COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 250,386: 54,073 9,737 75,655 104,878 152,314 234,606 237,706: 15,780 12,680
Old : 246,179: 53,145 10,083 75,029 103,054 148,677 231,228 233,789: 14,951 12,389
Other: 4,208: 1,502 227 52 1,824 3,637 3,378 3,917: 829 291
: : :
: : Changes in Commitments from: August 30, 2011 :
: -189: -1,782 37 874 336 -1,981 -571 -1,070: 382 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.9 30.2 41.9 60.8 93.7 94.9: 6.3 5.1
Old : 100.0: 21.6 4.1 30.5 41.9 60.4 93.9 95.0: 6.1 5.0
Other: 100.0: 35.7 5.4 1.2 43.4 86.5 80.3 93.1: 19.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 127 43 85 63 71 213 177:
Old : 251: 125 45 83 63 71 212 176:
Other: 54: 11 5 5 17 28 31 35:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 22.6 28.1 34.9 11.1 13.4 16.4 19.8
Old : 17.4 22.8 28.3 35.1 11.2 13.6 16.3 20.1
Other: 44.9 45.0 60.3 65.2 40.2 40.7 52.0 58.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 31,811: 10,058 914 6,072 12,447 23,854 28,577 30,840: 3,234 972
Old : 21,988: 8,157 977 2,628 8,723 17,689 19,508 21,294: 2,480 694
Other: 9,823: 1,991 27 3,355 3,724 6,164 9,070 9,546: 754 278
: : :
: : Changes in Commitments from: August 30, 2011 :
: -448: 202 -249 36 -646 31 -409 -182: -40 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 2.9 19.1 39.1 75.0 89.8 96.9: 10.2 3.1
Old : 100.0: 37.1 4.4 12.0 39.7 80.4 88.7 96.8: 11.3 3.2
Other: 100.0: 20.3 0.3 34.2 37.9 62.8 92.3 97.2: 7.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 41 12 21 32 22 78 50:
Old : 89: 37 15 20 29 22 74 49:
Other: 46: 13 8 16 19 14 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 : 26.1 64.1 38.9 74.2 23.8 56.7 33.5 61.6
Old : 31.0 70.1 43.9 77.8 30.3 65.3 42.1 72.2
Other: 41.0 54.5 62.3 74.6 29.5 40.3 34.3 44.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 190,738: 33,376 24,484 39,379 108,715 119,636 181,470 183,499: 9,268 7,239
Old : 179,299: 33,206 29,088 34,752 102,170 108,225 170,129 172,066: 9,170 7,233
Other: 11,439: 4,780 6 16 6,545 11,411 11,341 11,433: 98 6
: : :
: : Changes in Commitments from: August 30, 2011 :
: 3,227: 392 -953 2,724 768 1,184 3,884 2,955: -657 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 12.8 20.6 57.0 62.7 95.1 96.2: 4.9 3.8
Old : 100.0: 18.5 16.2 19.4 57.0 60.4 94.9 96.0: 5.1 4.0
Other: 100.0: 41.8 0.1 0.1 57.2 99.8 99.1 99.9: 0.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 59 46 46 51 55 136 124:
Old : 171: 58 49 46 51 55 136 124:
Other: 31: 8 1 1 15 14 23 16:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 30.0 44.2 47.5 17.9 19.2 27.0 26.8
Old : 28.8 31.2 45.2 46.9 20.1 20.4 29.2 29.7
Other: 57.3 87.7 83.9 98.2 51.0 71.4 63.0 75.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 840,401: 170,745 15,005 227,950 347,657 528,720 746,352 771,675: 94,050 68,726
Old : 840,401: 170,745 15,005 227,950 347,657 528,720 746,352 771,675: 94,050 68,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,962: -4,626 5,601 4,196 -1,196 -17,418 -1,626 -7,620: -2,336 3,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 1.8 27.1 41.4 62.9 88.8 91.8: 11.2 8.2
Old : 100.0: 20.3 1.8 27.1 41.4 62.9 88.8 91.8: 11.2 8.2
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 : 241: 89 55 97 84 91 223 194:
Old : 241: 89 55 97 84 91 223 194:
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 : 12.4 15.0 21.6 25.2 10.6 12.7 16.4 20.2
Old : 12.4 15.0 21.6 25.2 10.6 12.7 16.4 20.2
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, September 6, 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 : 180,157: 33,342 13,060 58,103 80,841 102,994 172,286 174,158: 7,871 5,999
Old : 177,818: 33,477 13,401 57,171 79,583 101,357 170,232 171,929: 7,587 5,889
Other: 2,338: 631 426 166 1,257 1,638 2,054 2,229: 284 109
: : :
: : Changes in Commitments from: August 30, 2011 :
: 6,869: 5,138 191 630 649 5,137 6,417 5,957: 452 911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 7.2 32.3 44.9 57.2 95.6 96.7: 4.4 3.3
Old : 100.0: 18.8 7.5 32.2 44.8 57.0 95.7 96.7: 4.3 3.3
Other: 100.0: 27.0 18.2 7.1 53.8 70.0 87.9 95.3: 12.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 131 80 115 108 123 293 271:
Old : 358: 129 84 113 108 122 291 270:
Other: 56: 10 8 9 24 22 39 34:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 18.1 28.3 27.6 9.9 8.1 16.9 12.9
Old : 18.5 17.8 28.6 27.4 10.1 7.7 17.1 12.6
Other: 50.9 63.2 68.0 75.8 50.6 59.6 67.5 72.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 51,199: 26,166 28,026 3,605 15,015 16,555 44,785 48,186: 6,414 3,013
Old : 51,199: 26,166 28,026 3,605 15,015 16,555 44,785 48,186: 6,414 3,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -4,894: -4,899 -5,986 2,082 -2,981 541 -5,798 -3,363: 904 -1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 54.7 7.0 29.3 32.3 87.5 94.1: 12.5 5.9
Old : 100.0: 51.1 54.7 7.0 29.3 32.3 87.5 94.1: 12.5 5.9
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 : 116: 52 36 17 19 12 81 57:
Old : 116: 52 36 17 19 12 81 57:
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 : 46.7 56.4 63.0 72.7 46.6 55.6 60.6 68.4
Old : 46.7 56.4 63.0 72.7 46.6 55.6 60.6 68.4
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, September 6, 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 : 459,675: 6,534 62,941 5,247 431,846 367,516 443,627 435,704: 16,048 23,970
Old : 459,675: 6,534 62,941 5,247 431,846 367,516 443,627 435,704: 16,048 23,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 23,489: 1,655 -2,269 1,640 17,666 23,628 20,962 22,999: 2,527 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 13.7 1.1 93.9 80.0 96.5 94.8: 3.5 5.2
Old : 100.0: 1.4 13.7 1.1 93.9 80.0 96.5 94.8: 3.5 5.2
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 : 252: 16 48 11 106 122 130 173:
Old : 252: 16 48 11 106 122 130 173:
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 : 41.3 19.4 57.1 30.9 37.8 18.8 52.2 26.5
Old : 41.3 19.4 57.1 30.9 37.8 18.8 52.2 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011