COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 17, 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 : 150,026: 43,778 14,542 13,266 76,426 111,021 133,470 138,829: 16,556 11,197 Old : 69,953: 25,185 15,123 333 37,264 47,279 62,782 62,735: 7,171 7,218 Other: 80,073: 27,151 7,977 4,375 39,162 63,742 70,688 76,094: 9,385 3,979 : : : : : Changes in Commitments from: May 10, 2011 : : -76: 1,280 -171 -441 40 1,490 879 878: -955 -954 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 9.7 8.8 50.9 74.0 89.0 92.5: 11.0 7.5 Old : 100.0: 36.0 21.6 0.5 53.3 67.6 89.7 89.7: 10.3 10.3 Other: 100.0: 33.9 10.0 5.5 48.9 79.6 88.3 95.0: 11.7 5.0 : : : :# Traders : Number of Traders in Each Category : All : 220: 99 47 61 52 55 178 138: Old : 186: 71 50 12 31 38 106 97: Other: 172: 75 28 33 48 49 136 98: :---------------------------------------------------------------------------------------------------- : 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 : 22.1 32.5 32.0 43.6 17.9 27.4 26.3 36.4 Old : 26.3 37.0 39.7 52.7 26.3 36.5 39.6 50.1 Other: 27.5 37.6 39.0 49.8 26.3 34.4 37.5 46.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 17, 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 : 32,635: 18,241 4,158 551 9,298 26,843 28,090 31,552: 4,545 1,083 Old : 32,182: 18,246 4,064 503 9,065 26,536 27,814 31,103: 4,368 1,079 Other: 453: 13 112 30 233 307 276 449: 177 4 : : : : : Changes in Commitments from: May 10, 2011 : : 3,865: 2,464 838 187 688 2,651 3,339 3,676: 526 189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 12.7 1.7 28.5 82.3 86.1 96.7: 13.9 3.3 Old : 100.0: 56.7 12.6 1.6 28.2 82.5 86.4 96.6: 13.6 3.4 Other: 100.0: 2.9 24.7 6.6 51.4 67.8 60.9 99.1: 39.1 0.9 : : : :# Traders : Number of Traders in Each Category : All : 114: 57 21 12 21 24 88 49: Old : 114: 58 20 9 20 24 84 49: Other: 21: 3 8 4 7 3 14 11: :---------------------------------------------------------------------------------------------------- : 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 : 28.1 56.2 40.2 68.9 28.1 52.8 40.2 64.5 Old : 28.4 56.3 40.7 69.2 28.4 53.2 40.7 65.2 Other: 43.5 82.8 56.1 96.2 43.5 80.4 53.0 90.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 17, 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 : 155,550: 42,693 32,462 15,258 86,032 100,076 143,983 147,796: 11,567 7,754 Old : 92,346: 38,694 30,880 3,949 39,626 51,134 82,269 85,963: 10,077 6,383 Other: 63,204: 6,996 4,579 8,312 46,406 48,942 61,714 61,833: 1,490 1,371 : : : : : Changes in Commitments from: May 10, 2011 : : -2,108: -3,598 3,677 60 513 -6,969 -3,025 -3,232: 917 1,124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 20.9 9.8 55.3 64.3 92.6 95.0: 7.4 5.0 Old : 100.0: 41.9 33.4 4.3 42.9 55.4 89.1 93.1: 10.9 6.9 Other: 100.0: 11.1 7.2 13.2 73.4 77.4 97.6 97.8: 2.4 2.2 : : : :# Traders : Number of Traders in Each Category : All : 163: 58 42 36 54 48 130 109: Old : 159: 55 43 28 44 39 115 96: Other: 83: 16 14 10 43 39 64 59: :---------------------------------------------------------------------------------------------------- : 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 : 28.0 37.9 41.7 51.7 21.5 24.1 30.8 35.1 Old : 23.4 37.0 34.2 52.7 23.4 35.4 33.8 50.7 Other: 50.4 40.8 69.1 58.9 32.9 24.3 46.2 36.