COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 256,300: 41,857 15,675 80,687 122,679 145,050 245,224 241,412: 11,076 14,889 Old : 251,731: 40,854 15,925 79,985 120,595 141,250 241,435 237,160: 10,296 14,570 Other: 4,570: 1,522 269 183 2,085 3,799 3,789 4,251: 780 319 : : : : : Changes in Commitments from: October 11, 2011 : : -849: -1,231 1,876 1,252 214 -4,249 235 -1,122: -1,084 273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 6.1 31.5 47.9 56.6 95.7 94.2: 4.3 5.8 Old : 100.0: 16.2 6.3 31.8 47.9 56.1 95.9 94.2: 4.1 5.8 Other: 100.0: 33.3 5.9 4.0 45.6 83.1 82.9 93.0: 17.1 7.0 : : : :# Traders : Number of Traders in Each Category : All : 245: 99 60 88 68 74 204 187: Old : 245: 98 61 87 67 73 203 185: Other: 64: 14 10 11 19 31 39 46: :---------------------------------------------------------------------------------------------------- : 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 19.8 31.5 31.6 11.8 7.9 16.5 13.3 Old : 19.3 20.0 31.8 31.8 11.9 8.0 16.7 13.4 Other: 43.1 43.6 58.6 62.6 37.9 39.7 49.8 54.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 35,781: 9,438 784 7,978 15,257 25,863 32,673 34,625: 3,108 1,156 Old : 9,844: 2,788 1,010 2,772 3,031 5,503 8,591 9,284: 1,253 560 Other: 25,937: 6,955 79 4,901 12,226 20,360 24,082 25,341: 1,855 596 : : : : : Changes in Commitments from: October 11, 2011 : : 1,489: 910 -558 520 -345 1,566 1,084 1,528: 405 -39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 2.2 22.3 42.6 72.3 91.3 96.8: 8.7 3.2 Old : 100.0: 28.3 10.3 28.2 30.8 55.9 87.3 94.3: 12.7 5.7 Other: 100.0: 26.8 0.3 18.9 47.1 78.5 92.8 97.7: 7.2 2.3 : : : :# Traders : Number of Traders in Each Category : All : 93: 39 13 18 35 28 82 51: Old : 65: 18 17 18 24 21 55 43: Other: 76: 32 5 17 29 24 64 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 : 24.8 59.5 36.5 71.1 20.9 50.5 29.0 55.8 Old : 34.1 49.1 46.6 65.5 20.7 34.4 27.8 41.2 Other: 24.1 65.2 37.6 76.4 23.4 57.8 34.5 65.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 240,101: 29,065 42,447 64,730 136,630 121,297 230,425 228,473: 9,676 11,628 Old : 225,025: 28,260 47,346 59,504 127,882 106,617 215,647 213,468: 9,378 11,557 Other: 15,076: 5,705 0 326 8,748 14,680 14,778 15,005: 298 71 : : : : : Changes in Commitments from: October 11, 2011 : : 3,655: 804 933 1,861 988 1,036 3,652 3,830: 3 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 17.7 27.0 56.9 50.5 96.0 95.2: 4.0 4.8 Old : 100.0: 12.6 21.0 26.4 56.8 47.4 95.8 94.9: 4.2 5.1 Other: 100.0: 37.8 0.0 2.2 58.0 97.4 98.0 99.5: 2.0 0.5 : : : :# Traders : Number of Traders in Each Category : All : 201: 52 73 46 59 59 135 158: Old : 201: 50 76 45 59 58 134 157: Other: 40: 11 0 4 22 15 33 19: :---------------------------------------------------------------------------------------------------- : 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 : 28.2 24.6 45.0 40.2 17.4 13.4 25.7 19.1 Old : 28.5 25.1 46.0 38.7 18.2 14.4 28.1 21.0 Other: 55.7 75.9 77.9 92.3 41.8 67.9 57.2 73.