COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 332,891: 56,657 46,804 103,021 158,275 164,826 317,953 314,650: 14,938 18,241
Old : 138,425: 18,998 35,373 36,125 77,952 56,728 133,076 128,227: 5,349 10,198
Other: 194,466: 45,516 19,288 59,037 80,323 108,098 184,876 186,424: 9,590 8,042
: : :
: : Changes in Commitments from: May 29, 2012 :
: 26,583: 1,457 1,204 12,870 13,538 12,942 27,864 27,016: -1,281 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.1 30.9 47.5 49.5 95.5 94.5: 4.5 5.5
Old : 100.0: 13.7 25.6 26.1 56.3 41.0 96.1 92.6: 3.9 7.4
Other: 100.0: 23.4 9.9 30.4 41.3 55.6 95.1 95.9: 4.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 117 105 93 73 75 237 228:
Old : 242: 73 95 57 57 58 158 182:
Other: 254: 114 56 60 59 65 202 153:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 26.8 31.8 36.5 10.4 13.3 16.7 18.1
Old : 35.6 24.0 46.6 34.5 27.4 12.8 35.0 20.2
Other: 17.1 31.9 26.6 41.8 12.3 24.3 19.2 31.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 35,615: 8,093 6,288 7,153 17,635 19,202 32,882 32,643: 2,733 2,972
Old : 31,278: 8,110 6,249 5,091 15,478 17,028 28,679 28,368: 2,598 2,909
Other: 4,337: 214 269 1,831 2,158 2,174 4,203 4,274: 135 63
: : :
: : Changes in Commitments from: May 29, 2012 :
: 2,474: -290 327 50 2,562 1,896 2,323 2,274: 152 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.7 20.1 49.5 53.9 92.3 91.7: 7.7 8.3
Old : 100.0: 25.9 20.0 16.3 49.5 54.4 91.7 90.7: 8.3 9.3
Other: 100.0: 4.9 6.2 42.2 49.7 50.1 96.9 98.5: 3.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 31 39 22 28 16 69 68:
Old : 100: 31 36 22 28 15 66 67:
Other: 29: 7 10 13 12 4 29 17:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 52.4 42.1 64.3 19.4 38.2 29.2 43.2
Old : 30.6 52.0 43.1 62.7 20.2 38.6 30.2 44.4
Other: 51.8 70.8 74.6 88.7 32.9 39.3 39.7 42.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 200,677: 27,340 38,995 39,898 124,651 109,390 191,889 188,283: 8,788 12,394
Old : 109,134: 25,319 43,086 14,267 63,395 41,379 102,981 98,732: 6,153 10,402
Other: 91,543: 15,956 9,843 11,696 61,256 68,011 88,908 89,551: 2,635 1,993
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,043: 115 2,988 835 -1,283 -5,387 -334 -1,565: -709 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.4 19.9 62.1 54.5 95.6 93.8: 4.4 6.2
Old : 100.0: 23.2 39.5 13.1 58.1 37.9 94.4 90.5: 5.6 9.5
Other: 100.0: 17.4 10.8 12.8 66.9 74.3 97.1 97.8: 2.9 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 46 82 53 57 47 137 151:
Old : 186: 45 78 44 52 37 123 136:
Other: 104: 30 19 20 45 30 85 59:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 24.8 37.2 38.1 20.7 18.0 29.1 25.9
Old : 26.4 22.8 41.1 34.6 26.3 20.2 38.3 29.6
Other: 34.9 40.3 50.4 60.4 31.8 34.1 46.3 53.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 968,739: 182,572 113,181 215,031 499,806 544,065 897,409 872,278: 71,329 96,461
Old : 968,739: 182,572 113,181 215,031 499,806 544,065 897,409 872,278: 71,329 96,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 33,855: -466 -1,465 21,205 14,461 16,314 35,200 36,055: -1,345 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.7 22.2 51.6 56.2 92.6 90.0: 7.4 10.0
Old : 100.0: 18.8 11.7 22.2 51.6 56.2 92.6 90.0: 7.4 10.0
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 : 246: 76 70 87 89 91 206 209:
Old : 246: 76 70 87 89 91 206 209:
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 : 11.4 16.7 20.6 25.2 10.3 14.5 17.3 19.9
Old : 11.4 16.7 20.6 25.2 10.3 14.5 17.3 19.9
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 with Delta-adjusted Options and Futures Combined, 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 : 246,042: 28,340 39,161 98,294 111,558 99,769 238,192 237,224: 7,850 8,818
Old : 166,236: 34,205 40,306 57,577 68,776 60,780 160,558 158,663: 5,678 7,573
Other: 79,806: 8,128 12,848 26,724 42,782 38,989 77,634 78,561: 2,172 1,245
: : :
: : Changes in Commitments from: May 29, 2012 :
: 16,072: -678 315 11,705 4,983 4,309 16,010 16,330: 61 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.9 40.0 45.3 40.5 96.8 96.4: 3.2 3.6
Old : 100.0: 20.6 24.2 34.6 41.4 36.6 96.6 95.4: 3.4 4.6
Other: 100.0: 10.2 16.1 33.5 53.6 48.9 97.3 98.4: 2.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 105 137 133 138 124 318 331:
Old : 389: 110 128 112 127 116 289 307:
Other: 250: 60 63 54 101 88 194 174:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.5 23.7 24.9 6.9 7.1 12.7 11.3
Old : 13.1 13.9 22.8 23.8 9.3 8.2 16.1 13.9
Other: 18.5 18.3 31.8 30.9 13.7 9.2 21.9 15.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 81,142: 65,871 19,735 1,566 6,699 58,208 74,136 79,510: 7,006 1,633
Old : 81,142: 65,871 19,735 1,566 6,699 58,208 74,136 79,510: 7,006 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,539: 5,146 975 360 -1,994 2,248 3,511 3,583: 27 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 24.3 1.9 8.3 71.7 91.4 98.0: 8.6 2.0
Old : 100.0: 81.2 24.3 1.9 8.3 71.7 91.4 98.0: 8.6 2.0
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 : 110: 64 20 10 21 7 94 29:
Old : 110: 64 20 10 21 7 94 29:
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 : 43.9 82.7 61.4 92.8 43.9 82.4 61.4 91.6
Old : 43.9 82.7 61.4 92.8 43.9 82.4 61.4 91.6
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 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 : 460,077: 20,454 59,154 3,786 420,944 378,131 445,184 441,071: 14,893 19,006
Old : 460,077: 20,454 59,154 3,786 420,944 378,131 445,184 441,071: 14,893 19,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 15,998: -168 6,153 -821 17,485 9,300 16,496 14,632: -498 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 12.9 0.8 91.5 82.2 96.8 95.9: 3.2 4.1
Old : 100.0: 4.4 12.9 0.8 91.5 82.2 96.8 95.9: 3.2 4.1
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 : 240: 24 47 10 98 104 130 153:
Old : 240: 24 47 10 98 104 130 153:
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 : 37.1 29.7 52.1 39.9 32.7 28.6 47.6 37.5
Old : 37.1 29.7 52.1 39.9 32.7 28.6 47.6 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012