COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 253,102: 41,666 13,201 78,303 120,900 149,089 240,870 240,593: 12,232 12,508
Old : 248,623: 40,658 13,471 77,602 118,888 145,347 237,148 236,420: 11,476 12,204
Other: 4,478: 1,519 242 190 2,012 3,742 3,722 4,173: 757 305
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,718: -5,259 5,364 -977 7,139 -8,204 904 -3,817: -3,621 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.2 30.9 47.8 58.9 95.2 95.1: 4.8 4.9
Old : 100.0: 16.4 5.4 31.2 47.8 58.5 95.4 95.1: 4.6 4.9
Other: 100.0: 33.9 5.4 4.2 44.9 83.6 83.1 93.2: 16.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 98 61 85 69 73 205 184:
Old : 247: 99 60 84 68 73 204 183:
Other: 61: 14 8 11 18 29 37 43:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 21.1 30.9 34.5 12.3 10.3 17.4 16.0
Old : 18.2 21.3 31.2 34.8 12.5 10.5 17.4 16.2
Other: 43.0 43.9 58.2 63.7 38.2 40.4 49.7 56.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 32,847: 9,350 1,563 6,853 13,839 22,969 30,042 31,385: 2,805 1,462
Old : 20,058: 8,007 1,420 2,771 7,390 14,817 18,168 19,008: 1,890 1,050
Other: 12,788: 1,767 567 3,658 6,448 8,152 11,874 12,377: 915 412
: : :
: : Changes in Commitments from: September 20, 2011 :
: -199: -1,482 942 609 1,419 -2,293 545 -742: -744 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.8 20.9 42.1 69.9 91.5 95.5: 8.5 4.5
Old : 100.0: 39.9 7.1 13.8 36.8 73.9 90.6 94.8: 9.4 5.2
Other: 100.0: 13.8 4.4 28.6 50.4 63.7 92.8 96.8: 7.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 29 15 19 32 24 69 51:
Old : 81: 31 13 18 26 23 61 50:
Other: 47: 6 13 16 23 16 42 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 : 25.6 59.2 39.2 69.3 24.2 52.1 33.9 56.8
Old : 32.5 65.3 45.0 73.6 32.4 63.2 44.3 69.2
Other: 37.4 53.9 54.3 72.8 28.1 37.9 35.5 43.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 216,648: 30,533 43,390 49,220 127,628 114,032 207,381 206,642: 9,267 10,006
Old : 203,083: 29,946 48,338 44,272 119,837 100,575 194,055 193,185: 9,028 9,898
Other: 13,565: 5,535 0 0 7,791 13,457 13,326 13,457: 239 108
: : :
: : Changes in Commitments from: September 20, 2011 :
: 270: -827 3,948 -109 891 -3,879 -45 -41: 315 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.0 22.7 58.9 52.6 95.7 95.4: 4.3 4.6
Old : 100.0: 14.7 23.8 21.8 59.0 49.5 95.6 95.1: 4.4 4.9
Other: 100.0: 40.8 0.0 0.0 57.4 99.2 98.2 99.2: 1.8 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 54 72 43 61 58 137 153:
Old : 201: 52 74 42 60 56 135 151:
Other: 33: 7 0 0 18 15 25 15:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 28.3 45.4 43.5 19.3 15.1 27.9 21.3
Old : 28.6 28.8 46.4 42.4 21.0 16.4 30.8 23.7
Other: 57.1 80.7 81.5 95.9 43.7 65.0 60.5 72.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 658,083: 132,097 25,295 155,326 303,391 412,792 590,813 593,412: 67,270 64,671
Old : 658,083: 132,097 25,295 155,326 303,391 412,792 590,813 593,412: 67,270 64,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -34,880: -18,083 13,277 4,559 -2,735 -39,577 -16,259 -21,741: -18,621 -13,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.8 23.6 46.1 62.7 89.8 90.2: 10.2 9.8
Old : 100.0: 20.1 3.8 23.6 46.1 62.7 89.8 90.2: 10.2 9.8
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 : 215: 72 46 79 81 87 193 173:
Old : 215: 72 46 79 81 87 193 173:
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 : 15.2 15.7 25.3 25.5 13.8 13.3 21.5 21.2
Old : 15.2 15.7 25.3 25.5 13.8 13.3 21.5 21.2
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 27, 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 : 189,170: 21,735 17,368 68,752 93,259 97,461 183,746 183,581: 5,424 5,589
Old : 186,144: 21,769 17,544 67,665 91,563 95,436 180,996 180,645: 5,148 5,499
Other: 3,025: 709 567 344 1,696 2,025 2,749 2,936: 276 90
: : :
: : Changes in Commitments from: September 20, 2011 :
: 11,497: -7,873 3,123 11,730 8,682 -4,041 12,539 10,811: -1,042 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.2 36.3 49.3 51.5 97.1 97.0: 2.9 3.0
Old : 100.0: 11.7 9.4 36.4 49.2 51.3 97.2 97.0: 2.8 3.0
Other: 100.0: 23.4 18.7 11.4 56.1 66.9 90.9 97.0: 9.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 95 85 123 118 120 283 268:
Old : 332: 93 90 122 118 119 282 267:
Other: 63: 12 8 12 29 22 45 38:
:----------------------------------------------------------------------------------------------------
: 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 18.7 30.1 28.4 9.6 7.0 16.4 11.8
Old : 20.1 18.9 30.5 28.8 9.7 7.0 16.6 11.6
Other: 42.4 56.5 59.9 76.3 42.1 54.1 56.4 69.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 69,298: 47,440 8,750 1,629 9,716 56,811 58,785 67,190: 10,512 2,108
Old : 69,298: 47,440 8,750 1,629 9,716 56,811 58,785 67,190: 10,512 2,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 6,330: 2,909 -1,315 749 614 6,542 4,272 5,975: 2,058 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 12.6 2.4 14.0 82.0 84.8 97.0: 15.2 3.0
Old : 100.0: 68.5 12.6 2.4 14.0 82.0 84.8 97.0: 15.2 3.0
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: 76 15 9 19 8 101 27:
Old : 116: 76 15 9 19 8 101 27:
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 : 43.9 82.1 56.0 89.8 43.9 81.2 55.3 87.7
Old : 43.9 82.1 56.0 89.8 43.9 81.2 55.3 87.7
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 27, 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 : 467,182: 5,958 59,739 3,828 443,778 381,182 453,563 444,749: 13,618 22,433
Old : 467,182: 5,958 59,739 3,828 443,778 381,182 453,563 444,749: 13,618 22,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 13,276: -871 1,871 -339 15,420 9,929 14,210 11,462: -934 1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 12.8 0.8 95.0 81.6 97.1 95.2: 2.9 4.8
Old : 100.0: 1.3 12.8 0.8 95.0 81.6 97.1 95.2: 2.9 4.8
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 : 239: 14 47 13 105 110 129 160:
Old : 239: 14 47 13 105 110 129 160:
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 : 40.4 22.4 57.1 34.1 40.4 21.5 52.5 30.7
Old : 40.4 22.4 57.1 34.1 40.4 21.5 52.5 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011