COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 297,674: 47,279 8,187 100,526 130,796 175,159 278,601 283,872: 19,074 13,802
Old : 148,473: 25,126 9,815 47,340 67,920 82,962 140,386 140,117: 8,087 8,355
Other: 149,201: 26,297 2,516 49,042 62,876 92,197 138,215 143,754: 10,987 5,447
: : :
: : Changes in Commitments from: May 10, 2011 :
: 768: 1,551 -478 107 116 2,216 1,773 1,845: -1,006 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.8 33.8 43.9 58.8 93.6 95.4: 6.4 4.6
Old : 100.0: 16.9 6.6 31.9 45.7 55.9 94.6 94.4: 5.4 5.6
Other: 100.0: 17.6 1.7 32.9 42.1 61.8 92.6 96.3: 7.4 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 121 39 79 62 70 202 169:
Old : 206: 89 48 59 46 59 151 150:
Other: 184: 87 23 57 57 64 162 126:
:----------------------------------------------------------------------------------------------------
: 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 25.7 33.1 38.0 8.4 12.1 12.7 17.3
Old : 22.9 31.6 35.2 41.9 13.0 17.7 19.2 24.0
Other: 25.1 27.5 35.9 39.0 15.3 17.1 21.4 22.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 41,223: 18,328 659 6,932 11,307 32,272 36,567 39,864: 4,656 1,359
Old : 39,149: 18,196 1,086 5,885 10,589 30,825 34,670 37,796: 4,479 1,353
Other: 2,074: 581 23 597 719 1,448 1,897 2,068: 177 6
: : :
: : Changes in Commitments from: May 10, 2011 :
: 5,462: 2,649 245 1,076 1,218 3,857 4,943 5,178: 519 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 1.6 16.8 27.4 78.3 88.7 96.7: 11.3 3.3
Old : 100.0: 46.5 2.8 15.0 27.0 78.7 88.6 96.5: 11.4 3.5
Other: 100.0: 28.0 1.1 28.8 34.6 69.8 91.4 99.7: 8.6 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 63 16 21 24 26 99 53:
Old : 116: 62 17 21 23 26 98 53:
Other: 28: 11 5 12 9 8 25 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 : 22.3 53.6 32.6 64.6 20.1 46.9 29.7 56.4
Old : 23.4 53.2 33.7 64.4 21.1 47.2 31.2 57.2
Other: 47.1 70.6 67.3 87.5 29.4 54.0 40.5 56.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 189,153: 42,410 32,547 34,426 100,111 113,892 176,948 180,865: 12,205 8,288
Old : 112,432: 39,313 30,380 16,133 46,308 59,027 101,754 105,541: 10,678 6,891
Other: 76,721: 5,803 4,872 15,588 53,804 54,864 75,194 75,324: 1,527 1,397
: : :
: : Changes in Commitments from: May 10, 2011 :
: 676: -4,903 2,036 3,417 1,340 -5,931 -147 -478: 822 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.2 18.2 52.9 60.2 93.5 95.6: 6.5 4.4
Old : 100.0: 35.0 27.0 14.3 41.2 52.5 90.5 93.9: 9.5 6.1
Other: 100.0: 7.6 6.4 20.3 70.1 71.5 98.0 98.2: 2.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 59 45 46 55 53 135 124:
Old : 165: 58 44 42 45 44 123 112:
Other: 86: 12 22 16 43 43 67 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 : 28.6 37.5 41.9 49.6 20.6 22.1 28.3 31.4
Old : 21.0 36.6 31.3 50.7 19.4 30.9 27.7 43.2
Other: 50.7 40.1 66.5 55.0 30.4 20.0 41.4 30.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 756,592: 168,467 52,901 154,814 370,323 476,374 693,605 684,089: 62,988 72,503
Old : 756,592: 168,467 52,901 154,814 370,323 476,374 693,605 684,089: 62,988 72,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -2,457: -4,599 6,656 4,824 518 -16,172 743 -4,693: -3,199 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.0 20.5 48.9 63.0 91.7 90.4: 8.3 9.6
Old : 100.0: 22.3 7.0 20.5 48.9 63.0 91.7 90.4: 8.3 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 : 240: 83 54 95 86 90 217 192:
Old : 240: 83 54 95 86 90 217 192:
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 : 13.9 17.6 25.5 29.8 12.3 14.0 20.4 22.9
Old : 13.9 17.6 25.5 29.8 12.3 14.0 20.4 22.9
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 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 : 170,435: 29,474 11,689 48,482 84,798 104,691 162,754 164,862: 7,681 5,572
Old : 127,985: 27,217 10,056 35,618 58,770 77,801 121,605 123,475: 6,380 4,510
Other: 42,450: 4,063 3,439 11,058 26,028 26,890 41,149 41,387: 1,301 1,063
: : :
: : Changes in Commitments from: May 10, 2011 :
: -6,231: -8,614 1,464 32 3,893 -6,945 -4,689 -5,450: -1,542 -782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.9 28.4 49.8 61.4 95.5 96.7: 4.5 3.3
Old : 100.0: 21.3 7.9 27.8 45.9 60.8 95.0 96.5: 5.0 3.5
Other: 100.0: 9.6 8.1 26.0 61.3 63.3 96.9 97.5: 3.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 113 77 106 124 129 288 267:
Old : 333: 116 71 93 111 123 264 253:
Other: 202: 42 40 39 79 95 144 152:
:----------------------------------------------------------------------------------------------------
: 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 15.6 26.4 27.2 11.8 10.1 19.6 15.6
Old : 15.9 16.0 28.1 29.1 13.3 13.4 23.1 20.4
Other: 28.7 23.4 40.9 38.1 21.2 17.4 29.8 23.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 57,064: 28,500 30,057 1,275 19,540 22,331 49,315 53,664: 7,749 3,401
Old : 57,064: 28,500 30,057 1,275 19,540 22,331 49,315 53,664: 7,749 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 3,529: 2,663 -560 -538 1,125 5,608 3,249 4,510: 280 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 52.7 2.2 34.2 39.1 86.4 94.0: 13.6 6.0
Old : 100.0: 49.9 52.7 2.2 34.2 39.1 86.4 94.0: 13.6 6.0
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 : 112: 46 41 11 12 14 67 58:
Old : 112: 46 41 11 12 14 67 58:
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 : 65.1 47.2 70.9 68.3 65.1 47.2 70.2 67.7
Old : 65.1 47.2 70.9 68.3 65.1 47.2 70.2 67.7
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 with Delta-adjusted Options and Futures Combined, 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 : 417,918: 15,441 91,361 2,358 379,927 304,064 397,726 397,782: 20,192 20,135
Old : 417,918: 15,441 91,361 2,358 379,927 304,064 397,726 397,782: 20,192 20,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 17,735: -4,850 6,544 -3,483 25,634 12,250 17,301 15,311: 434 2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 21.9 0.6 90.9 72.8 95.2 95.2: 4.8 4.8
Old : 100.0: 3.7 21.9 0.6 90.9 72.8 95.2 95.2: 4.8 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 : 266: 25 56 17 112 111 150 171:
Old : 266: 25 56 17 112 111 150 171:
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 : 42.4 15.5 55.5 25.7 37.5 14.6 48.8 23.3
Old : 42.4 15.5 55.5 25.7 37.5 14.6 48.8 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011