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 696,033: 150,805 19,312 163,855 307,043 446,208 621,703 629,375: 74,331 66,658 Old : 696,033: 150,805 19,312 163,855 307,043 446,208 621,703 629,375: 74,331 66,658 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 11, 2011 : : 32,720: 17,611 -8,061 3,228 6,460 36,105 27,299 31,271: 5,421 1,448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 2.8 23.5 44.1 64.1 89.3 90.4: 10.7 9.6 Old : 100.0: 21.7 2.8 23.5 44.1 64.1 89.3 90.4: 10.7 9.6 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 : 230: 81 48 85 83 91 206 183: Old : 230: 81 48 85 83 91 206 183: 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 : 14.4 15.7 23.8 25.2 12.8 13.0 20.2 20.8 Old : 14.4 15.7 23.8 25.2 12.8 13.0 20.2 20.8 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, October 18, 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 : 186,240: 19,740 18,789 64,873 94,582 94,630 179,194 178,292: 7,046 7,948 Old : 182,204: 19,872 18,736 63,472 92,173 92,153 175,517 174,361: 6,687 7,843 Other: 4,036: 601 786 667 2,409 2,477 3,677 3,931: 359 106 : : : : : Changes in Commitments from: October 11, 2011 : : -11,131: 694 -1,549 -14,783 1,852 3,950 -12,237 -12,382: 1,106 1,252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 10.1 34.8 50.8 50.8 96.2 95.7: 3.8 4.3 Old : 100.0: 10.9 10.3 34.8 50.6 50.6 96.3 95.7: 3.7 4.3 Other: 100.0: 14.9 19.5 16.5 59.7 61.4 91.1 97.4: 8.9 2.6 : : : :# Traders : Number of Traders in Each Category : All : 323: 97 84 124 112 115 266 275: Old : 323: 98 85 124 112 115 266 275: Other: 71: 8 14 13 36 21 54 39: :---------------------------------------------------------------------------------------------------- : 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 18.9 30.2 28.9 9.8 6.7 16.6 11.0 Old : 19.9 19.1 30.5 29.2 9.9 6.8 16.8 10.9 Other: 39.1 54.3 55.8 73.6 38.3 51.6 51.2 64.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 68,660: 47,337 5,487 1,439 10,045 59,448 58,820 66,374: 9,840 2,286 Old : 68,660: 47,337 5,487 1,439 10,045 59,448 58,820 66,374: 9,840 2,286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 11, 2011 : : -1,485: -3,240 1,897 452 -694 -4,610 -3,482 -2,262: 1,997 777 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 8.0 2.1 14.6 86.6 85.7 96.7: 14.3 3.3 Old : 100.0: 68.9 8.0 2.1 14.6 86.6 85.7 96.7: 14.3 3.3 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 : 112: 71 15 11 19 9 94 32: Old : 112: 71 15 11 19 9 94 32: 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 : 43.9 85.8 55.3 90.1 43.5 85.1 54.3 89.2 Old : 43.9 85.8 55.3 90.1 43.5 85.1 54.3 89.2 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, October 18, 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 : 457,804: 6,734 63,389 3,519 431,463 368,931 441,716 435,839: 16,088 21,965 Old : 457,804: 6,734 63,389 3,519 431,463 368,931 441,716 435,839: 16,088 21,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 11, 2011 : : -14,926: -672 1,767 345 -15,104 -15,476 -15,432 -13,365: 506 -1,561 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 13.8 0.8 94.2 80.6 96.5 95.2: 3.5 4.8 Old : 100.0: 1.5 13.8 0.8 94.2 80.6 96.5 95.2: 3.5 4.8 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 : 231: 17 43 15 100 105 129 151: Old : 231: 17 43 15 100 105 129 151: 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 : 39.5 23.3 57.2 34.6 39.5 22.4 51.5 32.1 Old : 39.5 23.3 57.2 34.6 39.5 22.4 51.5 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011