COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 149,581: 19,426 24,030 37,424 77,182 74,939 134,032 136,392: 15,548 13,188
Old : 148,867: 19,517 24,130 37,233 76,638 74,476 133,388 135,838: 15,478 13,028
Other: 714: 100 91 0 544 463 644 554: 70 160
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,562: -108 -10,766 1,814 -2,533 6,726 -828 -2,226: -1,735 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.1 25.0 51.6 50.1 89.6 91.2: 10.4 8.8
Old : 100.0: 13.1 16.2 25.0 51.5 50.0 89.6 91.2: 10.4 8.8
Other: 100.0: 14.0 12.7 0.0 76.2 64.8 90.2 77.6: 9.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 81 54 57 68 64 171 154:
Old : 219: 81 54 56 68 64 171 153:
Other: 14: 1 1 0 6 6 7 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 : 18.1 25.5 29.0 34.1 17.6 20.1 25.2 25.6
Old : 18.2 25.4 29.1 34.0 17.7 20.2 25.4 25.6
Other: 76.3 69.2 90.2 77.6 76.3 69.2 90.2 77.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 40,243: 7,415 6,457 9,515 17,687 21,259 34,618 37,231: 5,625 3,012
Old : 26,787: 7,420 6,117 4,345 11,580 14,095 23,345 24,556: 3,442 2,230
Other: 13,456: 1,072 1,418 4,093 6,108 7,165 11,273 12,675: 2,183 781
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,312: 378 31 1,188 1,249 1,945 2,816 3,164: 496 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.0 23.6 44.0 52.8 86.0 92.5: 14.0 7.5
Old : 100.0: 27.7 22.8 16.2 43.2 52.6 87.2 91.7: 12.8 8.3
Other: 100.0: 8.0 10.5 30.4 45.4 53.2 83.8 94.2: 16.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 37 33 21 29 21 76 67:
Old : 103: 37 33 16 28 18 73 59:
Other: 52: 13 16 18 19 13 44 35:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 40.9 40.6 55.2 19.7 31.4 28.7 41.5
Old : 29.1 37.5 42.7 52.9 27.1 31.5 37.1 46.2
Other: 31.6 57.7 49.9 73.5 16.1 34.3 26.3 38.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 127,338: 22,361 16,552 11,156 86,183 94,814 119,700 122,522: 7,638 4,816
Old : 113,533: 22,521 16,790 10,559 73,042 81,469 106,122 108,818: 7,411 4,715
Other: 13,805: 238 160 199 13,141 13,345 13,578 13,704: 227 101
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,826: 3,726 -3,797 162 -4,871 2,760 -983 -876: -1,842 -1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.0 8.8 67.7 74.5 94.0 96.2: 6.0 3.8
Old : 100.0: 19.8 14.8 9.3 64.3 71.8 93.5 95.8: 6.5 4.2
Other: 100.0: 1.7 1.2 1.4 95.2 96.7 98.4 99.3: 1.6 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 50 42 32 51 36 120 94:
Old : 151: 50 44 31 50 36 119 93:
Other: 24: 3 1 3 14 11 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 34.1 49.9 51.9 21.4 25.5 30.4 33.4
Old : 32.2 31.9 50.2 49.4 27.0 26.3 38.5 36.8
Other: 63.3 88.7 86.8 97.6 47.7 68.1 63.1 69.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 580,614: 193,984 18,083 80,002 214,368 431,796 488,353 529,881: 92,261 50,733
Old : 580,614: 193,984 18,083 80,002 214,368 431,796 488,353 529,881: 92,261 50,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -49,013: 1,491 1,565 -35,219 -5,845 1,676 -39,573 -31,978: -9,439 -17,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 3.1 13.8 36.9 74.4 84.1 91.3: 15.9 8.7
Old : 100.0: 33.4 3.1 13.8 36.9 74.4 84.1 91.3: 15.9 8.7
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 : 175: 74 30 47 61 56 158 112:
Old : 175: 74 30 47 61 56 158 112:
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 : 13.9 27.5 22.7 43.2 12.0 21.5 20.0 33.2
Old : 13.9 27.5 22.7 43.2 12.0 21.5 20.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 115,990: 17,837 19,815 33,124 55,146 55,094 106,107 108,033: 9,882 7,957
Old : 115,034: 17,808 20,253 32,596 54,825 54,426 105,230 107,275: 9,804 7,759
Other: 955: 492 25 64 321 668 877 757: 78 198
: : :
: : Changes in Commitments from: September 6, 2005 :
: -622: -2,352 1,500 718 1,886 -3,017 252 -799: -874 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.1 28.6 47.5 47.5 91.5 93.1: 8.5 6.9
Old : 100.0: 15.5 17.6 28.3 47.7 47.3 91.5 93.3: 8.5 6.7
Other: 100.0: 51.5 2.7 6.7 33.6 69.9 91.8 79.3: 8.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 105 87 96 98 85 253 226:
Old : 314: 106 90 96 98 85 253 226:
Other: 38: 7 3 2 14 17 21 22:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 20.5 28.1 31.2 14.4 13.1 22.6 19.5
Old : 16.9 20.7 28.3 31.4 14.6 13.2 22.8 19.7
Other: 59.7 40.8 77.8 64.6 53.0 40.8 68.9 61.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 18,648: 4,367 4,155 2,317 10,142 8,798 16,826 15,270: 1,822 3,378
Old : 18,648: 4,367 4,155 2,317 10,142 8,798 16,826 15,270: 1,822 3,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -3,399: -1,447 -7,046 -1,111 -1,346 4,543 -3,904 -3,614: 506 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.3 12.4 54.4 47.2 90.2 81.9: 9.8 18.1
Old : 100.0: 23.4 22.3 12.4 54.4 47.2 90.2 81.9: 9.8 18.1
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 : 43: 12 18 10 8 8 25 32:
Old : 43: 12 18 10 8 8 25 32:
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 : 62.3 56.6 82.8 68.1 51.7 39.5 60.5 46.7
Old : 62.3 56.6 82.8 68.1 51.7 39.5 60.5 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Old : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
Old : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
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 : 20: 5 1 0 6 13 11 14:
Old : 20: 5 1 0 6 13 11 14:
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 : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Old : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005