COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 162,274: 44,990 4,739 31,563 66,228 117,066 142,781 153,368: 19,493 8,906
Old : 117,346: 40,672 6,048 15,536 46,227 90,668 102,436 112,252: 14,910 5,094
Other: 44,928: 7,124 1,497 13,220 20,001 26,398 40,345 41,116: 4,582 3,812
: : :
: : Changes in Commitments from: April 26, 2005 :
: -215: -2,025 1,076 836 2,495 -2,751 1,306 -839: -1,521 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 2.9 19.5 40.8 72.1 88.0 94.5: 12.0 5.5
Old : 100.0: 34.7 5.2 13.2 39.4 77.3 87.3 95.7: 12.7 4.3
Other: 100.0: 15.9 3.3 29.4 44.5 58.8 89.8 91.5: 10.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 102 35 54 60 65 194 131:
Old : 214: 96 45 42 41 59 164 120:
Other: 127: 38 26 34 46 50 102 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 35.7 26.6 48.4 15.7 30.7 23.0 40.8
Old : 21.5 43.4 32.2 55.2 21.5 39.6 30.5 51.0
Other: 20.7 22.0 33.1 37.5 14.7 19.1 23.0 27.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 35,965: 12,811 4,136 5,690 12,595 24,228 31,097 34,055: 4,868 1,911
Old : 35,445: 12,804 4,302 5,361 12,502 23,938 30,667 33,601: 4,778 1,845
Other: 520: 238 66 98 93 290 430 454: 90 66
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,088: -366 585 -492 -2,180 -4,255 -3,038 -4,162: -1,049 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.5 15.8 35.0 67.4 86.5 94.7: 13.5 5.3
Old : 100.0: 36.1 12.1 15.1 35.3 67.5 86.5 94.8: 13.5 5.2
Other: 100.0: 45.9 12.7 18.8 18.0 55.7 82.7 87.2: 17.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 64 19 22 21 17 95 48:
Old : 112: 61 22 22 21 17 95 48:
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 : 20.4 48.1 31.8 64.9 20.4 45.5 30.5 61.3
Old : 20.7 48.2 32.2 65.1 20.7 45.5 30.9 61.5
Other: 45.6 62.4 70.2 74.9 40.9 60.4 54.3 63.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 136,118: 23,615 14,794 12,827 89,148 103,114 125,590 130,735: 10,528 5,383
Old : 70,316: 17,691 14,022 8,064 34,764 43,195 60,519 65,281: 9,797 5,035
Other: 65,801: 7,536 2,385 3,150 54,385 59,919 65,071 65,454: 731 348
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,592: 23 904 -148 2,486 1,698 2,362 2,455: 230 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.9 9.4 65.5 75.8 92.3 96.0: 7.7 4.0
Old : 100.0: 25.2 19.9 11.5 49.4 61.4 86.1 92.8: 13.9 7.2
Other: 100.0: 11.5 3.6 4.8 82.6 91.1 98.9 99.5: 1.1 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 57 34 31 53 42 126 91:
Old : 147: 63 25 29 51 39 122 85:
Other: 75: 13 21 18 29 31 59 53:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 34.5 41.5 51.8 20.4 27.2 29.7 35.3
Old : 17.0 28.5 27.9 42.3 15.6 25.9 25.6 38.4
Other: 49.1 53.5 65.2 71.7 33.3 40.2 47.4 51.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 445,811: 72,406 83,453 64,329 238,285 242,433 375,020 390,215: 70,791 55,596
Old : 445,811: 72,406 83,453 64,329 238,285 242,433 375,020 390,215: 70,791 55,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,602: 437 204 980 -2,413 -5,455 -996 -4,271: -3,605 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.7 14.4 53.4 54.4 84.1 87.5: 15.9 12.5
Old : 100.0: 16.2 18.7 14.4 53.4 54.4 84.1 87.5: 15.9 12.5
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 : 153: 45 46 39 56 42 121 107:
Old : 153: 45 46 39 56 42 121 107:
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 : 16.3 28.5 29.1 43.7 13.8 23.8 24.6 31.7
Old : 16.3 28.5 29.1 43.7 13.8 23.8 24.6 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, May 3, 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 : 131,218: 33,888 9,205 34,229 49,589 80,105 117,706 123,539: 13,512 7,679
Old : 110,839: 33,678 14,097 23,930 40,776 66,412 98,383 104,438: 12,456 6,401
Other: 20,379: 5,883 781 4,627 8,813 13,693 19,323 19,101: 1,056 1,278
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,330: -318 349 -5,083 -1,456 -1,798 -6,857 -6,533: -473 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.0 26.1 37.8 61.0 89.7 94.1: 10.3 5.9
Old : 100.0: 30.4 12.7 21.6 36.8 59.9 88.8 94.2: 11.2 5.8
Other: 100.0: 28.9 3.8 22.7 43.2 67.2 94.8 93.7: 5.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 175 51 120 103 112 312 252:
Old : 354: 160 65 113 98 109 301 245:
Other: 158: 46 17 39 61 72 117 120:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 23.2 23.1 34.8 12.3 18.8 19.9 26.7
Old : 14.4 23.4 24.5 34.2 14.4 19.5 23.5 29.3
Other: 31.1 34.6 45.7 44.5 25.9 25.6 31.1 33.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 20,716: 8,331 4,599 2,770 6,122 11,046 17,223 18,414: 3,493 2,302
Old : 20,716: 8,331 4,599 2,770 6,122 11,046 17,223 18,414: 3,493 2,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,220: 1,515 22 61 365 2,494 1,942 2,578: 278 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 22.2 13.4 29.6 53.3 83.1 88.9: 16.9 11.1
Old : 100.0: 40.2 22.2 13.4 29.6 53.3 83.1 88.9: 16.9 11.1
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 : 40: 14 14 9 7 5 27 24:
Old : 40: 14 14 9 7 5 27 24:
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 : 51.0 68.2 71.3 79.2 47.0 59.0 61.2 67.3
Old : 51.0 68.2 71.3 79.2 47.0 59.0 61.2 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005