COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 147,661: 43,489 22,389 11,865 81,089 102,196 136,443 136,450: 11,218 11,211
Old : 143,412: 42,549 22,620 11,282 79,095 98,579 132,926 132,481: 10,486 10,931
Other: 4,249: 1,523 352 0 1,994 3,617 3,517 3,969: 732 280
: : :
: : Changes in Commitments from: September 20, 2011 :
: -2,346: -5,412 2,057 908 5,266 -6,546 762 -3,581: -3,108 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.2 8.0 54.9 69.2 92.4 92.4: 7.6 7.6
Old : 100.0: 29.7 15.8 7.9 55.2 68.7 92.7 92.4: 7.3 7.6
Other: 100.0: 35.8 8.3 0.0 46.9 85.1 82.8 93.4: 17.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 88 56 64 57 61 175 155:
Old : 228: 88 56 60 56 61 171 154:
Other: 61: 11 11 0 18 28 29 39:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 26.3 32.8 36.3 19.6 22.7 28.2 31.5
Old : 20.5 26.8 33.1 36.9 20.0 23.4 28.7 32.3
Other: 45.2 44.5 61.2 64.7 40.2 40.1 52.4 57.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 24,064: 10,786 1,940 795 9,882 20,141 21,463 22,876: 2,601 1,188
Old : 16,485: 8,562 1,478 97 6,042 14,017 14,701 15,592: 1,784 893
Other: 7,579: 2,405 643 517 3,840 6,124 6,762 7,284: 817 295
: : :
: : Changes in Commitments from: September 20, 2011 :
: -303: -652 450 89 1,033 -1,323 470 -784: -773 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 8.1 3.3 41.1 83.7 89.2 95.1: 10.8 4.9
Old : 100.0: 51.9 9.0 0.6 36.7 85.0 89.2 94.6: 10.8 5.4
Other: 100.0: 31.7 8.5 6.8 50.7 80.8 89.2 96.1: 10.8 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 33 11 12 27 20 64 40:
Old : 79: 31 13 2 18 19 50 33:
Other: 46: 11 8 10 19 10 37 21:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 74.0 44.3 81.3 32.0 74.0 44.1 80.5
Old : 38.4 76.7 52.8 83.6 38.4 76.7 52.8 83.6
Other: 47.8 73.7 63.2 86.7 47.8 73.2 62.1 85.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 181,905: 40,695 43,782 22,327 110,419 106,282 173,441 172,391: 8,464 9,514
Old : 168,340: 39,841 48,463 17,646 102,628 92,825 160,115 158,934: 8,225 9,406
Other: 13,565: 5,535 0 0 7,791 13,457 13,326 13,457: 239 108
: : :
: : Changes in Commitments from: September 20, 2011 :
: 998: 2,594 6,542 -3,078 1,427 -2,595 943 869: 55 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 24.1 12.3 60.7 58.4 95.3 94.8: 4.7 5.2
Old : 100.0: 23.7 28.8 10.5 61.0 55.1 95.1 94.4: 4.9 5.6
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 : 200: 59 65 32 60 54 134 139:
Old : 200: 58 66 31 59 52 132 137:
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 : 27.4 31.2 45.1 47.0 19.3 18.8 29.6 26.4
Old : 27.8 31.9 46.1 45.8 21.4 20.7 33.2 29.7
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 - Futures Only, 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 : 483,737: 140,237 40,868 40,297 241,289 344,931 421,823 426,096: 61,914 57,641
Old : 483,737: 140,237 40,868 40,297 241,289 344,931 421,823 426,096: 61,914 57,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -49,306: -15,651 10,695 -6,566 -8,422 -40,742 -30,639 -36,613: -18,667 -12,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.4 8.3 49.9 71.3 87.2 88.1: 12.8 11.9
Old : 100.0: 29.0 8.4 8.3 49.9 71.3 87.2 88.1: 12.8 11.9
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 : 211: 72 40 60 74 85 178 156:
Old : 211: 72 40 60 74 85 178 156:
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 : 19.2 19.8 31.5 31.1 18.3 18.0 28.7 28.5
Old : 19.2 19.8 31.5 31.1 18.3 18.0 28.7 28.5
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, 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 : 115,239: 28,793 14,755 18,034 63,418 77,379 110,245 110,168: 4,994 5,071
Old : 112,522: 28,948 15,049 17,121 61,735 75,366 107,804 107,536: 4,718 4,986
Other: 2,717: 619 480 139 1,683 2,013 2,441 2,632: 276 85
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,232: -5,230 2,987 1,602 5,670 -4,337 2,042 252: -810 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.8 15.6 55.0 67.1 95.7 95.6: 4.3 4.4
Old : 100.0: 25.7 13.4 15.2 54.9 67.0 95.8 95.6: 4.2 4.4
Other: 100.0: 22.8 17.7 5.1 61.9 74.1 89.8 96.9: 10.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 98 62 84 111 113 250 228:
Old : 310: 99 64 83 109 112 247 227:
Other: 60: 8 9 6 29 21 40 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 : 18.2 19.7 30.8 30.8 15.8 12.0 25.9 20.5
Old : 18.6 20.2 31.4 30.6 16.1 12.2 26.4 20.5
Other: 46.8 62.1 63.9 79.2 46.8 58.2 62.8 72.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 68,631: 47,409 8,989 1,269 9,658 56,355 58,336 66,613: 10,295 2,018
Old : 68,631: 47,409 8,989 1,269 9,658 56,355 58,336 66,613: 10,295 2,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 6,179: 2,901 -1,271 665 579 6,435 4,145 5,829: 2,034 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 13.1 1.8 14.1 82.1 85.0 97.1: 15.0 2.9
Old : 100.0: 69.1 13.1 1.8 14.1 82.1 85.0 97.1: 15.0 2.9
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 : 115: 75 15 5 18 8 96 26:
Old : 115: 75 15 5 18 8 96 26:
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 : 44.4 82.8 56.5 90.5 44.4 82.1 55.8 88.7
Old : 44.4 82.8 56.5 90.5 44.4 82.1 55.8 88.7
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 - Futures Only, 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 : 465,993: 5,945 59,871 3,374 443,175 380,451 452,494 443,696: 13,499 22,297
Old : 465,993: 5,945 59,871 3,374 443,175 380,451 452,494 443,696: 13,499 22,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 13,197: -881 1,867 -356 15,356 9,875 14,119 11,386: -922 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 12.8 0.7 95.1 81.6 97.1 95.2: 2.9 4.8
Old : 100.0: 1.3 12.8 0.7 95.1 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 7 102 110 122 158:
Old : 239: 14 47 7 102 110 122 158:
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 : 40.5 22.4 57.3 34.2 40.5 21.6 52.6 30.8
Old : 40.5 22.4 57.3 34.2 40.5 21.6 52.6 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011