COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 5, 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 : 201,644: 58,258 68,864 20,814 109,357 96,006 188,429 185,684: 13,215 15,960
Old : 78,613: 25,571 39,093 652 47,872 29,366 74,095 69,111: 4,518 9,502
Other: 123,031: 44,689 41,773 8,160 61,485 66,640 114,334 116,573: 8,697 6,458
: : :
: : Changes in Commitments from: May 29, 2012 :
: 9,668: 1,026 3,917 2,825 7,504 3,795 11,355 10,537: -1,687 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 34.2 10.3 54.2 47.6 93.4 92.1: 6.6 7.9
Old : 100.0: 32.5 49.7 0.8 60.9 37.4 94.3 87.9: 5.7 12.1
Other: 100.0: 36.3 34.0 6.6 50.0 54.2 92.9 94.8: 7.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 93 112 70 61 63 200 202:
Old : 228: 65 89 12 41 42 115 135:
Other: 235: 91 65 33 48 51 162 128:
:----------------------------------------------------------------------------------------------------
: 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 21.4 33.3 29.9 15.9 11.6 25.9 19.2
Old : 40.7 17.7 53.6 31.8 40.7 17.7 53.6 30.7
Other: 19.0 31.4 29.2 42.6 19.0 28.8 29.2 40.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 5, 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 : 26,883: 10,028 6,741 515 13,874 16,722 24,417 23,978: 2,466 2,905
Old : 25,002: 9,526 6,681 145 12,980 15,333 22,651 22,159: 2,351 2,843
Other: 1,881: 513 71 359 894 1,389 1,766 1,819: 115 62
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,352: -177 317 -181 2,532 1,962 2,174 2,098: 178 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 25.1 1.9 51.6 62.2 90.8 89.2: 9.2 10.8
Old : 100.0: 38.1 26.7 0.6 51.9 61.3 90.6 88.6: 9.4 11.4
Other: 100.0: 27.3 3.8 19.1 47.5 73.8 93.9 96.7: 6.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 32 32 13 27 13 60 58:
Old : 94: 31 32 8 26 13 58 53:
Other: 24: 11 2 9 9 2 21 13:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 59.6 47.3 68.9 23.5 49.1 35.1 56.4
Old : 36.4 58.5 50.6 68.3 25.3 47.4 37.7 55.0
Other: 56.4 84.5 80.2 95.2 49.9 75.3 64.6 75.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 5, 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 : 190,254: 30,023 40,901 29,452 122,270 107,765 181,745 178,118: 8,509 12,136
Old : 104,562: 26,089 43,674 10,308 62,151 40,332 98,548 94,314: 6,014 10,248
Other: 85,692: 18,177 11,470 4,901 60,119 67,433 83,197 83,804: 2,495 1,888
: : :
: : Changes in Commitments from: May 29, 2012 :
: 869: -337 2,506 2,397 -653 -4,670 1,407 233: -538 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.5 15.5 64.3 56.6 95.5 93.6: 4.5 6.4
Old : 100.0: 25.0 41.8 9.9 59.4 38.6 94.2 90.2: 5.8 9.8
Other: 100.0: 21.2 13.4 5.7 70.2 78.7 97.1 97.8: 2.9 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 77 47 55 46 134 143:
Old : 185: 46 76 34 48 34 115 126:
Other: 102: 31 16 15 42 28 80 52:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 26.0 38.8 40.0 21.9 19.0 30.8 27.8
Old : 27.4 23.8 42.7 36.1 27.4 21.2 40.0 31.2
Other: 37.2 42.8 53.6 64.3 33.9 37.4 49.5 58.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 5, 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 : 775,795: 200,920 129,053 83,707 425,816 474,776 710,443 687,536: 65,352 88,259
Old : 775,795: 200,920 129,053 83,707 425,816 474,776 710,443 687,536: 65,352 88,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 22,255: 3,162 705 11,732 8,092 12,086 22,986 24,523: -731 -2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 16.6 10.8 54.9 61.2 91.6 88.6: 8.4 11.4
Old : 100.0: 25.9 16.6 10.8 54.9 61.2 91.6 88.6: 8.4 11.4
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 : 241: 65 76 73 79 85 185 195:
Old : 241: 65 76 73 79 85 185 195:
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 : 13.2 18.8 24.4 27.9 12.2 17.2 21.1 24.5
Old : 13.2 18.8 24.4 27.9 12.2 17.2 21.1 24.5
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 - Futures Only, June 5, 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 : 159,364: 37,632 43,478 28,509 86,005 78,984 152,146 150,971: 7,218 8,393
Old : 107,677: 41,252 43,252 10,479 50,829 46,741 102,560 100,472: 5,117 7,205
Other: 51,687: 10,761 14,607 3,649 35,176 32,243 49,586 50,499: 2,101 1,188
: : :
: : Changes in Commitments from: May 29, 2012 :
: 8,676: -83 728 5,899 2,610 2,311 8,426 8,938: 250 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 27.3 17.9 54.0 49.6 95.5 94.7: 4.5 5.3
Old : 100.0: 38.3 40.2 9.7 47.2 43.4 95.2 93.3: 4.8 6.7
Other: 100.0: 20.8 28.3 7.1 68.1 62.4 95.9 97.7: 4.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 89 124 99 126 112 276 288:
Old : 366: 97 121 70 111 100 244 258:
Other: 224: 54 49 31 88 80 161 144:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 13.6 22.6 21.7 10.3 10.7 18.6 17.2
Old : 14.5 16.0 25.4 25.9 14.5 13.3 24.7 22.1
Other: 22.3 18.5 36.0 30.8 22.0 14.1 34.6 24.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 5, 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 : 80,104: 65,872 20,072 865 6,443 57,605 73,180 78,542: 6,924 1,562
Old : 80,104: 65,872 20,072 865 6,443 57,605 73,180 78,542: 6,924 1,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,360: 5,148 983 244 -2,055 2,159 3,337 3,386: 23 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 25.1 1.1 8.0 71.9 91.4 98.1: 8.6 1.9
Old : 100.0: 82.2 25.1 1.1 8.0 71.9 91.4 98.1: 8.6 1.9
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 : 109: 64 19 5 20 7 89 27:
Old : 109: 64 19 5 20 7 89 27:
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 : 44.5 83.5 62.2 92.9 44.5 83.5 62.2 92.7
Old : 44.5 83.5 62.2 92.9 44.5 83.5 62.2 92.7
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 - Futures Only, June 5, 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 : 457,455: 21,069 59,233 2,786 419,225 377,075 443,080 439,094: 14,375 18,361
Old : 457,455: 21,069 59,233 2,786 419,225 377,075 443,080 439,094: 14,375 18,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 15,855: -168 6,116 -734 17,442 9,150 16,540 14,532: -685 1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.9 0.6 91.6 82.4 96.9 96.0: 3.1 4.0
Old : 100.0: 4.6 12.9 0.6 91.6 82.4 96.9 96.0: 3.1 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 : 240: 24 47 9 97 103 128 152:
Old : 240: 24 47 9 97 103 128 152:
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 : 37.3 29.9 52.4 40.2 32.9 28.8 47.9 37.7
Old : 37.3 29.9 52.4 40.2 32.9 28.8 47.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012