COTTON NO. 2 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, May 31, 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 : 97,413: 23,090 16,505 5,103 57,357 66,181 85,550 87,789: 11,863 9,624 Old : 62,341: 17,734 16,442 511 38,100 40,202 56,345 57,155: 5,996 5,186 Other: 35,072: 9,519 4,226 429 19,257 25,979 29,205 30,634: 5,867 4,438 : : : : : Changes in Commitments from: May 24, 2005 : : 1,537: -509 1,877 591 2,408 -3,114 2,490 -646: -953 2,183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 16.9 5.2 58.9 67.9 87.8 90.1: 12.2 9.9 Old : 100.0: 28.4 26.4 0.8 61.1 64.5 90.4 91.7: 9.6 8.3 Other: 100.0: 27.1 12.0 1.2 54.9 74.1 83.3 87.3: 16.7 12.7 : : : :# Traders : Number of Traders in Each Category : All : 185: 61 49 39 57 47 136 120: Old : 165: 58 49 5 30 33 92 83: Other: 125: 35 26 18 49 41 96 73: :---------------------------------------------------------------------------------------------------- : 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 : 26.1 41.4 39.0 51.4 26.1 35.5 37.6 45.0 Old : 38.8 53.8 53.7 62.3 38.8 53.8 53.7 62.1 Other: 25.6 27.7 40.0 43.6 24.3 24.6 35.9 38.6 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, May 31, 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 : 26,362: 9,154 3,218 1,700 11,874 19,729 22,728 24,647: 3,634 1,715 Old : 25,924: 9,166 3,380 1,418 11,795 19,451 22,379 24,249: 3,545 1,675 Other: 438: 254 104 16 79 278 349 398: 89 40 : : : : : Changes in Commitments from: May 24, 2005 : : 658: 490 -216 629 -446 -60 673 353: -15 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 12.2 6.4 45.0 74.8 86.2 93.5: 13.8 6.5 Old : 100.0: 35.4 13.0 5.5 45.5 75.0 86.3 93.5: 13.7 6.5 Other: 100.0: 58.0 23.7 3.7 18.0 63.5 79.7 90.9: 20.3 9.1 : : : :# Traders : Number of Traders in Each Category : All : 99: 48 20 17 21 14 80 41: Old : 99: 46 22 14 20 14 77 40: Other: 16: 7 4 2 3 3 12 7: :---------------------------------------------------------------------------------------------------- : 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 : 30.3 57.7 40.9 70.7 29.9 56.4 38.8 66.8 Old : 30.6 57.8 41.4 70.8 30.2 57.5 39.2 68.2 Other: 63.0 80.4 75.6 90.9 63.0 78.5 74.7 86.3 COCOA - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, May 31, 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 : 131,464: 24,028 23,842 3,461 96,399 99,883 123,888 127,186: 7,576 4,278 Old : 61,350: 14,668 23,117 949 39,316 33,682 54,933 57,748: 6,417 3,602 Other: 70,114: 11,107 2,472 765 57,083 66,201 68,955 69,438: 1,159 676 : : : : : Changes in Commitments from: May 24, 2005 : : 3,419: 842 1,648 550 2,122 1,633 3,514 3,831: -95 -412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 18.1 2.6 73.3 76.0 94.2 96.7: 5.8 3.3 Old : 100.0: 23.9 37.7 1.5 64.1 54.9 89.5 94.1: 10.5 5.9 Other: 100.0: 15.8 3.5 1.1 81.4 94.4 98.3 99.0: 1.7 1.0 : : : :# Traders : Number of Traders in Each Category : All : 156: 52 40 18 50 38 113 93: Old : 153: 57 40 12 45 32 105 81: Other: 77: 22 13 6 30 30 56 45: :---------------------------------------------------------------------------------------------------- : 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 : 30.5 37.6 46.9 53.9 19.8 24.7 30.1 33.4 Old : 22.2 30.0 37.2 42.8 19.6 25.4 29.3 37.1 Other: 46.9 60.8 66.0 76.5 28.5 42.0 43.5 53.3 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, May 31, 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 : 363,027: 65,730 91,021 13,679 227,152 211,985 306,561 316,685: 56,466 46,342 Old : 363,027: 65,730 91,021 13,679 227,152 211,985 306,561 316,685: 56,466 46,342 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 3,301: 2,245 -6,029 -2,188 370 11,730 427 3,513: 2,874 -212 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 25.1 3.8 62.6 58.4 84.4 87.2: 15.6 12.8 Old : 100.0: 18.1 25.1 3.8 62.6 58.4 84.4 87.2: 15.6 12.8 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 : 146: 36 47 24 54 43 106 99: Old : 146: 36 47 24 54 43 106 99: 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 : 18.2 25.3 32.4 41.9 16.7 19.4 29.8 29.7 Old : 18.2 25.3 32.4 41.9 16.7 19.4 29.8 29.7 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, May 31, 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 : 94,661: 32,801 10,649 9,825 43,979 69,329 86,605 89,803: 8,056 4,858 Old : 77,149: 33,652 15,095 2,746 33,598 55,523 69,996 73,364: 7,153 3,785 Other: 17,512: 5,404 1,809 824 10,381 13,806 16,609 16,439: 903 1,073 : : : : : Changes in Commitments from: May 24, 2005 : : -379: -703 43 38 529 -876 -136 -795: -243 416 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 11.2 10.4 46.5 73.2 91.5 94.9: 8.5 5.1 Old : 100.0: 43.6 19.6 3.6 43.5 72.0 90.7 95.1: 9.3 4.9 Other: 100.0: 30.9 10.3 4.7 59.3 78.8 94.8 93.9: 5.2 6.1 : : : :# Traders : Number of Traders in Each Category : All : 300: 126 46 64 82 95 242 182: Old : 296: 121 52 43 66 92 214 166: Other: 135: 25 26 15 51 65 84 99: :---------------------------------------------------------------------------------------------------- : 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 27.6 32.5 40.1 20.0 24.2 31.5 34.1 Old : 24.1 27.4 37.6 40.1 24.1 26.0 37.6 38.1 Other: 37.7 42.8 56.6 54.8 35.0 40.0 47.5 49.7 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, May 31, 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 : 29,298: 17,717 2,356 2,826 4,933 22,426 25,476 27,608: 3,822 1,690 Old : 29,298: 17,717 2,356 2,826 4,933 22,426 25,476 27,608: 3,822 1,690 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 1,246: 922 -189 481 89 1,195 1,492 1,487: -246 -241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 8.0 9.6 16.8 76.5 87.0 94.2: 13.0 5.8 Old : 100.0: 60.5 8.0 9.6 16.8 76.5 87.0 94.2: 13.0 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 : 62: 35 12 10 10 5 51 23: Old : 62: 35 12 10 10 5 51 23: 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 : 36.3 83.8 52.5 89.2 34.6 77.4 47.0 80.2 Old : 36.3 83.8 52.5 89.2 34.6 77.4 47.0 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005