COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 136,655: 20,189 23,483 29,779 71,552 71,124 121,520 124,386: 15,134 12,268
Old : 136,189: 20,247 23,583 29,591 71,249 70,888 121,087 124,062: 15,101 12,126
Other: 466: 130 88 0 303 236 433 324: 33 142
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,783: 229 4,543 394 2,107 -2,634 2,730 2,302: 53 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.2 21.8 52.4 52.0 88.9 91.0: 11.1 9.0
Old : 100.0: 14.9 17.3 21.7 52.3 52.1 88.9 91.1: 11.1 8.9
Other: 100.0: 27.9 18.9 0.0 65.0 50.6 92.9 69.5: 7.1 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 66 58 52 76 64 165 153:
Old : 209: 66 58 51 76 64 165 152:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 28.1 28.3 37.4 18.9 22.5 27.5 28.9
Old : 19.0 28.1 28.4 37.4 19.0 22.6 27.6 29.0
Other: 85.8 62.0 92.9 69.5 85.8 62.0 92.9 69.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 45,357: 12,766 2,024 8,913 17,752 32,115 39,432 43,052: 5,925 2,305
Old : 40,046: 12,610 2,500 6,297 15,607 29,128 34,514 37,926: 5,531 2,120
Other: 5,311: 734 102 2,038 2,145 2,986 4,917 5,127: 394 185
: : :
: : Changes in Commitments from: July 19, 2005 :
: -776: -1,462 -119 153 654 -471 -655 -436: -121 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.5 19.7 39.1 70.8 86.9 94.9: 13.1 5.1
Old : 100.0: 31.5 6.2 15.7 39.0 72.7 86.2 94.7: 13.8 5.3
Other: 100.0: 13.8 1.9 38.4 40.4 56.2 92.6 96.5: 7.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 55 19 24 26 24 93 56:
Old : 107: 52 23 24 24 22 91 54:
Other: 36: 15 6 15 10 9 29 27:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 52.0 38.7 67.3 17.6 39.4 25.6 48.9
Old : 26.6 54.5 37.7 69.1 19.1 43.4 27.8 53.0
Other: 49.4 60.3 69.2 78.5 16.4 26.7 22.5 29.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 146,407: 21,282 26,153 14,247 100,172 99,904 135,702 140,304: 10,705 6,103
Old : 51,843: 11,818 24,451 5,443 27,206 17,419 44,467 47,312: 7,376 4,531
Other: 94,564: 11,786 4,024 6,483 72,967 82,485 91,235 92,992: 3,329 1,572
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,405: 140 1,421 878 2,302 1,532 3,321 3,832: 84 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.9 9.7 68.4 68.2 92.7 95.8: 7.3 4.2
Old : 100.0: 22.8 47.2 10.5 52.5 33.6 85.8 91.3: 14.2 8.7
Other: 100.0: 12.5 4.3 6.9 77.2 87.2 96.5 98.3: 3.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 62 46 37 54 39 128 114:
Old : 162: 62 40 28 48 28 116 90:
Other: 105: 25 30 22 42 35 82 72:
:----------------------------------------------------------------------------------------------------
: 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 31.6 47.2 47.1 19.8 20.9 29.7 29.2
Old : 22.9 27.5 30.0 43.4 17.9 25.4 24.6 38.3
Other: 43.2 44.5 60.3 61.1 28.3 30.9 40.1 41.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 553,358: 155,349 17,390 83,543 228,809 406,964 467,700 507,897: 85,658 45,461
Old : 553,358: 155,349 17,390 83,543 228,809 406,964 467,700 507,897: 85,658 45,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 28,652: 13,937 -8,876 4,980 6,604 35,200 25,522 31,304: 3,131 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.1 15.1 41.3 73.5 84.5 91.8: 15.5 8.2
Old : 100.0: 28.1 3.1 15.1 41.3 73.5 84.5 91.8: 15.5 8.2
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 : 179: 84 22 44 63 56 163 107:
Old : 179: 84 22 44 63 56 163 107:
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 : 14.9 29.5 25.0 45.4 11.6 21.1 18.7 33.3
Old : 14.9 29.5 25.0 45.4 11.6 21.1 18.7 33.3
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, July 26, 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 : 123,554: 23,097 15,475 30,023 58,424 69,115 111,544 114,613: 12,009 8,941
Old : 74,714: 21,768 16,935 11,182 33,720 40,802 66,670 68,920: 8,044 5,795
Other: 48,839: 5,481 2,692 14,689 24,704 28,313 44,874 45,693: 3,965 3,146
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,869: -238 -505 -52 -194 114 -484 -443: -1,385 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.5 24.3 47.3 55.9 90.3 92.8: 9.7 7.2
Old : 100.0: 29.1 22.7 15.0 45.1 54.6 89.2 92.2: 10.8 7.8
Other: 100.0: 11.2 5.5 30.1 50.6 58.0 91.9 93.6: 8.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 119 90 106 105 93 273 246:
Old : 316: 113 88 86 90 73 239 211:
Other: 226: 63 58 73 76 84 179 176:
:----------------------------------------------------------------------------------------------------
: 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 20.7 27.6 30.3 14.5 13.9 23.8 22.1
Old : 19.9 23.0 32.8 35.0 19.9 22.3 32.8 33.6
Other: 25.0 26.0 37.8 37.2 19.8 18.9 28.2 24.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 29,589: 16,582 1,792 2,787 6,378 22,315 25,747 26,893: 3,842 2,696
Old : 29,589: 16,582 1,792 2,787 6,378 22,315 25,747 26,893: 3,842 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -517: -1,041 21 62 -11 -1,315 -990 -1,231: 473 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 6.1 9.4 21.6 75.4 87.0 90.9: 13.0 9.1
Old : 100.0: 56.0 6.1 9.4 21.6 75.4 87.0 90.9: 13.0 9.1
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 : 51: 33 6 10 8 5 47 17:
Old : 51: 33 6 10 8 5 47 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 : 37.5 80.4 57.7 87.4 36.9 71.1 52.4 76.2
Old : 37.5 80.4 57.7 87.4 36.9 71.1 52.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005