COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 135,953: 21,454 12,076 29,287 69,138 84,678 119,879 126,041: 16,074 9,911
Old : 135,728: 21,454 12,081 29,281 68,929 84,581 119,664 125,943: 16,064 9,784
Other: 225: 6 1 0 209 97 215 98: 10 127
: : :
: : Changes in Commitments from: June 28, 2005 :
: 10,743: 4,009 -5,839 4,647 1,391 12,308 10,047 11,116: 696 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.9 21.5 50.9 62.3 88.2 92.7: 11.8 7.3
Old : 100.0: 15.8 8.9 21.6 50.8 62.3 88.2 92.8: 11.8 7.2
Other: 100.0: 2.7 0.4 0.0 92.9 43.1 95.6 43.6: 4.4 56.4
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 78 37 49 67 58 164 127:
Old : 193: 78 37 49 67 58 164 127:
Other: 11: 1 1 0 4 5 5 6:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 34.7 27.7 44.5 18.7 29.2 26.9 36.2
Old : 18.7 34.7 27.7 44.5 18.7 29.3 27.0 36.3
Other: 94.2 38.7 95.6 43.6 94.2 38.7 95.6 43.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 44,454: 17,043 2,782 8,916 12,446 30,199 38,405 41,897: 6,049 2,556
Old : 39,959: 17,050 3,674 6,234 10,860 27,610 34,144 37,518: 5,815 2,441
Other: 4,495: 978 94 1,696 1,586 2,589 4,261 4,379: 234 116
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,228: 2,559 -513 355 -1,649 1,423 1,265 1,265: -37 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.3 20.1 28.0 67.9 86.4 94.2: 13.6 5.8
Old : 100.0: 42.7 9.2 15.6 27.2 69.1 85.4 93.9: 14.6 6.1
Other: 100.0: 21.8 2.1 37.7 35.3 57.6 94.8 97.4: 5.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 64 23 22 19 21 98 51:
Old : 114: 63 24 22 19 20 98 50:
Other: 25: 11 5 12 7 6 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 47.4 32.2 64.4 17.7 42.1 27.8 54.2
Old : 19.7 48.0 31.1 64.7 19.7 45.2 30.6 58.6
Other: 56.5 63.2 78.1 83.1 17.6 26.7 24.0 29.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 131,933: 22,107 15,008 10,985 90,696 98,525 123,788 124,518: 8,145 7,416
Old : 49,286: 13,460 13,908 4,776 24,562 26,161 42,798 44,844: 6,488 4,442
Other: 82,647: 9,500 1,954 5,355 66,134 72,364 80,990 79,673: 1,657 2,974
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,282: 966 1,622 -1,911 1,299 -4,604 354 -4,892: -1,636 3,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.4 8.3 68.7 74.7 93.8 94.4: 6.2 5.6
Old : 100.0: 27.3 28.2 9.7 49.8 53.1 86.8 91.0: 13.2 9.0
Other: 100.0: 11.5 2.4 6.5 80.0 87.6 98.0 96.4: 2.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 58 36 27 48 38 120 88:
Old : 145: 63 27 24 40 30 110 74:
Other: 81: 17 20 21 35 32 66 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 : 33.1 34.1 48.0 50.6 21.5 23.6 30.9 33.0
Old : 18.3 28.3 28.0 42.8 15.7 24.1 23.2 36.8
Other: 47.8 48.2 64.1 64.5 29.4 32.7 40.9 43.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 485,512: 123,878 35,713 66,537 220,121 338,742 410,537 440,992: 74,975 44,520
Old : 485,512: 123,878 35,713 66,537 220,121 338,742 410,537 440,992: 74,975 44,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -7,525: 10,767 -11,629 -706 -11,669 11,152 -1,607 -1,184: -5,918 -6,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.4 13.7 45.3 69.8 84.6 90.8: 15.4 9.2
Old : 100.0: 25.5 7.4 13.7 45.3 69.8 84.6 90.8: 15.4 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 : 168: 72 26 42 58 51 147 104:
Old : 168: 72 26 42 58 51 147 104:
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 : 14.7 30.7 25.2 45.6 12.9 23.3 21.6 34.2
Old : 14.7 30.7 25.2 45.6 12.9 23.3 21.6 34.2
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, July 5, 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 : 120,323: 25,006 14,760 27,626 56,413 69,486 109,045 111,871: 11,278 8,452
Old : 81,838: 23,949 15,206 13,836 35,489 46,724 73,273 75,766: 8,565 6,072
Other: 38,485: 3,086 1,581 11,762 20,924 22,762 35,771 36,105: 2,714 2,380
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,432: 662 1,078 -44 392 -64 1,010 970: 423 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.3 23.0 46.9 57.7 90.6 93.0: 9.4 7.0
Old : 100.0: 29.3 18.6 16.9 43.4 57.1 89.5 92.6: 10.5 7.4
Other: 100.0: 8.0 4.1 30.6 54.4 59.1 92.9 93.8: 7.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 126 85 114 102 95 282 246:
Old : 325: 118 91 97 88 83 254 223:
Other: 203: 59 44 69 72 81 162 164:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 21.0 27.4 31.5 15.1 15.0 24.4 23.7
Old : 20.3 22.7 32.4 35.3 20.3 21.5 32.4 33.7
Other: 25.9 29.6 38.5 40.6 21.1 21.2 27.8 27.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 34,931: 23,568 2,684 2,673 4,423 26,908 30,664 32,265: 4,267 2,666
Old : 34,931: 23,568 2,684 2,673 4,423 26,908 30,664 32,265: 4,267 2,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 2,910: 1,987 382 28 232 1,843 2,247 2,254: 663 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 7.7 7.7 12.7 77.0 87.8 92.4: 12.2 7.6
Old : 100.0: 67.5 7.7 7.7 12.7 77.0 87.8 92.4: 12.2 7.6
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 : 55: 36 6 10 10 7 51 19:
Old : 55: 36 6 10 10 7 51 19:
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 : 31.1 81.0 51.5 89.2 31.1 74.0 48.9 79.8
Old : 31.1 81.0 51.5 89.2 31.1 74.0 48.9 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005