COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 256,300
COMMITMENTS
41,857 15,675 80,687 122,679 145,050 245,224 241,412 11,076 14,889
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -849)
-1,231 1,876 1,252 214 -4,249 235 -1,122 -1,084 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 6.1 31.5 47.9 56.6 95.7 94.2 4.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
99 60 88 68 74 204 187
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,781
COMMITMENTS
9,438 784 7,978 15,257 25,863 32,673 34,625 3,108 1,156
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,489)
910 -558 520 -345 1,566 1,084 1,528 405 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 2.2 22.3 42.6 72.3 91.3 96.8 8.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
39 13 18 35 28 82 51
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 240,101
COMMITMENTS
29,065 42,447 64,730 136,630 121,297 230,425 228,473 9,676 11,628
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,655)
804 933 1,861 988 1,036 3,652 3,830 3 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 17.7 27.0 56.9 50.5 96.0 95.2 4.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
52 73 46 59 59 135 158
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 696,033
COMMITMENTS
150,805 19,312 163,855 307,043 446,208 621,703 629,375 74,331 66,658
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 32,720)
17,611 -8,061 3,228 6,460 36,105 27,299 31,271 5,421 1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 2.8 23.5 44.1 64.1 89.3 90.4 10.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
81 48 85 83 91 206 183
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 186,240
COMMITMENTS
19,740 18,789 64,873 94,582 94,630 179,194 178,292 7,046 7,948
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -11,131)
694 -1,549 -14,783 1,852 3,950 -12,237 -12,382 1,106 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.1 34.8 50.8 50.8 96.2 95.7 3.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
97 84 124 112 115 266 275
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,660
COMMITMENTS
47,337 5,487 1,439 10,045 59,448 58,820 66,374 9,840 2,286
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,485)
-3,240 1,897 452 -694 -4,610 -3,482 -2,262 1,997 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 8.0 2.1 14.6 86.6 85.7 96.7 14.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
71 15 11 19 9 94 32
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 457,804
COMMITMENTS
6,734 63,389 3,519 431,463 368,931 441,716 435,839 16,088 21,965
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -14,926)
-672 1,767 345 -15,104 -15,476 -15,432 -13,365 506 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.8 0.8 94.2 80.6 96.5 95.2 3.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
17 43 15 100 105 129 151
Updated October 21, 2011