COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 296,907: 45,728 8,664 100,420 130,680 172,943 276,827 282,027: 20,079 14,880
Old : 150,380: 24,616 10,252 48,749 68,742 82,411 142,107 141,411: 8,274 8,969
Other: 146,526: 25,053 2,354 47,730 61,938 90,532 134,721 140,616: 11,806 5,911
: : :
: : Changes in Commitments from: May 3, 2011 :
: 6,527: 1,191 -368 4,714 1,427 2,294 7,331 6,639: -804 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.9 33.8 44.0 58.2 93.2 95.0: 6.8 5.0
Old : 100.0: 16.4 6.8 32.4 45.7 54.8 94.5 94.0: 5.5 6.0
Other: 100.0: 17.1 1.6 32.6 42.3 61.8 91.9 96.0: 8.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 116 40 74 63 70 199 165:
Old : 209: 88 49 57 50 60 153 151:
Other: 176: 79 26 51 57 62 157 118:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 25.2 34.2 37.6 8.1 10.3 12.5 16.0
Old : 23.5 29.4 36.0 40.1 14.2 19.2 21.6 25.7
Other: 26.3 28.1 37.0 39.5 16.1 16.8 22.1 22.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 35,761: 15,679 415 5,856 10,089 28,415 31,625 34,686: 4,137 1,075
Old : 34,039: 15,649 807 4,951 9,478 27,217 30,078 32,976: 3,961 1,064
Other: 1,722: 436 14 499 611 1,198 1,547 1,711: 176 12
: : :
: : Changes in Commitments from: May 3, 2011 :
: 1,348: 19 84 688 406 449 1,112 1,222: 235 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 1.2 16.4 28.2 79.5 88.4 97.0: 11.6 3.0
Old : 100.0: 46.0 2.4 14.5 27.8 80.0 88.4 96.9: 11.6 3.1
Other: 100.0: 25.3 0.8 29.0 35.5 69.5 89.8 99.3: 10.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 54 16 20 24 24 92 48:
Old : 106: 52 18 20 23 24 91 48:
Other: 25: 13 3 12 7 7 23 19:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 57.0 35.0 68.2 23.0 53.1 34.0 62.6
Old : 25.1 56.5 36.7 67.5 24.1 53.7 35.7 63.8
Other: 46.9 77.5 66.7 92.1 26.3 52.2 37.3 52.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 188,477: 47,313 30,511 31,009 98,772 119,823 177,094 181,344: 11,383 7,134
Old : 114,544: 44,303 29,098 12,725 47,716 66,587 104,745 108,410: 9,799 6,134
Other: 73,934: 5,982 4,386 15,312 51,056 53,236 72,350 72,934: 1,584 1,000
: : :
: : Changes in Commitments from: May 3, 2011 :
: 2,694: -550 -1,562 1,510 3,055 1,276 4,015 1,225: -1,321 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.2 16.5 52.4 63.6 94.0 96.2: 6.0 3.8
Old : 100.0: 38.7 25.4 11.1 41.7 58.1 91.4 94.6: 8.6 5.4
Other: 100.0: 8.1 5.9 20.7 69.1 72.0 97.9 98.6: 2.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 58 40 45 56 55 141 116:
Old : 163: 57 41 38 47 47 128 104:
Other: 80: 13 16 14 42 43 64 64:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 39.4 40.2 50.7 19.8 23.7 27.2 32.9
Old : 21.0 39.2 31.3 52.3 19.5 34.6 29.1 47.0
Other: 52.7 41.2 65.8 56.1 30.6 20.6 39.8 31.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 759,049: 173,066 46,245 149,991 369,806 492,546 692,862 688,782: 66,187 70,267
Old : 759,049: 173,066 46,245 149,991 369,806 492,546 692,862 688,782: 66,187 70,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 25,557: 1,967 -1,725 7,922 13,072 17,451 22,961 23,649: 2,596 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.1 19.8 48.7 64.9 91.3 90.7: 8.7 9.3
Old : 100.0: 22.8 6.1 19.8 48.7 64.9 91.3 90.7: 8.7 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 : 225: 84 39 87 85 88 202 182:
Old : 225: 84 39 87 85 88 202 182:
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 : 14.1 18.9 25.6 31.1 12.7 15.2 20.8 24.3
Old : 14.1 18.9 25.6 31.1 12.7 15.2 20.8 24.3
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 10, 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 : 176,666: 38,088 10,225 48,450 80,904 111,636 167,443 170,312: 9,223 6,354
Old : 136,147: 34,833 8,357 37,669 55,539 84,865 128,041 130,890: 8,106 5,256
Other: 40,519: 4,308 2,922 9,729 25,365 26,771 39,402 39,422: 1,117 1,098
: : :
: : Changes in Commitments from: May 3, 2011 :
: -6,400: -5,252 1,520 -309 -14 -8,123 -5,575 -6,912: -824 513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.8 27.4 45.8 63.2 94.8 96.4: 5.2 3.6
Old : 100.0: 25.6 6.1 27.7 40.8 62.3 94.0 96.1: 6.0 3.9
Other: 100.0: 10.6 7.2 24.0 62.6 66.1 97.2 97.3: 2.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 131 74 106 131 143 318 273:
Old : 355: 126 69 94 120 138 292 260:
Other: 207: 41 37 37 84 105 148 156:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.3 25.2 28.7 11.7 11.1 19.9 17.3
Old : 13.9 17.4 26.3 30.2 12.7 13.9 22.9 21.9
Other: 30.8 26.3 43.4 41.8 21.8 18.7 31.2 26.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 53,535: 25,837 30,618 1,813 18,415 16,723 46,066 49,154: 7,470 4,381
Old : 53,535: 25,837 30,618 1,813 18,415 16,723 46,066 49,154: 7,470 4,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,000: -2,227 -4,498 107 1,085 3,321 -1,035 -1,070: -965 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 57.2 3.4 34.4 31.2 86.0 91.8: 14.0 8.2
Old : 100.0: 48.3 57.2 3.4 34.4 31.2 86.0 91.8: 14.0 8.2
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 : 123: 47 52 10 12 14 65 71:
Old : 123: 47 52 10 12 14 65 71:
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 : 66.9 40.0 72.0 59.8 66.9 40.0 70.9 59.2
Old : 66.9 40.0 72.0 59.8 66.9 40.0 70.9 59.2
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, May 10, 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 : 400,183: 20,291 84,816 5,841 354,293 291,814 380,425 382,471: 19,758 17,712
Old : 400,183: 20,291 84,816 5,841 354,293 291,814 380,425 382,471: 19,758 17,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 510: -3,767 1,077 2,095 3,943 -1,129 2,272 2,043: -1,762 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 21.2 1.5 88.5 72.9 95.1 95.6: 4.9 4.4
Old : 100.0: 5.1 21.2 1.5 88.5 72.9 95.1 95.6: 4.9 4.4
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 : 261: 28 53 21 107 111 150 170:
Old : 261: 28 53 21 107 111 150 170:
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 : 42.0 15.4 53.4 25.8 36.6 14.9 47.2 24.3
Old : 42.0 15.4 53.4 25.8 36.6 14.9 47.2 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010