COTTON NO. 2 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 8, 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 : 116,075: 45,192 22,852 4,865 47,630 80,628 97,687 108,345: 18,388 7,730 Old : 102,834: 44,922 24,259 2,299 39,347 70,478 86,568 97,036: 16,266 5,798 Other: 13,241: 2,362 685 474 8,283 10,150 11,119 11,309: 2,122 1,932 : : : : : Changes in Commitments from: March 1, 2005 : : 8,030: 4,998 1,331 1,099 537 6,747 6,634 9,177: 1,396 -1,147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 19.7 4.2 41.0 69.5 84.2 93.3: 15.8 6.7 Old : 100.0: 43.7 23.6 2.2 38.3 68.5 84.2 94.4: 15.8 5.6 Other: 100.0: 17.8 5.2 3.6 62.6 76.7 84.0 85.4: 16.0 14.6 : : : :# Traders : Number of Traders in Each Category : All : 212: 82 51 42 53 54 171 120: Old : 205: 84 53 25 41 51 143 115: Other: 86: 28 13 13 29 31 59 55: :---------------------------------------------------------------------------------------------------- : 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 42.0 30.8 52.2 19.8 38.7 30.8 47.3 Old : 22.4 44.6 34.8 54.2 22.4 44.0 34.8 52.9 Other: 34.5 35.5 48.3 51.2 23.3 25.0 31.5 37.7 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 8, 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 : 28,092: 12,504 3,082 1,564 8,731 22,342 22,799 26,988: 5,293 1,104 Old : 28,023: 12,506 3,135 1,502 8,727 22,304 22,735 26,941: 5,288 1,082 Other: 69: 58 7 2 4 38 64 47: 5 22 : : : : : Changes in Commitments from: March 1, 2005 : : 1,120: 2,089 -806 453 -1,670 1,476 872 1,123: 248 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 11.0 5.6 31.1 79.5 81.2 96.1: 18.8 3.9 Old : 100.0: 44.6 11.2 5.4 31.1 79.6 81.1 96.1: 18.9 3.9 Other: 100.0: 84.1 10.1 2.9 5.8 55.1 92.8 68.1: 7.2 31.9 : : : :# Traders : Number of Traders in Each Category : All : 113: 63 16 19 20 16 96 43: Old : 113: 64 18 19 19 16 95 43: Other: 7: 2 2 1 1 3 4 5: :---------------------------------------------------------------------------------------------------- : 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 : 20.7 47.7 30.4 71.5 20.3 45.6 30.1 69.1 Old : 20.7 47.8 30.5 71.6 20.4 45.7 30.2 69.3 Other: 92.8 62.3 92.8 68.1 84.1 58.0 84.1 59.4 COCOA - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 8, 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 : 143,879: 49,843 6,644 4,641 77,611 126,021 132,095 137,306: 11,784 6,573 Old : 91,197: 46,437 6,807 3,682 30,142 74,601 80,261 85,090: 10,936 6,107 Other: 52,682: 4,116 547 249 47,469 51,420 51,834 52,216: 848 466 : : : : : Changes in Commitments from: March 1, 2005 : : 10,851: 8,524 968 1,460 249 5,204 10,233 7,632: 618 3,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 4.6 3.2 53.9 87.6 91.8 95.4: 8.2 4.6 Old : 100.0: 50.9 7.5 4.0 33.1 81.8 88.0 93.3: 12.0 6.7 Other: 100.0: 7.8 1.0 0.5 90.1 97.6 98.4 99.1: 1.6 0.9 : : : :# Traders : Number of Traders in Each Category : All : 151: 60 30 25 46 39 127 83: Old : 149: 60 34 24 37 37 117 80: Other: 57: 18 2 2 28 25 46 29: :---------------------------------------------------------------------------------------------------- : 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 40.7 39.4 62.8 19.3 29.8 26.9 40.8 Old : 20.7 35.2 32.3 54.2 19.6 29.6 29.7 46.4 Other: 55.8 66.6 70.3 86.0 38.8 52.8 51.2 63.2 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 8, 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 : 349,343: 90,029 37,249 23,173 168,939 249,944 282,141 310,366: 67,202 38,977 Old : 349,343: 90,029 37,249 23,173 168,939 249,944 282,141 310,366: 67,202 38,977 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2005 : : -10,799: -13,052 4,080 -1,506 7,878 -15,913 -6,680 -13,339: -4,119 2,540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 10.7 6.6 48.4 71.5 80.8 88.8: 19.2 11.2 Old : 100.0: 25.8 10.7 6.6 48.4 71.5 80.8 88.8: 19.2 11.2 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 : 136: 46 29 29 50 43 110 88: Old : 136: 46 29 29 50 43 110 88: 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 : 16.4 35.3 28.9 52.8 16.0 29.3 27.6 43.3 Old : 16.4 35.3 28.9 52.8 16.0 29.3 27.6 43.3 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, March 8, 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 : 115,553: 54,337 12,128 9,798 39,428 86,957 103,563 108,883: 11,990 6,670 Old : 108,827: 54,470 13,707 6,793 36,088 82,221 97,351 102,721: 11,476 6,106 Other: 6,726: 2,506 1,060 366 3,340 4,736 6,212 6,162: 514 564 : : : : : Changes in Commitments from: March 1, 2005 : : 6,133: 1,109 845 2,532 2,435 1,989 6,076 5,366: 57 767 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 10.5 8.5 34.1 75.3 89.6 94.2: 10.4 5.8 Old : 100.0: 50.1 12.6 6.2 33.2 75.6 89.5 94.4: 10.5 5.6 Other: 100.0: 37.3 15.8 5.4 49.7 70.4 92.4 91.6: 7.6 8.4 : : : :# Traders : Number of Traders in Each Category : All : 340: 146 52 57 88 111 261 202: Old : 339: 147 55 55 81 109 253 198: Other: 102: 18 12 10 41 52 65 68: :---------------------------------------------------------------------------------------------------- : 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 : 16.5 25.4 28.0 37.7 16.5 23.2 28.0 35.4 Old : 17.5 25.9 29.8 38.3 17.5 24.2 29.8 36.5 Other: 34.6 29.4 51.5 44.6 31.7 29.4 45.5 42.5 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 8, 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 : 31,213: 7,896 16,553 3,063 17,412 7,750 28,371 27,366: 2,842 3,847 Old : 31,213: 7,896 16,553 3,063 17,412 7,750 28,371 27,366: 2,842 3,847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2005 : : 7,776: 454 2,113 846 5,856 3,819 7,156 6,778: 620 998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 53.0 9.8 55.8 24.8 90.9 87.7: 9.1 12.3 Old : 100.0: 25.3 53.0 9.8 55.8 24.8 90.9 87.7: 9.1 12.3 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 : 49: 9 26 8 3 11 16 43: Old : 49: 9 26 8 3 11 16 43: 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 : 72.9 42.8 88.0 62.1 59.3 34.6 63.0 47.5 Old : 72.9 42.8 88.0 62.1 59.3 34.6 63.0 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005