COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 133,137: 20,081 10,367 30,493 68,028 81,905 118,602 122,764: 14,535 10,372
Old : 132,831: 20,161 10,433 30,347 67,819 81,808 118,327 122,587: 14,504 10,243
Other: 306: 66 80 0 209 97 275 177: 31 129
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,816: -1,373 -1,709 1,206 -1,110 -2,774 -1,277 -3,277: -1,539 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.8 22.9 51.1 61.5 89.1 92.2: 10.9 7.8
Old : 100.0: 15.2 7.9 22.8 51.1 61.6 89.1 92.3: 10.9 7.7
Other: 100.0: 21.6 26.1 0.0 68.3 31.7 89.9 57.8: 10.1 42.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 70 39 54 68 61 162 133:
Old : 190: 70 39 53 68 61 162 132:
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 : 19.3 33.9 28.6 43.7 19.3 27.6 27.8 34.8
Old : 19.3 34.0 28.6 43.8 19.3 27.7 27.9 34.9
Other: 88.9 49.7 89.9 57.8 88.9 49.7 89.9 57.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 49,498: 18,312 1,948 9,750 14,831 34,828 42,893 46,526: 6,605 2,972
Old : 44,263: 18,247 2,946 6,766 12,990 31,740 38,002 41,452: 6,261 2,811
Other: 5,235: 1,099 35 1,951 1,841 3,089 4,891 5,074: 344 161
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,044: 1,270 -835 834 2,385 4,630 4,488 4,628: 556 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.9 19.7 30.0 70.4 86.7 94.0: 13.3 6.0
Old : 100.0: 41.2 6.7 15.3 29.3 71.7 85.9 93.6: 14.1 6.4
Other: 100.0: 21.0 0.7 37.3 35.2 59.0 93.4 96.9: 6.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 72 19 27 18 23 105 55:
Old : 119: 68 24 27 18 21 105 53:
Other: 31: 15 4 13 8 8 25 23:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 48.3 34.6 66.3 16.0 39.0 25.4 52.3
Old : 21.4 49.6 33.6 66.9 17.6 42.3 27.9 56.1
Other: 54.9 62.3 73.5 81.9 14.1 27.3 21.3 30.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 141,511: 21,567 23,192 13,479 97,129 99,443 132,174 136,115: 9,336 5,396
Old : 51,691: 12,900 21,146 5,174 26,712 21,176 44,786 47,497: 6,904 4,194
Other: 89,820: 10,991 4,369 5,981 70,416 78,267 87,388 88,617: 2,432 1,203
: : :
: : Changes in Commitments from: July 5, 2005 :
: 9,578: -540 8,184 2,494 6,432 919 8,387 11,597: 1,191 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.4 9.5 68.6 70.3 93.4 96.2: 6.6 3.8
Old : 100.0: 25.0 40.9 10.0 51.7 41.0 86.6 91.9: 13.4 8.1
Other: 100.0: 12.2 4.9 6.7 78.4 87.1 97.3 98.7: 2.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 66 47 39 50 39 127 117:
Old : 165: 69 39 27 43 29 116 91:
Other: 100: 20 31 24 39 35 77 73:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 33.1 47.4 48.3 21.6 22.5 31.3 30.6
Old : 18.6 27.4 27.8 41.3 14.6 25.2 21.7 35.1
Other: 45.2 47.6 61.9 62.8 28.6 33.0 41.3 43.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 505,983: 135,082 34,170 68,664 221,326 356,418 425,072 459,252: 80,911 46,730
Old : 505,983: 135,082 34,170 68,664 221,326 356,418 425,072 459,252: 80,911 46,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 20,471: 11,203 -1,542 2,127 1,205 17,676 14,535 18,260: 5,936 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.8 13.6 43.7 70.4 84.0 90.8: 16.0 9.2
Old : 100.0: 26.7 6.8 13.6 43.7 70.4 84.0 90.8: 16.0 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 : 171: 73 26 42 59 54 150 106:
Old : 171: 73 26 42 59 54 150 106:
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 : 14.8 30.6 25.1 45.3 12.5 22.7 21.4 33.9
Old : 14.8 30.6 25.1 45.3 12.5 22.7 21.4 33.9
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 12, 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 : 120,996: 25,730 14,824 27,034 55,934 69,864 108,699 111,722: 12,298 9,274
Old : 78,367: 24,731 16,760 10,986 33,823 44,113 69,540 71,859: 8,827 6,508
Other: 42,629: 4,653 1,717 12,395 22,111 25,751 39,159 39,863: 3,470 2,766
: : :
: : Changes in Commitments from: July 5, 2005 :
: 673: 724 64 -591 -479 378 -346 -149: 1,019 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.3 22.3 46.2 57.7 89.8 92.3: 10.2 7.7
Old : 100.0: 31.6 21.4 14.0 43.2 56.3 88.7 91.7: 11.3 8.3
Other: 100.0: 10.9 4.0 29.1 51.9 60.4 91.9 93.5: 8.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 120 81 108 96 93 271 235:
Old : 310: 112 86 86 83 76 238 205:
Other: 207: 61 49 72 68 79 165 165:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 21.1 27.9 31.3 15.2 14.9 24.7 23.5
Old : 20.8 22.9 34.0 35.4 20.8 22.1 34.0 34.2
Other: 25.5 28.4 37.6 39.4 20.2 20.6 28.2 26.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 28,989: 17,000 1,394 2,650 4,701 22,943 24,350 26,986: 4,640 2,003
Old : 28,989: 17,000 1,394 2,650 4,701 22,943 24,350 26,986: 4,640 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -5,942: -6,568 -1,290 -23 277 -3,966 -6,314 -5,279: 372 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 4.8 9.1 16.2 79.1 84.0 93.1: 16.0 6.9
Old : 100.0: 58.6 4.8 9.1 16.2 79.1 84.0 93.1: 16.0 6.9
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 : 50: 31 6 9 10 6 46 17:
Old : 50: 31 6 9 10 6 46 17:
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 : 34.3 84.2 54.5 90.8 33.5 74.2 48.6 78.6
Old : 34.3 84.2 54.5 90.8 33.5 74.2 48.6 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005