COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 3, 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 : 165,480: 60,507 65,211 10,302 80,547 75,767 151,356 151,280: 14,124 14,200
Old : 164,084: 60,511 65,212 10,203 79,536 74,676 150,250 150,091: 13,834 13,993
Other: 1,396: 95 98 0 1,011 1,091 1,106 1,189: 290 207
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,291: 969 -2,144 607 -2,086 418 -510 -1,119: -781 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 39.4 6.2 48.7 45.8 91.5 91.4: 8.5 8.6
Old : 100.0: 36.9 39.7 6.2 48.5 45.5 91.6 91.5: 8.4 8.5
Other: 100.0: 6.8 7.0 0.0 72.4 78.2 79.2 85.2: 20.8 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 98 93 44 53 53 182 165:
Old : 277: 99 93 43 51 53 180 164:
Other: 39: 7 6 0 15 12 22 18:
:----------------------------------------------------------------------------------------------------
: 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 24.5 29.9 34.5 18.3 24.2 29.9 33.7
Old : 18.4 24.6 30.1 34.8 18.3 24.4 30.0 33.9
Other: 46.5 57.8 64.3 73.9 42.9 57.8 60.7 73.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 3, 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 : 21,674: 9,822 6,770 337 9,101 12,489 19,260 19,596: 2,414 2,078
Old : 18,822: 8,445 6,557 59 8,124 10,207 16,628 16,823: 2,194 1,999
Other: 2,852: 1,434 270 221 977 2,282 2,632 2,773: 220 79
: : :
: : Changes in Commitments from: June 26, 2012 :
: -905: -205 69 12 -546 -480 -739 -399: -166 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 31.2 1.6 42.0 57.6 88.9 90.4: 11.1 9.6
Old : 100.0: 44.9 34.8 0.3 43.2 54.2 88.3 89.4: 11.7 10.6
Other: 100.0: 50.3 9.5 7.7 34.3 80.0 92.3 97.2: 7.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 37 20 13 26 9 63 42:
Old : 84: 34 20 3 25 9 59 32:
Other: 32: 15 3 9 12 3 27 15:
:----------------------------------------------------------------------------------------------------
: 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 63.0 45.2 74.2 30.5 62.8 45.2 74.0
Old : 32.0 60.5 48.7 72.3 32.0 60.5 48.7 72.1
Other: 55.2 90.2 74.3 96.0 55.1 87.7 69.0 88.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 3, 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 : 179,152: 39,937 31,206 22,697 105,293 116,746 167,927 170,649: 11,225 8,503
Old : 71,425: 27,906 34,356 1,003 34,833 29,689 63,742 65,048: 7,683 6,377
Other: 107,727: 24,740 9,559 8,985 70,460 87,057 104,185 105,601: 3,542 2,126
: : :
: : Changes in Commitments from: June 26, 2012 :
: 7,379: 8,467 -4,941 1,160 -3,827 13,890 5,800 10,109: 1,579 -2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 17.4 12.7 58.8 65.2 93.7 95.3: 6.3 4.7
Old : 100.0: 39.1 48.1 1.4 48.8 41.6 89.2 91.1: 10.8 8.9
Other: 100.0: 23.0 8.9 8.3 65.4 80.8 96.7 98.0: 3.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 58 53 43 55 47 137 122:
Old : 166: 51 54 15 39 33 99 93:
Other: 114: 39 17 21 45 35 91 67:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 26.9 39.9 45.2 23.7 21.8 32.9 36.2
Old : 30.9 23.7 45.4 37.9 30.9 22.9 44.3 37.0
Other: 34.2 34.8 50.0 61.3 33.4 29.7 47.5 52.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 3, 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 : 678,681: 175,098 92,484 74,155 372,876 450,677 622,129 617,316: 56,552 61,365
Old : 678,681: 175,098 92,484 74,155 372,876 450,677 622,129 617,316: 56,552 61,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -21,505: -971 -8,205 -684 -15,004 -3,648 -16,659 -12,537: -4,846 -8,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.6 10.9 54.9 66.4 91.7 91.0: 8.3 9.0
Old : 100.0: 25.8 13.6 10.9 54.9 66.4 91.7 91.0: 8.3 9.0
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 : 209: 59 56 48 75 79 159 158:
Old : 209: 59 56 48 75 79 159 158:
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 : 15.1 21.0 26.7 32.8 14.8 18.6 24.7 26.9
Old : 15.1 21.0 26.7 32.8 14.8 18.6 24.7 26.9
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 - Futures Only, July 3, 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 : 137,944: 33,517 39,748 18,018 79,885 72,353 131,420 130,119: 6,524 7,825
Old : 74,185: 31,907 32,860 3,035 35,287 32,848 70,229 68,743: 3,956 5,442
Other: 63,759: 10,065 15,343 6,528 44,598 39,505 61,191 61,376: 2,568 2,383
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,502: -1,153 -3,757 1,041 -564 1,633 -676 -1,083: -826 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 28.8 13.1 57.9 52.5 95.3 94.3: 4.7 5.7
Old : 100.0: 43.0 44.3 4.1 47.6 44.3 94.7 92.7: 5.3 7.3
Other: 100.0: 15.8 24.1 10.2 69.9 62.0 96.0 96.3: 4.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 84 106 80 118 116 251 260:
Old : 329: 90 96 20 74 90 173 197:
Other: 244: 57 50 36 104 93 182 162:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 14.6 24.8 23.6 12.4 10.0 22.4 17.5
Old : 19.6 17.1 33.1 29.1 19.5 16.2 33.1 27.6
Other: 20.7 19.2 33.8 31.1 18.9 13.6 28.2 23.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 3, 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 : 65,041: 50,645 12,094 596 7,737 50,905 58,978 63,595: 6,063 1,446
Old : 65,041: 50,645 12,094 596 7,737 50,905 58,978 63,595: 6,063 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,701: -2,873 601 77 1,786 -2,774 -1,010 -2,096: -691 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 18.6 0.9 11.9 78.3 90.7 97.8: 9.3 2.2
Old : 100.0: 77.9 18.6 0.9 11.9 78.3 90.7 97.8: 9.3 2.2
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 : 97: 60 12 3 18 8 79 23:
Old : 97: 60 12 3 18 8 79 23:
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 : 37.5 90.6 54.3 94.8 37.4 89.9 54.2 93.7
Old : 37.5 90.6 54.3 94.8 37.4 89.9 54.2 93.7
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, July 3, 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 : 440,281: 26,088 55,964 2,397 391,611 366,282 420,096 424,643: 20,185 15,638
Old : 440,281: 26,088 55,964 2,397 391,611 366,282 420,096 424,643: 20,185 15,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 4,892: 5,753 -2,852 187 -4,785 7,130 1,155 4,465: 3,737 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.7 0.5 88.9 83.2 95.4 96.4: 4.6 3.6
Old : 100.0: 5.9 12.7 0.5 88.9 83.2 95.4 96.4: 4.6 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 : 244: 35 48 11 93 100 135 152:
Old : 244: 35 48 11 93 100 135 152:
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 : 34.3 29.9 48.7 40.7 30.8 29.7 45.2 39.7
Old : 34.3 29.9 48.7 40.7 30.8 29.7 45.2 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012