COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 153,975: 44,255 14,964 13,139 79,569 114,334 136,963 142,437: 17,012 11,538
Old : 70,220: 25,331 15,477 286 37,809 47,861 63,426 63,624: 6,794 6,596
Other: 83,755: 27,547 8,110 4,230 41,760 66,473 73,537 78,813: 10,218 4,942
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,949: 477 422 -127 3,143 3,313 3,493 3,608: 456 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.7 8.5 51.7 74.3 89.0 92.5: 11.0 7.5
Old : 100.0: 36.1 22.0 0.4 53.8 68.2 90.3 90.6: 9.7 9.4
Other: 100.0: 32.9 9.7 5.1 49.9 79.4 87.8 94.1: 12.2 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 98 45 60 51 59 174 141:
Old : 185: 68 52 11 31 38 104 96:
Other: 177: 74 33 32 47 52 135 104:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 33.2 32.3 43.2 18.7 27.9 26.7 36.4
Old : 25.6 38.7 39.8 53.2 25.6 38.5 39.3 51.6
Other: 27.0 36.5 39.3 48.1 25.8 33.2 37.6 44.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 34,279: 19,806 4,670 601 9,468 27,818 29,875 33,089: 4,404 1,190
Old : 33,740: 19,811 4,550 529 9,175 27,474 29,515 32,553: 4,225 1,187
Other: 539: 23 148 44 293 344 360 536: 179 3
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,644: 1,565 512 50 170 975 1,785 1,537: -141 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 13.6 1.8 27.6 81.2 87.2 96.5: 12.8 3.5
Old : 100.0: 58.7 13.5 1.6 27.2 81.4 87.5 96.5: 12.5 3.5
Other: 100.0: 4.3 27.5 8.2 54.4 63.8 66.8 99.4: 33.2 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 62 22 14 19 26 94 52:
Old : 122: 63 21 10 18 26 89 52:
Other: 23: 4 9 4 8 3 16 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 : 26.5 54.9 38.4 67.3 26.5 51.1 38.4 63.4
Old : 26.9 55.1 38.9 67.7 26.9 51.5 38.9 64.0
Other: 41.2 78.3 59.0 96.1 41.2 73.5 54.4 86.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 158,250: 43,147 33,636 17,506 86,276 98,339 146,929 149,481: 11,321 8,769
Old : 92,965: 39,615 32,722 5,112 39,080 47,801 83,807 85,635: 9,158 7,330
Other: 65,285: 7,649 5,031 8,277 47,196 50,538 63,122 63,846: 2,163 1,439
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,700: 454 1,174 2,248 244 -1,737 2,946 1,685: -246 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 21.3 11.1 54.5 62.1 92.8 94.5: 7.2 5.5
Old : 100.0: 42.6 35.2 5.5 42.0 51.4 90.1 92.1: 9.9 7.9
Other: 100.0: 11.7 7.7 12.7 72.3 77.4 96.7 97.8: 3.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 57 48 38 59 49 131 121:
Old : 168: 52 51 30 48 36 114 105:
Other: 83: 18 11 10 44 39 66 57:
:----------------------------------------------------------------------------------------------------
: 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 34.5 40.1 48.8 20.9 22.5 29.8 33.2
Old : 22.4 31.4 32.6 46.7 22.2 30.0 32.3 45.0
Other: 47.3 40.2 67.1 58.7 31.5 24.9 44.8 37.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 584,931: 166,728 53,633 43,881 316,422 421,017 527,031 518,531: 57,900 66,400
Old : 584,931: 166,728 53,633 43,881 316,422 421,017 527,031 518,531: 57,900 66,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 319: -10,008 -7,588 -640 7,594 6,222 -3,054 -2,006: 3,373 2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 9.2 7.5 54.1 72.0 90.1 88.6: 9.9 11.4
Old : 100.0: 28.5 9.2 7.5 54.1 72.0 90.1 88.6: 9.9 11.4
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 : 234: 72 61 75 84 81 201 173:
Old : 234: 72 61 75 84 81 201 173:
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 : 18.0 21.9 30.9 36.4 15.9 17.2 25.6 28.7
Old : 18.0 21.9 30.9 36.4 15.9 17.2 25.6 28.7
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 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 : 112,608: 29,337 11,486 12,003 62,806 81,719 104,146 105,208: 8,462 7,400
Old : 80,949: 26,026 11,681 6,659 41,365 56,782 74,050 75,122: 6,899 5,827
Other: 31,659: 6,950 3,444 1,705 21,441 24,937 30,096 30,086: 1,563 1,573
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,883: -3,113 560 1,364 2,042 -2,747 293 -823: 1,590 2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.2 10.7 55.8 72.6 92.5 93.4: 7.5 6.6
Old : 100.0: 32.2 14.4 8.2 51.1 70.1 91.5 92.8: 8.5 7.2
Other: 100.0: 22.0 10.9 5.4 67.7 78.8 95.1 95.0: 4.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 96 71 73 106 113 235 229:
Old : 299: 86 77 53 82 97 193 204:
Other: 185: 48 26 17 74 82 130 118:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 17.4 32.4 29.2 18.0 15.0 29.0 23.7
Old : 21.2 20.8 34.7 32.7 21.2 20.7 34.7 31.2
Other: 29.6 28.9 43.1 42.1 29.0 24.0 40.7 34.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 61,833: 32,766 30,281 1,128 19,900 27,347 53,794 58,756: 8,039 3,077
Old : 61,833: 32,766 30,281 1,128 19,900 27,347 53,794 58,756: 8,039 3,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 6,042: 4,597 842 229 652 5,136 5,478 6,207: 564 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 49.0 1.8 32.2 44.2 87.0 95.0: 13.0 5.0
Old : 100.0: 53.0 49.0 1.8 32.2 44.2 87.0 95.0: 13.0 5.0
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 : 101: 46 32 7 12 12 64 46:
Old : 101: 46 32 7 12 12 64 46:
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 : 62.0 53.6 71.8 76.2 62.0 53.1 70.9 75.7
Old : 62.0 53.6 71.8 76.2 62.0 53.1 70.9 75.7
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 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 : 417,473: 13,685 79,869 4,214 381,000 312,199 398,899 396,282: 18,574 21,191
Old : 417,473: 13,685 79,869 4,214 381,000 312,199 398,899 396,282: 18,574 21,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,680: -1,190 -10,993 2,297 1,726 8,993 2,833 297: -1,153 1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 19.1 1.0 91.3 74.8 95.6 94.9: 4.4 5.1
Old : 100.0: 3.3 19.1 1.0 91.3 74.8 95.6 94.9: 4.4 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 : 260: 25 51 12 107 111 138 168:
Old : 260: 25 51 12 107 111 138 168:
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 : 42.9 15.9 56.3 26.3 37.8 15.0 49.2 23.6
Old : 42.9 15.9 56.3 26.3 37.8 15.0 49.2 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011