COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,807: 48,364 9,937 54,688 101,577 141,558 204,629 206,183: 13,178 11,624
Old : 214,302: 47,214 10,180 54,240 100,265 138,468 201,719 202,888: 12,583 11,414
Other: 3,505: 1,536 143 62 1,312 3,090 2,910 3,295: 595 210
: : :
: : Changes in Commitments from: June 28, 2011 :
: 904: 1,725 859 -1,148 1,368 827 1,945 538: -1,041 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.6 25.1 46.6 65.0 93.9 94.7: 6.1 5.3
Old : 100.0: 22.0 4.8 25.3 46.8 64.6 94.1 94.7: 5.9 5.3
Other: 100.0: 43.8 4.1 1.8 37.4 88.2 83.0 94.0: 17.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 117 34 81 59 67 196 164:
Old : 230: 116 35 78 58 67 193 163:
Other: 45: 8 5 4 15 21 26 27:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 26.4 30.0 36.6 12.3 18.4 18.2 25.5
Old : 18.5 26.7 30.3 37.0 12.5 18.7 18.5 25.8
Other: 44.6 51.4 63.7 72.7 44.4 50.6 60.0 68.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,370: 21,409 399 6,232 9,966 34,423 37,608 41,054: 4,762 1,316
Old : 38,198: 20,550 1,010 4,593 8,769 31,378 33,912 36,981: 4,286 1,217
Other: 4,173: 1,488 17 1,011 1,198 3,045 3,697 4,073: 476 99
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,071: 235 75 107 -2,087 -1,975 -1,744 -1,792: -327 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 0.9 14.7 23.5 81.2 88.8 96.9: 11.2 3.1
Old : 100.0: 53.8 2.6 12.0 23.0 82.1 88.8 96.8: 11.2 3.2
Other: 100.0: 35.6 0.4 24.2 28.7 73.0 88.6 97.6: 11.4 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 67 13 19 24 30 100 53:
Old : 118: 62 18 19 23 30 99 53:
Other: 31: 12 5 14 11 8 28 22:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 58.0 33.1 67.9 21.1 53.3 30.8 62.3
Old : 23.8 57.2 34.9 67.8 22.0 53.5 32.8 63.2
Other: 42.7 69.9 62.5 84.9 36.3 63.4 50.6 65.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 194,281: 44,653 26,335 37,603 100,822 122,405 183,078 186,342: 11,203 7,939
Old : 75,843: 38,072 33,416 3,273 26,888 33,881 68,233 70,570: 7,609 5,273
Other: 118,438: 16,741 3,080 24,170 73,934 88,523 114,844 115,772: 3,593 2,665
: : :
: : Changes in Commitments from: June 28, 2011 :
: 10,694: 5,159 472 2,639 1,242 8,213 9,040 11,324: 1,655 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.6 19.4 51.9 63.0 94.2 95.9: 5.8 4.1
Old : 100.0: 50.2 44.1 4.3 35.5 44.7 90.0 93.0: 10.0 7.0
Other: 100.0: 14.1 2.6 20.4 62.4 74.7 97.0 97.7: 3.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 66 42 48 53 51 145 117:
Old : 162: 53 49 25 42 36 109 96:
Other: 118: 39 19 23 46 46 96 78:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 34.4 41.2 49.2 18.0 21.7 26.7 29.4
Old : 27.2 37.6 39.5 50.8 27.2 37.2 39.5 49.1
Other: 37.5 36.6 56.6 51.4 20.3 22.4 31.5 32.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 797,192: 212,114 40,690 162,865 333,378 533,302 708,356 736,857: 88,836 60,335
Old : 797,192: 212,114 40,690 162,865 333,378 533,302 708,356 736,857: 88,836 60,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 11,649: 9,583 2,057 13,943 -14,952 -1,834 8,574 14,166: 3,075 -2,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.1 20.4 41.8 66.9 88.9 92.4: 11.1 7.6
Old : 100.0: 26.6 5.1 20.4 41.8 66.9 88.9 92.4: 11.1 7.6
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 : 241: 96 46 88 79 94 213 191:
Old : 241: 96 46 88 79 94 213 191:
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 20.2 25.3 31.1 14.2 16.7 22.0 24.4
Old : 15.3 20.2 25.3 31.1 14.2 16.7 22.0 24.4
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 with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,194: 21,075 13,917 46,016 88,330 95,865 155,422 155,798: 7,772 7,396
Old : 86,741: 14,765 10,915 21,396 45,220 49,583 81,381 81,894: 5,360 4,847
Other: 76,453: 9,219 5,911 21,711 43,110 46,282 74,041 73,904: 2,412 2,549
: : :
: : Changes in Commitments from: June 28, 2011 :
: 2,120: 1,526 -2,883 540 -792 4,575 1,274 2,232: 846 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.5 28.2 54.1 58.7 95.2 95.5: 4.8 4.5
Old : 100.0: 17.0 12.6 24.7 52.1 57.2 93.8 94.4: 6.2 5.6
Other: 100.0: 12.1 7.7 28.4 56.4 60.5 96.8 96.7: 3.2 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 100 92 108 115 125 266 276:
Old : 314: 86 92 79 91 109 215 242:
Other: 240: 60 48 57 94 107 182 185:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 15.9 32.2 27.1 12.3 9.5 20.8 16.2
Old : 25.6 17.2 41.2 29.5 21.8 15.3 33.0 24.4
Other: 23.9 19.2 36.0 31.3 15.7 11.3 21.2 16.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,108: 32,980 25,035 1,637 6,469 18,120 41,086 44,792: 7,022 3,316
Old : 48,108: 32,980 25,035 1,637 6,469 18,120 41,086 44,792: 7,022 3,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,109: -2,630 2,396 606 -495 -6,672 -2,519 -3,671: -589 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 52.0 3.4 13.4 37.7 85.4 93.1: 14.6 6.9
Old : 100.0: 68.6 52.0 3.4 13.4 37.7 85.4 93.1: 14.6 6.9
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 : 106: 50 36 9 10 11 65 52:
Old : 106: 50 36 9 10 11 65 52:
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 : 60.2 56.6 66.4 71.2 59.4 56.6 64.7 69.8
Old : 60.2 56.6 66.4 71.2 59.4 56.6 64.7 69.8
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, July 5, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 417,526: 18,224 68,115 4,567 377,942 328,281 400,733 400,964: 16,793 16,562
Old : 417,526: 18,224 68,115 4,567 377,942 328,281 400,733 400,964: 16,793 16,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -19,103: 8,798 2,646 -669 -19,697 -11,045 -11,568 -9,067: -7,535 -10,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 16.3 1.1 90.5 78.6 96.0 96.0: 4.0 4.0
Old : 100.0: 4.4 16.3 1.1 90.5 78.6 96.0 96.0: 4.0 4.0
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 : 254: 20 55 20 104 110 138 171:
Old : 254: 20 55 20 104 110 138 171:
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 : 41.8 16.0 57.4 27.6 39.0 15.6 52.0 25.2
Old : 41.8 16.0 57.4 27.6 39.0 15.6 52.0 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011