COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 4, 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 : 151,858: 44,740 23,815 12,543 83,894 102,591 141,177 138,949: 10,681 12,909
Old : 147,616: 43,794 24,050 11,963 81,900 98,988 137,657 135,001: 9,959 12,615
Other: 4,242: 1,526 345 0 1,994 3,603 3,520 3,948: 722 294
: : :
: : Changes in Commitments from: September 27, 2011 :
: 4,197: 1,251 1,426 678 2,805 395 4,734 2,499: -537 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.7 8.3 55.2 67.6 93.0 91.5: 7.0 8.5
Old : 100.0: 29.7 16.3 8.1 55.5 67.1 93.3 91.5: 6.7 8.5
Other: 100.0: 36.0 8.1 0.0 47.0 84.9 83.0 93.1: 17.0 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 85 57 62 60 65 174 158:
Old : 228: 85 57 58 59 64 170 156:
Other: 64: 12 11 0 20 29 32 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 : 19.5 23.2 32.7 34.2 18.4 18.6 27.2 28.5
Old : 19.9 23.6 33.0 34.7 18.8 19.1 27.5 29.2
Other: 45.1 44.7 60.6 64.4 39.3 40.1 51.5 56.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 4, 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 : 24,443: 10,802 2,281 570 10,562 20,331 21,934 23,182: 2,509 1,261
Old : 13,552: 7,573 1,786 67 4,403 10,808 12,043 12,661: 1,509 891
Other: 10,891: 3,278 544 454 6,159 9,523 9,891 10,521: 1,000 370
: : :
: : Changes in Commitments from: September 27, 2011 :
: 379: 16 341 -225 680 190 471 306: -92 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 9.3 2.3 43.2 83.2 89.7 94.8: 10.3 5.2
Old : 100.0: 55.9 13.2 0.5 32.5 79.8 88.9 93.4: 11.1 6.6
Other: 100.0: 30.1 5.0 4.2 56.6 87.4 90.8 96.6: 9.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 35 14 9 26 20 63 41:
Old : 75: 28 15 1 18 15 47 30:
Other: 53: 18 5 9 20 13 43 22:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 72.2 43.5 79.8 30.8 72.2 42.5 79.0
Old : 42.2 72.4 56.2 81.0 42.2 72.4 56.2 81.0
Other: 35.5 75.2 55.6 87.0 35.3 75.2 55.3 86.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 4, 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 : 184,965: 41,164 43,875 24,564 111,554 105,749 177,282 174,188: 7,683 10,777
Old : 171,019: 40,286 48,564 19,789 103,690 91,964 163,765 160,317: 7,254 10,702
Other: 13,946: 5,570 3 83 7,864 13,785 13,517 13,871: 429 75
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,060: 469 93 2,237 1,135 -533 3,841 1,797: -781 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.7 13.3 60.3 57.2 95.8 94.2: 4.2 5.8
Old : 100.0: 23.6 28.4 11.6 60.6 53.8 95.8 93.7: 4.2 6.3
Other: 100.0: 39.9 0.0 0.6 56.4 98.8 96.9 99.5: 3.1 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 52 67 36 58 52 130 138:
Old : 193: 52 68 35 57 50 128 136:
Other: 36: 8 1 1 21 14 30 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 : 27.7 29.9 44.8 45.6 18.4 17.1 29.6 24.4
Old : 28.2 30.6 45.9 44.1 20.4 18.7 33.0 27.6
Other: 55.5 80.2 80.1 95.0 42.4 65.4 60.0 73.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 4, 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 : 472,073: 134,983 41,202 41,624 239,593 331,774 416,200 414,600: 55,873 57,473
Old : 472,073: 134,983 41,202 41,624 239,593 331,774 416,200 414,600: 55,873 57,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -11,664: -5,254 334 1,327 -1,696 -13,157 -5,623 -11,496: -6,041 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 8.7 8.8 50.8 70.3 88.2 87.8: 11.8 12.2
Old : 100.0: 28.6 8.7 8.8 50.8 70.3 88.2 87.8: 11.8 12.2
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 : 215: 73 42 63 74 85 179 163:
Old : 215: 73 42 63 74 85 179 163:
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 : 19.2 18.0 31.5 29.1 18.4 16.5 28.7 25.9
Old : 19.2 18.0 31.5 29.1 18.4 16.5 28.7 25.9
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 - Futures Only, October 4, 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 : 117,030: 30,983 19,108 16,780 65,117 76,268 112,880 112,156: 4,150 4,874
Old : 114,081: 31,182 19,168 15,856 63,169 74,267 110,207 109,291: 3,874 4,790
Other: 2,949: 571 710 154 1,948 2,001 2,673 2,865: 276 84
: : :
: : Changes in Commitments from: September 27, 2011 :
: 1,791: 2,190 4,353 -1,254 1,699 -1,111 2,635 1,988: -844 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 16.3 14.3 55.6 65.2 96.5 95.8: 3.5 4.2
Old : 100.0: 27.3 16.8 13.9 55.4 65.1 96.6 95.8: 3.4 4.2
Other: 100.0: 19.4 24.1 5.2 66.1 67.9 90.6 97.2: 9.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 88 75 84 113 104 243 227:
Old : 303: 90 75 84 109 104 239 227:
Other: 64: 8 10 6 33 18 46 30:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.3 29.4 32.5 15.1 15.3 25.8 22.9
Old : 16.7 21.9 30.0 32.5 15.4 15.8 26.4 22.9
Other: 43.4 60.2 60.1 78.5 42.9 56.4 57.4 71.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 4, 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 : 72,521: 49,647 9,315 1,041 11,033 60,529 61,721 70,885: 10,800 1,636
Old : 72,521: 49,647 9,315 1,041 11,033 60,529 61,721 70,885: 10,800 1,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,890: 2,238 326 -228 1,375 4,174 3,385 4,272: 505 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 12.8 1.4 15.2 83.5 85.1 97.7: 14.9 2.3
Old : 100.0: 68.5 12.8 1.4 15.2 83.5 85.1 97.7: 14.9 2.3
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 : 108: 68 14 3 18 9 89 24:
Old : 108: 68 14 3 18 9 89 24:
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 : 44.1 84.6 56.7 92.0 44.1 83.2 56.5 90.5
Old : 44.1 84.6 56.7 92.0 44.1 83.2 56.5 90.5
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, October 4, 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 : 493,067: 6,859 69,073 5,291 466,885 395,886 479,035 470,250: 14,032 22,817
Old : 493,067: 6,859 69,073 5,291 466,885 395,886 479,035 470,250: 14,032 22,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 27,074: 914 9,202 1,917 23,710 15,435 26,541 26,554: 533 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 14.0 1.1 94.7 80.3 97.2 95.4: 2.8 4.6
Old : 100.0: 1.4 14.0 1.1 94.7 80.3 97.2 95.4: 2.8 4.6
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 : 243: 14 52 10 103 108 125 162:
Old : 243: 14 52 10 103 108 125 162:
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 : 39.9 21.6 56.9 33.0 39.9 20.6 53.3 30.2
Old : 39.9 21.6 56.9 33.0 39.9 20.6 53.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011