COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 258,286
COMMITMENTS
43,076 14,327 79,253 124,122 150,342 246,451 243,922 11,835 14,364
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 5,184)
1,411 1,126 949 3,222 1,253 5,581 3,329 -398 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.5 30.7 48.1 58.2 95.4 94.4 4.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
100 54 83 71 77 204 183
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,841
COMMITMENTS
8,665 1,734 7,304 15,111 23,193 31,080 32,232 2,761 1,609
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 994)
-685 171 451 1,272 224 1,038 847 -44 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 5.1 21.6 44.7 68.5 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 17 18 32 24 69 54
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 229,941
COMMITMENTS
28,324 43,519 60,550 132,651 114,716 221,525 218,786 8,416 11,155
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 13,293)
-2,209 129 11,330 5,022 684 14,144 12,143 -851 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 18.9 26.3 57.7 49.9 96.3 95.1 3.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 74 47 58 56 132 152
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 655,530
COMMITMENTS
128,835 26,577 159,609 304,081 403,312 592,525 589,498 63,005 66,032
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,553)
-3,262 1,282 4,283 690 -9,480 1,712 -3,914 -4,265 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.1 24.3 46.4 61.5 90.4 89.9 9.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
77 44 84 82 90 198 182
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 195,733
COMMITMENTS
19,535 16,886 78,064 92,942 94,942 190,541 189,891 5,191 5,841
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,563)
-2,200 -483 9,312 -317 -2,519 6,795 6,310 -232 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.6 39.9 47.5 48.5 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
92 91 117 122 114 273 269
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 73,277
COMMITMENTS
49,702 9,031 1,454 11,077 61,043 62,233 71,528 11,044 1,749
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,980)
2,262 281 -176 1,361 4,232 3,448 4,338 532 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 12.3 2.0 15.1 83.3 84.9 97.6 15.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
68 15 6 19 9 93 25
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 494,447
COMMITMENTS
6,840 68,903 5,821 467,443 396,631 480,104 471,355 14,344 23,092
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 27,266)
882 9,164 1,993 23,665 15,449 26,540 26,606 725 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.9 1.2 94.5 80.2 97.1 95.3 2.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
14 52 16 106 108 133 163
Updated October 7, 2011