COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, May 31, 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 : 155,142: 45,276 14,762 13,093 79,303 115,561 137,672 143,416: 17,470 11,726
Old : 65,026: 22,703 14,911 272 35,281 43,524 58,256 58,707: 6,770 6,319
Other: 90,116: 30,955 8,233 4,439 44,022 72,037 79,416 84,709: 10,700 5,407
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,167: 1,021 -202 -46 -266 1,227 709 979: 458 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 9.5 8.4 51.1 74.5 88.7 92.4: 11.3 7.6
Old : 100.0: 34.9 22.9 0.4 54.3 66.9 89.6 90.3: 10.4 9.7
Other: 100.0: 34.4 9.1 4.9 48.9 79.9 88.1 94.0: 11.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 98 46 59 50 57 174 140:
Old : 185: 68 52 9 34 35 108 90:
Other: 185: 78 36 29 47 51 137 106:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 32.6 31.9 42.4 19.3 27.7 26.9 36.4
Old : 23.9 36.9 40.5 51.1 23.3 36.7 37.9 49.4
Other: 25.1 37.4 37.9 48.5 23.8 34.3 35.9 44.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, May 31, 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 : 35,716: 21,034 4,791 358 9,668 29,131 31,060 34,280: 4,656 1,436
Old : 35,034: 21,037 4,585 297 9,274 28,764 30,608 33,646: 4,426 1,388
Other: 682: 25 234 33 394 367 452 634: 230 48
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,437: 1,228 121 -243 200 1,313 1,185 1,191: 252 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 13.4 1.0 27.1 81.6 87.0 96.0: 13.0 4.0
Old : 100.0: 60.0 13.1 0.8 26.5 82.1 87.4 96.0: 12.6 4.0
Other: 100.0: 3.7 34.3 4.8 57.8 53.8 66.3 93.0: 33.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 64 23 11 19 26 94 50:
Old : 123: 65 22 8 18 26 91 49:
Other: 24: 5 9 2 8 3 15 12:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 55.7 38.2 68.2 25.7 52.2 38.2 64.6
Old : 26.1 56.1 38.9 68.9 26.1 52.9 38.9 65.6
Other: 42.2 69.2 61.4 88.1 42.2 64.1 54.1 79.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, May 31, 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 : 162,681: 41,860 33,767 18,349 91,969 101,574 152,178 153,690: 10,503 8,991
Old : 93,409: 38,327 32,968 5,791 40,428 47,671 84,546 86,430: 8,863 6,979
Other: 69,272: 7,973 5,239 8,118 51,541 53,903 67,632 67,260: 1,640 2,012
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,431: -1,287 131 843 5,693 3,235 5,249 4,209: -818 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 20.8 11.3 56.5 62.4 93.5 94.5: 6.5 5.5
Old : 100.0: 41.0 35.3 6.2 43.3 51.0 90.5 92.5: 9.5 7.5
Other: 100.0: 11.5 7.6 11.7 74.4 77.8 97.6 97.1: 2.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 57 44 36 60 50 134 114:
Old : 165: 52 46 29 49 39 115 102:
Other: 84: 20 10 9 44 39 67 56:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 33.3 41.7 47.1 21.4 22.1 30.2 32.6
Old : 24.5 29.6 35.0 44.7 23.7 27.2 34.1 42.0
Other: 46.6 39.6 67.9 57.7 31.3 25.6 45.3 38.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, May 31, 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 : 606,482: 166,403 59,103 50,883 325,441 435,079 542,727 545,065: 63,755 61,417
Old : 606,482: 166,403 59,103 50,883 325,441 435,079 542,727 545,065: 63,755 61,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 21,551: -325 5,470 7,002 9,019 14,062 15,696 26,534: 5,855 -4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 9.7 8.4 53.7 71.7 89.5 89.9: 10.5 10.1
Old : 100.0: 27.4 9.7 8.4 53.7 71.7 89.5 89.9: 10.5 10.1
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 : 245: 75 63 78 87 86 209 183:
Old : 245: 75 63 78 87 86 209 183:
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 : 17.7 21.5 30.0 35.4 15.2 17.1 24.8 28.2
Old : 17.7 21.5 30.0 35.4 15.2 17.1 24.8 28.2
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, May 31, 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 : 112,192: 29,468 10,758 13,890 60,410 80,844 103,768 105,492: 8,424 6,700
Old : 78,516: 25,378 10,974 7,725 38,650 54,667 71,753 73,366: 6,763 5,150
Other: 33,676: 8,158 3,852 2,097 21,760 26,177 32,015 32,126: 1,661 1,550
: : :
: : Changes in Commitments from: May 24, 2011 :
: -416: 131 -728 1,887 -2,396 -875 -378 284: -38 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 12.4 53.8 72.1 92.5 94.0: 7.5 6.0
Old : 100.0: 32.3 14.0 9.8 49.2 69.6 91.4 93.4: 8.6 6.6
Other: 100.0: 24.2 11.4 6.2 64.6 77.7 95.1 95.4: 4.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 115 64 80 106 109 252 229:
Old : 307: 103 72 60 80 96 210 203:
Other: 190: 49 31 21 73 80 130 125:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.2 32.0 28.7 17.7 15.1 28.6 23.8
Old : 20.5 20.6 33.8 32.3 20.5 20.5 33.3 31.3
Other: 27.7 28.3 41.5 40.7 27.0 22.9 40.2 33.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, May 31, 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 : 55,794: 28,430 23,643 1,012 19,124 27,731 48,566 52,386: 7,228 3,408
Old : 55,794: 28,430 23,643 1,012 19,124 27,731 48,566 52,386: 7,228 3,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -6,039: -4,336 -6,638 -116 -776 384 -5,228 -6,370: -811 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 42.4 1.8 34.3 49.7 87.0 93.9: 13.0 6.1
Old : 100.0: 51.0 42.4 1.8 34.3 49.7 87.0 93.9: 13.0 6.1
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 : 98: 41 34 7 12 11 57 50:
Old : 98: 41 34 7 12 11 57 50:
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 : 66.7 55.2 73.4 73.0 66.7 55.2 72.5 73.0
Old : 66.7 55.2 73.4 73.0 66.7 55.2 72.5 73.0
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, May 31, 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 : 422,105: 20,081 72,045 5,308 378,068 322,992 403,457 400,345: 18,648 21,760
Old : 422,105: 20,081 72,045 5,308 378,068 322,992 403,457 400,345: 18,648 21,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,632: 6,396 -7,824 1,094 -2,932 10,793 4,558 4,063: 74 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 17.1 1.3 89.6 76.5 95.6 94.8: 4.4 5.2
Old : 100.0: 4.8 17.1 1.3 89.6 76.5 95.6 94.8: 4.4 5.2
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 : 256: 23 50 12 102 116 132 171:
Old : 256: 23 50 12 102 116 132 171:
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 : 42.4 15.6 55.7 26.2 37.2 15.2 48.2 23.9
Old : 42.4 15.6 55.7 26.2 37.2 15.2 48.2 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011