COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 150,007: 48,901 20,332 10,957 75,823 108,742 135,681 140,031: 14,326 9,976
Old : 145,814: 47,952 20,553 10,384 73,951 105,195 132,287 136,132: 13,527 9,682
Other: 4,193: 1,522 352 0 1,872 3,547 3,394 3,899: 799 294
: : :
: : Changes in Commitments from: September 13, 2011 :
: -4,295: -5,089 -378 649 2,067 -5,157 -2,373 -4,886: -1,922 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 13.6 7.3 50.5 72.5 90.4 93.3: 9.6 6.7
Old : 100.0: 32.9 14.1 7.1 50.7 72.1 90.7 93.4: 9.3 6.6
Other: 100.0: 36.3 8.4 0.0 44.6 84.6 80.9 93.0: 19.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 92 54 66 52 61 176 153:
Old : 227: 93 53 62 52 61 173 152:
Other: 60: 10 12 0 18 27 28 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 29.5 30.8 39.6 17.6 26.8 26.2 35.9
Old : 20.2 30.0 31.2 40.3 17.9 27.5 26.4 36.7
Other: 42.9 45.1 58.9 64.4 40.7 40.5 52.7 57.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 24,367: 11,438 1,490 706 8,849 21,464 20,993 23,660: 3,374 707
Old : 18,767: 9,404 927 107 6,675 17,191 16,186 18,225: 2,581 542
Other: 5,600: 2,218 747 415 2,174 4,273 4,807 5,435: 793 165
: : :
: : Changes in Commitments from: September 13, 2011 :
: 339: 205 2 -93 -117 408 -5 317: 344 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 6.1 2.9 36.3 88.1 86.2 97.1: 13.8 2.9
Old : 100.0: 50.1 4.9 0.6 35.6 91.6 86.2 97.1: 13.8 2.9
Other: 100.0: 39.6 13.3 7.4 38.8 76.3 85.8 97.1: 14.2 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 38 11 9 23 17 67 31:
Old : 84: 38 10 1 20 16 58 27:
Other: 39: 10 9 9 13 8 29 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 : 31.4 76.7 44.2 85.1 31.4 76.3 44.2 83.5
Old : 35.7 79.9 50.8 88.6 35.7 79.9 50.8 88.6
Other: 56.1 71.8 69.4 85.3 56.1 70.9 68.1 83.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 180,907: 38,101 37,240 25,405 108,992 108,877 172,498 171,522: 8,409 9,385
Old : 167,841: 37,285 41,921 20,724 101,571 95,899 159,580 158,544: 8,261 9,297
Other: 13,066: 5,497 0 0 7,421 12,978 12,918 12,978: 148 88
: : :
: : Changes in Commitments from: September 13, 2011 :
: 4,666: 509 9,438 -2,611 6,796 -4,173 4,694 2,654: -28 2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 20.6 14.0 60.2 60.2 95.4 94.8: 4.6 5.2
Old : 100.0: 22.2 25.0 12.3 60.5 57.1 95.1 94.5: 4.9 5.5
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 : 199: 61 66 38 58 53 136 141:
Old : 199: 60 67 37 57 52 134 140:
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 : 29.8 32.5 47.4 48.7 19.0 18.7 28.8 25.6
Old : 30.5 33.4 48.6 47.5 21.2 20.6 32.0 29.1
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 - Futures Only, 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 : 533,043: 155,888 30,173 46,863 249,711 385,673 452,462 462,709: 80,581 70,334
Old : 533,043: 155,888 30,173 46,863 249,711 385,673 452,462 462,709: 80,581 70,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -47,084: -21,087 -12,540 -15,272 -9,032 -35,489 -45,391 -63,301: -1,693 16,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.7 8.8 46.8 72.4 84.9 86.8: 15.1 13.2
Old : 100.0: 29.2 5.7 8.8 46.8 72.4 84.9 86.8: 15.1 13.2
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 : 213: 87 33 61 72 85 184 155:
Old : 213: 87 33 61 72 85 184 155:
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 : 17.6 20.9 28.9 32.0 16.9 18.2 26.2 28.6
Old : 17.6 20.9 28.9 32.0 16.9 18.2 26.2 28.6
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 - Futures Only, 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 : 114,007: 34,023 11,768 16,432 57,748 81,716 108,203 109,916: 5,804 4,091
Old : 111,383: 34,227 12,104 15,523 56,174 79,769 105,924 107,396: 5,459 3,987
Other: 2,624: 589 457 116 1,574 1,947 2,279 2,520: 345 104
: : :
: : Changes in Commitments from: September 13, 2011 :
: -611: -2,857 -1,088 1,868 1,395 -1,009 406 -229: -1,017 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 10.3 14.4 50.7 71.7 94.9 96.4: 5.1 3.6
Old : 100.0: 30.7 10.9 13.9 50.4 71.6 95.1 96.4: 4.9 3.6
Other: 100.0: 22.4 17.4 4.4 60.0 74.2 86.9 96.0: 13.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 115 54 76 102 115 251 223:
Old : 317: 115 56 75 98 114 246 222:
Other: 57: 5 8 6 28 21 39 31:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 21.3 30.8 32.7 16.1 14.2 26.3 22.3
Old : 18.8 21.0 31.4 32.5 16.4 13.8 26.8 22.1
Other: 48.4 64.1 65.2 79.6 48.4 61.1 65.1 74.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 62,452: 44,508 10,260 604 9,079 49,920 54,191 60,784: 8,261 1,668
Old : 62,452: 44,508 10,260 604 9,079 49,920 54,191 60,784: 8,261 1,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -350: 7,210 -15,367 -1,377 -6,813 17,418 -980 674: 630 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 16.4 1.0 14.5 79.9 86.8 97.3: 13.2 2.7
Old : 100.0: 71.3 16.4 1.0 14.5 79.9 86.8 97.3: 13.2 2.7
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 : 111: 68 18 6 16 11 88 32:
Old : 111: 68 18 6 16 11 88 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 : 43.5 81.6 57.1 89.3 43.5 80.8 56.7 88.5
Old : 43.5 81.6 57.1 89.3 43.5 80.8 56.7 88.5
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 - Futures Only, 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 : 452,796: 6,826 58,004 3,730 427,819 370,576 438,375 432,310: 14,421 20,486
Old : 452,796: 6,826 58,004 3,730 427,819 370,576 438,375 432,310: 14,421 20,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -55,809: 843 -1,741 -852 -39,395 -34,626 -39,404 -37,219: -16,405 -18,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.8 0.8 94.5 81.8 96.8 95.5: 3.2 4.5
Old : 100.0: 1.5 12.8 0.8 94.5 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 7 98 110 119 160:
Old : 240: 16 48 7 98 110 119 160:
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 : 41.0 23.2 57.9 35.2 41.0 23.1 52.9 32.4
Old : 41.0 23.2 57.9 35.2 41.0 23.1 52.9 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011