COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 258,286: 43,076 14,327 79,253 124,122 150,342 246,451 243,922: 11,835 14,364
Old : 253,817: 42,059 14,597 78,560 122,110 146,617 242,729 239,774: 11,088 14,043
Other: 4,468: 1,522 234 188 2,012 3,725 3,722 4,148: 746 321
: : :
: : Changes in Commitments from: September 27, 2011 :
: 5,184: 1,411 1,126 949 3,222 1,253 5,581 3,329: -398 1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.5 30.7 48.1 58.2 95.4 94.4: 4.6 5.6
Old : 100.0: 16.6 5.8 31.0 48.1 57.8 95.6 94.5: 4.4 5.5
Other: 100.0: 34.1 5.2 4.2 45.0 83.4 83.3 92.8: 16.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 100 54 83 71 77 204 183:
Old : 244: 99 55 82 70 76 203 181:
Other: 64: 14 9 11 20 30 40 44:
:----------------------------------------------------------------------------------------------------
: 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 19.7 30.6 32.2 11.7 8.2 16.4 14.6
Old : 18.2 19.9 30.8 32.4 11.8 8.3 16.4 14.8
Other: 43.0 44.0 57.7 63.4 37.3 40.3 48.9 55.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 33,841: 8,665 1,734 7,304 15,111 23,193 31,080 32,232: 2,761 1,609
Old : 17,070: 6,768 1,745 2,841 5,838 11,406 15,447 15,992: 1,623 1,079
Other: 16,770: 2,246 339 4,114 9,273 11,787 15,632 16,240: 1,138 531
: : :
: : Changes in Commitments from: September 27, 2011 :
: 994: -685 171 451 1,272 224 1,038 847: -44 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.1 21.6 44.7 68.5 91.8 95.2: 8.2 4.8
Old : 100.0: 39.6 10.2 16.6 34.2 66.8 90.5 93.7: 9.5 6.3
Other: 100.0: 13.4 2.0 24.5 55.3 70.3 93.2 96.8: 6.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 32 17 18 32 24 69 54:
Old : 77: 28 16 18 25 20 57 50:
Other: 55: 13 10 16 26 19 49 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 : 25.1 57.0 38.2 67.2 23.4 49.7 32.4 54.4
Old : 34.9 59.3 48.4 69.0 34.4 56.7 44.1 63.5
Other: 28.6 57.4 45.6 72.2 24.6 44.8 36.1 50.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 229,941: 28,324 43,519 60,550 132,651 114,716 221,525 218,786: 8,416 11,155
Old : 215,995: 27,525 48,287 55,696 124,787 100,931 208,008 204,915: 7,987 11,080
Other: 13,946: 5,570 3 83 7,864 13,785 13,517 13,871: 429 75
: : :
: : Changes in Commitments from: September 27, 2011 :
: 13,293: -2,209 129 11,330 5,022 684 14,144 12,143: -851 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.9 26.3 57.7 49.9 96.3 95.1: 3.7 4.9
Old : 100.0: 12.7 22.4 25.8 57.8 46.7 96.3 94.9: 3.7 5.1
Other: 100.0: 39.9 0.0 0.6 56.4 98.8 96.9 99.5: 3.1 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 46 74 47 58 56 132 152:
Old : 194: 46 75 46 58 54 131 150:
Other: 36: 8 1 1 21 14 30 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 : 29.6 26.3 46.9 41.7 18.3 13.2 26.8 19.0
Old : 30.1 26.9 47.9 40.5 19.9 14.0 29.8 20.7
Other: 55.5 80.2 80.1 95.0 42.4 65.4 60.0 73.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 655,530: 128,835 26,577 159,609 304,081 403,312 592,525 589,498: 63,005 66,032
Old : 655,530: 128,835 26,577 159,609 304,081 403,312 592,525 589,498: 63,005 66,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,553: -3,262 1,282 4,283 690 -9,480 1,712 -3,914: -4,265 1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.1 24.3 46.4 61.5 90.4 89.9: 9.6 10.1
Old : 100.0: 19.7 4.1 24.3 46.4 61.5 90.4 89.9: 9.6 10.1
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 : 222: 77 44 84 82 90 198 182:
Old : 222: 77 44 84 82 90 198 182:
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 : 14.9 14.4 24.6 24.0 13.5 12.0 21.0 18.9
Old : 14.9 14.4 24.6 24.0 13.5 12.0 21.0 18.9
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, October 4, 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 : 195,733: 19,535 16,886 78,064 92,942 94,942 190,541 189,891: 5,191 5,841
Old : 192,284: 19,523 16,704 76,898 90,948 92,930 187,368 186,532: 4,915 5,752
Other: 3,449: 599 768 580 1,995 2,011 3,173 3,359: 276 90
: : :
: : Changes in Commitments from: September 27, 2011 :
: 6,563: -2,200 -483 9,312 -317 -2,519 6,795 6,310: -232 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.6 39.9 47.5 48.5 97.3 97.0: 2.7 3.0
Old : 100.0: 10.2 8.7 40.0 47.3 48.3 97.4 97.0: 2.6 3.0
Other: 100.0: 17.4 22.3 16.8 57.8 58.3 92.0 97.4: 8.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 92 91 117 122 114 273 269:
Old : 328: 93 92 117 120 114 271 269:
Other: 66: 9 11 12 33 19 50 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 : 18.7 19.2 28.6 29.7 9.5 6.3 15.9 10.3
Old : 18.9 19.5 29.0 30.1 9.5 6.4 16.1 10.1
Other: 39.1 55.8 56.5 77.0 36.7 53.4 49.2 66.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 73,277: 49,702 9,031 1,454 11,077 61,043 62,233 71,528: 11,044 1,749
Old : 73,277: 49,702 9,031 1,454 11,077 61,043 62,233 71,528: 11,044 1,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 3,980: 2,262 281 -176 1,361 4,232 3,448 4,338: 532 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 12.3 2.0 15.1 83.3 84.9 97.6: 15.1 2.4
Old : 100.0: 67.8 12.3 2.0 15.1 83.3 84.9 97.6: 15.1 2.4
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 : 109: 68 15 6 19 9 93 25:
Old : 109: 68 15 6 19 9 93 25:
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 : 43.7 83.7 56.1 91.2 43.7 82.3 55.9 89.4
Old : 43.7 83.7 56.1 91.2 43.7 82.3 55.9 89.4
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, October 4, 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 : 494,447: 6,840 68,903 5,821 467,443 396,631 480,104 471,355: 14,344 23,092
Old : 494,447: 6,840 68,903 5,821 467,443 396,631 480,104 471,355: 14,344 23,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: 27,266: 882 9,164 1,993 23,665 15,449 26,540 26,606: 725 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 13.9 1.2 94.5 80.2 97.1 95.3: 2.9 4.7
Old : 100.0: 1.4 13.9 1.2 94.5 80.2 97.1 95.3: 2.9 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 : 243: 14 52 16 106 108 133 163:
Old : 243: 14 52 16 106 108 133 163:
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 : 39.8 21.5 56.8 32.9 39.8 20.5 53.2 30.1
Old : 39.8 21.5 56.8 32.9 39.8 20.5 53.2 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011