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 17, 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 : 584,612: 176,736 61,221 44,521 308,828 414,795 530,085 520,537: 54,527 64,075 Old : 584,612: 176,736 61,221 44,521 308,828 414,795 530,085 520,537: 54,527 64,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 1,982: -3,848 7,263 5,933 2,495 -14,346 4,580 -1,150: -2,598 3,132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 10.5 7.6 52.8 71.0 90.7 89.0: 9.3 11.0 Old : 100.0: 30.2 10.5 7.6 52.8 71.0 90.7 89.0: 9.3 11.0 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 : 238: 81 55 77 81 81 201 175: Old : 238: 81 55 77 81 81 201 175: 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 : 17.4 21.9 30.6 36.5 15.9 18.4 25.8 29.9 Old : 17.4 21.9 30.6 36.5 15.9 18.4 25.8 29.9 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 - Futures Only, May 17, 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 : 110,725: 32,450 10,926 10,639 60,764 84,466 103,853 106,031: 6,872 4,694 Old : 81,128: 28,763 10,592 6,129 40,477 60,538 75,369 77,259: 5,759 3,869 Other: 29,597: 6,661 3,308 1,536 20,287 23,928 28,484 28,772: 1,113 825 : : : : : Changes in Commitments from: May 10, 2011 : : -4,960: -7,491 -252 2,029 2,106 -5,850 -3,356 -4,073: -1,604 -887 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 9.9 9.6 54.9 76.3 93.8 95.8: 6.2 4.2 Old : 100.0: 35.5 13.1 7.6 49.9 74.6 92.9 95.2: 7.1 4.8 Other: 100.0: 22.5 11.2 5.2 68.5 80.8 96.2 97.2: 3.8 2.8 : : : :# Traders : Number of Traders in Each Category : All : 317: 108 65 77 109 113 251 227: Old : 309: 102 69 54 82 100 208 202: Other: 187: 47 27 17 72 85 127 122: :---------------------------------------------------------------------------------------------------- : 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 : 19.1 18.1 32.8 30.2 18.2 15.6 29.8 24.6 Old : 21.2 21.4 35.9 33.6 21.2 21.2 35.9 31.9 Other: 31.2 30.4 45.0 43.6 30.4 25.3 43.1 36.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 17, 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 : 55,791: 28,169 29,439 899 19,248 22,211 48,316 52,549: 7,475 3,242 Old : 55,791: 28,169 29,439 899 19,248 22,211 48,316 52,549: 7,475 3,242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 3,429: 2,576 -717 -446 1,106 5,614 3,236 4,451: 193 -1,022 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 52.8 1.6 34.5 39.8 86.6 94.2: 13.4 5.8 Old : 100.0: 50.5 52.8 1.6 34.5 39.8 86.6 94.2: 13.4 5.8 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 : 104: 44 35 6 12 14 60 52: Old : 104: 44 35 6 12 14 60 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 : 66.6 48.3 72.5 69.2 66.6 48.3 71.8 69.0 Old : 66.6 48.3 72.5 69.2 66.6 48.3 71.8 69.0 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 17, 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 : 415,793: 14,875 90,862 1,917 379,274 303,206 396,066 395,985: 19,727 19,808 Old : 415,793: 14,875 90,862 1,917 379,274 303,206 396,066 395,985: 19,727 19,808 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2011 : : 17,241: -5,368 6,427 -3,501 25,886 11,805 17,017 14,731: 224 2,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 21.9 0.5 91.2 72.9 95.3 95.2: 4.7 4.8 Old : 100.0: 3.6 21.9 0.5 91.2 72.9 95.3 95.2: 4.7 4.8 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 : 264: 24 55 10 109 111 140 169: Old : 264: 24 55 10 109 111 140 169: 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 : 42.6 15.6 55.8 25.8 37.7 14.7 49.1 23.4 Old : 42.6 15.6 55.8 25.8 37.7 14.7 49.1 23.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011