COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 137,813: 19,311 21,907 30,917 72,144 72,072 122,372 124,897: 15,440 12,916
Old : 137,347: 19,399 22,037 30,699 71,841 71,824 121,939 124,561: 15,407 12,786
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,158: -878 -1,576 1,138 592 949 852 511: 306 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.9 22.4 52.3 52.3 88.8 90.6: 11.2 9.4
Old : 100.0: 14.1 16.0 22.4 52.3 52.3 88.8 90.7: 11.2 9.3
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 64 54 53 73 63 159 152:
Old : 204: 64 54 52 73 63 159 151:
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 : 18.7 27.5 28.3 36.6 18.7 22.3 27.4 28.7
Old : 18.8 27.5 28.4 36.6 18.8 22.4 27.5 28.8
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 44,809: 12,419 2,494 9,063 17,629 30,720 39,111 42,277: 5,698 2,532
Old : 39,437: 12,351 2,832 6,438 15,346 27,809 34,136 37,079: 5,301 2,358
Other: 5,372: 549 143 2,144 2,282 2,911 4,975 5,198: 397 174
: : :
: : Changes in Commitments from: July 26, 2005 :
: -548: -347 470 150 -124 -1,394 -321 -775: -227 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.6 20.2 39.3 68.6 87.3 94.4: 12.7 5.6
Old : 100.0: 31.3 7.2 16.3 38.9 70.5 86.6 94.0: 13.4 6.0
Other: 100.0: 10.2 2.7 39.9 42.5 54.2 92.6 96.8: 7.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 46 26 22 25 24 87 56:
Old : 103: 47 25 22 24 22 86 54:
Other: 36: 12 9 14 11 9 29 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 50.4 39.0 65.8 18.0 38.3 26.2 47.1
Old : 26.4 53.4 38.3 67.6 19.6 42.8 28.5 51.7
Other: 47.8 59.3 66.8 77.1 15.0 24.6 20.1 27.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 143,317: 18,873 23,264 13,947 99,481 100,407 132,302 137,619: 11,015 5,698
Old : 45,147: 9,066 21,310 4,644 24,455 15,410 38,164 41,364: 6,982 3,783
Other: 98,170: 11,910 4,057 7,201 75,026 84,997 94,137 96,255: 4,033 1,915
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,090: -2,409 -2,888 -300 -691 503 -3,400 -2,685: 311 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.2 9.7 69.4 70.1 92.3 96.0: 7.7 4.0
Old : 100.0: 20.1 47.2 10.3 54.2 34.1 84.5 91.6: 15.5 8.4
Other: 100.0: 12.1 4.1 7.3 76.4 86.6 95.9 98.0: 4.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 55 52 36 55 40 129 111:
Old : 150: 52 40 26 47 29 107 87:
Other: 112: 29 28 26 46 36 91 75:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 30.3 48.1 45.7 19.8 19.8 30.1 27.9
Old : 26.0 28.6 34.0 43.4 21.8 27.4 29.7 39.8
Other: 41.5 40.7 58.3 56.9 27.2 27.3 36.8 37.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 588,832: 174,149 16,530 92,594 226,107 427,686 492,850 536,811: 95,981 52,021
Old : 588,832: 174,149 16,530 92,594 226,107 427,686 492,850 536,811: 95,981 52,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 35,474: 18,800 -860 9,052 -2,702 20,722 25,150 28,914: 10,324 6,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 2.8 15.7 38.4 72.6 83.7 91.2: 16.3 8.8
Old : 100.0: 29.6 2.8 15.7 38.4 72.6 83.7 91.2: 16.3 8.8
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: 81 26 48 62 59 164 113:
Old : 179: 81 26 48 62 59 164 113:
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 : 14.1 29.3 23.2 45.4 11.0 21.6 17.9 34.2
Old : 14.1 29.3 23.2 45.4 11.0 21.6 17.9 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, August 2, 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 : 124,755: 25,051 15,375 30,619 57,153 70,277 112,822 116,270: 11,933 8,485
Old : 68,406: 21,678 16,755 10,292 29,215 36,394 61,184 63,441: 7,222 4,966
Other: 56,349: 7,446 2,693 16,254 27,938 33,882 51,638 52,829: 4,711 3,519
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,201: 1,954 -100 596 -1,271 1,162 1,278 1,657: -77 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.3 24.5 45.8 56.3 90.4 93.2: 9.6 6.8
Old : 100.0: 31.7 24.5 15.0 42.7 53.2 89.4 92.7: 10.6 7.3
Other: 100.0: 13.2 4.8 28.8 49.6 60.1 91.6 93.8: 8.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 132 86 118 104 97 287 257:
Old : 318: 115 92 92 87 73 242 217:
Other: 250: 77 59 85 82 90 200 195:
:----------------------------------------------------------------------------------------------------
: 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 19.8 27.1 29.5 14.1 13.2 23.3 21.2
Old : 19.3 23.6 31.8 34.6 19.3 23.0 31.4 32.9
Other: 22.6 22.8 34.0 34.9 16.7 17.6 25.6 24.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 26,877: 11,783 2,436 2,766 9,052 19,089 23,602 24,291: 3,276 2,586
Old : 26,877: 11,783 2,436 2,766 9,052 19,089 23,602 24,291: 3,276 2,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,712: -4,799 644 -21 2,674 -3,226 -2,146 -2,602: -566 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 9.1 10.3 33.7 71.0 87.8 90.4: 12.2 9.6
Old : 100.0: 43.8 9.1 10.3 33.7 71.0 87.8 90.4: 12.2 9.6
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 : 45: 24 7 8 10 5 39 17:
Old : 45: 24 7 8 10 5 39 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 : 42.0 76.6 63.0 84.8 41.1 65.7 56.6 73.6
Old : 42.0 76.6 63.0 84.8 41.1 65.7 56.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005