COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 255,819: 46,925 7,836 79,280 113,761 157,293 239,966 244,410: 15,854 11,409
Old : 251,396: 45,932 8,127 78,564 111,871 153,612 236,368 240,303: 15,029 11,094
Other: 4,423: 1,517 235 191 1,890 3,681 3,598 4,107: 825 316
: : :
: : Changes in Commitments from: September 13, 2011 :
: -6,405: -5,283 902 -1,587 2,739 -6,209 -4,131 -6,894: -2,273 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.1 31.0 44.5 61.5 93.8 95.5: 6.2 4.5
Old : 100.0: 18.3 3.2 31.3 44.5 61.1 94.0 95.6: 6.0 4.4
Other: 100.0: 34.3 5.3 4.3 42.7 83.2 81.4 92.9: 18.6 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 112 50 89 64 70 211 176:
Old : 244: 112 50 88 64 70 211 175:
Other: 60: 12 10 11 18 28 37 42:
:----------------------------------------------------------------------------------------------------
: 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 23.0 29.9 35.9 10.8 12.9 16.0 19.0
Old : 18.2 23.3 30.2 36.2 10.9 13.0 16.0 19.1
Other: 40.9 43.6 56.0 63.6 38.6 40.0 50.0 56.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 33,046: 10,832 621 6,244 12,420 25,262 29,497 32,127: 3,549 919
Old : 22,483: 9,094 613 2,589 8,119 18,585 19,803 21,788: 2,680 695
Other: 10,563: 1,819 89 3,573 4,301 6,677 9,694 10,339: 869 224
: : :
: : Changes in Commitments from: September 13, 2011 :
: -46: 32 26 -236 -193 124 -397 -87: 351 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 1.9 18.9 37.6 76.4 89.3 97.2: 10.7 2.8
Old : 100.0: 40.5 2.7 11.5 36.1 82.7 88.1 96.9: 11.9 3.1
Other: 100.0: 17.2 0.8 33.8 40.7 63.2 91.8 97.9: 8.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 36 13 18 28 22 75 42:
Old : 85: 39 9 18 25 21 71 41:
Other: 43: 7 12 16 18 14 37 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 : 25.8 64.5 38.2 74.6 23.4 56.6 33.2 62.0
Old : 30.6 70.9 44.0 79.2 30.2 67.1 42.8 74.2
Other: 39.9 54.7 60.1 74.7 27.7 37.8 33.5 41.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 216,378: 31,360 39,442 49,329 126,737 117,912 207,426 206,683: 8,952 9,695
Old : 203,312: 30,703 44,282 44,489 119,316 104,934 194,508 193,705: 8,804 9,607
Other: 13,066: 5,497 0 0 7,421 12,978 12,918 12,978: 148 88
: : :
: : Changes in Commitments from: September 13, 2011 :
: 10,429: -415 10,048 1,509 9,328 -3,230 10,423 8,328: 6 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.2 22.8 58.6 54.5 95.9 95.5: 4.1 4.5
Old : 100.0: 15.1 21.8 21.9 58.7 51.6 95.7 95.3: 4.3 4.7
Other: 100.0: 42.1 0.0 0.0 56.8 99.3 98.9 99.3: 1.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 54 74 49 59 57 141 153:
Old : 200: 52 76 49 58 56 140 152:
Other: 33: 7 0 0 18 14 25 14:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 29.3 47.1 44.8 18.9 15.0 27.1 20.9
Old : 30.7 29.9 48.2 44.0 20.7 16.3 29.6 23.3
Other: 57.1 79.9 82.0 96.0 45.1 65.5 61.1 73.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 692,964: 150,180 12,018 150,766 306,126 452,369 607,072 615,153: 85,891 77,810
Old : 692,964: 150,180 12,018 150,766 306,126 452,369 607,072 615,153: 85,891 77,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -125,382: -19,986 646 -77,026 -24,378 -61,130 -121,389 -137,510: -3,992 12,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.7 21.8 44.2 65.3 87.6 88.8: 12.4 11.2
Old : 100.0: 21.7 1.7 21.8 44.2 65.3 87.6 88.8: 12.4 11.2
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 : 216: 81 41 77 79 86 199 166:
Old : 216: 81 41 77 79 86 199 166:
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 : 14.6 16.6 24.3 26.8 13.3 14.1 20.7 22.6
Old : 14.6 16.6 24.3 26.8 13.3 14.1 20.7 22.6
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 20, 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 : 177,673: 29,608 14,246 57,022 84,577 101,502 171,207 172,770: 6,466 4,903
Old : 174,818: 29,675 14,450 56,030 82,992 99,541 168,697 170,022: 6,121 4,796
Other: 2,855: 670 532 255 1,585 1,961 2,510 2,748: 345 107
: : :
: : Changes in Commitments from: September 13, 2011 :
: 1,760: -2,500 928 2,751 2,469 -1,500 2,720 2,179: -960 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.0 32.1 47.6 57.1 96.4 97.2: 3.6 2.8
Old : 100.0: 17.0 8.3 32.1 47.5 56.9 96.5 97.3: 3.5 2.7
Other: 100.0: 23.5 18.6 8.9 55.5 68.7 87.9 96.2: 12.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 117 73 111 109 121 280 262:
Old : 339: 117 75 110 109 120 279 261:
Other: 62: 10 8 11 28 22 44 37:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 18.9 30.1 28.6 10.4 8.9 17.1 14.0
Old : 20.1 19.2 30.5 28.4 10.5 8.5 17.3 13.7
Other: 44.8 58.9 60.6 76.1 44.5 56.1 59.8 71.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 62,968: 44,531 10,065 880 9,103 50,269 54,514 61,215: 8,454 1,753
Old : 62,968: 44,531 10,065 880 9,103 50,269 54,514 61,215: 8,454 1,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -336: 7,233 -15,449 -1,337 -6,915 17,470 -1,020 683: 684 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 16.0 1.4 14.5 79.8 86.6 97.2: 13.4 2.8
Old : 100.0: 70.7 16.0 1.4 14.5 79.8 86.6 97.2: 13.4 2.8
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 : 112: 68 19 8 17 11 91 33:
Old : 112: 68 19 8 17 11 91 33:
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 : 43.1 80.9 56.6 88.6 43.1 80.1 56.2 87.6
Old : 43.1 80.9 56.6 88.6 43.1 80.1 56.2 87.6
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 20, 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 : 453,905: 6,829 57,867 4,166 428,358 371,253 439,353 433,287: 14,552 20,618
Old : 453,905: 6,829 57,867 4,166 428,358 371,253 439,353 433,287: 14,552 20,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -57,136: 784 -1,959 -1,231 -40,199 -35,207 -40,647 -38,398: -16,490 -18,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.7 0.9 94.4 81.8 96.8 95.5: 3.2 4.5
Old : 100.0: 1.5 12.7 0.9 94.4 81.8 96.8 95.5: 3.2 4.5
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: 16 48 13 100 110 125 162:
Old : 240: 16 48 13 100 110 125 162:
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 : 40.9 23.1 57.7 35.1 40.9 23.1 52.8 32.4
Old : 40.9 23.1 57.7 35.1 40.9 23.1 52.8 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011