COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 225,452: 46,112 7,906 56,208 107,158 149,748 209,478 213,861: 15,974 11,591
Old : 15,753: 1,161 868 0 13,878 13,430 15,039 14,298: 714 1,455
Other: 209,699: 45,382 7,469 55,776 93,280 136,318 194,439 199,563: 15,260 10,136
: : :
: : Changes in Commitments from: June 14, 2011 :
: -5,142: -4,379 449 -734 2,361 -3,248 -2,751 -3,532: -2,391 -1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.5 24.9 47.5 66.4 92.9 94.9: 7.1 5.1
Old : 100.0: 7.4 5.5 0.0 88.1 85.3 95.5 90.8: 4.5 9.2
Other: 100.0: 21.6 3.6 26.6 44.5 65.0 92.7 95.2: 7.3 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 114 29 74 60 68 189 157:
Old : 57: 7 7 0 14 30 21 37:
Other: 222: 113 29 74 60 68 189 156:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 27.6 33.0 38.4 11.7 15.8 17.1 23.2
Old : 86.8 62.0 92.5 76.1 86.8 62.0 92.5 76.1
Other: 18.3 29.3 29.8 39.3 12.5 21.7 18.7 28.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 44,271: 21,606 749 5,934 11,457 35,626 38,996 42,309: 5,274 1,962
Old : 40,367: 20,508 1,319 4,492 10,356 32,643 35,356 38,453: 5,011 1,914
Other: 3,904: 1,687 20 852 1,101 2,983 3,641 3,856: 263 48
: : :
: : Changes in Commitments from: June 14, 2011 :
: -2,424: 126 -236 -1,771 -690 -462 -2,335 -2,469: -89 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 1.7 13.4 25.9 80.5 88.1 95.6: 11.9 4.4
Old : 100.0: 50.8 3.3 11.1 25.7 80.9 87.6 95.3: 12.4 4.7
Other: 100.0: 43.2 0.5 21.8 28.2 76.4 93.3 98.8: 6.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 70 11 19 23 29 98 54:
Old : 119: 63 18 19 22 29 97 54:
Other: 30: 15 2 12 10 8 27 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 : 20.7 54.3 33.5 65.1 19.8 47.1 29.3 56.5
Old : 22.5 53.0 35.1 64.6 20.5 46.5 31.0 56.6
Other: 45.0 72.5 63.8 87.4 38.3 66.6 53.9 69.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 183,233: 38,557 29,135 35,383 100,342 110,122 174,283 174,641: 8,951 8,592
Old : 73,396: 32,696 33,064 3,800 30,324 30,621 66,820 67,485: 6,576 5,911
Other: 109,837: 13,823 4,032 23,622 70,018 79,501 107,462 107,156: 2,375 2,682
: : :
: : Changes in Commitments from: June 14, 2011 :
: -847: 230 -3,389 400 -1,213 1,692 -583 -1,298: -264 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.9 19.3 54.8 60.1 95.1 95.3: 4.9 4.7
Old : 100.0: 44.5 45.0 5.2 41.3 41.7 91.0 91.9: 9.0 8.1
Other: 100.0: 12.6 3.7 21.5 63.7 72.4 97.8 97.6: 2.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 58 51 46 58 52 141 126:
Old : 165: 48 53 27 48 32 111 97:
Other: 115: 32 23 23 49 45 93 80:
:----------------------------------------------------------------------------------------------------
: 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 : 30.7 34.1 45.9 48.0 21.8 20.4 29.8 28.5
Old : 32.1 32.4 43.7 47.0 32.1 31.3 43.7 44.4
Other: 42.2 38.4 61.3 53.6 22.7 21.4 30.9 31.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 781,878: 201,941 40,348 133,110 364,575 540,332 699,626 713,790: 82,252 68,088
Old : 781,878: 201,941 40,348 133,110 364,575 540,332 699,626 713,790: 82,252 68,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -56,197: 19,905 1,208 -34,991 -45,923 -25,150 -61,008 -58,933: 4,811 2,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.2 17.0 46.6 69.1 89.5 91.3: 10.5 8.7
Old : 100.0: 25.8 5.2 17.0 46.6 69.1 89.5 91.3: 10.5 8.7
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 : 237: 94 40 85 83 95 211 190:
Old : 237: 94 40 85 83 95 211 190:
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 : 14.2 20.9 24.2 31.7 13.0 15.6 21.2 24.2
Old : 14.2 20.9 24.2 31.7 13.0 15.6 21.2 24.2
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 21, 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 : 160,580: 19,517 16,832 44,802 88,735 90,685 153,053 152,319: 7,526 8,261
Old : 95,990: 16,454 16,749 22,424 51,890 51,129 90,768 90,302: 5,221 5,687
Other: 64,590: 8,107 5,127 17,334 36,845 39,557 62,285 62,017: 2,305 2,573
: : :
: : Changes in Commitments from: June 14, 2011 :
: 9,416: -4,962 4,839 5,442 8,814 -3,225 9,294 7,056: 122 2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.5 27.9 55.3 56.5 95.3 94.9: 4.7 5.1
Old : 100.0: 17.1 17.4 23.4 54.1 53.3 94.6 94.1: 5.4 5.9
Other: 100.0: 12.6 7.9 26.8 57.0 61.2 96.4 96.0: 3.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 92 96 107 112 125 261 275:
Old : 310: 84 89 78 93 108 214 238:
Other: 231: 49 52 54 92 103 176 174:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 14.9 30.8 24.8 12.4 9.1 21.2 14.4
Old : 23.5 15.1 39.0 26.3 19.8 13.3 32.0 22.0
Other: 23.2 19.1 35.0 31.8 16.2 10.4 23.7 15.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 46,937: 31,162 26,043 1,359 7,095 16,792 39,615 44,194: 7,321 2,743
Old : 46,937: 31,162 26,043 1,359 7,095 16,792 39,615 44,194: 7,321 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -7,235: -5,832 -5,044 49 -1,583 -939 -7,365 -5,934: 130 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 55.5 2.9 15.1 35.8 84.4 94.2: 15.6 5.8
Old : 100.0: 66.4 55.5 2.9 15.1 35.8 84.4 94.2: 15.6 5.8
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 : 109: 49 37 8 11 13 66 53:
Old : 109: 49 37 8 11 13 66 53:
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 : 56.4 60.1 63.0 75.0 55.6 60.1 61.2 73.9
Old : 56.4 60.1 63.0 75.0 55.6 60.1 61.2 73.9
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 21, 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 : 437,569: 12,374 65,783 6,522 399,789 343,041 418,686 415,346: 18,884 22,223
Old : 437,569: 12,374 65,783 6,522 399,789 343,041 418,686 415,346: 18,884 22,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -45,071: 1,772 -11,382 1,777 -46,332 -32,620 -42,783 -42,225: -2,288 -2,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 15.0 1.5 91.4 78.4 95.7 94.9: 4.3 5.1
Old : 100.0: 2.8 15.0 1.5 91.4 78.4 95.7 94.9: 4.3 5.1
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 : 258: 24 52 17 103 117 139 174:
Old : 258: 24 52 17 103 117 139 174:
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 : 41.1 16.2 56.8 27.7 37.0 15.0 50.4 24.1
Old : 41.1 16.2 56.8 27.7 37.0 15.0 50.4 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011