COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 94,731: 27,894 24,880 6,959 46,941 56,870 81,794 88,709: 12,937 6,022
Old : 86,666: 27,899 25,852 5,074 41,538 50,044 74,511 80,970: 12,155 5,696
Other: 8,065: 1,383 416 497 5,403 6,826 7,283 7,739: 782 326
: : :
: : Changes in Commitments from: January 11, 2005 :
: 2,675: 607 -687 -286 1,801 3,515 2,122 2,542: 553 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.3 7.3 49.6 60.0 86.3 93.6: 13.7 6.4
Old : 100.0: 32.2 29.8 5.9 47.9 57.7 86.0 93.4: 14.0 6.6
Other: 100.0: 17.1 5.2 6.2 67.0 84.6 90.3 96.0: 9.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 109 88 60 66 65 220 180:
Old : 295: 109 88 52 55 64 202 177:
Other: 83: 24 14 9 28 24 60 43:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 28.5 33.2 37.8 21.4 25.9 31.3 34.2
Old : 23.4 28.0 35.1 37.3 23.4 26.1 34.1 34.1
Other: 41.7 50.1 56.4 63.3 33.7 49.7 44.2 62.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 33,427: 9,989 1,544 3,381 15,628 27,667 28,998 32,592: 4,429 835
Old : 33,401: 9,994 1,545 3,375 15,609 27,647 28,978 32,567: 4,423 834
Other: 26: 1 5 0 19 20 20 25: 6 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 847: -1,765 -544 824 2,005 924 1,064 1,204: -217 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 4.6 10.1 46.8 82.8 86.8 97.5: 13.2 2.5
Old : 100.0: 29.9 4.6 10.1 46.7 82.8 86.8 97.5: 13.2 2.5
Other: 100.0: 3.8 19.2 0.0 73.1 76.9 76.9 96.2: 23.1 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 44 14 22 32 14 86 45:
Old : 101: 45 15 22 32 14 86 45:
Other: 4: 1 1 0 1 1 2 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 : 33.3 61.5 43.3 79.2 16.4 40.9 24.5 58.1
Old : 33.2 61.6 43.3 79.2 16.5 41.0 24.5 58.2
Other: 76.9 96.2 76.9 96.2 76.9 96.2 76.9 96.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 116,940: 18,705 12,592 2,294 88,970 100,500 109,969 115,386: 6,971 1,554
Old : 75,122: 18,248 12,228 1,426 49,004 60,103 68,678 73,757: 6,444 1,365
Other: 41,818: 1,038 945 287 39,966 40,397 41,291 41,629: 527 189
: : :
: : Changes in Commitments from: January 11, 2005 :
: -879: 2,808 796 -106 -4,336 -1,726 -1,634 -1,036: 755 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 10.8 2.0 76.1 85.9 94.0 98.7: 6.0 1.3
Old : 100.0: 24.3 16.3 1.9 65.2 80.0 91.4 98.2: 8.6 1.8
Other: 100.0: 2.5 2.3 0.7 95.6 96.6 98.7 99.5: 1.3 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 48 30 12 46 32 100 72:
Old : 132: 50 32 12 44 31 98 71:
Other: 39: 6 5 2 20 19 26 26:
:----------------------------------------------------------------------------------------------------
: 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 : 37.9 46.3 54.8 64.0 22.0 27.4 29.2 35.1
Old : 31.7 39.6 47.0 57.9 30.7 34.0 43.2 49.9
Other: 69.7 73.2 84.7 87.0 55.0 62.4 65.7 72.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 350,458: 87,229 48,067 31,118 169,792 235,513 288,139 314,698: 62,319 35,760
Old : 350,458: 87,229 48,067 31,118 169,792 235,513 288,139 314,698: 62,319 35,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -3,263: -1,338 -5,940 -131 -3,326 2,115 -4,795 -3,956: 1,532 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.7 8.9 48.4 67.2 82.2 89.8: 17.8 10.2
Old : 100.0: 24.9 13.7 8.9 48.4 67.2 82.2 89.8: 17.8 10.2
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 : 162: 57 32 45 58 51 142 105:
Old : 162: 57 32 45 58 51 142 105:
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 : 15.6 31.3 27.3 48.8 14.8 24.4 25.4 40.7
Old : 15.6 31.3 27.3 48.8 14.8 24.4 25.4 40.7
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 - Futures Only, January 18, 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 : 100,093: 42,441 11,033 9,724 37,767 74,369 89,932 95,126: 10,161 4,967
Old : 97,781: 42,444 12,148 8,392 37,051 72,550 87,887 93,090: 9,894 4,691
Other: 2,312: 1,180 68 149 716 1,819 2,045 2,036: 267 276
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,332: 2,076 394 746 -1,513 -338 1,309 802: 23 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.0 9.7 37.7 74.3 89.8 95.0: 10.2 5.0
Old : 100.0: 43.4 12.4 8.6 37.9 74.2 89.9 95.2: 10.1 4.8
Other: 100.0: 51.0 2.9 6.4 31.0 78.7 88.5 88.1: 11.5 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 146 47 66 91 109 271 203:
Old : 334: 146 52 66 89 109 269 203:
Other: 63: 11 3 6 24 34 37 41:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 25.4 25.5 38.3 14.7 21.5 24.5 33.3
Old : 15.2 25.9 26.1 38.7 15.0 22.0 25.0 33.8
Other: 54.3 43.0 71.7 58.0 46.4 42.2 61.4 52.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, January 18, 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 : 17,426: 4,297 10,221 2,012 8,740 3,297 15,049 15,530: 2,377 1,896
Old : 17,426: 4,297 10,221 2,012 8,740 3,297 15,049 15,530: 2,377 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -724: -611 143 -72 -185 -582 -868 -511: 144 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 58.7 11.5 50.2 18.9 86.4 89.1: 13.6 10.9
Old : 100.0: 24.7 58.7 11.5 50.2 18.9 86.4 89.1: 13.6 10.9
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 : 40: 5 24 3 5 6 11 33:
Old : 40: 5 24 3 5 6 11 33:
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 : 81.5 41.1 85.2 61.6 67.3 35.4 70.1 53.2
Old : 81.5 41.1 85.2 61.6 67.3 35.4 70.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005