COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 152,114: 34,539 6,551 31,770 69,014 105,557 135,323 143,879: 16,792 8,236
Old : 103,522: 31,584 6,977 14,264 46,016 77,670 91,864 98,912: 11,658 4,610
Other: 48,593: 5,288 1,908 15,172 22,998 27,886 43,459 44,967: 5,134 3,626
: : :
: : Changes in Commitments from: May 3, 2005 :
: -10,160: -10,451 1,812 207 2,786 -11,509 -7,458 -9,490: -2,701 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.3 20.9 45.4 69.4 89.0 94.6: 11.0 5.4
Old : 100.0: 30.5 6.7 13.8 44.5 75.0 88.7 95.5: 11.3 4.5
Other: 100.0: 10.9 3.9 31.2 47.3 57.4 89.4 92.5: 10.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 88 37 57 72 67 188 136:
Old : 197: 80 43 44 47 59 154 119:
Other: 137: 39 26 39 56 56 113 103:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 34.4 28.2 46.6 16.9 29.1 24.0 38.4
Old : 24.4 43.9 35.0 54.1 24.4 40.6 33.6 50.1
Other: 20.3 22.2 32.8 37.1 15.4 18.5 22.2 26.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 34,147: 10,545 3,794 5,122 13,763 22,959 29,430 31,875: 4,717 2,273
Old : 33,428: 10,549 3,815 4,769 13,480 22,676 28,798 31,260: 4,630 2,168
Other: 720: 166 148 183 284 283 633 615: 87 105
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,818: -2,266 -342 -569 1,168 -1,269 -1,667 -2,180: -151 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 11.1 15.0 40.3 67.2 86.2 93.3: 13.8 6.7
Old : 100.0: 31.6 11.4 14.3 40.3 67.8 86.1 93.5: 13.9 6.5
Other: 100.0: 23.0 20.6 25.5 39.4 39.3 87.9 85.4: 12.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 57 22 21 23 19 93 49:
Old : 111: 59 20 21 23 19 93 49:
Other: 22: 6 9 10 6 4 18 17:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 48.1 33.3 65.0 24.0 46.2 32.1 61.8
Old : 24.3 48.3 33.7 65.5 24.3 46.5 32.5 62.5
Other: 39.7 57.1 64.3 75.9 38.6 43.8 52.8 49.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 135,516: 21,336 16,676 12,100 90,681 101,140 124,118 129,916: 11,398 5,600
Old : 67,287: 14,626 15,890 6,966 35,453 39,681 57,044 62,537: 10,243 4,750
Other: 68,229: 8,209 2,285 3,635 55,229 61,459 67,073 67,379: 1,156 850
: : :
: : Changes in Commitments from: May 3, 2005 :
: -602: -2,278 1,882 -727 1,533 -1,974 -1,472 -819: 870 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.3 8.9 66.9 74.6 91.6 95.9: 8.4 4.1
Old : 100.0: 21.7 23.6 10.4 52.7 59.0 84.8 92.9: 15.2 7.1
Other: 100.0: 12.0 3.3 5.3 80.9 90.1 98.3 98.8: 1.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 57 37 31 53 40 125 95:
Old : 150: 60 32 29 50 37 119 89:
Other: 80: 15 22 20 30 32 62 58:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 35.0 42.3 52.0 19.5 26.3 29.0 33.3
Old : 16.9 29.0 27.4 41.1 15.7 24.2 25.5 36.0
Other: 47.7 54.6 64.2 71.4 31.0 39.1 45.5 50.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 455,883: 70,689 87,930 66,958 251,281 242,730 388,927 397,618: 66,955 58,265
Old : 455,883: 70,689 87,930 66,958 251,281 242,730 388,927 397,618: 66,955 58,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,072: -1,717 4,477 2,629 12,996 297 13,908 7,403: -3,836 2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.3 14.7 55.1 53.2 85.3 87.2: 14.7 12.8
Old : 100.0: 15.5 19.3 14.7 55.1 53.2 85.3 87.2: 14.7 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 : 161: 47 49 42 58 44 125 116:
Old : 161: 47 49 42 58 44 125 116:
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 26.6 29.1 42.5 13.7 22.5 24.7 29.4
Old : 16.3 26.6 29.1 42.5 13.7 22.5 24.7 29.4
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 10, 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 : 131,312: 33,158 10,240 35,031 50,233 78,792 118,422 124,062: 12,891 7,250
Old : 109,331: 33,087 15,452 24,020 40,319 63,916 97,426 103,388: 11,904 5,943
Other: 21,982: 6,139 857 4,942 9,914 14,876 20,996 20,675: 986 1,307
: : :
: : Changes in Commitments from: May 3, 2005 :
: 95: -730 1,035 802 644 -1,313 716 524: -621 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.8 26.7 38.3 60.0 90.2 94.5: 9.8 5.5
Old : 100.0: 30.3 14.1 22.0 36.9 58.5 89.1 94.6: 10.9 5.4
Other: 100.0: 27.9 3.9 22.5 45.1 67.7 95.5 94.1: 4.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 171 53 127 102 109 318 253:
Old : 353: 162 65 116 95 106 301 245:
Other: 158: 44 21 42 60 73 118 123:
:----------------------------------------------------------------------------------------------------
: 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 23.2 24.4 34.4 13.8 18.4 21.6 26.2
Old : 16.6 22.8 26.4 33.4 16.6 18.7 25.7 28.5
Other: 31.0 36.6 45.9 46.5 27.3 29.5 33.4 36.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 21,926: 8,692 5,261 2,743 6,792 11,352 18,227 19,356: 3,699 2,570
Old : 21,926: 8,692 5,261 2,743 6,792 11,352 18,227 19,356: 3,699 2,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,210: 361 662 -26 670 307 1,004 942: 206 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 24.0 12.5 31.0 51.8 83.1 88.3: 16.9 11.7
Old : 100.0: 39.6 24.0 12.5 31.0 51.8 83.1 88.3: 16.9 11.7
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 : 44: 17 15 10 7 6 31 25:
Old : 44: 17 15 10 7 6 31 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 : 49.6 65.3 69.2 75.8 48.4 56.8 60.1 65.6
Old : 49.6 65.3 69.2 75.8 48.4 56.8 60.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005