COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 253,102
COMMITMENTS
41,666 13,201 78,303 120,900 149,089 240,870 240,593 12,232 12,508
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,718)
-5,259 5,364 -977 7,139 -8,204 904 -3,817 -3,621 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.2 30.9 47.8 58.9 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
98 61 85 69 73 205 184
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,847
COMMITMENTS
9,350 1,563 6,853 13,839 22,969 30,042 31,385 2,805 1,462
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -199)
-1,482 942 609 1,419 -2,293 545 -742 -744 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 4.8 20.9 42.1 69.9 91.5 95.5 8.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 15 19 32 24 69 51
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 216,648
COMMITMENTS
30,533 43,390 49,220 127,628 114,032 207,381 206,642 9,267 10,006
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 270)
-827 3,948 -109 891 -3,879 -45 -41 315 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 20.0 22.7 58.9 52.6 95.7 95.4 4.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
54 72 43 61 58 137 153
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 658,083
COMMITMENTS
132,097 25,295 155,326 303,391 412,792 590,813 593,412 67,270 64,671
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -34,880)
-18,083 13,277 4,559 -2,735 -39,577 -16,259 -21,741 -18,621 -13,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 3.8 23.6 46.1 62.7 89.8 90.2 10.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
72 46 79 81 87 193 173
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 189,170
COMMITMENTS
21,735 17,368 68,752 93,259 97,461 183,746 183,581 5,424 5,589
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 11,497)
-7,873 3,123 11,730 8,682 -4,041 12,539 10,811 -1,042 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.2 36.3 49.3 51.5 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
95 85 123 118 120 283 268
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,298
COMMITMENTS
47,440 8,750 1,629 9,716 56,811 58,785 67,190 10,512 2,108
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 6,330)
2,909 -1,315 749 614 6,542 4,272 5,975 2,058 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 12.6 2.4 14.0 82.0 84.8 97.0 15.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
76 15 9 19 8 101 27
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 467,182
COMMITMENTS
5,958 59,739 3,828 443,778 381,182 453,563 444,749 13,618 22,433
CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 13,276)
-871 1,871 -339 15,420 9,929 14,210 11,462 -934 1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.8 0.8 95.0 81.6 97.1 95.2 2.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
14 47 13 105 110 129 160
Updated September 30, 2011