COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,705: 15,899 37,177 4,412 52,205 36,057 72,516 77,646: 10,189 5,059
Old : 74,103: 15,519 37,936 2,768 46,421 28,831 64,708 69,535: 9,395 4,568
Other: 8,602: 1,643 504 381 5,784 7,226 7,808 8,111: 794 491
: : :
: : Changes in Commitments from: December 28, 2004 :
: -745: 2,433 -5,246 971 -4,137 4,507 -733 232: -12 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 45.0 5.3 63.1 43.6 87.7 93.9: 12.3 6.1
Old : 100.0: 20.9 51.2 3.7 62.6 38.9 87.3 93.8: 12.7 6.2
Other: 100.0: 19.1 5.9 4.4 67.2 84.0 90.8 94.3: 9.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 92 105 57 71 63 203 192:
Old : 290: 94 104 50 63 63 191 188:
Other: 81: 25 11 6 29 25 60 38:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 21.8 36.8 32.8 22.1 18.4 31.9 27.4
Old : 24.7 20.8 39.0 30.9 23.5 17.0 33.9 25.3
Other: 40.2 52.0 58.3 65.1 34.8 51.6 46.8 63.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,545: 14,145 1,717 2,405 13,249 29,038 29,799 33,160: 4,746 1,385
Old : 34,439: 14,191 1,677 2,359 13,149 29,018 29,699 33,054: 4,740 1,385
Other: 106: 0 86 0 100 20 100 106: 6 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 547: 530 -435 87 259 680 876 332: -329 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 5.0 7.0 38.4 84.1 86.3 96.0: 13.7 4.0
Old : 100.0: 41.2 4.9 6.8 38.2 84.3 86.2 96.0: 13.8 4.0
Other: 100.0: 0.0 81.1 0.0 94.3 18.9 94.3 100.0: 5.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 53 14 21 27 19 90 48:
Old : 107: 55 13 21 27 19 90 48:
Other: 4: 0 2 0 1 1 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 56.8 40.6 77.7 16.8 43.0 25.6 60.4
Old : 30.2 57.0 40.5 78.0 16.9 43.1 25.7 60.9
Other: 94.3 100.0 94.3 100.0 94.3 100.0 94.3 100.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,137: 15,935 6,227 1,807 94,637 108,198 112,379 116,232: 5,758 1,905
Old : 79,957: 15,597 5,922 1,002 57,873 71,218 74,472 78,142: 5,485 1,815
Other: 38,180: 757 724 386 36,764 36,980 37,907 38,090: 273 90
: : :
: : Changes in Commitments from: December 28, 2004 :
: 1,596: -895 3,352 -296 3,505 -2,008 2,314 1,048: -718 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.3 1.5 80.1 91.6 95.1 98.4: 4.9 1.6
Old : 100.0: 19.5 7.4 1.3 72.4 89.1 93.1 97.7: 6.9 2.3
Other: 100.0: 2.0 1.9 1.0 96.3 96.9 99.3 99.8: 0.7 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 38 23 16 43 34 91 66:
Old : 114: 40 23 16 38 34 86 65:
Other: 38: 4 5 2 22 17 27 23:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 50.1 54.0 68.0 21.1 29.7 30.3 37.9
Old : 33.6 44.1 48.7 63.7 31.8 37.5 46.0 54.5
Other: 67.2 77.2 82.6 88.9 49.9 64.7 63.0 72.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 380,803: 112,848 54,449 33,097 169,629 264,034 315,574 351,580: 65,229 29,223
Old : 380,803: 112,848 54,449 33,097 169,629 264,034 315,574 351,580: 65,229 29,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 27,728: 21,556 3,164 5,291 -4,050 18,766 22,797 27,221: 4,931 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 14.3 8.7 44.5 69.3 82.9 92.3: 17.1 7.7
Old : 100.0: 29.6 14.3 8.7 44.5 69.3 82.9 92.3: 17.1 7.7
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 : 185: 63 42 40 61 57 157 109:
Old : 185: 63 42 40 61 57 157 109:
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 : 15.7 34.6 26.0 50.5 15.2 27.6 24.4 42.4
Old : 15.7 34.6 26.0 50.5 15.2 27.6 24.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,609: 46,750 11,205 9,904 41,031 82,121 97,685 103,230: 9,924 4,379
Old : 105,735: 46,724 12,222 8,857 40,480 80,568 96,061 101,647: 9,674 4,088
Other: 1,874: 1,053 10 20 551 1,553 1,624 1,583: 250 291
: : :
: : Changes in Commitments from: December 28, 2004 :
: -3,028: -2,668 -2,511 652 -614 -806 -2,630 -2,665: -398 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 10.4 9.2 38.1 76.3 90.8 95.9: 9.2 4.1
Old : 100.0: 44.2 11.6 8.4 38.3 76.2 90.9 96.1: 9.1 3.9
Other: 100.0: 56.2 0.5 1.1 29.4 82.9 86.7 84.5: 13.3 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 137 61 58 94 110 269 208:
Old : 347: 136 69 58 90 110 265 208:
Other: 60: 13 1 4 21 34 34 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 : 16.8 24.5 28.1 37.2 16.8 19.9 27.5 32.1
Old : 17.1 24.8 28.6 37.3 17.1 20.3 28.0 32.5
Other: 53.6 39.5 71.5 55.0 50.0 39.5 65.7 51.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,089: 5,667 14,532 2,029 12,268 2,155 19,964 18,716: 2,125 3,373
Old : 22,089: 5,667 14,532 2,029 12,268 2,155 19,964 18,716: 2,125 3,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,281: -693 -4,747 8 -4,635 -50 -5,320 -4,789: 39 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 65.8 9.2 55.5 9.8 90.4 84.7: 9.6 15.3
Old : 100.0: 25.7 65.8 9.2 55.5 9.8 90.4 84.7: 9.6 15.3
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 : 49: 8 28 2 5 8 14 38:
Old : 49: 8 28 2 5 8 14 38:
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 : 71.6 40.9 88.2 60.6 66.9 38.6 78.8 53.8
Old : 71.6 40.9 88.2 60.6 66.9 38.6 78.8 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 23,325: 17,502 0 0 904 20,146 18,406 20,146: 4,919 3,179
Old : 23,325: 17,502 0 0 904 20,146 18,406 20,146: 4,919 3,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,754: -798 -1,145 0 134 -932 -664 -2,077: -1,090 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
Old : 100.0: 75.0 0.0 0.0 3.9 86.4 78.9 86.4: 21.1 13.6
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 : 21: 8 0 0 1 12 9 12:
Old : 21: 8 0 0 1 12 9 12:
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 : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Old : 64.4 51.2 76.9 74.6 64.4 51.2 76.9 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005