COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 128,736 COMMITMENTS 28,200 16,266 32,305 52,973 72,967 113,478 121,537 15,257 7,198 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 15,854) 12,225 -13,629 7,134 -5,953 21,386 13,405 14,891 2,449 963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 12.6 25.1 41.1 56.7 88.1 94.4 11.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 151 86 102 90 86 291 232 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 61,894 COMMITMENTS 10,068 2,956 20,019 25,904 37,209 55,992 60,184 5,902 1,710 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,516) -1,769 236 141 675 -1,437 -953 -1,059 -563 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 4.8 32.3 41.9 60.1 90.5 97.2 9.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 53 24 34 37 25 105 70 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,556 COMMITMENTS 13,637 11,987 8,590 98,835 105,837 121,061 126,414 7,495 2,143 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -822) -1,355 5,839 925 -970 -6,990 -1,401 -227 579 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 9.3 6.7 76.9 82.3 94.2 98.3 5.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 45 33 37 47 38 111 95 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 516,107 COMMITMENTS 101,484 27,401 117,298 223,881 330,749 442,663 475,448 73,445 40,660 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -41,570) -28,890 2,935 -8,073 1,736 -41,256 -35,227 -46,394 -6,343 4,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 5.3 22.7 43.4 64.1 85.8 92.1 14.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 65 37 59 65 57 163 123 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,781 COMMITMENTS 40,277 8,228 39,225 48,343 86,552 127,844 134,004 11,936 5,777 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -11,574) -7,768 363 -3,515 -283 -8,108 -11,566 -11,260 -8 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 5.9 28.1 34.6 61.9 91.5 95.9 8.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 171 64 119 106 122 320 275 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,144 COMMITMENTS 4,524 10,053 3,499 9,518 4,030 17,540 17,582 2,604 2,562 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,386) -795 -4,447 -231 -3,356 1,633 -4,382 -3,046 -4 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 49.9 17.4 47.2 20.0 87.1 87.3 12.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 30 11 8 9 22 44
Updated January 11, 2005