COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 112,882: 15,975 29,895 25,171 58,926 51,580 100,073 106,646: 12,809 6,235
Old : 102,838: 15,452 29,678 23,274 52,321 44,162 91,046 97,114: 11,791 5,723
Other: 10,044: 859 552 1,563 6,606 7,418 9,027 9,532: 1,017 512
: : :
: : Changes in Commitments from: December 28, 2004 :
: -970: 2,480 -5,336 1,078 -4,746 4,297 -1,188 40: 218 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.5 22.3 52.2 45.7 88.7 94.5: 11.3 5.5
Old : 100.0: 15.0 28.9 22.6 50.9 42.9 88.5 94.4: 11.5 5.6
Other: 100.0: 8.5 5.5 15.6 65.8 73.9 89.9 94.9: 10.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 132 99 92 94 83 272 234:
Old : 344: 134 96 89 91 83 267 231:
Other: 98: 14 30 29 39 28 77 65:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 20.9 28.6 30.6 16.1 16.6 23.4 23.5
Old : 18.2 20.3 29.7 29.7 16.9 15.7 24.4 22.0
Other: 35.3 45.0 50.8 56.5 30.3 44.4 40.8 54.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 63,410: 11,838 2,721 19,878 25,229 38,646 56,945 61,244: 6,465 2,166
Old : 63,294: 11,887 2,675 19,828 25,129 38,625 56,844 61,128: 6,450 2,166
Other: 116: 0 95 1 100 20 101 116: 15 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 514: 884 -91 408 -179 67 1,113 384: -599 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.3 31.3 39.8 60.9 89.8 96.6: 10.2 3.4
Old : 100.0: 18.8 4.2 31.3 39.7 61.0 89.8 96.6: 10.2 3.4
Other: 100.0: 0.2 81.8 0.8 85.9 17.4 86.9 99.9: 13.1 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 64 24 36 33 27 114 72:
Old : 129: 65 23 36 33 27 114 72:
Other: 8: 1 5 1 1 2 3 7:
:----------------------------------------------------------------------------------------------------
: 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 : 39.4 43.6 51.7 61.4 11.8 20.7 15.3 28.9
Old : 39.4 43.7 51.6 61.5 11.8 20.8 15.3 29.1
Other: 86.9 96.2 86.9 99.9 85.9 96.2 85.9 99.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 129,378: 14,992 6,148 7,665 99,805 112,828 122,462 126,640: 6,916 2,738
Old : 91,190: 14,664 5,845 6,850 63,041 75,848 84,555 88,543: 6,635 2,648
Other: 38,187: 750 724 393 36,764 36,980 37,907 38,097: 280 90
: : :
: : Changes in Commitments from: December 28, 2004 :
: 2,828: -715 3,193 443 3,707 -1,398 3,435 2,238: -608 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.8 5.9 77.1 87.2 94.7 97.9: 5.3 2.1
Old : 100.0: 16.1 6.4 7.5 69.1 83.2 92.7 97.1: 7.3 2.9
Other: 100.0: 2.0 1.9 1.0 96.3 96.8 99.3 99.8: 0.7 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 47 21 35 46 37 105 84:
Old : 122: 48 22 35 43 37 102 83:
Other: 38: 4 5 4 22 17 27 25:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 45.8 51.2 63.2 19.7 26.4 28.1 33.8
Old : 30.2 40.1 45.0 57.4 28.6 31.8 41.0 46.6
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 with Delta-adjusted Options and Futures Combined, 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 : 557,677: 130,374 24,466 125,371 222,144 372,005 477,889 521,842: 79,788 35,835
Old : 557,677: 130,374 24,466 125,371 222,144 372,005 477,889 521,842: 79,788 35,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 29,913: 21,690 1,980 6,740 -3,097 19,325 25,332 28,045: 4,580 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.4 22.5 39.8 66.7 85.7 93.6: 14.3 6.4
Old : 100.0: 23.4 4.4 22.5 39.8 66.7 85.7 93.6: 14.3 6.4
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 : 193: 71 40 57 70 60 180 121:
Old : 193: 71 40 57 70 60 180 121:
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 : 15.2 31.6 24.1 47.3 10.4 24.9 16.8 34.4
Old : 15.2 31.6 24.1 47.3 10.4 24.9 16.8 34.4
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 with Delta-adjusted Options and Futures Combined, 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 : 151,355: 48,045 7,865 42,740 48,625 94,659 139,410 145,264: 11,945 6,091
Old : 148,978: 48,015 8,872 41,290 48,074 93,049 137,380 143,211: 11,598 5,767
Other: 2,377: 1,088 51 391 551 1,611 2,031 2,053: 346 324
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,112: -2,924 -2,389 -869 -863 -1,363 -4,656 -4,621: -456 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 5.2 28.2 32.1 62.5 92.1 96.0: 7.9 4.0
Old : 100.0: 32.2 6.0 27.7 32.3 62.5 92.2 96.1: 7.8 3.9
Other: 100.0: 45.8 2.1 16.5 23.2 67.8 85.4 86.4: 14.6 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 171 69 118 107 124 326 277:
Old : 390: 174 72 118 106 124 325 277:
Other: 71: 13 10 16 21 37 43 54:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.3 23.1 31.6 12.0 14.5 19.6 23.3
Old : 13.9 20.5 23.4 31.7 12.2 14.7 19.9 23.5
Other: 42.3 31.1 61.5 45.7 39.4 31.1 51.8 40.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 24,530: 5,318 14,500 3,730 12,874 2,397 21,923 20,628: 2,608 3,902
Old : 24,530: 5,318 14,500 3,730 12,874 2,397 21,923 20,628: 2,608 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -5,419: -980 -4,699 -22 -4,626 16 -5,627 -4,704: 208 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 59.1 15.2 52.5 9.8 89.4 84.1: 10.6 15.9
Old : 100.0: 21.7 59.1 15.2 52.5 9.8 89.4 84.1: 10.6 15.9
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 : 53: 6 32 10 6 12 19 48:
Old : 53: 6 32 10 6 12 19 48:
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 : 67.7 36.8 83.2 55.2 61.2 34.0 71.8 47.7
Old : 67.7 36.8 83.2 55.2 61.2 34.0 71.8 47.7
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 with Delta-adjusted Options and Futures Combined, 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 : 23,327: 17,502 0 0 904 20,146 18,406 20,146: 4,921 3,181
Old : 23,327: 17,502 0 0 904 20,146 18,406 20,146: 4,921 3,181
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