COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 304,256: 49,475 6,313 101,271 133,229 182,201 283,975 289,785: 20,281 14,471
Old : 137,891: 21,762 9,009 44,950 63,542 76,630 130,254 130,589: 7,637 7,302
Other: 166,365: 32,385 1,976 51,648 69,687 105,571 153,721 159,195: 12,644 7,169
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,787: 2,078 -2,200 1,226 -2,282 2,381 1,022 1,407: 765 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.1 33.3 43.8 59.9 93.3 95.2: 6.7 4.8
Old : 100.0: 15.8 6.5 32.6 46.1 55.6 94.5 94.7: 5.5 5.3
Other: 100.0: 19.5 1.2 31.0 41.9 63.5 92.4 95.7: 7.6 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 126 35 81 63 71 206 171:
Old : 205: 85 51 52 48 57 150 143:
Other: 199: 98 25 59 60 65 173 134:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 25.6 32.5 37.2 8.7 13.0 12.8 18.4
Old : 22.7 31.3 34.5 41.6 12.1 16.5 18.6 22.5
Other: 22.6 27.7 33.3 38.9 13.0 17.7 19.8 23.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 44,592: 21,143 853 7,093 11,599 34,975 39,835 42,920: 4,757 1,672
Old : 42,193: 21,023 1,232 5,959 10,685 33,381 37,667 40,572: 4,526 1,621
Other: 2,398: 536 37 718 914 1,594 2,168 2,348: 230 50
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,599: 1,256 140 -212 293 1,419 1,337 1,347: 263 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 1.9 15.9 26.0 78.4 89.3 96.3: 10.7 3.7
Old : 100.0: 49.8 2.9 14.1 25.3 79.1 89.3 96.2: 10.7 3.8
Other: 100.0: 22.4 1.5 29.9 38.1 66.5 90.4 97.9: 9.6 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 73 16 21 24 28 108 55:
Old : 126: 68 21 21 23 28 107 55:
Other: 30: 13 5 12 9 8 27 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 : 20.6 53.3 31.4 64.7 17.8 46.9 27.9 56.8
Old : 21.7 53.1 32.5 65.0 18.8 47.4 29.4 57.9
Other: 47.0 66.2 67.2 84.6 31.3 50.4 40.4 52.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 196,128: 37,830 31,621 41,509 105,656 113,510 184,995 186,641: 11,133 9,487
Old : 113,181: 34,850 29,934 21,956 46,932 53,851 103,738 105,741: 9,442 7,439
Other: 82,948: 6,439 5,146 16,094 58,724 59,660 81,257 80,900: 1,691 2,048
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,878: -2,129 -1,798 652 4,299 2,947 2,822 1,801: -944 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.1 21.2 53.9 57.9 94.3 95.2: 5.7 4.8
Old : 100.0: 30.8 26.4 19.4 41.5 47.6 91.7 93.4: 8.3 6.6
Other: 100.0: 7.8 6.2 19.4 70.8 71.9 98.0 97.5: 2.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 55 52 49 61 54 141 131:
Old : 172: 55 49 46 50 43 125 120:
Other: 89: 17 19 18 44 43 70 71:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 32.8 44.6 46.2 20.4 17.9 27.6 26.3
Old : 25.4 29.9 35.7 44.8 19.5 20.2 27.3 32.5
Other: 47.0 38.9 65.2 54.1 29.8 21.4 40.6 32.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 789,907: 164,302 46,313 166,228 387,081 507,143 717,612 719,684: 72,295 70,223
Old : 789,907: 164,302 46,313 166,228 387,081 507,143 717,612 719,684: 72,295 70,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 30,180: 4,362 2,282 10,295 10,300 22,683 24,958 35,260: 5,222 -5,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 5.9 21.0 49.0 64.2 90.8 91.1: 9.2 8.9
Old : 100.0: 20.8 5.9 21.0 49.0 64.2 90.8 91.1: 9.2 8.9
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 : 249: 89 52 97 91 95 228 199:
Old : 249: 89 52 97 91 95 228 199:
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 : 14.3 17.3 24.9 28.5 11.8 12.9 19.4 21.6
Old : 14.3 17.3 24.9 28.5 11.8 12.9 19.4 21.6
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 31, 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 : 174,422: 26,295 11,976 53,720 85,258 101,298 165,273 166,994: 9,148 7,427
Old : 126,173: 23,682 10,402 38,313 56,838 71,776 118,833 120,492: 7,339 5,681
Other: 48,249: 5,115 4,077 12,904 28,420 29,522 46,440 46,503: 1,809 1,746
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,172: 620 -893 1,202 -2,850 -661 -1,027 -353: -145 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 6.9 30.8 48.9 58.1 94.8 95.7: 5.2 4.3
Old : 100.0: 18.8 8.2 30.4 45.0 56.9 94.2 95.5: 5.8 4.5
Other: 100.0: 10.6 8.4 26.7 58.9 61.2 96.3 96.4: 3.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 123 81 118 118 123 294 273:
Old : 334: 119 78 106 105 119 268 260:
Other: 205: 41 45 44 83 91 152 153:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 14.9 26.2 25.9 11.4 9.7 18.9 14.9
Old : 15.1 15.1 27.2 27.3 12.7 12.7 21.7 19.4
Other: 25.8 21.6 37.4 35.9 19.3 15.2 28.6 21.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 56,948: 28,516 23,902 1,555 19,413 27,905 49,484 53,362: 7,464 3,587
Old : 56,948: 28,516 23,902 1,555 19,413 27,905 49,484 53,362: 7,464 3,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -6,172: -4,644 -7,037 90 -754 408 -5,308 -6,540: -863 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 42.0 2.7 34.1 49.0 86.9 93.7: 13.1 6.3
Old : 100.0: 50.1 42.0 2.7 34.1 49.0 86.9 93.7: 13.1 6.3
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 : 107: 44 40 10 12 11 61 58:
Old : 107: 44 40 10 12 11 61 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 : 65.4 54.1 71.9 71.9 65.4 54.1 71.0 71.4
Old : 65.4 54.1 71.9 71.9 65.4 54.1 71.0 71.4
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 31, 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 : 423,402: 20,199 72,417 5,475 378,875 323,378 404,549 401,269: 18,854 22,133
Old : 423,402: 20,199 72,417 5,475 378,875 323,378 404,549 401,269: 18,854 22,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,574: 6,179 -7,869 1,069 -2,599 10,678 4,649 3,879: -75 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 17.1 1.3 89.5 76.4 95.5 94.8: 4.5 5.2
Old : 100.0: 4.8 17.1 1.3 89.5 76.4 95.5 94.8: 4.5 5.2
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 : 259: 24 52 18 105 116 142 173:
Old : 259: 24 52 18 105 116 142 173:
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 : 42.3 15.5 55.5 26.1 37.1 15.2 48.1 23.8
Old : 42.3 15.5 55.5 26.1 37.1 15.2 48.1 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011