COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 162,489: 47,015 3,663 30,727 63,733 119,817 141,476 154,208: 21,014 8,282
Old : 120,789: 43,674 5,344 15,465 44,964 95,254 104,103 116,063: 16,687 4,726
Other: 41,700: 5,593 571 13,010 18,770 24,563 37,373 38,144: 4,327 3,556
: : :
: : Changes in Commitments from: April 19, 2005 :
: 309: 3,541 -120 3,702 -7,964 -1,931 -721 1,650: 1,030 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.3 18.9 39.2 73.7 87.1 94.9: 12.9 5.1
Old : 100.0: 36.2 4.4 12.8 37.2 78.9 86.2 96.1: 13.8 3.9
Other: 100.0: 13.4 1.4 31.2 45.0 58.9 89.6 91.5: 10.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 105 33 55 62 65 194 131:
Old : 216: 100 40 43 39 61 160 123:
Other: 124: 45 15 34 51 48 105 88:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 38.2 25.1 50.6 15.2 32.7 22.2 43.6
Old : 20.4 45.8 30.2 56.9 20.4 42.7 29.2 53.4
Other: 19.4 22.3 31.8 38.2 12.7 19.2 18.0 26.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 40,053: 13,178 3,552 6,183 14,775 28,482 34,136 38,217: 5,918 1,837
Old : 39,521: 13,190 3,763 5,816 14,685 28,172 33,692 37,751: 5,829 1,770
Other: 532: 265 66 90 90 311 444 466: 89 66
: : :
: : Changes in Commitments from: April 19, 2005 :
: -769: 902 118 316 -2,284 -939 -1,067 -505: 298 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.9 15.4 36.9 71.1 85.2 95.4: 14.8 4.6
Old : 100.0: 33.4 9.5 14.7 37.2 71.3 85.3 95.5: 14.7 4.5
Other: 100.0: 49.7 12.3 16.9 16.8 58.4 83.4 87.6: 16.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 66 15 26 22 18 98 51:
Old : 113: 61 20 26 22 18 98 51:
Other: 21: 10 4 10 5 5 16 18:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 46.8 33.6 65.7 17.6 38.7 27.3 57.2
Old : 22.5 46.7 34.0 65.9 17.8 38.6 27.6 57.3
Other: 46.0 64.6 70.4 76.0 41.8 62.4 56.9 65.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 133,526: 23,592 13,890 12,974 86,662 101,416 123,228 128,280: 10,298 5,246
Old : 70,289: 18,099 13,211 8,378 34,184 44,124 60,661 65,713: 9,628 4,576
Other: 63,237: 7,216 2,402 2,873 52,478 57,291 62,567 62,567: 670 670
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,094: -1,132 6,884 1,698 4,158 -5,457 4,724 3,126: -630 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.4 9.7 64.9 76.0 92.3 96.1: 7.7 3.9
Old : 100.0: 25.7 18.8 11.9 48.6 62.8 86.3 93.5: 13.7 6.5
Other: 100.0: 11.4 3.8 4.5 83.0 90.6 98.9 98.9: 1.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 58 35 32 51 40 125 92:
Old : 147: 64 26 29 51 38 122 86:
Other: 76: 15 21 18 29 30 59 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 : 29.8 34.9 42.1 52.4 21.7 27.5 31.1 36.2
Old : 17.0 28.6 28.4 43.0 16.2 25.4 26.3 39.1
Other: 50.4 55.2 66.7 72.8 35.2 42.1 48.8 52.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 450,413: 71,968 83,249 63,349 240,698 247,888 376,016 394,486: 74,397 55,927
Old : 450,413: 71,968 83,249 63,349 240,698 247,888 376,016 394,486: 74,397 55,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -667: 8,829 5,730 -379 -3,827 -1,561 4,623 3,790: -5,290 -4,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.5 14.1 53.4 55.0 83.5 87.6: 16.5 12.4
Old : 100.0: 16.0 18.5 14.1 53.4 55.0 83.5 87.6: 16.5 12.4
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 : 155: 50 40 36 60 45 124 107:
Old : 155: 50 40 36 60 45 124 107:
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 : 16.0 27.7 28.5 43.7 13.8 22.6 24.0 31.9
Old : 16.0 27.7 28.5 43.7 13.8 22.6 24.0 31.9
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, April 26, 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 : 138,548: 34,206 8,856 39,312 51,045 81,903 124,564 130,071: 13,985 8,477
Old : 119,334: 33,578 12,696 30,184 42,648 69,274 106,411 112,155: 12,923 7,179
Other: 19,214: 5,221 753 4,535 8,397 12,629 18,153 17,917: 1,062 1,298
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,938: 4,388 1,291 5,642 -4,008 -842 6,022 6,092: 917 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.4 28.4 36.8 59.1 89.9 93.9: 10.1 6.1
Old : 100.0: 28.1 10.6 25.3 35.7 58.1 89.2 94.0: 10.8 6.0
Other: 100.0: 27.2 3.9 23.6 43.7 65.7 94.5 93.2: 5.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 167 47 110 100 105 301 234:
Old : 341: 157 58 103 96 101 291 226:
Other: 149: 37 21 36 58 73 108 118:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 23.5 23.8 35.2 11.7 17.9 18.8 25.8
Old : 13.8 24.1 23.5 35.2 13.4 18.8 21.7 27.3
Other: 30.6 33.0 45.4 42.9 25.2 24.7 30.5 32.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 18,496: 6,816 4,577 2,708 5,757 8,551 15,281 15,836: 3,215 2,660
Old : 18,496: 6,816 4,577 2,708 5,757 8,551 15,281 15,836: 3,215 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 737: -307 274 -35 809 214 467 453: 270 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 24.7 14.6 31.1 46.2 82.6 85.6: 17.4 14.4
Old : 100.0: 36.9 24.7 14.6 31.1 46.2 82.6 85.6: 17.4 14.4
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 : 39: 15 13 9 6 6 25 25:
Old : 39: 15 13 9 6 6 25 25:
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 : 55.6 66.1 70.2 76.1 48.6 54.7 57.6 62.4
Old : 55.6 66.1 70.2 76.1 48.6 54.7 57.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005