COTTON NO. 2 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 15, 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 : 124,394: 51,117 23,512 5,588 48,566 87,212 105,271 116,312: 19,123 8,082 Old : 109,558: 49,636 24,957 2,475 40,706 75,973 92,817 103,405: 16,741 6,153 Other: 14,836: 3,966 1,040 628 7,860 11,239 12,454 12,907: 2,382 1,929 : : : : : Changes in Commitments from: March 8, 2005 : : 8,319: 5,925 660 723 936 6,584 7,584 7,967: 735 352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 18.9 4.5 39.0 70.1 84.6 93.5: 15.4 6.5 Old : 100.0: 45.3 22.8 2.3 37.2 69.3 84.7 94.4: 15.3 5.6 Other: 100.0: 26.7 7.0 4.2 53.0 75.8 83.9 87.0: 16.1 13.0 : : : :# Traders : Number of Traders in Each Category : All : 224: 92 50 42 54 58 178 125: Old : 216: 87 56 28 36 54 145 119: Other: 98: 25 23 13 31 35 63 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 : 19.0 41.9 30.0 52.5 18.9 39.8 29.9 48.3 Old : 21.6 44.6 34.0 54.7 21.6 44.4 34.0 53.1 Other: 32.7 36.1 46.3 49.5 29.8 26.4 38.5 38.2 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 15, 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 : 30,240: 14,651 3,253 1,792 8,416 23,873 24,859 28,918: 5,381 1,322 Old : 30,148: 14,627 3,260 1,756 8,412 23,831 24,795 28,847: 5,353 1,301 Other: 92: 53 22 7 4 42 64 71: 28 21 : : : : : Changes in Commitments from: March 8, 2005 : : 2,148: 2,147 171 228 -315 1,531 2,060 1,930: 88 218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 10.8 5.9 27.8 78.9 82.2 95.6: 17.8 4.4 Old : 100.0: 48.5 10.8 5.8 27.9 79.0 82.2 95.7: 17.8 4.3 Other: 100.0: 57.6 23.9 7.6 4.3 45.7 69.6 77.2: 30.4 22.8 : : : :# Traders : Number of Traders in Each Category : All : 122: 70 22 23 18 16 105 47: Old : 122: 69 23 23 17 16 104 47: Other: 9: 2 3 2 1 4 4 8: :---------------------------------------------------------------------------------------------------- : 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 : 20.4 49.0 30.6 72.0 20.1 47.8 30.3 70.7 Old : 20.5 49.1 30.7 72.1 20.2 47.9 30.4 70.9 Other: 69.6 59.8 69.6 77.2 57.6 57.6 57.6 65.2 COCOA - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 15, 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 : 151,273: 50,854 6,107 8,605 78,755 130,661 138,214 145,373: 13,059 5,900 Old : 98,166: 47,354 6,372 7,487 30,992 78,662 85,833 92,521: 12,333 5,645 Other: 53,107: 4,367 602 251 47,763 51,999 52,381 52,852: 726 255 : : : : : Changes in Commitments from: March 8, 2005 : : 7,394: 1,011 -537 3,964 1,144 4,640 6,119 8,067: 1,275 -673 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 4.0 5.7 52.1 86.4 91.4 96.1: 8.6 3.9 Old : 100.0: 48.2 6.5 7.6 31.6 80.1 87.4 94.2: 12.6 5.8 Other: 100.0: 8.2 1.1 0.5 89.9 97.9 98.6 99.5: 1.4 0.5 : : : :# Traders : Number of Traders in Each Category : All : 171: 70 24 34 45 41 143 94: Old : 169: 68 31 33 37 40 133 92: Other: 61: 19 4 3 27 27 46 34: :---------------------------------------------------------------------------------------------------- : 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 : 24.6 40.8 37.7 62.0 18.3 29.0 25.6 39.5 Old : 19.3 35.9 30.1 53.7 18.0 28.6 26.9 46.1 Other: 55.3 65.8 72.1 85.3 38.5 52.5 52.6 62.8 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 15, 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 : 359,588: 95,023 26,308 26,063 166,408 267,025 287,494 319,396: 72,094 40,192 Old : 359,588: 95,023 26,308 26,063 166,408 267,025 287,494 319,396: 72,094 40,192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2005 : : 10,245: 4,994 -10,941 2,890 -2,531 17,081 5,353 9,030: 4,892 1,215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 7.3 7.2 46.3 74.3 80.0 88.8: 20.0 11.2 Old : 100.0: 26.4 7.3 7.2 46.3 74.3 80.0 88.8: 20.0 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 : 140: 51 29 35 50 44 122 88: Old : 140: 51 29 35 50 44 122 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 : 15.1 38.1 26.5 54.0 15.1 32.6 26.2 45.2 Old : 15.1 38.1 26.5 54.0 15.1 32.6 26.2 45.2 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 15, 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 : 121,409: 54,550 13,822 10,850 43,752 89,513 109,152 114,185: 12,257 7,224 Old : 113,194: 55,268 15,614 7,258 38,892 83,795 101,418 106,667: 11,776 6,527 Other: 8,215: 2,603 1,529 271 4,860 5,718 7,734 7,518: 481 697 : : : : : Changes in Commitments from: March 8, 2005 : : 5,856: 213 1,694 1,052 4,324 2,556 5,589 5,302: 267 554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.9 11.4 8.9 36.0 73.7 89.9 94.0: 10.1 6.0 Old : 100.0: 48.8 13.8 6.4 34.4 74.0 89.6 94.2: 10.4 5.8 Other: 100.0: 31.7 18.6 3.3 59.2 69.6 94.1 91.5: 5.9 8.5 : : : :# Traders : Number of Traders in Each Category : All : 351: 142 67 74 89 110 273 221: Old : 349: 141 69 70 83 107 266 213: Other: 106: 17 15 9 44 51 67 70: :---------------------------------------------------------------------------------------------------- : 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 24.2 27.3 37.4 15.9 21.2 27.0 34.2 Old : 17.1 24.5 29.0 38.1 17.1 22.2 29.0 35.5 Other: 37.7 29.8 57.2 44.5 34.5 29.5 48.4 41.6 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, March 15, 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 : 25,241: 6,913 19,148 2,156 14,139 1,055 23,208 22,359: 2,033 2,882 Old : 25,241: 6,913 19,148 2,156 14,139 1,055 23,208 22,359: 2,033 2,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2005 : : -5,972: -983 2,595 -907 -3,273 -6,695 -5,163 -5,007: -809 -965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 75.9 8.5 56.0 4.2 91.9 88.6: 8.1 11.4 Old : 100.0: 27.4 75.9 8.5 56.0 4.2 91.9 88.6: 8.1 11.4 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: 9 31 4 6 6 18 39: Old : 53: 9 31 4 6 6 18 39: 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 : 63.3 46.8 87.1 67.5 63.3 46.6 80.3 61.5 Old : 63.3 46.8 87.1 67.5 63.3 46.6 80.3 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005