COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 144,007: 21,249 15,041 32,194 75,501 84,471 128,944 131,706: 15,063 12,301
Old : 83,780: 14,720 15,044 14,472 47,290 47,934 76,483 77,451: 7,297 6,329
Other: 60,227: 8,354 1,823 15,895 28,211 36,537 52,461 54,255: 7,766 5,972
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,974: -884 3,007 759 4,361 -2,696 4,236 1,070: -262 2,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.4 22.4 52.4 58.7 89.5 91.5: 10.5 8.5
Old : 100.0: 17.6 18.0 17.3 56.4 57.2 91.3 92.4: 8.7 7.6
Other: 100.0: 13.9 3.0 26.4 46.8 60.7 87.1 90.1: 12.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 54 65 55 75 65 165 151:
Old : 183: 43 69 46 55 49 135 127:
Other: 144: 48 22 41 64 57 125 107:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 31.8 31.7 41.4 17.7 21.8 26.1 28.0
Old : 28.8 43.6 43.7 51.3 28.8 36.3 40.3 42.5
Other: 19.0 21.1 30.3 34.5 15.6 15.6 22.4 24.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 37,448: 10,008 3,451 7,922 14,007 23,498 31,937 34,871: 5,512 2,577
Old : 35,708: 10,086 3,571 6,960 13,275 22,646 30,321 33,177: 5,387 2,530
Other: 1,741: 304 262 579 732 852 1,616 1,694: 125 47
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,475: 243 233 838 223 -147 1,304 923: 170 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 21.2 37.4 62.7 85.3 93.1: 14.7 6.9
Old : 100.0: 28.2 10.0 19.5 37.2 63.4 84.9 92.9: 15.1 7.1
Other: 100.0: 17.5 15.1 33.3 42.1 49.0 92.8 97.3: 7.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 20 24 23 19 92 51:
Old : 108: 58 18 24 23 19 92 51:
Other: 24: 9 7 9 7 5 20 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 : 23.4 46.4 35.8 61.5 21.2 41.4 28.5 52.1
Old : 23.2 46.5 35.7 61.6 22.1 43.5 29.7 54.3
Other: 47.3 69.5 70.0 89.1 21.7 31.2 30.4 36.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 148,396: 23,093 23,858 14,234 101,775 104,892 139,102 142,984: 9,294 5,412
Old : 73,161: 14,284 22,920 8,203 42,693 37,374 65,180 68,496: 7,982 4,665
Other: 75,235: 10,949 3,079 3,891 59,082 67,518 73,922 74,488: 1,312 747
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,947: 1,181 1,773 666 2,044 1,815 3,891 4,254: 56 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.1 9.6 68.6 70.7 93.7 96.4: 6.3 3.6
Old : 100.0: 19.5 31.3 11.2 58.4 51.1 89.1 93.6: 10.9 6.4
Other: 100.0: 14.6 4.1 5.2 78.5 89.7 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 52 49 37 52 39 126 110:
Old : 162: 63 42 31 49 35 120 100:
Other: 83: 16 25 20 30 32 61 62:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 33.4 43.8 50.3 18.3 21.9 28.5 29.1
Old : 19.1 27.8 32.2 39.8 17.0 20.4 25.0 30.2
Other: 45.1 56.7 65.0 72.3 27.9 39.2 43.9 49.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 469,646: 72,498 66,752 70,456 255,893 279,593 398,847 416,801: 70,799 52,845
Old : 469,646: 72,498 66,752 70,456 255,893 279,593 398,847 416,801: 70,799 52,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 6,330: 3,821 -10,361 764 -926 15,906 3,658 6,308: 2,671 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.2 15.0 54.5 59.5 84.9 88.7: 15.1 11.3
Old : 100.0: 15.4 14.2 15.0 54.5 59.5 84.9 88.7: 15.1 11.3
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 : 157: 39 53 43 57 46 123 116:
Old : 157: 39 53 43 57 46 123 116:
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 : 15.3 26.8 27.9 41.5 12.9 20.5 23.2 28.1
Old : 15.3 26.8 27.9 41.5 12.9 20.5 23.2 28.1
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 31, 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 : 125,014: 29,656 9,290 33,363 51,513 75,281 114,531 117,934: 10,483 7,080
Old : 100,192: 29,675 14,504 21,166 40,150 58,945 90,991 94,615: 9,201 5,577
Other: 24,822: 6,070 875 6,108 11,362 16,336 23,540 23,319: 1,282 1,503
: : :
: : Changes in Commitments from: May 24, 2005 :
: 537: -1,116 197 868 925 -1,181 677 -116: -140 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 7.4 26.7 41.2 60.2 91.6 94.3: 8.4 5.7
Old : 100.0: 29.6 14.5 21.1 40.1 58.8 90.8 94.4: 9.2 5.6
Other: 100.0: 24.5 3.5 24.6 45.8 65.8 94.8 93.9: 5.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 160 68 128 96 102 311 248:
Old : 352: 147 81 118 90 100 299 239:
Other: 166: 48 29 48 56 75 118 138:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 22.3 25.9 32.9 15.3 17.7 24.0 25.2
Old : 18.6 21.9 29.1 32.0 18.6 19.4 29.1 27.9
Other: 30.4 35.1 44.8 46.4 24.6 28.2 32.3 34.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 30,873: 17,606 2,426 3,744 5,103 22,631 26,453 28,801: 4,420 2,071
Old : 30,873: 17,606 2,426 3,744 5,103 22,631 26,453 28,801: 4,420 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,441: 924 -115 531 102 1,196 1,557 1,613: -116 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 7.9 12.1 16.5 73.3 85.7 93.3: 14.3 6.7
Old : 100.0: 57.0 7.9 12.1 16.5 73.3 85.7 93.3: 14.3 6.7
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 : 66: 38 14 15 11 5 58 26:
Old : 66: 38 14 15 11 5 58 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 : 34.5 80.2 49.8 86.9 32.9 73.6 44.6 76.5
Old : 34.5 80.2 49.8 86.9 32.9 73.6 44.6 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005