COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 11, 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 : 153,794: 45,792 23,360 13,581 83,321 103,386 142,694 140,327: 11,100 13,467
Old : 149,565: 44,846 23,597 13,001 81,328 99,782 139,175 136,380: 10,390 13,185
Other: 4,229: 1,526 343 0 1,993 3,604 3,519 3,947: 710 282
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,936: 1,052 -455 1,038 -573 795 1,517 1,378: 419 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.2 8.8 54.2 67.2 92.8 91.2: 7.2 8.8
Old : 100.0: 30.0 15.8 8.7 54.4 66.7 93.1 91.2: 6.9 8.8
Other: 100.0: 36.1 8.1 0.0 47.1 85.2 83.2 93.3: 16.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 88 53 66 58 63 175 156:
Old : 223: 88 53 62 57 62 171 154:
Other: 63: 12 11 0 19 29 31 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 : 19.8 22.9 32.6 33.2 17.3 18.2 25.8 27.0
Old : 20.3 23.2 32.9 33.6 17.6 18.8 26.5 27.7
Other: 45.4 44.8 60.9 64.6 39.5 40.3 51.7 56.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 11, 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 : 24,278: 10,305 1,970 578 10,896 20,780 21,779 23,328: 2,499 950
Old : 8,736: 5,070 1,206 38 2,256 6,935 7,364 8,179: 1,372 557
Other: 15,542: 5,313 842 462 8,640 13,845 14,415 15,149: 1,127 393
: : :
: : Changes in Commitments from: October 4, 2011 :
: -165: -497 -311 8 334 449 -155 146: -10 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 8.1 2.4 44.9 85.6 89.7 96.1: 10.3 3.9
Old : 100.0: 58.0 13.8 0.4 25.8 79.4 84.3 93.6: 15.7 6.4
Other: 100.0: 34.2 5.4 3.0 55.6 89.1 92.7 97.5: 7.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 37 11 10 28 22 68 41:
Old : 71: 27 11 2 18 17 47 28:
Other: 61: 22 7 9 21 14 47 26:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 73.7 42.4 81.5 30.4 73.7 41.9 80.6
Old : 39.3 72.0 51.3 80.7 39.3 72.0 51.3 80.5
Other: 31.2 76.5 49.8 87.4 31.2 76.5 49.6 86.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 11, 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 : 188,721: 44,357 44,129 23,058 112,375 110,312 179,790 177,499: 8,931 11,222
Old : 174,261: 43,692 49,203 17,938 104,229 96,038 165,859 163,179: 8,402 11,082
Other: 14,460: 5,739 0 46 8,146 14,274 13,931 14,320: 529 140
: : :
: : Changes in Commitments from: October 4, 2011 :
: 3,756: 3,193 254 -1,506 821 4,563 2,508 3,311: 1,248 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.4 12.2 59.5 58.5 95.3 94.1: 4.7 5.9
Old : 100.0: 25.1 28.2 10.3 59.8 55.1 95.2 93.6: 4.8 6.4
Other: 100.0: 39.7 0.0 0.3 56.3 98.7 96.3 99.0: 3.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 53 64 36 56 53 126 140:
Old : 190: 51 67 35 56 52 125 139:
Other: 38: 10 0 1 21 15 31 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 : 25.2 28.1 42.1 44.0 18.2 18.1 28.9 25.5
Old : 25.9 28.0 42.9 42.0 19.3 19.9 31.7 28.9
Other: 55.9 75.5 79.2 93.5 40.8 65.9 55.5 71.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 11, 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 : 473,747: 137,380 45,338 38,922 236,119 333,620 412,421 417,880: 61,326 55,867
Old : 473,747: 137,380 45,338 38,922 236,119 333,620 412,421 417,880: 61,326 55,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,674: 2,397 4,136 -2,702 -3,474 1,846 -3,779 3,280: 5,453 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.6 8.2 49.8 70.4 87.1 88.2: 12.9 11.8
Old : 100.0: 29.0 9.6 8.2 49.8 70.4 87.1 88.2: 12.9 11.8
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 : 215: 75 43 60 77 82 182 157:
Old : 215: 75 43 60 77 82 182 157:
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 : 19.4 18.4 31.5 29.4 18.4 16.6 28.7 25.7
Old : 19.4 18.4 31.5 29.4 18.4 16.6 28.7 25.7
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 11, 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 : 117,657: 30,365 21,351 17,389 65,023 73,072 112,777 111,812: 4,880 5,845
Old : 114,625: 30,696 21,601 16,254 63,057 71,010 110,007 108,865: 4,618 5,760
Other: 3,032: 602 683 202 1,966 2,062 2,770 2,947: 262 85
: : :
: : Changes in Commitments from: October 4, 2011 :
: 627: -618 2,243 609 -94 -3,196 -103 -344: 730 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 18.1 14.8 55.3 62.1 95.9 95.0: 4.1 5.0
Old : 100.0: 26.8 18.8 14.2 55.0 61.9 96.0 95.0: 4.0 5.0
Other: 100.0: 19.9 22.5 6.7 64.8 68.0 91.4 97.2: 8.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 92 75 89 109 105 245 237:
Old : 312: 92 77 89 106 105 242 237:
Other: 66: 11 8 7 35 19 49 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 : 15.4 19.8 29.3 30.6 14.8 14.5 26.4 22.0
Old : 15.7 20.3 29.8 30.5 15.0 15.0 27.0 22.3
Other: 42.7 59.1 59.2 77.6 42.3 55.1 56.4 69.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 11, 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 : 69,667: 50,509 3,623 794 10,646 63,804 61,949 68,221: 7,718 1,446
Old : 69,667: 50,509 3,623 794 10,646 63,804 61,949 68,221: 7,718 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -2,854: 862 -5,692 -247 -387 3,275 228 -2,664: -3,082 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 5.2 1.1 15.3 91.6 88.9 97.9: 11.1 2.1
Old : 100.0: 72.5 5.2 1.1 15.3 91.6 88.9 97.9: 11.1 2.1
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 : 103: 63 11 5 18 12 83 27:
Old : 103: 63 11 5 18 12 83 27:
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 : 47.7 88.1 59.8 93.6 47.6 87.4 59.7 92.7
Old : 47.7 88.1 59.8 93.6 47.6 87.4 59.7 92.7
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 - Futures Only, October 11, 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 : 471,353: 7,443 61,775 2,684 445,858 383,632 455,985 448,091: 15,368 23,262
Old : 471,353: 7,443 61,775 2,684 445,858 383,632 455,985 448,091: 15,368 23,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -21,714: 584 -7,298 -2,607 -21,027 -12,254 -23,050 -22,159: 1,336 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.1 0.6 94.6 81.4 96.7 95.1: 3.3 4.9
Old : 100.0: 1.6 13.1 0.6 94.6 81.4 96.7 95.1: 3.3 4.9
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 : 235: 12 44 8 96 114 115 159:
Old : 235: 12 44 8 96 114 115 159:
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 : 41.0 22.7 58.2 33.9 41.0 21.8 53.7 31.3
Old : 41.0 22.7 58.2 33.9 41.0 21.8 53.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011