COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 130,660: 18,798 18,334 32,997 59,076 66,470 110,872 117,801: 19,788 12,859
Old : 117,339: 19,259 18,138 29,525 50,952 58,048 99,736 105,711: 17,603 11,627
Other: 13,321: 542 1,200 2,469 8,124 8,421 11,136 12,090: 2,186 1,232
: : :
: : Changes in Commitments from: January 25, 2005 :
: -7,179: -12,145 9,617 -1,084 7,171 -17,626 -6,058 -9,094: -1,121 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.0 25.3 45.2 50.9 84.9 90.2: 15.1 9.8
Old : 100.0: 16.4 15.5 25.2 43.4 49.5 85.0 90.1: 15.0 9.9
Other: 100.0: 4.1 9.0 18.5 61.0 63.2 83.6 90.8: 16.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 85 66 73 68 61 187 169:
Old : 231: 87 62 71 67 61 184 167:
Other: 86: 17 24 32 35 30 71 68:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 25.3 26.6 34.4 16.1 19.8 23.0 25.3
Old : 17.9 25.9 28.3 35.0 17.9 20.9 25.1 26.7
Other: 31.7 30.5 45.3 45.7 24.8 23.2 30.7 33.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 62,826: 7,599 1,947 21,730 28,024 37,567 57,353 61,244: 5,474 1,583
Old : 62,743: 7,648 1,936 21,678 27,961 37,547 57,288 61,162: 5,455 1,582
Other: 83: 1 61 1 63 20 65 82: 18 1
: : :
: : Changes in Commitments from: January 25, 2005 :
: -226: -20 -135 -833 555 829 -298 -139: 72 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.1 34.6 44.6 59.8 91.3 97.5: 8.7 2.5
Old : 100.0: 12.2 3.1 34.6 44.6 59.8 91.3 97.5: 8.7 2.5
Other: 100.0: 1.2 73.1 1.3 75.5 24.3 78.0 98.7: 22.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 59 17 34 35 26 107 67:
Old : 120: 60 17 34 35 26 107 67:
Other: 13: 1 9 2 2 2 5 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 : 39.2 46.6 52.6 62.4 10.7 21.7 14.7 28.3
Old : 39.2 46.6 52.6 62.5 10.7 21.7 14.7 28.4
Other: 77.8 57.5 78.0 91.8 76.4 56.5 76.4 90.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 128,073: 19,428 10,818 10,518 89,370 103,973 119,316 125,309: 8,756 2,764
Old : 84,397: 18,422 10,942 9,038 48,786 61,567 76,246 81,547: 8,151 2,850
Other: 43,676: 1,752 621 735 40,584 42,406 43,070 43,762: 605 -86
: : :
: : Changes in Commitments from: January 25, 2005 :
: -728: 3,700 -2,369 -591 -4,328 1,616 -1,218 -1,343: 490 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.4 8.2 69.8 81.2 93.2 97.8: 6.8 2.2
Old : 100.0: 21.8 13.0 10.7 57.8 72.9 90.3 96.6: 9.7 3.4
Other: 100.0: 4.0 1.4 1.7 92.9 97.1 98.6 100.2: 1.4 -0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 47 35 40 48 38 116 95:
Old : 136: 47 37 39 47 38 114 94:
Other: 45: 10 5 8 22 22 34 33:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 39.7 49.6 58.9 19.8 24.5 28.1 32.4
Old : 28.1 32.6 41.5 49.0 24.1 27.1 34.9 40.1
Other: 67.7 72.4 81.6 87.5 53.6 62.2 62.5 72.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 584,088: 124,656 13,073 117,524 238,374 403,540 480,554 534,137: 103,534 49,951
Old : 584,088: 124,656 13,073 117,524 238,374 403,540 480,554 534,137: 103,534 49,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 48,109: 26,807 -10,380 2,796 10,861 57,220 40,464 49,636: 7,645 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.2 20.1 40.8 69.1 82.3 91.4: 17.7 8.6
Old : 100.0: 21.3 2.2 20.1 40.8 69.1 82.3 91.4: 17.7 8.6
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 : 171: 74 29 53 60 55 160 111:
Old : 171: 74 29 53 60 55 160 111:
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 : 15.0 31.1 24.0 46.6 9.5 24.8 16.1 34.2
Old : 15.0 31.1 24.0 46.6 9.5 24.8 16.1 34.2
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, February 1, 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 : 145,260: 42,891 10,377 39,796 48,646 87,405 131,333 137,578: 13,927 7,682
Old : 141,647: 42,808 11,544 37,772 47,537 84,986 128,117 134,302: 13,529 7,345
Other: 3,613: 1,446 197 660 1,109 2,419 3,216 3,277: 398 337
: : :
: : Changes in Commitments from: January 25, 2005 :
: 581: -357 375 -552 648 -610 -262 -787: 842 1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.1 27.4 33.5 60.2 90.4 94.7: 9.6 5.3
Old : 100.0: 30.2 8.1 26.7 33.6 60.0 90.4 94.8: 9.6 5.2
Other: 100.0: 40.0 5.5 18.3 30.7 66.9 89.0 90.7: 11.0 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 173 69 122 101 119 318 278:
Old : 385: 173 73 121 100 119 317 276:
Other: 86: 19 10 17 29 43 53 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 : 12.7 20.0 20.7 31.1 10.8 15.6 17.6 24.3
Old : 12.8 20.3 21.0 31.7 11.1 16.0 18.0 24.8
Other: 35.1 28.6 51.2 42.1 29.4 27.6 41.1 38.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 21,640: 5,482 9,794 3,707 9,035 6,098 18,223 19,599: 3,416 2,040
Old : 21,640: 5,482 9,794 3,707 9,035 6,098 18,223 19,599: 3,416 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 422: 916 -249 87 -386 587 617 426: -195 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 45.3 17.1 41.8 28.2 84.2 90.6: 15.8 9.4
Old : 100.0: 25.3 45.3 17.1 41.8 28.2 84.2 90.6: 15.8 9.4
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 : 57: 17 25 12 9 9 34 39:
Old : 57: 17 25 12 9 9 34 39:
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 : 62.2 33.7 72.6 57.0 48.0 29.4 52.6 46.8
Old : 62.2 33.7 72.6 57.0 48.0 29.4 52.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005