We have a web application deployed to Websphere 6.1.0.19 on Windows. We occasionally see this ConcurrentModificationException on a few of our reports. We are using JasperR
This is caused by the backing store of the iterator being altered while the iterator is in use. This is not a concurrency problem related to threading, as it is easy enough to do on a single thread as well.
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Your biggest problem now will be if it is fixable by you or a bug in the Jasper code.