COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 13, 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 : 154,302: 53,990 20,710 10,308 73,756 113,899 138,054 144,917: 16,248 9,385
Old : 150,141: 53,192 20,936 9,681 71,914 110,368 134,787 140,985: 15,354 9,156
Other: 4,161: 1,392 368 33 1,842 3,531 3,267 3,932: 894 229
: : :
: : Changes in Commitments from: September 6, 2011 :
: 6,475: -193 -1,802 1,543 3,030 8,560 4,380 8,301: 2,095 -1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 13.4 6.7 47.8 73.8 89.5 93.9: 10.5 6.1
Old : 100.0: 35.4 13.9 6.4 47.9 73.5 89.8 93.9: 10.2 6.1
Other: 100.0: 33.5 8.8 0.8 44.3 84.9 78.5 94.5: 21.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 99 52 59 50 62 179 147:
Old : 231: 99 52 55 49 62 175 146:
Other: 60: 9 13 1 18 27 28 40:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 31.5 29.9 42.1 17.8 28.9 26.3 38.0
Old : 20.1 32.1 30.3 42.9 18.1 29.6 26.5 39.0
Other: 44.6 45.4 59.9 64.9 40.5 40.8 52.0 57.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 13, 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 : 24,028: 11,233 1,488 799 8,966 21,056 20,998 23,343: 3,030 685
Old : 18,718: 9,232 942 99 7,073 17,152 16,404 18,193: 2,314 525
Other: 5,310: 2,263 808 438 1,893 3,904 4,594 5,150: 716 160
: : :
: : Changes in Commitments from: September 6, 2011 :
: 544: 681 -169 10 -130 796 561 637: -17 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 6.2 3.3 37.3 87.6 87.4 97.1: 12.6 2.9
Old : 100.0: 49.3 5.0 0.5 37.8 91.6 87.6 97.2: 12.4 2.8
Other: 100.0: 42.6 15.2 8.2 35.6 73.5 86.5 97.0: 13.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 40 12 11 24 16 71 32:
Old : 87: 39 11 1 22 16 61 28:
Other: 42: 11 10 9 14 8 32 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 : 32.0 76.8 44.3 85.0 32.0 76.6 44.3 83.7
Old : 36.1 80.8 50.5 89.2 36.1 80.8 50.5 89.2
Other: 59.0 69.6 70.4 84.2 59.0 68.6 68.6 81.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 13, 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 : 176,241: 37,592 27,802 28,016 102,196 113,050 167,804 168,868: 8,437 7,373
Old : 163,910: 36,718 32,278 23,540 95,341 100,771 155,599 156,589: 8,311 7,321
Other: 12,331: 5,350 0 0 6,855 12,279 12,205 12,279: 126 52
: : :
: : Changes in Commitments from: September 6, 2011 :
: 12,840: -931 4,079 6,855 7,138 1,542 13,062 12,476: -222 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 15.8 15.9 58.0 64.1 95.2 95.8: 4.8 4.2
Old : 100.0: 22.4 19.7 14.4 58.2 61.5 94.9 95.5: 5.1 4.5
Other: 100.0: 43.4 0.0 0.0 55.6 99.6 99.0 99.6: 1.0 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 63 49 32 56 53 132 121:
Old : 181: 62 50 31 56 53 131 121:
Other: 29: 7 0 0 14 15 21 15:
:----------------------------------------------------------------------------------------------------
: 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 : 32.3 34.9 49.0 51.8 18.5 19.3 27.8 26.7
Old : 33.2 36.3 50.3 50.7 20.7 21.0 30.7 29.6
Other: 57.2 86.4 82.8 97.5 47.2 69.2 60.5 73.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 13, 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 : 580,127: 176,975 42,713 62,135 258,743 421,162 497,853 526,010: 82,274 54,117
Old : 580,127: 176,975 42,713 62,135 258,743 421,162 497,853 526,010: 82,274 54,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -17,518: 2,481 -2,029 2,213 -18,297 -14,405 -13,603 -14,221: -3,915 -3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.4 10.7 44.6 72.6 85.8 90.7: 14.2 9.3
Old : 100.0: 30.5 7.4 10.7 44.6 72.6 85.8 90.7: 14.2 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 : 240: 95 44 75 79 90 208 177:
Old : 240: 95 44 75 79 90 208 177:
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 : 16.1 20.0 26.3 30.9 15.3 17.9 23.1 28.1
Old : 16.1 20.0 26.3 30.9 15.3 17.9 23.1 28.1
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 13, 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 : 114,618: 36,880 12,856 14,564 56,353 82,725 107,797 110,145: 6,821 4,473
Old : 112,156: 37,155 13,261 13,623 54,902 80,889 105,680 107,773: 6,476 4,383
Other: 2,462: 582 452 84 1,451 1,836 2,117 2,372: 345 90
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,397: -2,465 -1,751 76 4,202 3,517 1,813 1,842: -416 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 11.2 12.7 49.2 72.2 94.0 96.1: 6.0 3.9
Old : 100.0: 33.1 11.8 12.1 49.0 72.1 94.2 96.1: 5.8 3.9
Other: 100.0: 23.6 18.4 3.4 58.9 74.6 86.0 96.3: 14.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 119 55 75 98 114 249 221:
Old : 317: 119 58 74 93 113 243 220:
Other: 53: 5 7 3 26 22 34 29:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 22.3 30.0 33.0 16.3 15.4 26.7 23.3
Old : 18.5 22.0 30.6 32.8 16.7 14.9 27.2 23.1
Other: 51.3 66.2 68.9 80.7 51.3 62.9 68.9 77.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 13, 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 : 62,802: 37,298 25,627 1,981 15,892 32,502 55,171 60,110: 7,631 2,692
Old : 62,802: 37,298 25,627 1,981 15,892 32,502 55,171 60,110: 7,631 2,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 12,236: 11,096 -2,306 -1,344 1,078 16,120 10,830 12,470: 1,406 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 40.8 3.2 25.3 51.8 87.8 95.7: 12.2 4.3
Old : 100.0: 59.4 40.8 3.2 25.3 51.8 87.8 95.7: 12.2 4.3
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 : 111: 62 22 10 18 11 89 36:
Old : 111: 62 22 10 18 11 89 36:
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 : 46.0 66.3 58.8 82.8 43.0 64.2 55.7 79.5
Old : 46.0 66.3 58.8 82.8 43.0 64.2 55.7 79.5
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 13, 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 : 508,605: 5,983 59,745 4,582 467,214 405,202 477,779 469,529: 30,826 39,076
Old : 508,605: 5,983 59,745 4,582 467,214 405,202 477,779 469,529: 30,826 39,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 51,704: -459 -3,043 364 36,631 38,990 36,536 36,311: 15,168 15,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 11.7 0.9 91.9 79.7 93.9 92.3: 6.1 7.7
Old : 100.0: 1.2 11.7 0.9 91.9 79.7 93.9 92.3: 6.1 7.7
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 : 253: 14 54 12 109 130 134 185:
Old : 253: 14 54 12 109 130 134 185:
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 : 40.0 20.3 56.0 31.8 36.2 20.0 50.9 28.3
Old : 40.0 20.3 56.0 31.8 36.2 20.0 50.9 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011