COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 262,630: 41,843 20,010 83,177 125,328 141,849 250,347 245,036: 12,282 17,594
Old : 257,755: 40,848 20,269 82,421 122,986 137,802 246,256 240,493: 11,499 17,262
Other: 4,875: 1,563 308 188 2,341 4,047 4,092 4,543: 783 332
: : :
: : Changes in Commitments from: October 18, 2011 :
: 6,329: -14 4,335 2,489 2,648 -3,200 5,123 3,624: 1,206 2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 7.6 31.7 47.7 54.0 95.3 93.3: 4.7 6.7
Old : 100.0: 15.8 7.9 32.0 47.7 53.5 95.5 93.3: 4.5 6.7
Other: 100.0: 32.1 6.3 3.9 48.0 83.0 83.9 93.2: 16.1 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 114 59 95 67 75 214 200:
Old : 261: 112 61 93 66 74 212 198:
Other: 68: 15 12 12 21 32 44 48:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 18.6 31.1 29.7 11.4 6.2 15.9 11.6
Old : 19.5 18.7 31.4 29.8 11.5 6.3 16.1 11.7
Other: 42.3 45.9 58.6 64.0 38.5 43.9 51.3 56.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 33,870: 11,351 359 6,381 13,032 26,412 30,763 33,152: 3,106 718
Old : 1,747: 595 78 44 944 1,552 1,583 1,674: 164 73
Other: 32,123: 10,784 310 6,308 12,088 24,860 29,180 31,478: 2,942 645
: : :
: : Changes in Commitments from: October 18, 2011 :
: -1,911: 1,913 -425 -1,597 -2,225 550 -1,910 -1,473: -1 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 1.1 18.8 38.5 78.0 90.8 97.9: 9.2 2.1
Old : 100.0: 34.1 4.5 2.5 54.0 88.8 90.6 95.8: 9.4 4.2
Other: 100.0: 33.6 1.0 19.6 37.6 77.4 90.8 98.0: 9.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 48 9 16 30 23 83 43:
Old : 28: 5 1 1 12 11 18 12:
Other: 93: 48 8 16 28 21 80 41:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 63.6 33.8 75.5 20.5 58.3 29.2 64.8
Old : 55.4 68.6 73.9 86.6 55.4 64.9 73.9 81.1
Other: 22.7 63.7 34.1 75.9 20.3 58.3 29.7 65.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 244,690: 30,924 44,091 63,580 139,967 125,577 234,470 233,248: 10,220 11,442
Old : 228,917: 29,990 48,863 58,462 130,583 110,312 219,035 217,637: 9,882 11,280
Other: 15,773: 5,705 0 346 9,384 15,265 15,435 15,611: 338 162
: : :
: : Changes in Commitments from: October 18, 2011 :
: 4,589: 1,858 1,645 -1,150 3,336 4,280 4,045 4,775: 544 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.0 26.0 57.2 51.3 95.8 95.3: 4.2 4.7
Old : 100.0: 13.1 21.3 25.5 57.0 48.2 95.7 95.1: 4.3 4.9
Other: 100.0: 36.2 0.0 2.2 59.5 96.8 97.9 99.0: 2.1 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 51 75 48 60 56 139 155:
Old : 200: 49 77 47 60 55 138 154:
Other: 42: 9 1 3 24 17 34 20:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 24.3 45.0 39.7 17.1 13.0 24.8 18.8
Old : 28.2 24.7 45.8 38.2 17.7 13.9 27.6 20.5
Other: 54.3 73.7 75.6 90.4 39.5 67.6 55.8 73.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 705,725: 154,280 20,717 165,843 313,558 453,335 633,682 639,895: 72,044 65,830
Old : 705,725: 154,280 20,717 165,843 313,558 453,335 633,682 639,895: 72,044 65,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 9,692: 3,476 1,405 1,988 6,515 7,126 11,979 10,520: -2,287 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 2.9 23.5 44.4 64.2 89.8 90.7: 10.2 9.3
Old : 100.0: 21.9 2.9 23.5 44.4 64.2 89.8 90.7: 10.2 9.3
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 : 230: 84 45 82 84 89 205 180:
Old : 230: 84 45 82 84 89 205 180:
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 : 14.2 15.6 23.7 25.0 12.5 13.0 19.5 20.5
Old : 14.2 15.6 23.7 25.0 12.5 13.0 19.5 20.5
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 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 : 188,901: 21,936 14,859 67,121 93,663 100,789 182,719 182,770: 6,182 6,131
Old : 184,213: 21,876 14,789 65,550 90,893 97,853 178,319 178,191: 5,894 6,021
Other: 4,689: 688 698 944 2,769 2,937 4,401 4,578: 288 110
: : :
: : Changes in Commitments from: October 18, 2011 :
: 2,661: 2,196 -3,930 2,249 -919 6,159 3,526 4,478: -865 -1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.9 35.5 49.6 53.4 96.7 96.8: 3.3 3.2
Old : 100.0: 11.9 8.0 35.6 49.3 53.1 96.8 96.7: 3.2 3.3
Other: 100.0: 14.7 14.9 20.1 59.1 62.6 93.9 97.6: 6.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 99 83 126 117 118 278 275:
Old : 328: 100 85 126 116 118 277 275:
Other: 76: 13 12 15 38 26 59 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 : 19.3 19.4 29.9 30.3 9.6 6.9 16.3 11.2
Old : 19.5 19.6 30.2 30.7 9.7 7.0 16.5 11.2
Other: 36.7 49.4 56.4 69.9 35.4 48.6 49.6 60.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 64,488: 43,546 11,385 828 10,656 49,552 55,031 61,765: 9,457 2,723
Old : 64,488: 43,546 11,385 828 10,656 49,552 55,031 61,765: 9,457 2,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -4,172: -3,790 5,898 -611 611 -9,897 -3,790 -4,609: -383 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 17.7 1.3 16.5 76.8 85.3 95.8: 14.7 4.2
Old : 100.0: 67.5 17.7 1.3 16.5 76.8 85.3 95.8: 14.7 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 : 108: 64 20 10 15 12 81 40:
Old : 108: 64 20 10 15 12 81 40:
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 : 51.9 82.1 60.4 87.5 51.8 81.3 59.2 86.6
Old : 51.9 82.1 60.4 87.5 51.8 81.3 59.2 86.6
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, 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 : 461,429: 7,790 67,658 4,625 432,373 369,430 444,788 441,713: 16,641 19,716
Old : 461,429: 7,790 67,658 4,625 432,373 369,430 444,788 441,713: 16,641 19,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: 3,625: 1,056 4,269 1,105 910 500 3,072 5,874: 553 -2,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.7 1.0 93.7 80.1 96.4 95.7: 3.6 4.3
Old : 100.0: 1.7 14.7 1.0 93.7 80.1 96.4 95.7: 3.6 4.3
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 : 242: 19 48 13 102 107 130 159:
Old : 242: 19 48 13 102 107 130 159:
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 : 38.5 23.5 55.8 34.7 38.5 22.2 50.7 31.9
Old : 38.5 23.5 55.8 34.7 38.5 22.2 50.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011