COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 257,610: 58,268 36,604 69,917 113,110 134,271 241,295 240,793: 16,315 16,817
Old : 17,222: 1,842 2,509 7 14,195 12,770 16,044 15,286: 1,178 1,936
Other: 240,388: 57,348 35,018 68,988 98,915 121,501 225,251 225,507: 15,137 14,881
: : :
: : Changes in Commitments from: June 12, 2012 :
: -71,320: 5,272 -4,641 -36,931 -40,673 -27,855 -72,332 -69,427: 1,012 -1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.2 27.1 43.9 52.1 93.7 93.5: 6.3 6.5
Old : 100.0: 10.7 14.6 0.0 82.4 74.1 93.2 88.8: 6.8 11.2
Other: 100.0: 23.9 14.6 28.7 41.1 50.5 93.7 93.8: 6.3 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 123 78 80 67 71 221 200:
Old : 83: 11 17 2 27 33 39 51:
Other: 286: 123 76 73 62 70 215 190:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 27.0 25.6 36.5 11.9 18.0 19.5 25.5
Old : 69.9 57.2 80.5 71.4 69.9 57.2 80.2 69.4
Other: 16.6 27.7 26.6 36.7 12.6 20.8 20.0 28.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 32,432: 8,175 6,349 5,312 15,963 17,838 29,451 29,499: 2,981 2,932
Old : 27,107: 7,623 6,329 2,931 13,791 14,995 24,344 24,255: 2,763 2,853
Other: 5,324: 749 217 2,185 2,172 2,842 5,106 5,245: 218 80
: : :
: : Changes in Commitments from: June 12, 2012 :
: -3,475: -67 -14 -1,911 -1,989 -1,599 -3,967 -3,523: 492 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.6 16.4 49.2 55.0 90.8 91.0: 9.2 9.0
Old : 100.0: 28.1 23.3 10.8 50.9 55.3 89.8 89.5: 10.2 10.5
Other: 100.0: 14.1 4.1 41.0 40.8 53.4 95.9 98.5: 4.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 27 34 17 27 16 64 57:
Old : 87: 29 29 17 27 15 61 56:
Other: 30: 9 9 13 12 4 30 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 : 28.4 53.7 42.3 66.6 21.8 42.6 32.7 49.6
Old : 30.1 53.8 42.7 64.9 22.1 42.7 33.8 51.1
Other: 48.6 72.0 70.4 89.5 35.5 44.9 43.0 47.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 179,844: 29,900 32,016 30,934 109,592 106,625 170,426 169,575: 9,418 10,269
Old : 77,708: 25,738 35,329 5,354 40,351 29,131 71,443 69,813: 6,265 7,895
Other: 102,136: 16,463 8,988 13,279 69,241 77,494 98,983 99,761: 3,153 2,374
: : :
: : Changes in Commitments from: June 12, 2012 :
: -885: 2,375 -1,850 -1,265 -1,863 2,467 -753 -647: -132 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.8 17.2 60.9 59.3 94.8 94.3: 5.2 5.7
Old : 100.0: 33.1 45.5 6.9 51.9 37.5 91.9 89.8: 8.1 10.2
Other: 100.0: 16.1 8.8 13.0 67.8 75.9 96.9 97.7: 3.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 53 60 45 54 47 132 128:
Old : 167: 47 60 31 42 34 107 107:
Other: 110: 30 23 19 46 37 88 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 26.7 39.8 41.5 22.7 21.3 31.6 31.9
Old : 30.1 19.8 43.5 33.5 29.7 19.8 41.8 33.2
Other: 36.6 36.8 51.2 60.2 34.1 31.1 47.6 51.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 851,811: 172,650 100,381 140,007 468,169 531,897 780,826 772,284: 70,985 79,527
Old : 851,811: 172,650 100,381 140,007 468,169 531,897 780,826 772,284: 70,985 79,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -84,788: -2,441 -6,174 -55,515 -28,797 -12,200 -86,753 -73,889: 1,964 -10,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 11.8 16.4 55.0 62.4 91.7 90.7: 8.3 9.3
Old : 100.0: 20.3 11.8 16.4 55.0 62.4 91.7 90.7: 8.3 9.3
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 : 224: 61 63 73 92 91 194 187:
Old : 224: 61 63 73 92 91 194 187:
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 : 13.4 17.9 22.5 28.4 11.5 15.9 19.4 22.9
Old : 13.4 17.9 22.5 28.4 11.5 15.9 19.4 22.9
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 19, 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 : 211,018: 28,961 40,265 72,386 101,594 89,779 202,940 202,430: 8,078 8,588
Old : 120,188: 30,007 34,869 32,235 51,959 46,374 114,200 113,478: 5,988 6,710
Other: 90,830: 7,011 13,453 32,094 49,634 43,405 88,740 88,952: 2,090 1,878
: : :
: : Changes in Commitments from: June 12, 2012 :
: -5,151: 551 -65 -795 -5,179 -4,418 -5,424 -5,278: 273 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.1 34.3 48.1 42.5 96.2 95.9: 3.8 4.1
Old : 100.0: 25.0 29.0 26.8 43.2 38.6 95.0 94.4: 5.0 5.6
Other: 100.0: 7.7 14.8 35.3 54.6 47.8 97.7 97.9: 2.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 109 121 119 135 127 302 321:
Old : 372: 105 118 82 108 110 247 277:
Other: 261: 61 61 62 111 90 207 184:
:----------------------------------------------------------------------------------------------------
: 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 15.0 23.2 24.1 8.2 7.2 14.9 12.2
Old : 15.1 12.9 25.2 22.4 11.9 10.3 20.3 17.9
Other: 18.4 20.3 31.1 31.7 13.1 9.9 19.3 16.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 70,563: 58,597 7,847 837 5,368 60,660 64,803 69,344: 5,761 1,220
Old : 70,563: 58,597 7,847 837 5,368 60,660 64,803 69,344: 5,761 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -11,195: -8,089 -6,017 -411 -1,994 -4,527 -10,494 -10,955: -701 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 11.1 1.2 7.6 86.0 91.8 98.3: 8.2 1.7
Old : 100.0: 83.0 11.1 1.2 7.6 86.0 91.8 98.3: 8.2 1.7
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 : 97: 61 12 10 16 9 83 27:
Old : 97: 61 12 10 16 9 83 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 : 41.3 87.4 57.9 94.5 41.3 86.7 57.9 93.2
Old : 41.3 87.4 57.9 94.5 41.3 86.7 57.9 93.2
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 19, 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 : 435,135: 26,911 53,878 2,675 391,212 364,561 420,798 421,115: 14,337 14,020
Old : 435,135: 26,911 53,878 2,675 391,212 364,561 420,798 421,115: 14,337 14,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: -49,701: 1,931 -4,364 -4,382 -46,634 -42,272 -49,085 -51,017: -616 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.4 0.6 89.9 83.8 96.7 96.8: 3.3 3.2
Old : 100.0: 6.2 12.4 0.6 89.9 83.8 96.7 96.8: 3.3 3.2
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 : 240: 31 42 11 101 101 139 147:
Old : 240: 31 42 11 101 101 139 147:
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 : 36.9 30.3 49.7 41.5 33.0 30.0 45.7 40.4
Old : 36.9 30.3 49.7 41.5 33.0 30.0 45.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012