COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 181,859: 51,062 6,023 45,968 61,474 118,619 158,504 170,610: 23,356 11,249
Old : 154,087: 49,772 8,497 35,813 48,629 101,100 134,214 145,410: 19,872 8,677
Other: 27,772: 4,015 252 7,428 12,846 17,520 24,289 25,200: 3,483 2,572
: : :
: : Changes in Commitments from: March 8, 2005 :
: 17,418: 5,414 -1,211 7,444 3,678 10,488 16,536 16,721: 882 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.3 25.3 33.8 65.2 87.2 93.8: 12.8 6.2
Old : 100.0: 32.3 5.5 23.2 31.6 65.6 87.1 94.4: 12.9 5.6
Other: 100.0: 14.5 0.9 26.7 46.3 63.1 87.5 90.7: 12.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 121 32 65 69 68 213 146:
Old : 234: 110 42 62 58 64 198 140:
Other: 111: 36 15 35 44 43 92 81:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 37.0 21.8 48.2 13.0 33.4 20.5 42.5
Old : 15.3 40.8 24.6 50.8 15.3 38.9 24.2 46.9
Other: 20.5 25.2 32.4 39.7 15.3 18.1 21.6 28.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 43,192: 15,545 4,527 9,021 11,725 27,665 36,291 41,213: 6,901 1,979
Old : 43,006: 15,538 4,519 8,934 11,679 27,594 36,151 41,048: 6,855 1,958
Other: 186: 62 62 31 47 71 140 165: 46 21
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,879: 2,345 849 -85 -554 924 1,706 1,687: 172 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 10.5 20.9 27.1 64.1 84.0 95.4: 16.0 4.6
Old : 100.0: 36.1 10.5 20.8 27.2 64.2 84.1 95.4: 15.9 4.6
Other: 100.0: 33.4 33.5 16.7 25.1 38.3 75.3 88.5: 24.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 76 27 38 22 21 123 64:
Old : 136: 76 27 38 22 21 123 64:
Other: 21: 4 11 7 2 5 10 19:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 38.9 29.1 58.9 15.4 32.4 23.8 51.5
Old : 18.3 39.0 29.3 59.1 15.4 32.5 23.9 51.7
Other: 61.9 42.2 74.1 62.7 55.4 40.4 56.4 57.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 163,503: 49,699 5,903 16,582 83,066 134,145 149,347 156,630: 14,156 6,874
Old : 109,293: 46,323 6,200 14,636 35,085 82,036 96,045 102,872: 13,248 6,421
Other: 54,210: 4,285 612 1,037 47,981 52,109 53,303 53,757: 908 453
: : :
: : Changes in Commitments from: March 8, 2005 :
: 8,437: 1,142 -543 4,139 1,723 5,323 7,004 8,919: 1,434 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.6 10.1 50.8 82.0 91.3 95.8: 8.7 4.2
Old : 100.0: 42.4 5.7 13.4 32.1 75.1 87.9 94.1: 12.1 5.9
Other: 100.0: 7.9 1.1 1.9 88.5 96.1 98.3 99.2: 1.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 77 28 49 46 42 157 106:
Old : 178: 71 38 48 41 41 150 104:
Other: 67: 25 4 11 27 29 53 43:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 38.0 36.7 58.1 17.0 26.3 23.8 35.6
Old : 19.7 33.1 29.5 49.2 16.2 25.7 24.2 39.8
Other: 54.5 64.5 70.8 83.5 37.9 51.5 51.8 61.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 485,694: 106,046 14,161 84,940 206,851 340,347 397,836 439,448: 87,857 46,246
Old : 485,694: 106,046 14,161 84,940 206,851 340,347 397,836 439,448: 87,857 46,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,999: 7,947 -9,790 -322 -3,301 19,736 4,324 9,624: 6,675 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.9 17.5 42.6 70.1 81.9 90.5: 18.1 9.5
Old : 100.0: 21.8 2.9 17.5 42.6 70.1 81.9 90.5: 18.1 9.5
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 : 144: 63 20 43 56 50 133 99:
Old : 144: 63 20 43 56 50 133 99:
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 : 14.0 35.6 23.4 50.6 11.2 29.3 19.6 38.1
Old : 14.0 35.6 23.4 50.6 11.2 29.3 19.6 38.1
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, March 15, 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 : 171,480: 55,555 11,348 47,860 52,564 102,278 155,978 161,486: 15,502 9,994
Old : 158,820: 55,806 13,434 41,313 46,838 94,980 143,957 149,727: 14,863 9,094
Other: 12,659: 2,976 1,141 3,320 5,726 7,298 12,021 11,759: 638 901
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,792: -212 85 -423 2,505 1,951 1,870 1,613: -78 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.6 27.9 30.7 59.6 91.0 94.2: 9.0 5.8
Old : 100.0: 35.1 8.5 26.0 29.5 59.8 90.6 94.3: 9.4 5.7
Other: 100.0: 23.5 9.0 26.2 45.2 57.7 95.0 92.9: 5.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 175 71 128 102 117 327 274:
Old : 386: 169 78 126 98 116 323 269:
Other: 131: 31 18 30 46 61 88 99:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.1 21.5 30.1 11.3 15.5 19.2 25.6
Old : 12.4 19.2 22.1 30.0 12.2 16.2 20.7 26.6
Other: 31.1 26.6 49.0 39.3 22.1 18.8 31.5 25.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 26,281: 7,043 19,080 2,714 14,208 1,136 23,965 22,930: 2,316 3,351
Old : 26,281: 7,043 19,080 2,714 14,208 1,136 23,965 22,930: 2,316 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -5,809: -997 2,590 -845 -3,274 -6,691 -5,116 -4,946: -693 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 72.6 10.3 54.1 4.3 91.2 87.3: 8.8 12.7
Old : 100.0: 26.8 72.6 10.3 54.1 4.3 91.2 87.3: 8.8 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 : 54: 10 31 9 6 8 23 42:
Old : 54: 10 31 9 6 8 23 42:
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 : 61.8 44.9 85.3 64.8 60.9 44.8 77.6 59.0
Old : 61.8 44.9 85.3 64.8 60.9 44.8 77.6 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005