COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 145,468: 19,866 33,775 34,045 77,192 63,409 131,103 131,228: 14,365 14,239
Old : 144,789: 20,066 33,907 33,712 76,686 63,178 130,464 130,796: 14,325 13,992
Other: 679: 132 200 1 506 231 639 432: 40 247
: : :
: : Changes in Commitments from: August 9, 2005 :
: 7,059: 267 10,205 1,730 4,073 -6,872 6,070 5,063: 989 1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 23.2 23.4 53.1 43.6 90.1 90.2: 9.9 9.8
Old : 100.0: 13.9 23.4 23.3 53.0 43.6 90.1 90.3: 9.9 9.7
Other: 100.0: 19.4 29.5 0.1 74.5 34.0 94.1 63.6: 5.9 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 81 67 57 70 62 175 165:
Old : 234: 82 67 56 70 62 175 164:
Other: 14: 2 2 1 5 5 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 22.2 29.3 30.3 17.8 19.8 26.8 26.1
Old : 18.7 22.2 29.4 30.4 17.9 19.9 27.1 26.2
Other: 80.3 56.1 94.1 63.6 80.3 56.1 94.0 63.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 46,744: 9,315 4,054 11,613 20,548 28,460 41,476 44,126: 5,268 2,618
Old : 40,118: 10,042 4,141 8,241 17,160 25,569 35,443 37,951: 4,674 2,167
Other: 6,627: 293 934 2,351 3,388 2,891 6,032 6,176: 594 451
: : :
: : Changes in Commitments from: August 9, 2005 :
: 870: -3,005 936 2,240 1,970 -1,950 1,204 1,226: -334 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.7 24.8 44.0 60.9 88.7 94.4: 11.3 5.6
Old : 100.0: 25.0 10.3 20.5 42.8 63.7 88.3 94.6: 11.7 5.4
Other: 100.0: 4.4 14.1 35.5 51.1 43.6 91.0 93.2: 9.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 46 30 26 27 27 84 73:
Old : 109: 51 26 25 26 26 83 71:
Other: 42: 7 19 15 13 8 32 30:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 45.8 42.5 61.1 17.1 31.2 24.2 37.8
Old : 28.9 49.6 41.2 63.3 18.2 36.1 26.5 43.8
Other: 44.0 54.2 63.5 70.8 19.2 20.6 27.7 25.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 145,815: 24,708 37,917 11,852 98,151 87,766 134,710 137,534: 11,105 8,281
Old : 5,617: 1,337 367 0 2,640 4,547 3,977 4,914: 1,640 703
Other: 140,198: 23,473 37,652 11,750 95,511 83,219 130,733 132,620: 9,465 7,578
: : :
: : Changes in Commitments from: August 9, 2005 :
: 9,744: 4,784 16,392 1,303 2,809 -9,862 8,897 7,833: 848 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 26.0 8.1 67.3 60.2 92.4 94.3: 7.6 5.7
Old : 100.0: 23.8 6.5 0.0 47.0 81.0 70.8 87.5: 29.2 12.5
Other: 100.0: 16.7 26.9 8.4 68.1 59.4 93.2 94.6: 6.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 55 57 30 50 36 121 112:
Old : 41: 11 4 0 19 9 30 13:
Other: 172: 53 59 30 49 34 119 110:
:----------------------------------------------------------------------------------------------------
: 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 27.9 48.6 41.6 22.3 20.2 35.9 29.0
Old : 31.5 77.4 46.6 85.1 30.6 77.4 45.7 85.1
Other: 33.7 27.4 50.3 41.1 23.0 19.7 37.1 28.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 598,297: 179,672 19,682 99,254 234,212 428,045 513,138 546,980: 85,158 51,316
Old : 598,297: 179,672 19,682 99,254 234,212 428,045 513,138 546,980: 85,158 51,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -27,251: -10,829 1,444 -5,527 -2,984 -17,734 -19,339 -21,816: -7,912 -5,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 3.3 16.6 39.1 71.5 85.8 91.4: 14.2 8.6
Old : 100.0: 30.0 3.3 16.6 39.1 71.5 85.8 91.4: 14.2 8.6
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 : 188: 82 29 52 65 59 172 120:
Old : 188: 82 29 52 65 59 172 120:
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 : 12.4 27.1 22.0 44.6 11.5 21.9 19.0 33.9
Old : 12.4 27.1 22.0 44.6 11.5 21.9 19.0 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, August 16, 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 : 115,922: 21,557 16,548 25,949 58,706 66,123 106,213 108,620: 9,709 7,302
Old : 22,880: 7,924 4,971 94 10,903 15,064 18,921 20,129: 3,959 2,751
Other: 93,042: 16,749 14,693 22,739 47,803 51,059 87,292 88,491: 5,750 4,551
: : :
: : Changes in Commitments from: August 9, 2005 :
: -8,521: -3,006 1,027 -5,740 166 -4,000 -8,579 -8,712: 59 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.3 22.4 50.6 57.0 91.6 93.7: 8.4 6.3
Old : 100.0: 34.6 21.7 0.4 47.7 65.8 82.7 88.0: 17.3 12.0
Other: 100.0: 18.0 15.8 24.4 51.4 54.9 93.8 95.1: 6.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 97 87 93 92 91 235 230:
Old : 161: 40 35 4 50 48 92 85:
Other: 284: 90 81 85 83 87 214 214:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 19.9 28.4 31.7 15.0 13.0 24.0 20.7
Old : 34.4 44.9 45.4 54.4 30.7 39.6 40.5 47.9
Other: 18.7 20.9 31.9 32.9 18.3 12.7 28.7 21.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 20,300: 5,078 2,955 3,208 9,826 11,115 18,112 17,279: 2,188 3,021
Old : 20,300: 5,078 2,955 3,208 9,826 11,115 18,112 17,279: 2,188 3,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -7,238: -8,064 287 -75 1,260 -8,222 -6,879 -8,010: -358 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.6 15.8 48.4 54.8 89.2 85.1: 10.8 14.9
Old : 100.0: 25.0 14.6 15.8 48.4 54.8 89.2 85.1: 10.8 14.9
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 : 40: 13 14 10 9 5 28 25:
Old : 40: 13 14 10 9 5 28 25:
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 : 59.8 66.4 78.3 76.4 57.5 57.2 67.5 64.1
Old : 59.8 66.4 78.3 76.4 57.5 57.2 67.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005