COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 171,410: 25,095 8,324 49,197 78,355 103,072 152,647 160,592: 18,763 10,818
Old : 169,953: 25,162 8,545 48,712 77,403 101,955 151,278 159,212: 18,675 10,741
Other: 1,457: 305 152 112 952 1,116 1,370 1,380: 88 77
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,154: 2,202 -3,078 3,546 1,292 7,799 7,040 8,267: 1,114 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.9 28.7 45.7 60.1 89.1 93.7: 10.9 6.3
Old : 100.0: 14.8 5.0 28.7 45.5 60.0 89.0 93.7: 11.0 6.3
Other: 100.0: 21.0 10.4 7.7 65.3 76.6 94.0 94.7: 6.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 100 45 74 66 70 202 159:
Old : 237: 98 49 72 66 70 201 158:
Other: 35: 9 12 7 7 8 18 25:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 30.7 28.0 41.4 16.2 22.9 22.7 29.6
Old : 17.8 30.5 28.2 41.2 16.3 23.1 22.9 29.9
Other: 63.4 75.3 84.6 87.2 61.6 75.3 80.3 84.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 45,469: 11,433 1,829 12,373 16,331 28,456 40,137 42,659: 5,332 2,811
Old : 23,220: 9,727 2,691 4,566 5,862 14,479 20,155 21,736: 3,065 1,485
Other: 22,249: 3,841 1,273 5,673 10,469 13,977 19,982 20,923: 2,267 1,326
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,597: 1,475 228 877 328 1,170 2,680 2,276: -83 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.0 27.2 35.9 62.6 88.3 93.8: 11.7 6.2
Old : 100.0: 41.9 11.6 19.7 25.2 62.4 86.8 93.6: 13.2 6.4
Other: 100.0: 17.3 5.7 25.5 47.1 62.8 89.8 94.0: 10.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 52 24 24 24 22 94 54:
Old : 100: 47 25 18 21 19 81 49:
Other: 60: 27 9 18 20 15 52 37:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 45.7 40.4 61.2 16.8 33.3 23.3 41.3
Old : 23.6 44.3 36.7 63.4 16.5 33.9 26.6 46.7
Other: 33.0 55.2 50.2 70.4 22.2 37.4 30.5 44.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 146,021: 24,535 29,903 12,714 98,672 95,636 135,922 138,253: 10,099 7,768
Old : 129,116: 24,709 30,092 12,184 82,481 79,193 119,374 121,468: 9,742 7,648
Other: 16,905: 189 175 167 16,191 16,443 16,547 16,785: 357 120
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,768: 1,120 1,172 -22 3,736 4,358 4,834 5,508: -65 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.5 8.7 67.6 65.5 93.1 94.7: 6.9 5.3
Old : 100.0: 19.1 23.3 9.4 63.9 61.3 92.5 94.1: 7.5 5.9
Other: 100.0: 1.1 1.0 1.0 95.8 97.3 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 51 57 27 53 38 119 109:
Old : 168: 52 58 26 53 38 119 108:
Other: 28: 3 3 4 15 13 20 18:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 26.3 44.5 43.0 19.2 18.0 28.8 27.6
Old : 26.9 25.1 44.1 41.0 24.4 18.2 37.0 29.8
Other: 61.0 89.4 87.8 96.8 48.2 69.3 66.2 73.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 630,947: 190,950 13,773 118,627 229,862 448,318 539,439 580,718: 91,508 50,229
Old : 630,947: 190,950 13,773 118,627 229,862 448,318 539,439 580,718: 91,508 50,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,256: 6,110 -2,344 12,452 6,040 16,917 24,602 27,025: -8,347 -10,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.2 18.8 36.4 71.1 85.5 92.0: 14.5 8.0
Old : 100.0: 30.3 2.2 18.8 36.4 71.1 85.5 92.0: 14.5 8.0
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 : 177: 77 29 47 57 58 158 113:
Old : 177: 77 29 47 57 58 158 113:
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 : 13.6 25.8 23.9 43.9 11.3 20.6 18.8 33.8
Old : 13.6 25.8 23.9 43.9 11.3 20.6 18.8 33.8
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, October 11, 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 : 127,051: 17,411 17,563 43,363 54,462 57,798 115,235 118,723: 11,816 8,328
Old : 125,425: 17,379 17,945 42,720 53,642 56,627 113,742 117,292: 11,684 8,133
Other: 1,626: 452 39 222 819 1,171 1,493 1,431: 133 195
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,986: 606 -2,529 1,975 -1,254 2,800 1,328 2,246: 659 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.8 34.1 42.9 45.5 90.7 93.4: 9.3 6.6
Old : 100.0: 13.9 14.3 34.1 42.8 45.1 90.7 93.5: 9.3 6.5
Other: 100.0: 27.8 2.4 13.6 50.4 72.0 91.8 88.0: 8.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 137 69 112 105 96 275 252:
Old : 336: 136 73 112 105 96 275 252:
Other: 45: 8 6 7 16 20 25 32:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 18.8 27.5 29.4 12.8 10.7 19.5 16.9
Old : 17.6 19.0 27.8 29.7 12.9 10.9 19.8 17.2
Other: 43.3 47.7 72.0 66.9 32.6 40.4 49.0 51.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 21,415: 13,710 5,190 3,570 1,186 10,650 18,466 19,410: 2,950 2,006
Old : 21,415: 13,710 5,190 3,570 1,186 10,650 18,466 19,410: 2,950 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,110: -247 2,501 1,161 760 -2,704 1,673 957: -563 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 24.2 16.7 5.5 49.7 86.2 90.6: 13.8 9.4
Old : 100.0: 64.0 24.2 16.7 5.5 49.7 86.2 90.6: 13.8 9.4
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 : 53: 32 9 9 8 4 44 19:
Old : 53: 32 9 9 8 4 44 19:
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 : 48.6 61.7 62.0 84.6 41.3 54.6 49.7 71.8
Old : 48.6 61.7 62.0 84.6 41.3 54.6 49.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005