COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 5, 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 : 138,997: 46,016 19,673 5,454 75,985 103,808 127,455 128,935: 11,542 10,062
Old : 135,515: 44,866 19,893 5,029 74,673 100,741 124,568 125,663: 10,947 9,852
Other: 3,482: 1,536 166 39 1,312 3,067 2,887 3,272: 595 210
: : :
: : Changes in Commitments from: June 28, 2011 :
: 3,013: 1,766 761 187 1,839 1,630 3,792 2,578: -779 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.2 3.9 54.7 74.7 91.7 92.8: 8.3 7.2
Old : 100.0: 33.1 14.7 3.7 55.1 74.3 91.9 92.7: 8.1 7.3
Other: 100.0: 44.1 4.8 1.1 37.7 88.1 82.9 94.0: 17.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 88 53 52 51 56 167 138:
Old : 217: 88 55 49 49 56 163 137:
Other: 45: 8 5 1 15 21 23 27:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 33.6 36.4 44.6 20.6 29.8 30.2 39.8
Old : 23.3 34.0 37.0 45.1 21.1 30.4 30.9 40.7
Other: 44.9 51.8 64.1 72.5 44.7 50.9 60.4 68.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 5, 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 : 34,552: 21,228 3,888 200 8,523 29,330 29,951 33,418: 4,601 1,134
Old : 32,746: 20,554 3,433 111 7,897 28,128 28,562 31,672: 4,184 1,074
Other: 1,806: 724 505 39 626 1,202 1,389 1,746: 417 60
: : :
: : Changes in Commitments from: June 28, 2011 :
: -2,209: 267 17 21 -2,163 -1,987 -1,875 -1,949: -334 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 11.3 0.6 24.7 84.9 86.7 96.7: 13.3 3.3
Old : 100.0: 62.8 10.5 0.3 24.1 85.9 87.2 96.7: 12.8 3.3
Other: 100.0: 40.1 28.0 2.2 34.7 66.6 76.9 96.7: 23.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 58 21 9 21 27 88 48:
Old : 115: 59 20 4 19 27 82 47:
Other: 29: 4 12 3 10 4 17 16:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 61.2 40.2 71.7 26.4 59.0 40.2 69.5
Old : 27.7 61.4 40.7 72.6 27.7 59.4 40.7 70.6
Other: 59.5 69.3 71.0 86.0 59.5 68.6 71.0 83.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 5, 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 : 171,344: 47,250 28,921 22,668 91,249 112,177 161,167 163,766: 10,177 7,578
Old : 71,780: 38,542 34,064 461 25,406 32,207 64,409 66,732: 7,371 5,048
Other: 99,564: 19,862 6,011 11,053 65,843 79,970 96,758 97,034: 2,806 2,530
: : :
: : Changes in Commitments from: June 28, 2011 :
: 9,345: 5,379 1,402 1,098 1,351 7,485 7,828 9,985: 1,517 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.9 13.2 53.3 65.5 94.1 95.6: 5.9 4.4
Old : 100.0: 53.7 47.5 0.6 35.4 44.9 89.7 93.0: 10.3 7.0
Other: 100.0: 19.9 6.0 11.1 66.1 80.3 97.2 97.5: 2.8 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 66 37 40 53 49 142 105:
Old : 160: 55 45 7 38 33 96 82:
Other: 113: 41 11 15 46 42 94 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 : 26.6 35.0 42.3 51.6 18.1 24.3 28.0 32.9
Old : 28.8 39.7 41.7 53.6 28.8 39.4 41.7 53.2
Other: 39.2 36.6 60.5 53.4 21.5 26.4 36.5 38.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 5, 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 : 615,184: 208,141 66,911 43,972 282,087 451,720 534,200 562,603: 80,984 52,581
Old : 615,184: 208,141 66,911 43,972 282,087 451,720 534,200 562,603: 80,984 52,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,694: 9,008 5,927 2,281 -18,309 -9,869 -7,020 -1,661: 3,326 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 10.9 7.1 45.9 73.4 86.8 91.5: 13.2 8.5
Old : 100.0: 33.8 10.9 7.1 45.9 73.4 86.8 91.5: 13.2 8.5
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 : 237: 76 61 56 72 89 181 176:
Old : 237: 76 61 56 72 89 181 176:
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 : 19.0 25.5 30.7 37.3 18.5 21.7 28.2 31.0
Old : 19.0 25.5 30.7 37.3 18.5 21.7 28.2 31.0
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 5, 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 : 107,245: 26,523 15,804 7,551 66,155 77,431 100,229 100,786: 7,016 6,459
Old : 54,644: 16,281 11,314 774 32,794 38,325 49,849 50,413: 4,795 4,231
Other: 52,601: 13,254 7,502 3,765 33,361 39,106 50,380 50,373: 2,221 2,228
: : :
: : Changes in Commitments from: June 28, 2011 :
: 1,142: 1,384 -524 -1,058 9 2,952 335 1,370: 807 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.7 7.0 61.7 72.2 93.5 94.0: 6.5 6.0
Old : 100.0: 29.8 20.7 1.4 60.0 70.1 91.2 92.3: 8.8 7.7
Other: 100.0: 25.2 14.3 7.2 63.4 74.3 95.8 95.8: 4.2 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 95 71 70 102 115 227 230:
Old : 287: 80 76 14 57 85 146 166:
Other: 217: 59 32 33 82 99 153 153:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 17.7 38.3 30.2 18.3 14.3 30.1 24.4
Old : 34.6 23.5 52.4 37.8 34.0 23.5 50.5 37.3
Other: 25.2 21.5 38.7 36.5 23.0 16.8 30.4 26.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 5, 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 : 47,393: 32,928 25,207 1,252 6,348 17,728 40,528 44,187: 6,865 3,206
Old : 47,393: 32,928 25,207 1,252 6,348 17,728 40,528 44,187: 6,865 3,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -3,026: -2,615 2,396 641 -484 -6,639 -2,458 -3,602: -568 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 53.2 2.6 13.4 37.4 85.5 93.2: 14.5 6.8
Old : 100.0: 69.5 53.2 2.6 13.4 37.4 85.5 93.2: 14.5 6.8
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 : 102: 47 35 7 10 10 62 48:
Old : 102: 47 35 7 10 10 62 48:
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 : 61.0 57.5 67.2 72.3 60.3 57.4 65.7 70.9
Old : 61.0 57.5 67.2 72.3 60.3 57.4 65.7 70.9
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 5, 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 : 416,009: 18,165 68,366 3,963 377,328 327,676 399,456 400,005: 16,553 16,004
Old : 416,009: 18,165 68,366 3,963 377,328 327,676 399,456 400,005: 16,553 16,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: -19,527: 8,896 2,941 -1,040 -19,869 -11,254 -12,013 -9,353: -7,514 -10,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 16.4 1.0 90.7 78.8 96.0 96.2: 4.0 3.8
Old : 100.0: 4.4 16.4 1.0 90.7 78.8 96.0 96.2: 4.0 3.8
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 : 252: 20 53 12 100 110 127 168:
Old : 252: 20 53 12 100 110 127 168:
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 : 41.9 16.1 57.6 27.7 39.2 15.6 52.2 25.3
Old : 41.9 16.1 57.6 27.7 39.2 15.6 52.2 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011