COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 176,096: 43,707 4,588 45,456 64,613 114,782 153,776 164,826: 22,321 11,271
Old : 141,610: 42,256 7,156 31,760 48,736 94,151 122,752 133,066: 18,858 8,544
Other: 34,486: 4,496 477 10,651 15,877 20,632 31,023 31,760: 3,463 2,727
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,369: -1,291 -190 -1,662 720 -795 -2,233 -2,647: -1,136 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.6 25.8 36.7 65.2 87.3 93.6: 12.7 6.4
Old : 100.0: 29.8 5.1 22.4 34.4 66.5 86.7 94.0: 13.3 6.0
Other: 100.0: 13.0 1.4 30.9 46.0 59.8 90.0 92.1: 10.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 101 38 62 74 75 208 151:
Old : 230: 96 43 54 61 72 186 144:
Other: 124: 34 22 38 48 50 103 91:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 33.9 24.1 45.3 13.4 28.4 20.7 38.2
Old : 16.6 38.5 26.0 48.2 16.6 35.9 25.9 44.5
Other: 24.4 24.4 38.6 38.7 20.2 20.7 26.4 28.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 47,107: 18,413 4,389 8,655 12,812 31,715 39,880 44,759: 7,227 2,348
Old : 46,763: 18,466 4,481 8,419 12,757 31,546 39,642 44,446: 7,122 2,317
Other: 343: 128 89 55 55 169 238 313: 105 30
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,254: 1,573 95 555 -168 1,627 1,960 2,277: 293 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 9.3 18.4 27.2 67.3 84.7 95.0: 15.3 5.0
Old : 100.0: 39.5 9.6 18.0 27.3 67.5 84.8 95.0: 15.2 5.0
Other: 100.0: 37.3 25.9 16.1 16.0 49.2 69.4 91.2: 30.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 75 24 35 26 21 124 63:
Old : 138: 74 25 35 26 21 124 63:
Other: 21: 8 6 9 3 5 12 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 : 17.7 42.6 28.8 62.7 15.5 36.2 25.3 56.3
Old : 17.8 42.7 29.0 62.9 15.7 36.4 25.5 56.5
Other: 48.7 56.5 63.2 74.3 42.9 56.5 50.7 72.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 145,610: 32,309 4,020 15,381 84,976 118,861 132,666 138,261: 12,944 7,349
Old : 88,196: 28,818 3,342 13,060 34,801 65,391 76,679 81,794: 11,517 6,402
Other: 57,415: 4,403 1,590 1,408 50,175 53,469 55,987 56,468: 1,428 947
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,961: -3,583 242 -1,361 1,827 -3,145 -3,117 -4,264: -844 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 2.8 10.6 58.4 81.6 91.1 95.0: 8.9 5.0
Old : 100.0: 32.7 3.8 14.8 39.5 74.1 86.9 92.7: 13.1 7.3
Other: 100.0: 7.7 2.8 2.5 87.4 93.1 97.5 98.4: 2.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 62 26 51 52 44 149 100:
Old : 157: 68 20 51 49 42 144 97:
Other: 67: 16 13 14 27 29 53 46:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 37.5 39.6 57.0 17.1 25.7 24.8 35.4
Old : 17.6 32.7 29.2 49.5 15.7 25.8 24.0 40.7
Other: 56.6 59.9 73.0 77.6 40.0 47.1 54.0 57.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 489,459: 77,078 50,424 88,695 241,508 287,680 407,281 426,800: 82,178 62,659
Old : 489,459: 77,078 50,424 88,695 241,508 287,680 407,281 426,800: 82,178 62,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 14,722: -5,757 15,898 6,137 10,765 -11,860 11,144 10,174: 3,578 4,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.3 18.1 49.3 58.8 83.2 87.2: 16.8 12.8
Old : 100.0: 15.7 10.3 18.1 49.3 58.8 83.2 87.2: 16.8 12.8
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 : 164: 58 36 49 63 52 136 122:
Old : 164: 58 36 49 63 52 136 122:
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 : 15.5 28.3 26.0 42.0 12.1 23.3 20.6 31.7
Old : 15.5 28.3 26.0 42.0 12.1 23.3 20.6 31.7
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, April 5, 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 : 158,497: 45,344 8,270 46,210 52,341 94,406 143,895 148,885: 14,602 9,612
Old : 144,552: 45,315 10,952 39,314 46,024 85,646 130,654 135,912: 13,898 8,639
Other: 13,946: 3,488 777 3,436 6,317 8,760 13,241 12,973: 705 973
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,177: 456 46 1,592 -1,241 -1,024 807 613: 371 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.2 29.2 33.0 59.6 90.8 93.9: 9.2 6.1
Old : 100.0: 31.3 7.6 27.2 31.8 59.2 90.4 94.0: 9.6 6.0
Other: 100.0: 25.0 5.6 24.6 45.3 62.8 94.9 93.0: 5.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 181 62 133 102 115 336 277:
Old : 391: 175 72 129 99 114 330 272:
Other: 139: 33 21 33 52 65 99 107:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.5 22.4 31.0 11.3 14.8 18.6 24.4
Old : 12.7 20.4 21.8 31.6 12.4 16.0 20.4 25.6
Other: 34.4 25.7 51.6 38.4 24.0 17.8 30.7 26.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 18,878: 5,874 5,340 2,730 5,966 7,795 14,570 15,865: 4,308 3,013
Old : 18,878: 5,874 5,340 2,730 5,966 7,795 14,570 15,865: 4,308 3,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -253: 716 -2,669 6 -1,728 2,662 -1,006 -1: 753 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 28.3 14.5 31.6 41.3 77.2 84.0: 22.8 16.0
Old : 100.0: 31.1 28.3 14.5 31.6 41.3 77.2 84.0: 22.8 16.0
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 : 47: 19 18 9 6 5 32 26:
Old : 47: 19 18 9 6 5 32 26:
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 : 50.6 61.9 65.4 72.5 44.0 51.4 54.0 60.2
Old : 50.6 61.9 65.4 72.5 44.0 51.4 54.0 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005