COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 128,699: 17,666 27,528 23,189 70,756 65,806 111,611 116,524: 17,088 12,175
Old : 12,605: 1,976 1,679 45 6,790 9,552 8,811 11,276: 3,794 1,329
Other: 116,094: 16,345 26,504 22,489 63,966 56,254 102,800 105,248: 13,294 10,846
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,847: -565 3,186 -41 1,682 -91 1,076 3,054: 771 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.4 18.0 55.0 51.1 86.7 90.5: 13.3 9.5
Old : 100.0: 15.7 13.3 0.4 53.9 75.8 69.9 89.5: 30.1 10.5
Other: 100.0: 14.1 22.8 19.4 55.1 48.5 88.5 90.7: 11.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 63 61 46 72 58 158 144:
Old : 49: 9 5 1 24 13 34 19:
Other: 203: 60 62 44 71 58 154 142:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 25.7 29.9 34.9 19.8 21.3 28.7 27.8
Old : 34.4 76.8 49.0 87.1 34.4 72.1 44.7 78.6
Other: 21.8 21.6 31.3 31.2 21.8 17.8 30.9 24.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 39,444: 12,716 3,766 8,082 12,321 25,244 33,119 37,093: 6,325 2,351
Old : 35,595: 12,809 4,313 5,872 10,786 23,118 29,467 33,303: 6,127 2,292
Other: 3,849: 612 159 1,505 1,535 2,126 3,652 3,791: 197 59
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,417: 1,863 89 -1,987 -2,941 -502 -3,065 -2,401: 649 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 9.5 20.5 31.2 64.0 84.0 94.0: 16.0 6.0
Old : 100.0: 36.0 12.1 16.5 30.3 64.9 82.8 93.6: 17.2 6.4
Other: 100.0: 15.9 4.1 39.1 39.9 55.2 94.9 98.5: 5.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 51 24 20 19 19 84 49:
Old : 102: 51 24 19 19 18 83 48:
Other: 24: 10 5 12 7 6 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 : 22.8 45.1 35.7 62.8 19.9 40.0 29.8 52.7
Old : 21.7 45.3 34.5 62.8 21.7 43.3 32.5 57.0
Other: 56.9 64.1 76.3 84.5 15.7 23.7 21.1 27.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 136,129: 21,160 17,795 13,780 91,103 99,500 126,044 131,075: 10,084 5,054
Old : 55,306: 12,732 15,618 6,371 28,723 29,914 47,827 51,903: 7,480 3,403
Other: 80,822: 9,714 3,462 6,124 62,380 69,586 78,218 79,172: 2,605 1,651
: : :
: : Changes in Commitments from: June 14, 2005 :
: -14,020: -3,064 -5,358 -1,112 -7,178 -6,346 -11,354 -12,815: -2,667 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.1 10.1 66.9 73.1 92.6 96.3: 7.4 3.7
Old : 100.0: 23.0 28.2 11.5 51.9 54.1 86.5 93.8: 13.5 6.2
Other: 100.0: 12.0 4.3 7.6 77.2 86.1 96.8 98.0: 3.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 55 42 37 49 38 124 103:
Old : 155: 53 45 30 41 34 110 93:
Other: 86: 27 16 26 32 32 68 65:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 36.2 47.1 51.6 20.5 24.7 30.2 32.9
Old : 22.2 29.7 34.5 43.7 19.9 23.3 28.9 34.2
Other: 45.0 53.5 61.5 67.9 26.7 37.4 39.1 48.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 465,530: 85,848 43,375 62,015 245,133 317,195 392,997 422,586: 72,533 42,945
Old : 465,530: 85,848 43,375 62,015 245,133 317,195 392,997 422,586: 72,533 42,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 25,700: 7,448 -6,935 230 17,302 33,284 24,980 26,578: 720 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.3 13.3 52.7 68.1 84.4 90.8: 15.6 9.2
Old : 100.0: 18.4 9.3 13.3 52.7 68.1 84.4 90.8: 15.6 9.2
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 : 152: 50 33 38 59 52 128 104:
Old : 152: 50 33 38 59 52 128 104:
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 : 14.4 29.6 26.1 45.9 13.3 22.6 22.6 31.8
Old : 14.4 29.6 26.1 45.9 13.3 22.6 22.6 31.8
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, June 21, 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 : 115,177: 23,578 12,774 25,323 55,812 68,601 104,713 106,698: 10,464 8,479
Old : 80,104: 22,774 13,660 13,013 36,044 47,114 71,831 73,787: 8,273 6,317
Other: 35,074: 3,136 1,446 9,979 19,767 21,487 32,883 32,912: 2,191 2,162
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,807: -622 2,503 387 -5,281 -9,364 -5,515 -6,474: 1,708 2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.1 22.0 48.5 59.6 90.9 92.6: 9.1 7.4
Old : 100.0: 28.4 17.1 16.2 45.0 58.8 89.7 92.1: 10.3 7.9
Other: 100.0: 8.9 4.1 28.5 56.4 61.3 93.8 93.8: 6.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 114 72 101 96 92 263 221:
Old : 304: 121 68 85 81 84 236 203:
Other: 182: 48 39 56 63 77 140 144:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 22.0 29.1 33.2 16.3 15.8 25.3 24.9
Old : 22.6 23.4 34.5 35.8 22.6 21.8 34.5 33.7
Other: 28.6 32.6 41.0 44.3 22.5 23.6 28.8 29.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 29,858: 18,926 1,870 2,793 4,132 23,009 25,851 27,672: 4,007 2,186
Old : 29,858: 18,926 1,870 2,793 4,132 23,009 25,851 27,672: 4,007 2,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 525: -543 -766 307 752 804 517 345: 9 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 6.3 9.4 13.8 77.1 86.6 92.7: 13.4 7.3
Old : 100.0: 63.4 6.3 9.4 13.8 77.1 86.6 92.7: 13.4 7.3
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 : 48: 32 4 7 9 6 43 16:
Old : 48: 32 4 7 9 6 43 16:
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 : 32.9 82.3 54.3 90.0 32.6 73.7 48.3 78.3
Old : 32.9 82.3 54.3 90.0 32.6 73.7 48.3 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005