COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 128,736: 28,200 16,266 32,305 52,973 72,967 113,478 121,537: 15,257 7,198
Old : 118,060: 27,971 16,426 29,557 46,404 65,242 103,932 111,225: 14,127 6,835
Other: 10,676: 924 535 2,053 6,569 7,725 9,546 10,312: 1,130 364
: : :
: : Changes in Commitments from: January 4, 2005 :
: 15,854: 12,225 -13,629 7,134 -5,953 21,386 13,405 14,891: 2,449 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 12.6 25.1 41.1 56.7 88.1 94.4: 11.9 5.6
Old : 100.0: 23.7 13.9 25.0 39.3 55.3 88.0 94.2: 12.0 5.8
Other: 100.0: 8.7 5.0 19.2 61.5 72.4 89.4 96.6: 10.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 151 86 102 90 86 291 232:
Old : 355: 153 84 100 88 84 288 228:
Other: 97: 19 25 32 38 29 77 69:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 27.3 23.3 36.6 14.0 23.3 21.3 29.9
Old : 15.3 27.1 24.2 36.4 15.3 23.1 23.2 30.1
Other: 31.8 43.3 44.8 54.5 25.1 42.7 35.1 51.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 61,894: 10,068 2,956 20,019 25,904 37,209 55,992 60,184: 5,902 1,710
Old : 61,811: 10,093 2,919 19,994 25,839 37,189 55,926 60,102: 5,886 1,709
Other: 83: 0 61 1 65 20 66 83: 17 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,516: -1,769 236 141 675 -1,437 -953 -1,059: -563 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.8 32.3 41.9 60.1 90.5 97.2: 9.5 2.8
Old : 100.0: 16.3 4.7 32.3 41.8 60.2 90.5 97.2: 9.5 2.8
Other: 100.0: 0.0 74.2 1.3 78.6 24.4 79.9 99.9: 20.1 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 53 24 34 37 25 105 70:
Old : 120: 53 24 34 37 25 105 70:
Other: 12: 0 9 2 2 2 4 11:
:----------------------------------------------------------------------------------------------------
: 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 : 40.5 46.6 53.7 63.4 14.3 22.9 17.9 30.6
Old : 40.6 46.6 53.7 63.5 14.3 23.0 17.9 30.6
Other: 79.9 58.0 79.9 93.0 78.4 56.9 78.4 91.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 128,556: 13,637 11,987 8,590 98,835 105,837 121,061 126,414: 7,495 2,143
Old : 88,170: 13,343 11,377 7,721 60,232 67,231 81,296 86,329: 6,874 1,841
Other: 40,386: 813 1,129 349 38,603 38,606 39,765 40,084: 621 302
: : :
: : Changes in Commitments from: January 4, 2005 :
: -822: -1,355 5,839 925 -970 -6,990 -1,401 -227: 579 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.3 6.7 76.9 82.3 94.2 98.3: 5.8 1.7
Old : 100.0: 15.1 12.9 8.8 68.3 76.3 92.2 97.9: 7.8 2.1
Other: 100.0: 2.0 2.8 0.9 95.6 95.6 98.5 99.3: 1.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 45 33 37 47 38 111 95:
Old : 135: 50 33 37 44 38 108 95:
Other: 41: 4 9 5 21 16 27 28:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 43.2 53.4 60.0 19.7 25.4 26.2 32.1
Old : 32.8 36.1 46.1 53.3 29.7 28.3 39.9 43.0
Other: 65.0 75.2 82.4 87.0 50.0 63.6 63.9 70.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 516,107: 101,484 27,401 117,298 223,881 330,749 442,663 475,448: 73,445 40,660
Old : 516,107: 101,484 27,401 117,298 223,881 330,749 442,663 475,448: 73,445 40,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -41,570: -28,890 2,935 -8,073 1,736 -41,256 -35,227 -46,394: -6,343 4,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.3 22.7 43.4 64.1 85.8 92.1: 14.2 7.9
Old : 100.0: 19.7 5.3 22.7 43.4 64.1 85.8 92.1: 14.2 7.9
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 : 179: 65 37 59 65 57 163 123:
Old : 179: 65 37 59 65 57 163 123:
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 : 14.8 30.4 24.2 45.7 10.5 24.3 17.4 32.9
Old : 14.8 30.4 24.2 45.7 10.5 24.3 17.4 32.9
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 11, 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 : 139,781: 40,277 8,228 39,225 48,343 86,552 127,844 134,004: 11,936 5,777
Old : 136,956: 40,318 9,446 37,416 47,619 84,681 125,353 131,543: 11,603 5,413
Other: 2,825: 1,273 96 494 724 1,871 2,491 2,461: 333 364
: : :
: : Changes in Commitments from: January 4, 2005 :
: -11,574: -7,768 363 -3,515 -283 -8,108 -11,566 -11,260: -8 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.9 28.1 34.6 61.9 91.5 95.9: 8.5 4.1
Old : 100.0: 29.4 6.9 27.3 34.8 61.8 91.5 96.0: 8.5 4.0
Other: 100.0: 45.1 3.4 17.5 25.6 66.2 88.2 87.1: 11.8 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 171 64 119 106 122 320 275:
Old : 381: 170 71 119 105 122 319 275:
Other: 74: 13 11 17 23 37 45 56:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 20.8 22.6 32.5 11.0 15.1 18.4 23.9
Old : 14.2 21.0 22.9 32.7 11.2 15.4 18.8 24.2
Other: 45.0 34.5 61.7 47.7 39.9 34.5 52.2 43.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 20,144: 4,524 10,053 3,499 9,518 4,030 17,540 17,582: 2,604 2,562
Old : 20,144: 4,524 10,053 3,499 9,518 4,030 17,540 17,582: 2,604 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -4,386: -795 -4,447 -231 -3,356 1,633 -4,382 -3,046: -4 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 49.9 17.4 47.2 20.0 87.1 87.3: 12.9 12.7
Old : 100.0: 22.5 49.9 17.4 47.2 20.0 87.1 87.3: 12.9 12.7
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 : 51: 7 30 11 8 9 22 44:
Old : 51: 7 30 11 8 9 22 44:
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 37.5 79.5 58.9 55.4 33.3 61.4 49.4
Old : 67.7 37.5 79.5 58.9 55.4 33.3 61.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005