COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 7, 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 : 159,300: 44,004 16,799 12,115 83,758 118,516 139,877 147,430: 19,423 11,870
Old : 52,982: 14,999 12,231 634 30,926 34,736 46,559 47,601: 6,423 5,381
Other: 106,318: 36,104 11,667 4,382 52,832 83,780 93,318 99,829: 13,000 6,489
: : :
: : Changes in Commitments from: May 31, 2011 :
: 4,158: -1,272 2,037 -978 4,455 2,955 2,205 4,014: 1,953 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 10.5 7.6 52.6 74.4 87.8 92.5: 12.2 7.5
Old : 100.0: 28.3 23.1 1.2 58.4 65.6 87.9 89.8: 12.1 10.2
Other: 100.0: 34.0 11.0 4.1 49.7 78.8 87.8 93.9: 12.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 88 46 63 50 58 168 141:
Old : 165: 51 52 11 32 32 90 89:
Other: 193: 85 34 30 48 53 148 105:
:----------------------------------------------------------------------------------------------------
: 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 33.3 31.6 42.1 19.5 27.7 27.0 35.9
Old : 27.8 39.9 43.7 51.4 25.1 39.9 41.0 50.9
Other: 21.4 38.2 33.9 48.3 20.1 35.3 32.6 45.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 7, 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 : 36,183: 22,074 5,311 247 9,081 29,286 31,402 34,844: 4,781 1,339
Old : 35,464: 22,063 5,061 191 8,655 28,892 30,909 34,144: 4,555 1,320
Other: 719: 34 273 33 426 394 493 700: 226 19
: : :
: : Changes in Commitments from: May 31, 2011 :
: 467: 1,040 520 -111 -587 155 342 564: 125 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 14.7 0.7 25.1 80.9 86.8 96.3: 13.2 3.7
Old : 100.0: 62.2 14.3 0.5 24.4 81.5 87.2 96.3: 12.8 3.7
Other: 100.0: 4.7 38.0 4.6 59.2 54.8 68.6 97.4: 31.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 61 24 10 20 26 91 51:
Old : 121: 62 23 8 18 26 88 50:
Other: 26: 5 10 2 9 3 16 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 : 25.0 55.9 39.2 68.2 25.0 53.8 39.2 66.0
Old : 25.5 56.3 39.9 68.9 25.5 54.5 39.9 67.0
Other: 44.1 72.2 62.3 91.7 44.1 67.3 56.1 83.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 7, 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 : 163,361: 37,415 32,610 18,805 98,785 104,921 155,005 156,336: 8,356 7,025
Old : 86,889: 31,712 31,180 4,090 44,558 46,943 80,360 82,213: 6,529 4,676
Other: 76,472: 10,629 6,356 9,789 54,227 57,978 74,645 74,123: 1,827 2,349
: : :
: : Changes in Commitments from: May 31, 2011 :
: 680: -4,445 -1,157 456 6,816 3,347 2,827 2,646: -2,147 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 20.0 11.5 60.5 64.2 94.9 95.7: 5.1 4.3
Old : 100.0: 36.5 35.9 4.7 51.3 54.0 92.5 94.6: 7.5 5.4
Other: 100.0: 13.9 8.3 12.8 70.9 75.8 97.6 96.9: 2.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 56 45 41 60 49 137 118:
Old : 163: 53 47 24 48 36 114 95:
Other: 103: 29 17 11 48 39 82 63:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 34.1 45.9 47.8 21.6 20.0 30.3 29.1
Old : 29.6 31.6 40.8 45.8 26.6 22.9 36.8 37.1
Other: 43.5 39.6 64.6 56.3 27.4 25.0 39.7 37.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 7, 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 : 634,960: 168,068 55,328 48,260 344,678 468,426 561,006 572,014: 73,954 62,946
Old : 634,960: 168,068 55,328 48,260 344,678 468,426 561,006 572,014: 73,954 62,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 28,478: 1,665 -3,775 -2,623 19,237 33,347 18,279 26,949: 10,199 1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.7 7.6 54.3 73.8 88.4 90.1: 11.6 9.9
Old : 100.0: 26.5 8.7 7.6 54.3 73.8 88.4 90.1: 11.6 9.9
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 : 236: 76 56 75 83 84 200 177:
Old : 236: 76 56 75 83 84 200 177:
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 : 16.7 21.6 27.9 36.1 14.4 17.4 23.4 28.4
Old : 16.7 21.6 27.9 36.1 14.4 17.4 23.4 28.4
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 7, 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 : 112,646: 28,083 12,499 13,655 63,399 79,817 105,137 105,971: 7,509 6,675
Old : 75,576: 23,697 13,534 6,029 39,881 50,902 69,607 70,465: 5,969 5,111
Other: 37,070: 9,790 4,369 2,222 23,518 28,915 35,530 35,506: 1,540 1,564
: : :
: : Changes in Commitments from: May 31, 2011 :
: 454: -1,385 1,741 -235 2,989 -1,027 1,369 479: -915 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.1 12.1 56.3 70.9 93.3 94.1: 6.7 5.9
Old : 100.0: 31.4 17.9 8.0 52.8 67.4 92.1 93.2: 7.9 6.8
Other: 100.0: 26.4 11.8 6.0 63.4 78.0 95.8 95.8: 4.2 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 108 67 85 108 112 254 239:
Old : 308: 92 82 61 79 97 203 211:
Other: 203: 59 28 23 76 86 146 126:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 16.6 33.9 28.5 17.4 14.9 28.5 23.7
Old : 22.7 19.9 37.4 31.7 22.6 19.8 37.3 31.1
Other: 25.8 26.9 38.9 39.0 24.6 21.0 36.6 31.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 7, 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 : 62,825: 34,021 31,937 3,234 18,499 23,616 55,754 58,787: 7,071 4,038
Old : 62,825: 34,021 31,937 3,234 18,499 23,616 55,754 58,787: 7,071 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 7,031: 5,591 8,294 2,222 -625 -4,115 7,188 6,401: -157 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 50.8 5.1 29.4 37.6 88.7 93.6: 11.3 6.4
Old : 100.0: 54.2 50.8 5.1 29.4 37.6 88.7 93.6: 11.3 6.4
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 : 112: 46 42 11 14 11 66 60:
Old : 112: 46 42 11 14 11 66 60:
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 : 63.1 50.9 71.3 69.1 60.1 50.5 68.1 68.6
Old : 63.1 50.9 71.3 69.1 60.1 50.5 68.1 68.6
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 - Futures Only, June 7, 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 : 431,301: 10,875 83,717 2,054 400,943 325,301 413,872 411,072: 17,429 20,229
Old : 431,301: 10,875 83,717 2,054 400,943 325,301 413,872 411,072: 17,429 20,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 9,196: -9,206 11,672 -3,254 22,875 2,309 10,415 10,727: -1,219 -1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 19.4 0.5 93.0 75.4 96.0 95.3: 4.0 4.7
Old : 100.0: 2.5 19.4 0.5 93.0 75.4 96.0 95.3: 4.0 4.7
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 : 267: 24 57 10 107 115 138 176:
Old : 267: 24 57 10 107 115 138 176:
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 : 43.0 15.2 59.9 25.1 39.3 14.4 53.0 22.9
Old : 43.0 15.2 59.9 25.1 39.3 14.4 53.0 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011