COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 25, 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 : 159,357: 46,290 28,412 16,603 84,884 97,650 147,777 142,665: 11,580 16,692
Old : 154,704: 45,333 28,604 15,998 82,563 93,724 143,894 138,326: 10,810 16,378
Other: 4,653: 1,562 413 0 2,321 3,926 3,883 4,339: 770 314
: : :
: : Changes in Commitments from: October 18, 2011 :
: 7,807: -938 3,652 3,799 3,513 -2,205 6,374 5,246: 1,433 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 17.8 10.4 53.3 61.3 92.7 89.5: 7.3 10.5
Old : 100.0: 29.3 18.5 10.3 53.4 60.6 93.0 89.4: 7.0 10.6
Other: 100.0: 33.6 8.9 0.0 49.9 84.4 83.5 93.3: 16.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 94 65 71 59 67 186 175:
Old : 244: 96 63 65 58 65 181 171:
Other: 67: 13 13 0 20 30 33 43:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 18.2 31.8 29.2 17.3 13.1 24.8 21.3
Old : 19.4 18.4 32.0 29.8 17.6 13.5 25.4 21.8
Other: 44.1 48.1 61.3 64.9 40.4 43.9 53.7 57.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 25, 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 : 25,732: 11,429 2,418 1,195 10,139 21,556 22,763 25,169: 2,969 563
Old : 1,747: 595 78 44 944 1,552 1,583 1,674: 164 73
Other: 23,985: 10,836 2,342 1,149 9,195 20,004 21,180 23,495: 2,805 490
: : :
: : Changes in Commitments from: October 18, 2011 :
: 485: 837 700 141 -517 220 461 1,061: 24 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 9.4 4.6 39.4 83.8 88.5 97.8: 11.5 2.2
Old : 100.0: 34.1 4.5 2.5 54.0 88.8 90.6 95.8: 9.4 4.2
Other: 100.0: 45.2 9.8 4.8 38.3 83.4 88.3 98.0: 11.7 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 41 16 13 27 19 78 38:
Old : 28: 5 1 1 12 11 18 12:
Other: 92: 40 16 13 24 15 74 34:
:----------------------------------------------------------------------------------------------------
: 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 70.9 39.7 83.2 27.7 70.3 39.4 81.3
Old : 55.4 68.6 73.9 86.6 55.4 64.9 73.9 81.1
Other: 28.0 71.5 40.8 84.0 28.0 71.2 40.8 83.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 25, 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 : 196,670: 45,555 45,496 25,095 116,573 115,054 187,223 185,645: 9,447 11,025
Old : 181,442: 44,844 50,490 20,042 107,447 100,047 172,333 170,579: 9,109 10,863
Other: 15,228: 5,705 0 59 9,126 15,007 14,890 15,066: 338 162
: : :
: : Changes in Commitments from: October 18, 2011 :
: 5,817: 1,057 1,028 783 3,404 4,222 5,244 6,033: 573 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 23.1 12.8 59.3 58.5 95.2 94.4: 4.8 5.6
Old : 100.0: 24.7 27.8 11.0 59.2 55.1 95.0 94.0: 5.0 6.0
Other: 100.0: 37.5 0.0 0.4 59.9 98.5 97.8 98.9: 2.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 58 66 40 59 52 137 143:
Old : 199: 56 68 39 59 51 136 142:
Other: 41: 10 0 1 23 16 33 17:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 27.0 41.8 42.2 17.2 16.5 26.6 24.1
Old : 25.1 26.7 42.7 40.5 18.0 18.1 29.1 27.0
Other: 56.2 76.4 78.3 93.1 40.9 69.4 57.8 75.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 25, 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 : 507,502: 157,570 38,937 38,465 246,743 373,637 442,778 451,039: 64,724 56,463
Old : 507,502: 157,570 38,937 38,465 246,743 373,637 442,778 451,039: 64,724 56,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 9,130: 6,452 -157 933 3,556 8,269 10,941 9,045: -1,811 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.7 7.6 48.6 73.6 87.2 88.9: 12.8 11.1
Old : 100.0: 31.0 7.7 7.6 48.6 73.6 87.2 88.9: 12.8 11.1
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 : 222: 79 44 56 77 83 181 160:
Old : 222: 79 44 56 77 83 181 160:
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 : 18.2 19.7 30.1 31.2 17.3 17.7 26.8 27.0
Old : 18.2 19.7 30.1 31.2 17.3 17.7 26.8 27.0
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, October 25, 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 : 122,607: 29,129 15,149 17,977 70,197 84,044 117,303 117,170: 5,304 5,437
Old : 118,784: 29,389 15,392 16,823 67,556 81,238 113,768 113,453: 5,016 5,331
Other: 3,823: 643 660 251 2,641 2,806 3,535 3,717: 288 106
: : :
: : Changes in Commitments from: October 18, 2011 :
: 1,862: 2,360 -1,630 245 -58 5,001 2,547 3,616: -685 -1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 12.4 14.7 57.3 68.5 95.7 95.6: 4.3 4.4
Old : 100.0: 24.7 13.0 14.2 56.9 68.4 95.8 95.5: 4.2 4.5
Other: 100.0: 16.8 17.3 6.6 69.1 73.4 92.5 97.2: 7.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 88 70 89 109 105 248 224:
Old : 302: 88 73 89 106 105 245 224:
Other: 72: 10 11 8 38 24 52 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 : 19.2 23.2 31.9 33.1 14.2 13.1 23.9 19.9
Old : 19.4 23.7 32.4 33.0 14.4 13.4 24.5 20.1
Other: 44.3 59.5 63.6 76.0 43.4 56.9 60.8 70.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 25, 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 : 63,947: 43,496 11,386 646 10,512 49,313 54,654 61,345: 9,293 2,602
Old : 63,947: 43,496 11,386 646 10,512 49,313 54,654 61,345: 9,293 2,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -4,059: -3,700 5,941 -610 596 -9,800 -3,714 -4,469: -345 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 17.8 1.0 16.4 77.1 85.5 95.9: 14.5 4.1
Old : 100.0: 68.0 17.8 1.0 16.4 77.1 85.5 95.9: 14.5 4.1
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 : 107: 62 20 7 15 12 80 37:
Old : 107: 62 20 7 15 12 80 37:
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 : 52.2 82.8 60.6 88.2 52.2 82.0 59.8 87.3
Old : 52.2 82.8 60.6 88.2 52.2 82.0 59.8 87.3
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, October 25, 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 : 459,940: 8,072 67,703 3,811 431,575 369,001 443,458 440,515: 16,482 19,425
Old : 459,940: 8,072 67,703 3,811 431,575 369,001 443,458 440,515: 16,482 19,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,289: 1,135 4,052 1,344 1,147 978 3,626 6,374: 663 -2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 14.7 0.8 93.8 80.2 96.4 95.8: 3.6 4.2
Old : 100.0: 1.8 14.7 0.8 93.8 80.2 96.4 95.8: 3.6 4.2
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 : 242: 18 49 9 100 107 125 158:
Old : 242: 18 49 9 100 107 125 158:
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 : 38.7 23.6 56.0 34.8 38.7 22.2 50.8 32.0
Old : 38.7 23.6 56.0 34.8 38.7 22.2 50.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011