COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 307,585: 45,377 6,872 100,472 139,642 185,533 285,491 292,877: 22,094 14,708
Old : 123,266: 12,498 7,745 42,094 61,441 66,969 116,032 116,808: 7,233 6,458
Other: 184,319: 37,362 3,610 53,895 78,201 118,564 169,458 176,068: 14,861 8,251
: : :
: : Changes in Commitments from: May 31, 2011 :
: 3,329: -4,098 559 -799 6,413 3,332 1,516 3,092: 1,813 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.2 32.7 45.4 60.3 92.8 95.2: 7.2 4.8
Old : 100.0: 10.1 6.3 34.1 49.8 54.3 94.1 94.8: 5.9 5.2
Other: 100.0: 20.3 2.0 29.2 42.4 64.3 91.9 95.5: 8.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 109 42 81 61 70 194 169:
Old : 182: 47 71 53 46 54 131 140:
Other: 207: 106 24 61 59 65 182 133:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 25.7 32.6 37.3 9.0 12.5 12.9 17.7
Old : 28.3 30.2 38.9 40.6 12.1 16.9 18.8 22.0
Other: 19.6 29.2 30.0 39.3 10.8 19.7 18.1 25.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 45,590: 22,137 883 7,450 11,120 35,626 40,706 43,959: 4,884 1,632
Old : 42,988: 22,054 1,392 6,165 10,111 33,821 38,331 41,378: 4,657 1,610
Other: 2,602: 624 33 743 1,009 1,805 2,376 2,581: 227 22
: : :
: : Changes in Commitments from: May 31, 2011 :
: 998: 993 30 357 -479 651 871 1,038: 127 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 1.9 16.3 24.4 78.1 89.3 96.4: 10.7 3.6
Old : 100.0: 51.3 3.2 14.3 23.5 78.7 89.2 96.3: 10.8 3.7
Other: 100.0: 24.0 1.3 28.5 38.8 69.3 91.3 99.2: 8.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 72 14 21 24 28 105 55:
Old : 123: 68 18 21 23 28 104 55:
Other: 31: 13 5 12 10 8 28 20:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 53.4 31.5 64.8 17.5 47.9 28.0 57.6
Old : 21.1 53.0 33.0 65.0 18.5 48.5 29.7 58.6
Other: 48.5 68.4 67.8 86.6 33.7 54.9 44.1 56.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 182,489: 35,017 31,793 30,786 108,022 112,542 173,825 175,121: 8,664 7,368
Old : 91,284: 31,218 30,495 7,349 45,978 48,522 84,546 86,366: 6,738 4,918
Other: 91,205: 9,070 6,568 18,166 62,044 64,020 89,280 88,755: 1,925 2,451
: : :
: : Changes in Commitments from: May 31, 2011 :
: -13,639: -2,813 172 -10,724 2,366 -969 -11,170 -11,521: -2,469 -2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.4 16.9 59.2 61.7 95.3 96.0: 4.7 4.0
Old : 100.0: 34.2 33.4 8.1 50.4 53.2 92.6 94.6: 7.4 5.4
Other: 100.0: 9.9 7.2 19.9 68.0 70.2 97.9 97.3: 2.1 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 52 52 49 60 53 140 130:
Old : 165: 53 49 38 51 39 121 110:
Other: 108: 23 29 18 48 43 84 77:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 33.2 45.8 45.5 22.4 17.9 30.2 26.1
Old : 28.9 30.0 39.6 43.7 25.3 21.0 35.0 34.6
Other: 44.5 38.5 62.5 52.7 27.5 21.0 36.3 31.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 822,537: 167,376 42,503 164,223 407,669 543,795 739,268 750,521: 83,269 72,016
Old : 822,537: 167,376 42,503 164,223 407,669 543,795 739,268 750,521: 83,269 72,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 32,630: 3,074 -3,810 -2,005 20,588 36,652 21,657 30,837: 10,974 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 5.2 20.0 49.6 66.1 89.9 91.2: 10.1 8.8
Old : 100.0: 20.3 5.2 20.0 49.6 66.1 89.9 91.2: 10.1 8.8
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 : 239: 80 55 95 88 91 220 191:
Old : 239: 80 55 95 88 91 220 191:
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 : 13.7 17.6 23.5 29.2 11.3 13.2 18.4 22.0
Old : 13.7 17.6 23.5 29.2 11.3 13.2 18.4 22.0
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 7, 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 : 176,030: 25,053 13,816 53,898 88,782 100,753 167,733 168,468: 8,297 7,562
Old : 122,398: 22,202 12,940 35,881 57,707 67,785 115,790 116,606: 6,608 5,792
Other: 53,632: 6,353 4,379 14,514 31,076 32,968 51,943 51,862: 1,689 1,770
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,609: -1,242 1,840 178 3,524 -545 2,460 1,473: -851 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.8 30.6 50.4 57.2 95.3 95.7: 4.7 4.3
Old : 100.0: 18.1 10.6 29.3 47.1 55.4 94.6 95.3: 5.4 4.7
Other: 100.0: 11.8 8.2 27.1 57.9 61.5 96.9 96.7: 3.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 118 88 121 125 126 299 288:
Old : 340: 116 84 107 109 118 267 269:
Other: 222: 46 50 49 88 96 169 160:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 15.6 27.6 26.2 11.1 9.4 18.3 14.7
Old : 17.5 15.1 29.7 26.3 12.7 12.1 21.3 19.1
Other: 24.0 20.8 35.5 34.7 17.3 11.7 26.4 17.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 63,201: 34,017 31,926 3,400 18,629 23,717 56,046 59,043: 7,155 4,159
Old : 63,201: 34,017 31,926 3,400 18,629 23,717 56,046 59,043: 7,155 4,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 6,253: 5,500 8,024 1,845 -784 -4,188 6,562 5,681: -309 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 50.5 5.4 29.5 37.5 88.7 93.4: 11.3 6.6
Old : 100.0: 53.8 50.5 5.4 29.5 37.5 88.7 93.4: 11.3 6.6
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 : 114: 46 44 13 14 11 67 63:
Old : 114: 46 44 13 14 11 67 63:
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 : 62.9 50.6 71.0 68.8 59.7 50.2 67.7 68.2
Old : 62.9 50.6 71.0 68.8 59.7 50.2 67.7 68.2
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 7, 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 : 432,773: 11,181 84,040 2,332 401,420 325,917 414,933 412,290: 17,840 20,483
Old : 432,773: 11,181 84,040 2,332 401,420 325,917 414,933 412,290: 17,840 20,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 9,370: -9,018 11,624 -3,142 22,544 2,539 10,384 11,021: -1,014 -1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 19.4 0.5 92.8 75.3 95.9 95.3: 4.1 4.7
Old : 100.0: 2.6 19.4 0.5 92.8 75.3 95.9 95.3: 4.1 4.7
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 : 269: 26 57 17 109 115 147 178:
Old : 269: 26 57 17 109 115 147 178:
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 : 42.8 15.1 59.7 25.1 39.2 14.4 52.9 22.8
Old : 42.8 15.1 59.7 25.1 39.2 14.4 52.9 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011