COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 151,550: 47,228 24,760 12,804 81,371 99,855 141,403 137,419: 10,147 14,131
Old : 147,200: 46,290 24,971 12,216 79,305 96,175 137,811 133,362: 9,389 13,838
Other: 4,350: 1,526 377 0 2,066 3,680 3,592 4,057: 758 293
: : :
: : Changes in Commitments from: October 11, 2011 :
: -2,244: 1,436 1,400 -777 -1,950 -3,531 -1,291 -2,908: -953 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 16.3 8.4 53.7 65.9 93.3 90.7: 6.7 9.3
Old : 100.0: 31.4 17.0 8.3 53.9 65.3 93.6 90.6: 6.4 9.4
Other: 100.0: 35.1 8.7 0.0 47.5 84.6 82.6 93.3: 17.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 85 60 67 58 65 174 164:
Old : 227: 85 60 62 57 64 170 161:
Other: 64: 12 12 0 19 29 31 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 : 20.1 21.8 32.4 32.9 18.4 17.4 26.5 26.5
Old : 20.6 22.0 32.7 33.4 18.8 17.9 27.2 27.3
Other: 45.1 44.3 61.4 63.5 39.8 39.4 52.3 55.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 25,247: 10,592 1,718 1,054 10,656 21,336 22,302 24,108: 2,945 1,139
Old : 6,368: 3,640 1,083 48 1,480 4,605 5,168 5,736: 1,200 632
Other: 18,879: 7,137 820 821 9,176 16,731 17,134 18,372: 1,745 507
: : :
: : Changes in Commitments from: October 11, 2011 :
: 969: 287 -252 476 -240 556 523 780: 446 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 6.8 4.2 42.2 84.5 88.3 95.5: 11.7 4.5
Old : 100.0: 57.2 17.0 0.8 23.2 72.3 81.2 90.1: 18.8 9.9
Other: 100.0: 37.8 4.3 4.3 48.6 88.6 90.8 97.3: 9.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 43 9 15 29 21 76 41:
Old : 63: 23 12 2 16 12 41 24:
Other: 74: 28 9 13 24 16 58 32:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 72.0 40.4 81.4 29.0 71.7 40.0 80.1
Old : 35.4 67.1 47.1 78.6 35.4 67.1 47.1 78.6
Other: 31.0 76.1 46.0 86.8 31.0 75.3 46.0 85.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 190,853: 44,498 44,468 24,312 113,169 110,832 181,979 179,612: 8,874 11,241
Old : 175,889: 44,106 49,695 18,786 104,421 96,238 167,313 164,719: 8,576 11,170
Other: 14,964: 5,645 26 273 8,748 14,594 14,666 14,893: 298 71
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,132: 141 339 1,254 794 520 2,189 2,113: -57 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 23.3 12.7 59.3 58.1 95.4 94.1: 4.6 5.9
Old : 100.0: 25.1 28.3 10.7 59.4 54.7 95.1 93.6: 4.9 6.4
Other: 100.0: 37.7 0.2 1.8 58.5 97.5 98.0 99.5: 2.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 58 67 36 58 55 132 146:
Old : 201: 56 70 35 57 54 130 145:
Other: 40: 10 1 3 22 15 33 18:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 27.7 41.8 43.2 17.9 17.8 27.1 25.2
Old : 25.9 27.3 42.7 41.4 18.8 19.6 29.7 28.5
Other: 56.1 76.5 78.5 92.4 42.1 67.8 57.6 73.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 498,372: 151,118 39,094 37,532 243,187 365,368 431,837 441,994: 66,535 56,378
Old : 498,372: 151,118 39,094 37,532 243,187 365,368 431,837 441,994: 66,535 56,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 24,625: 13,738 -6,244 -1,390 7,068 31,748 19,416 24,114: 5,209 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.8 7.5 48.8 73.3 86.6 88.7: 13.4 11.3
Old : 100.0: 30.3 7.8 7.5 48.8 73.3 86.6 88.7: 13.4 11.3
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 : 219: 75 47 59 75 84 179 162:
Old : 219: 75 47 59 75 84 179 162:
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 : 18.4 19.7 29.8 31.1 17.4 18.0 27.0 27.4
Old : 18.4 19.7 29.8 31.1 17.4 18.0 27.0 27.4
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, 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 : 120,745: 26,769 16,779 17,732 70,255 79,043 114,756 113,554: 5,989 7,191
Old : 117,220: 27,109 17,041 16,512 67,906 76,577 111,527 110,130: 5,693 7,090
Other: 3,525: 596 674 284 2,349 2,466 3,229 3,424: 296 101
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,088: -3,596 -4,572 343 5,232 5,971 1,979 1,742: 1,109 1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.9 14.7 58.2 65.5 95.0 94.0: 5.0 6.0
Old : 100.0: 23.1 14.5 14.1 57.9 65.3 95.1 94.0: 4.9 6.0
Other: 100.0: 16.9 19.1 8.1 66.6 70.0 91.6 97.1: 8.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 90 71 91 107 103 241 232:
Old : 302: 90 73 91 105 103 239 232:
Other: 68: 10 9 7 36 20 50 33:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 22.3 32.8 31.6 14.2 11.7 24.2 18.7
Old : 20.1 22.8 33.3 31.4 14.5 12.4 24.7 19.0
Other: 43.8 59.8 60.5 77.5 43.8 56.1 58.6 69.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 68,006: 47,196 5,445 1,256 9,916 59,113 58,368 65,814: 9,638 2,192
Old : 68,006: 47,196 5,445 1,256 9,916 59,113 58,368 65,814: 9,638 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -1,661: -3,313 1,822 462 -730 -4,691 -3,581 -2,407: 1,920 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 8.0 1.8 14.6 86.9 85.8 96.8: 14.2 3.2
Old : 100.0: 69.4 8.0 1.8 14.6 86.9 85.8 96.8: 14.2 3.2
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 : 110: 70 14 8 18 9 90 30:
Old : 110: 70 14 8 18 9 90 30:
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 : 44.3 86.6 55.7 90.5 43.9 85.9 54.8 89.8
Old : 44.3 86.6 55.7 90.5 43.9 85.9 54.8 89.8
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, 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 : 455,651: 6,937 63,651 2,467 430,428 368,023 439,832 434,141: 15,819 21,510
Old : 455,651: 6,937 63,651 2,467 430,428 368,023 439,832 434,141: 15,819 21,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -15,702: -506 1,876 -217 -15,430 -15,609 -16,153 -13,950: 451 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 14.0 0.5 94.5 80.8 96.5 95.3: 3.5 4.7
Old : 100.0: 1.5 14.0 0.5 94.5 80.8 96.5 95.3: 3.5 4.7
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 : 229: 17 41 6 97 105 120 146:
Old : 229: 17 41 6 97 105 120 146:
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 : 39.7 23.4 57.4 34.7 39.7 22.5 51.7 32.2
Old : 39.7 23.4 57.4 34.7 39.7 22.5 51.7 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011