COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 181,020: 29,922 5,560 51,196 80,059 112,513 161,177 169,270: 19,843 11,750
Old : 179,375: 29,954 5,849 50,646 79,075 111,207 159,675 167,702: 19,700 11,673
Other: 1,645: 404 146 115 983 1,306 1,502 1,567: 143 77
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,193: -2,550 377 -2,319 1,183 -794 -3,686 -2,737: 2,493 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 3.1 28.3 44.2 62.2 89.0 93.5: 11.0 6.5
Old : 100.0: 16.7 3.3 28.2 44.1 62.0 89.0 93.5: 11.0 6.5
Other: 100.0: 24.5 8.9 7.0 59.8 79.4 91.3 95.3: 8.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 114 36 77 68 77 213 167:
Old : 249: 109 42 75 68 76 212 165:
Other: 40: 11 11 9 7 13 21 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 : 17.3 31.1 28.5 43.7 15.6 24.0 21.9 31.4
Old : 17.4 30.9 28.7 43.6 15.7 24.3 22.1 31.6
Other: 59.9 69.5 79.0 82.8 56.4 69.5 75.1 80.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 48,510: 14,219 1,523 12,981 15,438 31,008 42,637 45,511: 5,873 2,999
Old : 6,090: 3,529 210 0 1,719 5,421 5,248 5,631: 842 459
Other: 42,420: 12,046 2,669 11,625 13,719 25,587 37,389 39,880: 5,031 2,540
: : :
: : Changes in Commitments from: October 18, 2005 :
: -450: 2,132 -245 -1,472 -417 1,026 243 -692: -693 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.1 26.8 31.8 63.9 87.9 93.8: 12.1 6.2
Old : 100.0: 57.9 3.4 0.0 28.2 89.0 86.2 92.5: 13.8 7.5
Other: 100.0: 28.4 6.3 27.4 32.3 60.3 88.1 94.0: 11.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 75 18 30 25 28 109 68:
Old : 57: 26 6 0 14 15 40 21:
Other: 122: 65 23 29 23 26 102 64:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 43.8 36.0 60.8 14.7 33.2 20.7 43.4
Old : 35.3 77.8 54.5 84.8 34.3 77.8 53.4 84.0
Other: 25.9 43.2 40.3 61.6 15.6 30.9 21.7 40.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 153,189: 27,329 31,925 13,832 100,747 100,128 141,908 145,884: 11,281 7,304
Old : 135,469: 27,488 32,066 13,412 83,727 82,852 124,627 128,330: 10,842 7,139
Other: 17,720: 143 161 118 17,020 17,276 17,281 17,555: 440 166
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,422: 663 2,217 106 1,120 -773 1,890 1,550: 533 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.8 9.0 65.8 65.4 92.6 95.2: 7.4 4.8
Old : 100.0: 20.3 23.7 9.9 61.8 61.2 92.0 94.7: 8.0 5.3
Other: 100.0: 0.8 0.9 0.7 96.0 97.5 97.5 99.1: 2.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 63 51 28 55 39 128 109:
Old : 174: 63 52 27 55 39 128 108:
Other: 24: 2 2 3 13 12 16 16:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 24.1 44.0 43.4 18.3 17.8 27.5 28.5
Old : 27.5 23.6 43.7 41.8 22.3 18.3 34.2 30.7
Other: 61.9 83.8 91.0 96.7 46.4 58.7 61.5 64.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 637,332: 179,680 14,519 120,016 252,951 461,258 552,647 595,794: 84,685 41,538
Old : 637,332: 179,680 14,519 120,016 252,951 461,258 552,647 595,794: 84,685 41,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -6,422: 3,994 3,544 -3,790 1,178 -1,738 1,383 -1,983: -7,805 -4,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.3 18.8 39.7 72.4 86.7 93.5: 13.3 6.5
Old : 100.0: 28.2 2.3 18.8 39.7 72.4 86.7 93.5: 13.3 6.5
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 : 178: 74 29 42 63 64 161 113:
Old : 178: 74 29 42 63 64 161 113:
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 : 14.4 26.1 24.7 45.1 10.9 19.7 18.5 32.4
Old : 14.4 26.1 24.7 45.1 10.9 19.7 18.5 32.4
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 25, 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 : 120,401: 18,104 12,097 40,133 51,497 61,606 109,735 113,836: 10,667 6,565
Old : 118,090: 18,031 12,667 39,050 50,516 60,069 107,598 111,785: 10,493 6,305
Other: 2,311: 678 36 478 981 1,537 2,137 2,051: 174 260
: : :
: : Changes in Commitments from: October 18, 2005 :
: -2,860: 1,489 -1,882 149 -1,103 2,583 535 850: -3,395 -3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.0 33.3 42.8 51.2 91.1 94.5: 8.9 5.5
Old : 100.0: 15.3 10.7 33.1 42.8 50.9 91.1 94.7: 8.9 5.3
Other: 100.0: 29.3 1.6 20.7 42.5 66.5 92.5 88.7: 7.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 127 71 104 90 90 258 232:
Old : 319: 125 75 104 90 90 258 232:
Other: 49: 10 7 12 14 23 29 38:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 19.1 28.1 31.2 13.4 11.2 20.2 17.4
Old : 17.9 19.2 28.5 31.5 13.7 11.5 20.6 17.8
Other: 51.4 44.1 72.3 62.7 31.1 31.6 44.7 40.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 34,781: 27,948 3,588 2,493 1,383 26,673 31,824 32,755: 2,957 2,026
Old : 34,781: 27,948 3,588 2,493 1,383 26,673 31,824 32,755: 2,957 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 9,747: 10,979 356 -27 383 9,613 11,336 9,941: -1,589 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 10.3 7.2 4.0 76.7 91.5 94.2: 8.5 5.8
Old : 100.0: 80.4 10.3 7.2 4.0 76.7 91.5 94.2: 8.5 5.8
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 : 68: 39 14 13 8 9 53 31:
Old : 68: 39 14 13 8 9 53 31:
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 : 45.8 72.8 68.8 85.0 45.2 71.8 64.7 80.7
Old : 45.8 72.8 68.8 85.0 45.2 71.8 64.7 80.7
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, October 25, 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 : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Old : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Old : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
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 : 22: 7 2 0 3 10 10 12:
Old : 22: 7 2 0 3 10 10 12:
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 : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Old : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005