COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 257,149
COMMITMENTS
43,088 13,799 79,436 122,466 149,299 244,989 242,533 12,160 14,616
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,137)
11 -528 183 -1,656 -1,044 -1,462 -1,388 326 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.4 30.9 47.6 58.1 95.3 94.3 4.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
109 44 87 68 73 203 180
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,292
COMMITMENTS
8,528 1,342 7,458 15,603 24,297 31,589 33,097 2,703 1,195
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 451)
-136 -392 154 491 1,103 509 865 -58 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.9 21.7 45.5 70.9 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
37 11 18 34 28 74 55
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 236,446
COMMITMENTS
28,262 41,514 62,869 135,642 120,260 226,773 224,643 9,673 11,803
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 6,505)
-62 -2,006 2,319 2,991 5,544 5,248 5,857 1,257 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 17.6 26.6 57.4 50.9 95.9 95.0 4.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
48 70 48 57 56 130 153
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 663,313
COMMITMENTS
133,194 27,373 160,627 300,583 410,103 594,404 598,104 68,909 65,210
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 7,783)
4,359 796 1,018 -3,498 6,792 1,879 8,606 5,904 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.1 24.2 45.3 61.8 89.6 90.2 10.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
82 45 83 84 88 204 179
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 197,371
COMMITMENTS
19,045 20,338 79,656 92,730 90,680 191,431 190,674 5,940 6,696
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,638)
-490 3,452 1,592 -212 -4,261 890 783 748 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.3 40.4 47.0 45.9 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
94 92 131 116 116 279 282
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 70,145
COMMITMENTS
50,577 3,590 987 10,739 64,059 62,302 68,636 7,843 1,509
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,132)
875 -5,441 -467 -339 3,015 69 -2,893 -3,201 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 5.1 1.4 15.3 91.3 88.8 97.8 11.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
63 12 9 19 12 86 30
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 472,730
COMMITMENTS
7,406 61,622 3,175 446,567 384,407 457,148 449,204 15,582 23,526
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -21,718)
566 -7,281 -2,646 -20,876 -12,225 -22,956 -22,152 1,238 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.0 0.7 94.5 81.3 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
11 45 14 99 114 123 160
Updated October 14, 2011