COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 302,469: 47,398 8,514 100,045 135,510 179,820 282,953 288,378: 19,516 14,091
Old : 147,286: 24,043 10,682 46,311 69,287 82,663 139,641 139,656: 7,645 7,630
Other: 155,183: 27,810 2,287 49,278 66,223 97,156 143,311 148,722: 11,872 6,461
: : :
: : Changes in Commitments from: May 17, 2011 :
: 4,795: 119 327 -481 4,715 4,660 4,352 4,506: 443 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.8 33.1 44.8 59.5 93.5 95.3: 6.5 4.7
Old : 100.0: 16.3 7.3 31.4 47.0 56.1 94.8 94.8: 5.2 5.2
Other: 100.0: 17.9 1.5 31.8 42.7 62.6 92.3 95.8: 7.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 115 44 77 62 72 200 171:
Old : 206: 77 60 55 47 58 148 149:
Other: 189: 88 26 57 57 66 164 130:
:----------------------------------------------------------------------------------------------------
: 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 25.8 33.0 37.6 9.0 12.3 13.1 17.6
Old : 23.7 32.0 35.8 42.0 12.8 16.3 19.4 22.7
Other: 24.3 27.4 35.0 38.6 14.6 17.0 21.2 22.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 42,992: 19,887 713 7,305 11,306 33,555 38,498 41,573: 4,494 1,419
Old : 40,770: 19,793 1,229 6,134 10,529 31,994 36,456 39,356: 4,315 1,414
Other: 2,222: 630 19 636 777 1,562 2,043 2,217: 179 5
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,769: 1,560 53 373 -1 1,283 1,931 1,709: -162 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 1.7 17.0 26.3 78.0 89.5 96.7: 10.5 3.3
Old : 100.0: 48.5 3.0 15.0 25.8 78.5 89.4 96.5: 10.6 3.5
Other: 100.0: 28.4 0.9 28.6 35.0 70.3 91.9 99.8: 8.1 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 73 13 24 23 28 107 57:
Old : 125: 69 17 24 22 28 106 57:
Other: 29: 13 4 12 9 8 26 20:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 52.7 31.6 63.7 18.7 46.0 28.1 56.0
Old : 22.3 52.2 32.7 63.7 19.6 46.3 29.6 56.7
Other: 47.4 70.2 67.4 87.5 30.2 55.1 41.5 56.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 194,250: 39,959 33,419 40,857 101,357 110,563 182,173 184,840: 12,077 9,411
Old : 114,260: 37,062 31,426 21,042 46,298 53,896 104,402 106,364: 9,858 7,896
Other: 79,990: 6,190 5,286 16,523 55,059 56,667 77,771 78,476: 2,219 1,515
: : :
: : Changes in Commitments from: May 17, 2011 :
: 5,098: -2,451 872 6,431 1,246 -3,328 5,225 3,975: -128 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.2 21.0 52.2 56.9 93.8 95.2: 6.2 4.8
Old : 100.0: 32.4 27.5 18.4 40.5 47.2 91.4 93.1: 8.6 6.9
Other: 100.0: 7.7 6.6 20.7 68.8 70.8 97.2 98.1: 2.8 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 52 57 51 60 53 138 136:
Old : 173: 55 52 47 50 40 125 121:
Other: 86: 11 22 18 44 43 69 69:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 33.2 42.4 46.8 20.0 18.2 27.3 27.6
Old : 23.2 30.2 32.8 45.9 18.4 23.3 26.3 35.3
Other: 47.8 39.0 64.4 54.2 29.4 20.3 40.1 31.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 759,727: 159,940 44,031 155,933 376,781 484,460 692,654 684,424: 67,073 75,304
Old : 759,727: 159,940 44,031 155,933 376,781 484,460 692,654 684,424: 67,073 75,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,135: -8,527 -8,870 1,119 6,457 8,086 -951 335: 4,086 2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.8 20.5 49.6 63.8 91.2 90.1: 8.8 9.9
Old : 100.0: 21.1 5.8 20.5 49.6 63.8 91.2 90.1: 8.8 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 : 237: 80 55 93 88 90 218 189:
Old : 237: 80 55 93 88 90 218 189:
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 : 14.3 17.6 25.6 29.3 12.2 13.1 20.1 21.9
Old : 14.3 17.6 25.6 29.3 12.2 13.1 20.1 21.9
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, May 24, 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 : 175,594: 25,674 12,870 52,518 88,108 101,959 166,300 167,347: 9,294 8,247
Old : 129,522: 24,112 11,489 37,788 60,045 73,809 121,945 123,085: 7,577 6,437
Other: 46,072: 4,155 3,974 12,138 28,063 28,151 44,355 44,262: 1,717 1,810
: : :
: : Changes in Commitments from: May 17, 2011 :
: 5,159: -3,800 1,180 4,036 3,310 -2,732 3,546 2,485: 1,613 2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.3 29.9 50.2 58.1 94.7 95.3: 5.3 4.7
Old : 100.0: 18.6 8.9 29.2 46.4 57.0 94.2 95.0: 5.8 5.0
Other: 100.0: 9.0 8.6 26.3 60.9 61.1 96.3 96.1: 3.7 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 105 85 111 120 125 280 269:
Old : 325: 102 81 98 108 118 255 254:
Other: 198: 41 40 42 81 92 149 148:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 15.1 26.5 26.2 11.5 9.7 19.2 14.9
Old : 15.9 15.2 27.8 27.7 13.1 13.1 22.7 19.5
Other: 27.1 22.2 38.8 36.5 20.4 15.9 28.9 21.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 63,120: 33,160 30,939 1,465 20,167 27,497 54,793 59,901: 8,327 3,219
Old : 63,120: 33,160 30,939 1,465 20,167 27,497 54,793 59,901: 8,327 3,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 6,055: 4,660 881 190 628 5,166 5,478 6,238: 578 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 49.0 2.3 32.0 43.6 86.8 94.9: 13.2 5.1
Old : 100.0: 52.5 49.0 2.3 32.0 43.6 86.8 94.9: 13.2 5.1
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 : 108: 48 37 12 12 12 70 52:
Old : 108: 48 37 12 12 12 70 52:
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 : 60.7 53.2 70.4 75.3 60.7 52.5 69.5 74.6
Old : 60.7 53.2 70.4 75.3 60.7 52.5 69.5 74.6
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, May 24, 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 : 418,829: 14,020 80,285 4,405 381,475 312,700 399,900 397,390: 18,929 21,438
Old : 418,829: 14,020 80,285 4,405 381,475 312,700 399,900 397,390: 18,929 21,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 911: -1,421 -11,076 2,048 1,547 8,636 2,174 -392: -1,263 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 19.2 1.1 91.1 74.7 95.5 94.9: 4.5 5.1
Old : 100.0: 3.3 19.2 1.1 91.1 74.7 95.5 94.9: 4.5 5.1
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 : 262: 27 51 18 110 111 148 169:
Old : 262: 27 51 18 110 111 148 169:
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 : 42.8 15.8 56.1 26.2 37.7 14.9 49.0 23.5
Old : 42.8 15.8 56.1 26.2 37.7 14.9 49.0 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011