COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 290,380: 44,537 9,032 95,706 129,253 170,649 269,496 275,388: 20,884 14,992
Old : 148,794: 23,063 10,785 47,079 69,711 81,839 139,854 139,703: 8,941 9,092
Other: 141,585: 25,452 2,225 44,649 59,541 88,811 129,642 135,685: 11,943 5,900
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,651: 1,463 -1,051 549 -3,880 -2,440 -1,868 -2,943: 218 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 3.1 33.0 44.5 58.8 92.8 94.8: 7.2 5.2
Old : 100.0: 15.5 7.2 31.6 46.9 55.0 94.0 93.9: 6.0 6.1
Other: 100.0: 18.0 1.6 31.5 42.1 62.7 91.6 95.8: 8.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 108 48 73 62 68 196 163:
Old : 205: 83 52 56 50 57 151 147:
Other: 173: 76 26 48 57 61 152 116:
:----------------------------------------------------------------------------------------------------
: 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 24.7 34.1 37.1 8.8 10.9 13.3 16.4
Old : 23.8 28.6 36.6 40.0 14.2 18.4 22.0 25.2
Other: 26.2 27.6 37.0 38.9 15.9 16.5 21.9 23.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 34,414: 15,660 331 5,168 9,684 27,966 30,512 33,465: 3,902 949
Old : 32,957: 15,514 482 4,547 9,142 26,984 29,204 32,014: 3,753 943
Other: 1,457: 311 13 456 542 981 1,309 1,451: 149 6
: : :
: : Changes in Commitments from: April 26, 2011 :
: 846: 1,788 -56 644 -1,277 522 1,155 1,110: -309 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 1.0 15.0 28.1 81.3 88.7 97.2: 11.3 2.8
Old : 100.0: 47.1 1.5 13.8 27.7 81.9 88.6 97.1: 11.4 2.9
Other: 100.0: 21.3 0.9 31.3 37.2 67.4 89.8 99.6: 10.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 72 6 19 23 25 98 48:
Old : 112: 65 13 19 22 25 97 48:
Other: 23: 11 4 12 7 5 22 17:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 58.9 35.0 69.7 22.6 56.0 33.9 65.5
Old : 24.7 58.7 36.5 69.3 23.6 56.8 35.4 66.7
Other: 50.1 77.2 71.3 93.4 26.1 48.5 34.6 48.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 185,783: 47,863 32,073 29,499 95,717 118,547 173,080 180,119: 12,704 5,664
Old : 116,067: 44,135 30,812 12,665 48,032 67,799 104,832 111,276: 11,235 4,791
Other: 69,716: 7,539 5,072 13,024 47,685 50,747 68,247 68,843: 1,469 873
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,736: 590 -1,265 4,291 -1,730 2,724 3,151 5,750: 1,585 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.3 15.9 51.5 63.8 93.2 97.0: 6.8 3.0
Old : 100.0: 38.0 26.5 10.9 41.4 58.4 90.3 95.9: 9.7 4.1
Other: 100.0: 10.8 7.3 18.7 68.4 72.8 97.9 98.7: 2.1 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 74 39 46 55 52 153 115:
Old : 173: 72 38 38 47 43 138 102:
Other: 84: 19 14 16 40 43 66 67:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 40.5 39.0 51.9 19.8 25.7 26.7 34.7
Old : 21.4 39.6 31.5 52.3 20.2 35.2 29.7 47.4
Other: 51.0 43.6 63.5 58.5 28.7 23.1 37.7 35.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 733,492: 171,099 47,970 142,068 356,734 475,095 669,901 665,133: 63,591 68,359
Old : 733,492: 171,099 47,970 142,068 356,734 475,095 669,901 665,133: 63,591 68,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -20,063: 11,550 7,283 6,805 -34,666 -36,627 -16,311 -22,539: -3,752 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.5 19.4 48.6 64.8 91.3 90.7: 8.7 9.3
Old : 100.0: 23.3 6.5 19.4 48.6 64.8 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 : 228: 85 40 86 83 89 201 184:
Old : 228: 85 40 86 83 89 201 184:
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 : 15.2 19.4 26.7 31.7 13.8 16.1 22.2 25.6
Old : 15.2 19.4 26.7 31.7 13.8 16.1 22.2 25.6
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 3, 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 : 183,066: 43,340 8,705 48,760 80,919 119,759 173,019 177,224: 10,047 5,842
Old : 143,275: 39,816 6,846 38,018 56,485 93,358 134,318 138,222: 8,957 5,053
Other: 39,791: 4,505 2,840 9,761 24,434 26,401 38,700 39,002: 1,091 789
: : :
: : Changes in Commitments from: April 26, 2011 :
: 9,204: 1,080 1,824 5,668 1,597 841 8,344 8,332: 859 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.8 26.6 44.2 65.4 94.5 96.8: 5.5 3.2
Old : 100.0: 27.8 4.8 26.5 39.4 65.2 93.7 96.5: 6.3 3.5
Other: 100.0: 11.3 7.1 24.5 61.4 66.3 97.3 98.0: 2.7 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 153 61 102 133 148 332 271:
Old : 369: 146 60 91 122 143 309 257:
Other: 205: 48 31 40 80 102 145 156:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 18.4 25.6 30.2 11.5 11.4 19.5 17.7
Old : 14.7 18.5 26.8 31.8 13.5 14.4 23.5 22.8
Other: 32.6 27.8 45.2 43.5 21.6 19.7 31.1 27.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 55,535: 28,064 35,116 1,706 17,331 13,402 47,101 50,224: 8,434 5,311
Old : 55,535: 28,064 35,116 1,706 17,331 13,402 47,101 50,224: 8,434 5,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 2,563: 2,138 832 -20 181 1,464 2,299 2,276: 264 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 63.2 3.1 31.2 24.1 84.8 90.4: 15.2 9.6
Old : 100.0: 50.5 63.2 3.1 31.2 24.1 84.8 90.4: 15.2 9.6
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 : 141: 46 66 12 14 18 67 89:
Old : 141: 46 66 12 14 18 67 89:
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 : 64.1 35.5 70.0 50.2 63.7 35.5 69.3 50.2
Old : 64.1 35.5 70.0 50.2 63.7 35.5 69.3 50.2
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 3, 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 : 399,674: 24,058 83,739 3,745 350,350 292,944 378,153 380,428: 21,520 19,246
Old : 399,674: 24,058 83,739 3,745 350,350 292,944 378,153 380,428: 21,520 19,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,595: -1,530 3,108 1,112 3,217 -2,358 2,799 1,861: 1,796 2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.0 0.9 87.7 73.3 94.6 95.2: 5.4 4.8
Old : 100.0: 6.0 21.0 0.9 87.7 73.3 94.6 95.2: 5.4 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 : 265: 31 48 14 110 114 151 166:
Old : 265: 31 48 14 110 114 151 166:
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 : 41.8 15.1 52.8 25.4 36.3 14.5 47.0 24.2
Old : 41.8 15.1 52.8 25.4 36.3 14.5 47.0 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011