COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 140,033: 22,133 12,034 31,435 71,141 87,167 124,708 130,636: 15,325 9,397
Old : 85,340: 17,839 11,951 13,866 45,002 54,335 76,707 80,151: 8,633 5,188
Other: 54,693: 5,684 1,472 16,180 26,138 32,832 48,001 50,484: 6,692 4,209
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,242: -6,912 3,597 243 2,660 -8,078 -4,008 -4,238: -234 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.6 22.4 50.8 62.2 89.1 93.3: 10.9 6.7
Old : 100.0: 20.9 14.0 16.2 52.7 63.7 89.9 93.9: 10.1 6.1
Other: 100.0: 10.4 2.7 29.6 47.8 60.0 87.8 92.3: 12.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 70 50 54 74 66 172 143:
Old : 186: 63 50 46 52 52 140 123:
Other: 138: 36 29 40 62 56 118 105:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 33.7 30.6 43.5 17.8 24.1 25.9 31.4
Old : 28.2 45.3 40.9 53.1 28.2 40.3 39.3 46.8
Other: 19.5 20.4 31.6 33.9 15.5 13.8 22.2 22.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 35,974: 9,765 3,219 7,084 13,784 23,646 30,632 33,948: 5,341 2,026
Old : 34,825: 9,766 3,511 6,370 13,451 22,959 29,588 32,841: 5,238 1,985
Other: 1,149: 396 105 315 333 687 1,045 1,107: 104 41
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,598: 580 585 297 -29 814 848 1,696: 750 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.9 19.7 38.3 65.7 85.2 94.4: 14.8 5.6
Old : 100.0: 28.0 10.1 18.3 38.6 65.9 85.0 94.3: 15.0 5.7
Other: 100.0: 34.5 9.2 27.5 29.0 59.8 91.0 96.4: 9.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 55 20 23 23 19 89 53:
Old : 109: 53 24 23 23 19 89 53:
Other: 25: 12 5 11 7 5 21 19:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 47.8 34.7 63.3 22.6 43.9 30.4 55.6
Old : 23.1 47.5 35.2 63.2 23.1 45.4 31.3 56.1
Other: 34.2 72.4 60.9 85.9 28.8 60.1 47.2 61.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 144,449: 21,912 22,085 13,568 99,731 103,077 135,211 138,731: 9,238 5,719
Old : 71,162: 13,695 21,099 8,018 41,491 37,263 63,204 66,381: 7,958 4,781
Other: 73,287: 9,999 2,769 3,767 58,240 65,814 72,007 72,350: 1,281 937
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,506: 564 899 406 2,177 1,653 3,147 2,958: -641 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.3 9.4 69.0 71.4 93.6 96.0: 6.4 4.0
Old : 100.0: 19.2 29.6 11.3 58.3 52.4 88.8 93.3: 11.2 6.7
Other: 100.0: 13.6 3.8 5.1 79.5 89.8 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 52 47 35 53 40 125 105:
Old : 156: 62 36 28 49 37 117 95:
Other: 81: 17 22 19 30 32 60 60:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 33.4 44.2 50.6 19.5 22.7 29.1 29.9
Old : 18.2 27.5 31.3 39.0 17.6 19.9 27.1 30.3
Other: 45.9 56.0 65.3 72.0 28.5 38.7 44.7 49.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 463,316: 68,678 77,114 69,692 256,819 263,687 395,189 410,492: 68,127 52,824
Old : 463,316: 68,678 77,114 69,692 256,819 263,687 395,189 410,492: 68,127 52,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 8,395: -3,353 -9,977 7,834 -651 16,805 3,830 14,662: 4,565 -6,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.6 15.0 55.4 56.9 85.3 88.6: 14.7 11.4
Old : 100.0: 14.8 16.6 15.0 55.4 56.9 85.3 88.6: 14.7 11.4
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 : 159: 41 55 43 59 45 126 117:
Old : 159: 41 55 43 59 45 126 117:
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 : 16.0 26.7 28.7 41.7 13.0 20.4 23.5 27.7
Old : 16.0 26.7 28.7 41.7 13.0 20.4 23.5 27.7
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, May 24, 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 : 124,477: 30,772 9,093 32,495 50,587 76,462 113,854 118,050: 10,623 6,427
Old : 101,035: 30,804 14,186 21,005 39,703 60,776 91,512 95,967: 9,524 5,068
Other: 23,441: 6,001 939 5,458 10,884 15,686 22,342 22,083: 1,099 1,359
: : :
: : Changes in Commitments from: May 17, 2005 :
: -306: 806 -477 397 108 1,121 1,311 1,041: -1,617 -1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.3 26.1 40.6 61.4 91.5 94.8: 8.5 5.2
Old : 100.0: 30.5 14.0 20.8 39.3 60.2 90.6 95.0: 9.4 5.0
Other: 100.0: 25.6 4.0 23.3 46.4 66.9 95.3 94.2: 4.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 172 52 124 98 107 317 245:
Old : 354: 162 67 114 92 104 303 237:
Other: 165: 47 25 51 58 78 122 138:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 23.6 25.8 34.2 15.0 19.1 23.5 26.7
Old : 18.0 23.2 28.4 33.2 18.0 19.9 28.4 29.2
Other: 30.6 36.9 44.6 47.1 26.2 30.6 33.8 37.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 29,431: 16,682 2,541 3,213 5,001 21,435 24,896 27,189: 4,536 2,243
Old : 29,431: 16,682 2,541 3,213 5,001 21,435 24,896 27,189: 4,536 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,952: 1,537 -1,010 146 360 2,931 2,043 2,067: -91 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 8.6 10.9 17.0 72.8 84.6 92.4: 15.4 7.6
Old : 100.0: 56.7 8.6 10.9 17.0 72.8 84.6 92.4: 15.4 7.6
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 : 64: 37 11 13 10 7 54 25:
Old : 64: 37 11 13 10 7 54 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 : 31.7 80.2 50.2 86.6 30.9 73.5 46.3 77.2
Old : 31.7 80.2 50.2 86.6 30.9 73.5 46.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005