COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 144,275: 29,044 8,437 31,192 68,481 95,245 128,717 134,873: 15,558 9,402
Old : 94,523: 25,704 8,253 14,267 44,474 66,442 84,445 88,962: 10,079 5,561
Other: 49,752: 4,942 1,785 15,323 24,007 28,803 44,272 45,911: 5,480 3,840
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,839: -5,494 1,885 -579 -533 -10,312 -6,606 -9,005: -1,233 1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.8 21.6 47.5 66.0 89.2 93.5: 10.8 6.5
Old : 100.0: 27.2 8.7 15.1 47.1 70.3 89.3 94.1: 10.7 5.9
Other: 100.0: 9.9 3.6 30.8 48.3 57.9 89.0 92.3: 11.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 88 34 51 73 66 182 131:
Old : 190: 81 36 46 50 56 152 117:
Other: 135: 43 20 38 58 56 115 100:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 34.9 29.5 45.4 17.8 27.6 25.1 35.9
Old : 26.7 46.2 37.1 53.6 26.7 42.9 36.5 49.7
Other: 21.0 22.0 33.1 36.1 16.5 15.3 23.5 25.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 34,376: 9,185 2,634 6,787 13,813 22,832 29,785 32,252: 4,591 2,124
Old : 33,358: 9,139 2,785 6,227 13,485 22,260 28,852 31,273: 4,505 2,085
Other: 1,018: 306 109 299 327 571 932 979: 86 39
: : :
: : Changes in Commitments from: May 10, 2005 :
: 228: -1,360 -1,161 1,665 50 -127 354 377: -126 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 19.7 40.2 66.4 86.6 93.8: 13.4 6.2
Old : 100.0: 27.4 8.3 18.7 40.4 66.7 86.5 93.8: 13.5 6.2
Other: 100.0: 30.1 10.7 29.4 32.2 56.1 91.6 96.2: 8.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 56 25 24 23 19 93 54:
Old : 113: 58 23 24 23 19 93 54:
Other: 25: 10 7 11 7 5 21 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 : 24.0 48.6 34.6 63.2 24.0 46.7 32.1 57.6
Old : 24.5 48.4 35.1 63.3 24.5 46.6 32.8 58.3
Other: 34.1 71.2 59.2 85.6 31.9 56.8 48.7 58.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 141,943: 21,348 21,186 13,162 97,554 101,424 132,064 135,772: 9,880 6,171
Old : 69,480: 13,202 20,290 7,703 40,005 36,084 60,909 64,077: 8,571 5,404
Other: 72,463: 9,722 2,473 3,882 57,549 65,340 71,154 71,696: 1,309 767
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,428: 11 4,511 1,062 6,873 284 7,946 5,856: -1,518 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.9 9.3 68.7 71.5 93.0 95.7: 7.0 4.3
Old : 100.0: 19.0 29.2 11.1 57.6 51.9 87.7 92.2: 12.3 7.8
Other: 100.0: 13.4 3.4 5.4 79.4 90.2 98.2 98.9: 1.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 54 46 34 53 40 126 105:
Old : 158: 59 41 29 49 37 119 96:
Other: 81: 17 22 19 30 31 60 59:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 33.8 43.7 50.3 19.5 23.4 29.2 30.5
Old : 18.3 25.0 30.3 36.6 18.1 19.4 27.9 30.1
Other: 46.3 56.7 65.3 72.6 28.7 39.2 44.4 49.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 454,921: 72,030 87,091 61,858 257,470 246,881 391,359 395,830: 63,563 59,091
Old : 454,921: 72,030 87,091 61,858 257,470 246,881 391,359 395,830: 63,563 59,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -961: 1,342 -839 -5,099 6,189 4,151 2,431 -1,787: -3,393 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.1 13.6 56.6 54.3 86.0 87.0: 14.0 13.0
Old : 100.0: 15.8 19.1 13.6 56.6 54.3 86.0 87.0: 14.0 13.0
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 : 158: 40 54 38 58 43 121 112:
Old : 158: 40 54 38 58 43 121 112:
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 26.5 29.2 42.1 13.6 21.6 24.8 28.3
Old : 16.3 26.5 29.2 42.1 13.6 21.6 24.8 28.3
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 17, 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 : 124,783: 29,967 9,570 32,097 50,479 75,341 112,543 117,008: 12,239 7,775
Old : 101,947: 29,871 14,913 20,865 40,305 60,012 91,041 95,789: 10,906 6,158
Other: 22,836: 6,269 830 5,059 10,175 15,330 21,502 21,219: 1,333 1,617
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,530: -3,192 -671 -2,933 247 -3,450 -5,878 -7,054: -651 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.7 25.7 40.5 60.4 90.2 93.8: 9.8 6.2
Old : 100.0: 29.3 14.6 20.5 39.5 58.9 89.3 94.0: 10.7 6.0
Other: 100.0: 27.5 3.6 22.2 44.6 67.1 94.2 92.9: 5.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 161 51 114 98 106 299 236:
Old : 334: 151 61 104 93 103 285 228:
Other: 157: 45 19 43 59 76 116 127:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 23.8 25.9 34.4 14.8 19.1 23.2 26.6
Old : 17.7 23.5 28.2 33.7 17.7 20.1 27.9 29.1
Other: 31.4 35.9 45.8 45.7 27.3 30.4 34.1 37.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 27,479: 15,145 3,551 3,067 4,641 18,503 22,852 25,122: 4,627 2,357
Old : 27,479: 15,145 3,551 3,067 4,641 18,503 22,852 25,122: 4,627 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,553: 6,453 -1,710 324 -2,151 7,151 4,625 5,766: 927 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 12.9 11.2 16.9 67.3 83.2 91.4: 16.8 8.6
Old : 100.0: 55.1 12.9 11.2 16.9 67.3 83.2 91.4: 16.8 8.6
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 : 59: 32 12 14 11 6 51 25:
Old : 59: 32 12 14 11 6 51 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 : 32.0 78.2 49.7 85.8 31.4 71.9 44.3 76.1
Old : 32.0 78.2 49.7 85.8 31.4 71.9 44.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005