COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 262,224: 52,207 6,934 80,867 111,022 163,502 244,097 251,304: 18,127 10,920
Old : 257,861: 51,303 7,183 80,163 109,162 159,832 240,629 247,179: 17,232 10,682
Other: 4,363: 1,390 237 219 1,860 3,669 3,468 4,125: 895 238
: : :
: : Changes in Commitments from: September 6, 2011 :
: 11,838: -1,866 -2,803 5,213 6,144 11,187 9,491 13,597: 2,347 -1,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.6 30.8 42.3 62.4 93.1 95.8: 6.9 4.2
Old : 100.0: 19.9 2.8 31.1 42.3 62.0 93.3 95.9: 6.7 4.1
Other: 100.0: 31.8 5.4 5.0 42.6 84.1 79.5 94.5: 20.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 129 39 89 62 72 218 175:
Old : 250: 126 42 88 62 72 218 174:
Other: 60: 15 7 12 18 28 37 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 : 18.0 24.4 29.5 36.6 10.8 14.6 15.8 20.8
Old : 18.2 24.6 29.8 36.9 10.9 14.8 15.8 21.0
Other: 42.7 44.5 57.4 64.8 38.7 40.9 49.7 57.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 33,091: 10,800 595 6,480 12,614 25,138 29,894 32,214: 3,198 878
Old : 22,733: 8,987 693 2,709 8,634 18,671 20,330 22,073: 2,403 660
Other: 10,358: 1,953 43 3,631 3,979 6,467 9,563 10,141: 795 218
: : :
: : Changes in Commitments from: September 6, 2011 :
: 1,280: 741 -319 408 167 1,285 1,317 1,374: -36 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 1.8 19.6 38.1 76.0 90.3 97.3: 9.7 2.7
Old : 100.0: 39.5 3.0 11.9 38.0 82.1 89.4 97.1: 10.6 2.9
Other: 100.0: 18.9 0.4 35.1 38.4 62.4 92.3 97.9: 7.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 40 12 19 29 21 78 43:
Old : 89: 41 10 19 26 21 74 43:
Other: 46: 14 7 16 19 14 40 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 : 26.0 64.1 38.4 74.8 23.5 56.5 32.8 61.8
Old : 30.6 71.2 43.4 79.3 30.1 67.2 42.0 74.1
Other: 41.3 53.8 62.1 74.6 27.3 36.3 31.3 40.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 205,949: 31,775 29,394 47,820 117,409 121,142 197,004 198,355: 8,946 7,594
Old : 193,618: 31,346 34,316 42,898 110,554 108,863 184,799 186,076: 8,820 7,542
Other: 12,331: 5,350 0 0 6,855 12,279 12,205 12,279: 126 52
: : :
: : Changes in Commitments from: September 6, 2011 :
: 15,211: -1,601 4,910 8,441 8,694 1,505 15,534 14,856: -323 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.3 23.2 57.0 58.8 95.7 96.3: 4.3 3.7
Old : 100.0: 16.2 17.7 22.2 57.1 56.2 95.4 96.1: 4.6 3.9
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 : 183: 58 56 44 57 57 139 133:
Old : 183: 55 59 43 57 57 138 133:
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 : 32.2 31.8 48.1 47.8 18.3 16.6 26.3 22.8
Old : 33.0 32.9 49.4 47.1 20.1 17.7 28.6 25.0
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 with Delta-adjusted Options and Futures Combined, 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 : 818,345: 170,166 11,372 227,792 330,503 513,499 728,462 752,663: 89,884 65,682
Old : 818,345: 170,166 11,372 227,792 330,503 513,499 728,462 752,663: 89,884 65,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -22,056: -579 -3,632 -158 -17,153 -15,222 -17,890 -19,012: -4,166 -3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 1.4 27.8 40.4 62.7 89.0 92.0: 11.0 8.0
Old : 100.0: 20.8 1.4 27.8 40.4 62.7 89.0 92.0: 11.0 8.0
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 : 247: 98 47 96 87 94 230 194:
Old : 247: 98 47 96 87 94 230 194:
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 : 12.9 14.8 22.1 24.8 11.0 12.7 16.9 20.3
Old : 12.9 14.8 22.1 24.8 11.0 12.7 16.9 20.3
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 with Delta-adjusted Options and Futures Combined, 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 : 175,913: 32,108 13,318 54,271 82,108 103,002 168,487 170,590: 7,426 5,322
Old : 173,229: 32,244 13,591 53,258 80,646 101,151 166,148 168,001: 7,081 5,228
Other: 2,684: 669 531 208 1,461 1,851 2,339 2,590: 345 94
: : :
: : Changes in Commitments from: September 6, 2011 :
: -4,244: -1,234 257 -3,832 1,267 8 -3,799 -3,567: -445 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 7.6 30.9 46.7 58.6 95.8 97.0: 4.2 3.0
Old : 100.0: 18.6 7.8 30.7 46.6 58.4 95.9 97.0: 4.1 3.0
Other: 100.0: 24.9 19.8 7.8 54.4 69.0 87.1 96.5: 12.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 120 74 105 104 119 277 253:
Old : 338: 119 77 104 104 118 276 252:
Other: 58: 10 7 9 27 23 41 35:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 19.6 30.8 29.4 10.7 8.8 17.4 13.9
Old : 20.8 19.7 31.2 29.3 10.8 8.5 17.6 13.7
Other: 47.4 60.7 63.6 77.0 47.0 57.7 63.1 74.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 63,303: 37,298 25,514 2,218 16,018 32,799 55,534 60,532: 7,770 2,772
Old : 63,303: 37,298 25,514 2,218 16,018 32,799 55,534 60,532: 7,770 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 12,104: 11,132 -2,512 -1,387 1,003 16,245 10,748 12,346: 1,356 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 40.3 3.5 25.3 51.8 87.7 95.6: 12.3 4.4
Old : 100.0: 58.9 40.3 3.5 25.3 51.8 87.7 95.6: 12.3 4.4
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 : 113: 62 23 12 19 12 92 38:
Old : 113: 62 23 12 19 12 92 38:
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 : 45.7 65.8 58.3 82.2 42.6 63.6 55.3 78.8
Old : 45.7 65.8 58.3 82.2 42.6 63.6 55.3 78.8
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 with Delta-adjusted Options and Futures Combined, 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 : 511,042: 6,044 59,827 5,398 468,557 406,460 480,000 471,685: 31,042 39,357
Old : 511,042: 6,044 59,827 5,398 468,557 406,460 480,000 471,685: 31,042 39,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: 51,367: -490 -3,115 151 36,712 38,944 36,373 35,981: 14,994 15,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 11.7 1.1 91.7 79.5 93.9 92.3: 6.1 7.7
Old : 100.0: 1.2 11.7 1.1 91.7 79.5 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 : 254: 14 54 17 110 131 139 187:
Old : 254: 14 54 17 110 131 139 187:
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 : 39.8 20.2 55.7 31.7 36.0 19.9 50.7 28.2
Old : 39.8 20.2 55.7 31.7 36.0 19.9 50.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011