461: 55,780 36,355 74,152 105,724 124,837 235,656 235,344: 15,805 16,117
Old : 1,141: 0 0 0 1,116 1,024 1,116 1,024: 25 117
Other: 250,320: 55,780 36,355 74,152 104,608 123,813 234,540 234,320: 15,780 16,000
: : :
: : Changes in Commitments from: June 19, 2012 :
: -6,150: -2,488 -249 4,235 -7,386 -9,435 -5,639 -5,449: -510 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.5 29.5 42.0 49.6 93.7 93.6: 6.3 6.4
Old : 100.0: 0.0 0.0 0.0 97.8 89.7 97.8 89.7: 2.2 10.3
Other: 100.0: 22.3 14.5 29.6 41.8 49.5 93.7 93.6: 6.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 114 87 77 62 68 216 195:
Old : 6: 0 0 0 2 4 2 4:
Other: 290: 114 87 77 61 68 215 195:
:----------------------------------------------------------------------------------------------------
: 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 26.1 27.3 35.2 12.2 19.8 19.8 25.9
Old : 97.8 89.7 97.8 89.7 97.8 89.7 97.8 89.7
Other: 16.4 26.0 27.0 35.1 12.2 19.7 19.9 25.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 29,094: 8,545 6,189 5,264 12,575 14,974 26,383 26,427: 2,711 2,667
Old : 23,675: 7,905 6,171 2,934 10,365 11,990 21,205 21,095: 2,470 2,580
Other: 5,419: 839 217 2,130 2,210 2,984 5,178 5,331: 241 88
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,338: 370 -161 -49 -3,389 -2,863 -3,067 -3,073: -270 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 21.3 18.1 43.2 51.5 90.7 90.8: 9.3 9.2
Old : 100.0: 33.4 26.1 12.4 43.8 50.6 89.6 89.1: 10.4 10.9
Other: 100.0: 15.5 4.0 39.3 40.8 55.1 95.6 98.4: 4.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 39 30 21 28 14 73 59:
Old : 94: 36 27 19 28 13 67 56:
Other: 37: 11 12 16 13 5 36 21:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 52.8 39.6 64.4 24.9 47.7 37.0 55.7
Old : 25.7 50.9 39.3 62.1 25.7 48.3 39.1 58.2
Other: 48.2 72.6 68.3 89.3 37.0 48.2 44.7 50.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 183,950: 30,317 35,522 31,827 111,871 105,158 174,015 172,506: 9,935 11,444
Old : 79,429: 25,810 37,637 5,463 41,774 27,668 73,047 70,768: 6,382 8,661
Other: 104,521: 16,590 9,967 14,281 70,097 77,490 100,968 101,738: 3,553 2,783
: : :
: : Changes in Commitments from: June 19, 2012 :
: 4,106: 417 3,506 893 2,279 -1,467 3,589 2,932: 517 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.3 17.3 60.8 57.2 94.6 93.8: 5.4 6.2
Old : 100.0: 32.5 47.4 6.9 52.6 34.8 92.0 89.1: 8.0 10.9
Other: 100.0: 15.9 9.5 13.7 67.1 74.1 96.6 97.3: 3.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 48 66 48 54 41 131 128:
Old : 165: 49 60 31 43 28 106 105:
Other: 109: 31 25 21 44 34 86 69:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 26.4 39.2 41.0 23.1 20.2 32.1 30.8
Old : 28.1 20.5 43.1 33.2 27.7 20.5 41.1 32.7
Other: 35.3 36.6 51.0 60.5 35.0 29.9 48.3 50.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 812,937: 172,755 93,701 140,127 433,665 502,574 746,547 736,401: 66,389 76,535
Old : 812,937: 172,755 93,701 140,127 433,665 502,574 746,547 736,401: 66,389 76,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -38,875: 106 -6,680 120 -34,504 -29,323 -34,279 -35,883: -4,596 -2,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.5 17.2 53.3 61.8 91.8 90.6: 8.2 9.4
Old : 100.0: 21.3 11.5 17.2 53.3 61.8 91.8 90.6: 8.2 9.4
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 : 210: 69 48 68 83 84 184 168:
Old : 210: 69 48 68 83 84 184 168:
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 : 13.7 18.1 23.2 28.9 12.1 16.8 20.6 23.9
Old : 13.7 18.1 23.2 28.9 12.1 16.8 20.6 23.9
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 with Delta-adjusted Options and Futures Combined, 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 : 213,750: 28,703 39,486 75,000 102,001 90,526 205,704 205,012: 8,047 8,739
Old : 116,532: 28,615 33,900 33,326 49,106 42,776 111,047 110,002: 5,485 6,530
Other: 97,219: 7,494 12,992 34,268 52,895 47,750 94,657 95,010: 2,562 2,209
: : :
: : Changes in Commitments from: June 19, 2012 :
: 2,733: -258 -779 2,614 407 746 2,763 2,582: -31 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.5 35.1 47.7 42.4 96.2 95.9: 3.8 4.1
Old : 100.0: 24.6 29.1 28.6 42.1 36.7 95.3 94.4: 4.7 5.6
Other: 100.0: 7.7 13.4 35.2 54.4 49.1 97.4 97.7: 2.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 104 117 120 137 129 300 314:
Old : 363: 106 108 85 103 111 240 273:
Other: 265: 61 68 63 113 95 214 187:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.5 23.6 24.5 8.2 6.9 14.9 12.3
Old : 15.0 13.4 25.4 23.0 12.2 9.8 20.3 17.4
Other: 19.0 19.5 31.2 30.2 12.7 8.5 19.0 15.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 67,317: 53,596 11,444 768 6,114 54,005 60,477 66,218: 6,840 1,100
Old : 67,317: 53,596 11,444 768 6,114 54,005 60,477 66,218: 6,840 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -3,246: -5,001 3,597 -69 745 -6,654 -4,325 -3,126: 1,079 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 17.0 1.1 9.1 80.2 89.8 98.4: 10.2 1.6
Old : 100.0: 79.6 17.0 1.1 9.1 80.2 89.8 98.4: 10.2 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 : 110: 75 10 7 18 9 96 24:
Old : 110: 75 10 7 18 9 96 24:
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 : 37.7 90.5 54.6 94.8 37.7 89.7 54.5 93.8
Old : 37.7 90.5 54.6 94.8 37.7 89.7 54.5 93.8
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 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 : 437,383: 20,393 59,404 2,471 397,772 359,815 420,636 421,690: 16,746 15,692
Old : 437,383: 20,393 59,404 2,471 397,772 359,815 420,636 421,690: 16,746 15,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: 2,248: -6,518 5,525 -204 6,560 -4,746 -161 576: 2,409 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 13.6 0.6 90.9 82.3 96.2 96.4: 3.8 3.6
Old : 100.0: 4.7 13.6 0.6 90.9 82.3 96.2 96.4: 3.8 3.6
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 : 234: 27 43 10 99 99 132 146:
Old : 234: 27 43 10 99 99 132 146:
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 30.3 50.8 40.2 33.9 30.2 47.6 39.9
Old : 37.1 30.3 50.8 40.2 33.9 30.2 47.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012