COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 6, 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 : 147,827: 54,183 22,512 8,765 70,726 105,339 133,674 136,616: 14,153 11,211
Old : 143,684: 53,346 22,924 8,093 68,920 101,737 130,359 132,754: 13,325 10,930
Other: 4,143: 1,509 260 0 1,806 3,602 3,315 3,862: 828 281
: : :
: : Changes in Commitments from: August 30, 2011 :
: 181: -1,063 190 488 422 -1,335 -153 -657: 334 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 15.2 5.9 47.8 71.3 90.4 92.4: 9.6 7.6
Old : 100.0: 37.1 16.0 5.6 48.0 70.8 90.7 92.4: 9.3 7.6
Other: 100.0: 36.4 6.3 0.0 43.6 86.9 80.0 93.2: 20.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 100 55 59 51 61 178 151:
Old : 233: 98 57 53 50 61 173 149:
Other: 53: 10 6 0 17 26 27 32:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 29.5 29.7 39.8 18.1 26.6 27.0 35.8
Old : 19.4 30.1 29.8 40.4 18.3 27.3 27.1 36.7
Other: 45.4 45.7 61.0 65.6 40.7 41.4 52.7 59.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 6, 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 : 23,484: 10,552 1,657 789 9,096 20,260 20,437 22,706: 3,047 778
Old : 17,991: 8,606 1,051 99 6,899 16,283 15,604 17,433: 2,387 558
Other: 5,493: 2,216 876 420 2,197 3,977 4,833 5,273: 660 220
: : :
: : Changes in Commitments from: August 30, 2011 :
: -711: 9 73 -53 -611 -458 -655 -438: -56 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 7.1 3.4 38.7 86.3 87.0 96.7: 13.0 3.3
Old : 100.0: 47.8 5.8 0.6 38.3 90.5 86.7 96.9: 13.3 3.1
Other: 100.0: 40.3 15.9 7.6 40.0 72.4 88.0 96.0: 12.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 38 14 13 26 16 71 37:
Old : 87: 42 10 2 22 15 64 27:
Other: 43: 11 10 9 15 8 32 21:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 76.2 44.1 83.9 31.8 76.1 44.1 82.6
Old : 36.4 80.9 50.9 88.8 36.4 80.9 50.9 88.8
Other: 58.6 68.1 71.9 82.1 58.6 67.2 70.4 79.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 6, 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 : 163,401: 38,523 23,723 21,161 95,058 111,508 154,742 156,392: 8,659 7,009
Old : 151,962: 37,862 27,836 17,026 88,513 100,097 143,401 144,959: 8,561 7,003
Other: 11,439: 4,780 6 16 6,545 11,411 11,341 11,433: 98 6
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,780: 775 -1,492 2,730 -236 1,249 3,269 2,487: -489 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 14.5 13.0 58.2 68.2 94.7 95.7: 5.3 4.3
Old : 100.0: 24.9 18.3 11.2 58.2 65.9 94.4 95.4: 5.6 4.6
Other: 100.0: 41.8 0.1 0.1 57.2 99.8 99.1 99.9: 0.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 65 39 36 50 52 130 115:
Old : 170: 65 41 36 50 52 130 115:
Other: 31: 8 1 1 15 14 23 16:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 32.5 45.1 51.9 18.4 22.1 29.1 31.4
Old : 28.4 34.1 46.1 50.9 21.0 24.5 31.7 35.2
Other: 57.3 87.7 83.9 98.2 51.0 71.4 63.0 75.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 6, 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 : 597,645: 174,494 44,742 59,922 277,040 435,567 511,456 540,231: 86,189 57,414
Old : 597,645: 174,494 44,742 59,922 277,040 435,567 511,456 540,231: 86,189 57,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -94: -2,968 2,860 7,497 -2,945 -14,543 1,584 -4,186: -1,678 4,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.5 10.0 46.4 72.9 85.6 90.4: 14.4 9.6
Old : 100.0: 29.2 7.5 10.0 46.4 72.9 85.6 90.4: 14.4 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 : 234: 91 47 74 75 86 199 175:
Old : 234: 91 47 74 75 86 199 175:
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 : 15.9 20.1 26.1 31.8 14.7 17.8 22.4 28.0
Old : 15.9 20.1 26.1 31.8 14.7 17.8 22.4 28.0
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, September 6, 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 : 113,221: 39,345 14,607 14,488 52,151 79,208 105,984 108,303: 7,237 4,918
Old : 111,004: 39,537 14,993 13,611 50,903 77,586 104,051 106,190: 6,953 4,814
Other: 2,217: 608 414 77 1,248 1,622 1,933 2,113: 284 104
: : :
: : Changes in Commitments from: August 30, 2011 :
: 6,978: 4,750 -20 1,633 144 4,467 6,527 6,080: 451 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 12.9 12.8 46.1 70.0 93.6 95.7: 6.4 4.3
Old : 100.0: 35.6 13.5 12.3 45.9 69.9 93.7 95.7: 6.3 4.3
Other: 100.0: 27.4 18.7 3.5 56.3 73.2 87.2 95.3: 12.8 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 130 60 78 101 112 260 228:
Old : 334: 130 62 76 97 111 254 227:
Other: 51: 6 7 3 23 21 32 28:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 18.9 27.0 30.0 15.8 14.6 26.8 22.8
Old : 16.1 18.5 27.5 29.8 16.1 14.1 27.4 22.5
Other: 53.4 66.6 71.4 79.8 53.4 62.8 71.4 76.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 6, 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 : 50,566: 26,202 27,933 3,325 14,814 16,382 44,341 47,640: 6,225 2,926
Old : 50,566: 26,202 27,933 3,325 14,814 16,382 44,341 47,640: 6,225 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -5,104: -4,823 -6,074 1,962 -3,116 504 -5,977 -3,608: 873 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 55.2 6.6 29.3 32.4 87.7 94.2: 12.3 5.8
Old : 100.0: 51.8 55.2 6.6 29.3 32.4 87.7 94.2: 12.3 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 : 109: 50 32 12 18 11 76 49:
Old : 109: 50 32 12 18 11 76 49:
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 : 47.2 57.1 63.7 73.6 47.2 56.2 61.6 69.3
Old : 47.2 57.1 63.7 73.6 47.2 56.2 61.6 69.3
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, September 6, 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 : 456,901: 6,442 62,788 4,218 430,583 366,212 441,243 433,218: 15,658 23,683
Old : 456,901: 6,442 62,788 4,218 430,583 366,212 441,243 433,218: 15,658 23,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 22,790: 1,563 -2,370 1,266 17,403 23,399 20,232 22,295: 2,558 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 13.7 0.9 94.2 80.2 96.6 94.8: 3.4 5.2
Old : 100.0: 1.4 13.7 0.9 94.2 80.2 96.6 94.8: 3.4 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 : 251: 15 49 6 104 120 124 170:
Old : 251: 15 49 6 104 120 124 170:
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 : 41.5 19.5 57.4 31.0 38.1 18.9 52.5 26.7
Old : 41.5 19.5 57.4 31.0 38.1 18.9 52.5 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011