COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 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 : 92,056: 27,287 25,567 7,245 45,140 53,355 79,672 86,167: 12,384 5,889
Old : 83,773: 27,274 26,900 5,172 39,802 46,151 72,248 78,223: 11,525 5,550
Other: 8,283: 1,648 302 438 5,338 7,204 7,424 7,944: 859 339
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,351: 11,388 -11,610 2,833 -7,065 17,298 7,156 8,521: 2,195 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 27.8 7.9 49.0 58.0 86.5 93.6: 13.5 6.4
Old : 100.0: 32.6 32.1 6.2 47.5 55.1 86.2 93.4: 13.8 6.6
Other: 100.0: 19.9 3.6 5.3 64.4 87.0 89.6 95.9: 10.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 101 98 68 68 69 219 196:
Old : 299: 102 97 59 58 66 201 191:
Other: 82: 23 13 8 28 26 57 44:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 27.4 31.4 36.1 19.6 24.2 29.5 31.8
Old : 21.5 26.5 33.3 35.1 21.5 23.4 32.1 31.1
Other: 40.5 52.3 55.8 65.1 32.6 51.9 44.0 63.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 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 : 32,580: 11,754 2,088 2,557 13,623 26,743 27,934 31,388: 4,646 1,192
Old : 32,555: 11,759 2,088 2,552 13,604 26,723 27,915 31,363: 4,640 1,192
Other: 25: 0 5 0 19 20 19 25: 6 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -1,965: -2,391 371 152 374 -2,295 -1,865 -1,772: -100 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.4 7.8 41.8 82.1 85.7 96.3: 14.3 3.7
Old : 100.0: 36.1 6.4 7.8 41.8 82.1 85.7 96.3: 14.3 3.7
Other: 100.0: 0.0 20.0 0.0 76.0 80.0 76.0 100.0: 24.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 45 13 18 30 14 79 44:
Old : 98: 46 13 18 30 14 79 44:
Other: 3: 0 1 0 1 1 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 59.4 42.2 78.7 18.3 42.3 27.7 61.3
Old : 30.7 59.5 42.1 78.7 18.3 42.4 27.7 61.4
Other: 76.0 100.0 76.0 100.0 76.0 100.0 76.0 100.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 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 : 117,819: 15,897 11,796 2,400 93,306 102,226 111,603 116,422: 6,216 1,397
Old : 77,563: 15,497 11,206 1,638 54,703 63,620 71,838 76,464: 5,725 1,099
Other: 40,256: 862 1,052 300 38,603 38,606 39,765 39,958: 491 298
: : :
: : Changes in Commitments from: January 4, 2005 :
: -318: -38 5,569 593 -1,331 -5,972 -776 190: 458 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.0 2.0 79.2 86.8 94.7 98.8: 5.3 1.2
Old : 100.0: 20.0 14.4 2.1 70.5 82.0 92.6 98.6: 7.4 1.4
Other: 100.0: 2.1 2.6 0.7 95.9 95.9 98.8 99.3: 1.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 43 27 16 44 35 97 74:
Old : 126: 47 28 16 41 35 94 74:
Other: 40: 5 7 2 21 16 27 24:
:----------------------------------------------------------------------------------------------------
: 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 : 38.3 47.1 55.9 64.9 21.0 28.4 28.3 35.9
Old : 34.6 40.3 49.4 59.7 33.0 33.6 44.9 50.5
Other: 65.2 75.5 82.7 87.2 50.2 63.8 64.1 71.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 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 : 353,721: 88,567 54,007 31,249 173,118 233,398 292,934 318,654: 60,787 35,067
Old : 353,721: 88,567 54,007 31,249 173,118 233,398 292,934 318,654: 60,787 35,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -27,082: -24,281 -442 -1,848 3,489 -30,636 -22,640 -32,926: -4,442 5,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 15.3 8.8 48.9 66.0 82.8 90.1: 17.2 9.9
Old : 100.0: 25.0 15.3 8.8 48.9 66.0 82.8 90.1: 17.2 9.9
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 : 174: 58 40 42 57 53 144 110:
Old : 174: 58 40 42 57 53 144 110:
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 : 15.9 30.6 27.9 47.3 15.2 23.3 26.0 38.8
Old : 15.9 30.6 27.9 47.3 15.2 23.3 26.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 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 : 98,761: 40,365 10,639 8,978 39,280 74,707 88,623 94,324: 10,138 4,437
Old : 96,514: 40,358 11,861 7,622 38,646 72,928 86,626 92,411: 9,888 4,103
Other: 2,247: 1,240 11 123 634 1,779 1,997 1,913: 250 334
: : :
: : Changes in Commitments from: January 4, 2005 :
: -8,848: -6,385 -566 -926 -1,751 -7,414 -9,062 -8,906: 214 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 10.8 9.1 39.8 75.6 89.7 95.5: 10.3 4.5
Old : 100.0: 41.8 12.3 7.9 40.0 75.6 89.8 95.7: 10.2 4.3
Other: 100.0: 55.2 0.5 5.5 28.2 79.2 88.9 85.1: 11.1 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 129 60 63 92 111 261 208:
Old : 332: 128 68 63 89 111 258 208:
Other: 62: 13 2 5 22 33 35 40:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 25.0 27.0 38.5 15.6 20.7 26.1 33.0
Old : 16.2 25.4 27.6 38.9 15.9 21.2 26.8 33.5
Other: 56.6 43.4 74.4 58.1 50.1 43.4 65.4 53.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 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 : 18,150: 4,908 10,078 2,084 8,925 3,879 15,917 16,041: 2,233 2,109
Old : 18,150: 4,908 10,078 2,084 8,925 3,879 15,917 16,041: 2,233 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -3,939: -759 -4,454 55 -3,343 1,724 -4,047 -2,675: 108 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 55.5 11.5 49.2 21.4 87.7 88.4: 12.3 11.6
Old : 100.0: 27.0 55.5 11.5 49.2 21.4 87.7 88.4: 12.3 11.6
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 : 45: 8 25 4 7 5 16 34:
Old : 45: 8 25 4 7 5 16 34:
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 : 71.5 41.1 83.6 64.9 60.5 37.7 67.1 55.6
Old : 71.5 41.1 83.6 64.9 60.5 37.7 67.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005