COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 257,149: 43,088 13,799 79,436 122,466 149,299 244,989 242,533: 12,160 14,616
Old : 252,691: 42,075 14,077 78,736 120,454 145,572 241,266 238,384: 11,425 14,307
Other: 4,458: 1,522 232 190 2,011 3,727 3,723 4,149: 735 309
: : :
: : Changes in Commitments from: October 4, 2011 :
: -1,137: 11 -528 183 -1,656 -1,044 -1,462 -1,388: 326 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.4 30.9 47.6 58.1 95.3 94.3: 4.7 5.7
Old : 100.0: 16.7 5.6 31.2 47.7 57.6 95.5 94.3: 4.5 5.7
Other: 100.0: 34.1 5.2 4.3 45.1 83.6 83.5 93.1: 16.5 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 109 44 87 68 73 203 180:
Old : 238: 108 45 86 67 72 202 178:
Other: 63: 14 9 11 19 30 39 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 : 18.9 19.9 31.2 32.1 11.2 7.7 15.8 13.8
Old : 19.0 20.0 31.5 32.4 11.3 7.8 16.0 14.0
Other: 43.2 44.2 57.9 63.6 37.5 40.5 49.1 55.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 34,292: 8,528 1,342 7,458 15,603 24,297 31,589 33,097: 2,703 1,195
Old : 12,249: 4,298 1,139 2,786 3,711 7,648 10,795 11,573: 1,454 677
Other: 22,042: 4,393 366 4,509 11,892 16,649 20,794 21,524: 1,249 518
: : :
: : Changes in Commitments from: October 4, 2011 :
: 451: -136 -392 154 491 1,103 509 865: -58 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.9 21.7 45.5 70.9 92.1 96.5: 7.9 3.5
Old : 100.0: 35.1 9.3 22.7 30.3 62.4 88.1 94.5: 11.9 5.5
Other: 100.0: 19.9 1.7 20.5 53.9 75.5 94.3 97.6: 5.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 37 11 18 34 28 74 55:
Old : 74: 27 13 17 26 24 58 49:
Other: 64: 20 9 16 27 21 53 40:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 58.9 38.2 69.2 22.6 50.4 31.0 55.1
Old : 32.1 54.5 45.4 65.8 28.5 48.2 37.9 54.2
Other: 25.0 62.0 40.9 73.9 23.1 52.9 36.2 59.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 236,446: 28,262 41,514 62,869 135,642 120,260 226,773 224,643: 9,673 11,803
Old : 221,900: 27,406 46,483 57,854 127,496 105,900 212,756 210,237: 9,144 11,663
Other: 14,546: 5,825 0 46 8,146 14,360 14,017 14,406: 529 140
: : :
: : Changes in Commitments from: October 4, 2011 :
: 6,505: -62 -2,006 2,319 2,991 5,544 5,248 5,857: 1,257 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 17.6 26.6 57.4 50.9 95.9 95.0: 4.1 5.0
Old : 100.0: 12.4 20.9 26.1 57.5 47.7 95.9 94.7: 4.1 5.3
Other: 100.0: 40.0 0.0 0.3 56.0 98.7 96.4 99.0: 3.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 48 70 48 57 56 130 153:
Old : 191: 46 73 47 57 55 129 152:
Other: 38: 10 0 1 21 15 31 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 : 28.4 25.0 45.4 40.5 17.7 13.6 26.7 19.4
Old : 28.6 25.5 46.3 39.0 18.7 14.5 28.9 21.2
Other: 55.6 75.0 78.7 93.5 40.6 66.1 55.1 71.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 663,313: 133,194 27,373 160,627 300,583 410,103 594,404 598,104: 68,909 65,210
Old : 663,313: 133,194 27,373 160,627 300,583 410,103 594,404 598,104: 68,909 65,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 7,783: 4,359 796 1,018 -3,498 6,792 1,879 8,606: 5,904 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.1 24.2 45.3 61.8 89.6 90.2: 10.4 9.8
Old : 100.0: 20.1 4.1 24.2 45.3 61.8 89.6 90.2: 10.4 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 : 226: 82 45 83 84 88 204 179:
Old : 226: 82 45 83 84 88 204 179:
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 : 15.0 14.7 24.5 24.2 13.4 12.0 20.8 18.9
Old : 15.0 14.7 24.5 24.2 13.4 12.0 20.8 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 11, 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 : 197,371: 19,045 20,338 79,656 92,730 90,680 191,431 190,674: 5,940 6,696
Old : 193,822: 19,100 20,259 78,349 90,695 88,608 188,144 187,216: 5,678 6,606
Other: 3,549: 636 771 615 2,035 2,072 3,287 3,458: 262 90
: : :
: : Changes in Commitments from: October 4, 2011 :
: 1,638: -490 3,452 1,592 -212 -4,261 890 783: 748 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.3 40.4 47.0 45.9 97.0 96.6: 3.0 3.4
Old : 100.0: 9.9 10.5 40.4 46.8 45.7 97.1 96.6: 2.9 3.4
Other: 100.0: 17.9 21.7 17.3 57.3 58.4 92.6 97.5: 7.4 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 94 92 131 116 116 279 282:
Old : 335: 91 96 131 114 116 277 282:
Other: 68: 11 10 13 35 20 53 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 18.2 28.3 28.6 9.5 6.1 15.9 10.3
Old : 18.2 18.5 28.7 29.0 9.6 6.2 16.1 10.1
Other: 38.9 54.5 56.4 76.2 36.3 52.0 48.3 64.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 70,145: 50,577 3,590 987 10,739 64,059 62,302 68,636: 7,843 1,509
Old : 70,145: 50,577 3,590 987 10,739 64,059 62,302 68,636: 7,843 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -3,132: 875 -5,441 -467 -339 3,015 69 -2,893: -3,201 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 5.1 1.4 15.3 91.3 88.8 97.8: 11.2 2.2
Old : 100.0: 72.1 5.1 1.4 15.3 91.3 88.8 97.8: 11.2 2.2
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 : 104: 63 12 9 19 12 86 30:
Old : 104: 63 12 9 19 12 86 30:
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 : 47.4 87.9 59.4 93.4 47.3 87.0 59.3 92.3
Old : 47.4 87.9 59.4 93.4 47.3 87.0 59.3 92.3
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 11, 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 : 472,730: 7,406 61,622 3,175 446,567 384,407 457,148 449,204: 15,582 23,526
Old : 472,730: 7,406 61,622 3,175 446,567 384,407 457,148 449,204: 15,582 23,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: -21,718: 566 -7,281 -2,646 -20,876 -12,225 -22,956 -22,152: 1,238 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.0 0.7 94.5 81.3 96.7 95.0: 3.3 5.0
Old : 100.0: 1.6 13.0 0.7 94.5 81.3 96.7 95.0: 3.3 5.0
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 : 235: 11 45 14 99 114 123 160:
Old : 235: 11 45 14 99 114 123 160:
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 : 40.9 22.7 58.1 33.8 40.9 21.8 53.5 31.2
Old : 40.9 22.7 58.1 33.8 40.9 21.8 53.5 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011