COTTON NO. 2 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 7, 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 : 96,381: 20,413 18,790 6,894 56,950 60,372 84,257 86,056: 12,124 10,325 Old : 49,486: 14,713 17,842 544 28,001 25,498 43,258 43,884: 6,228 5,602 Other: 46,895: 10,812 6,060 1,238 28,949 34,874 40,999 42,172: 5,896 4,723 : : : : : Changes in Commitments from: May 31, 2005 : : -1,032: -2,677 2,285 1,791 -407 -5,809 -1,293 -1,733: 261 701 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 19.5 7.2 59.1 62.6 87.4 89.3: 12.6 10.7 Old : 100.0: 29.7 36.1 1.1 56.6 51.5 87.4 88.7: 12.6 11.3 Other: 100.0: 23.1 12.9 2.6 61.7 74.4 87.4 89.9: 12.6 10.1 : : : :# Traders : Number of Traders in Each Category : All : 193: 62 59 45 54 45 139 131: Old : 164: 62 50 4 34 24 99 75: Other: 137: 30 42 21 48 42 95 88: :---------------------------------------------------------------------------------------------------- : 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 37.8 38.3 46.3 26.1 31.9 37.2 39.5 Old : 32.1 46.7 45.9 56.5 32.1 45.6 45.9 55.4 Other: 26.4 34.2 42.4 48.0 25.5 28.8 40.1 41.2 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 7, 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 : 27,452: 9,516 3,581 1,744 12,239 20,043 23,499 25,368: 3,953 2,084 Old : 26,674: 9,427 3,790 1,332 12,057 19,510 22,816 24,632: 3,858 2,042 Other: 778: 429 131 72 182 533 683 736: 95 42 : : : : : Changes in Commitments from: May 31, 2005 : : 1,090: 362 363 44 365 314 771 721: 319 369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 13.0 6.4 44.6 73.0 85.6 92.4: 14.4 7.6 Old : 100.0: 35.3 14.2 5.0 45.2 73.1 85.5 92.3: 14.5 7.7 Other: 100.0: 55.1 16.8 9.3 23.4 68.5 87.8 94.6: 12.2 5.4 : : : :# Traders : Number of Traders in Each Category : All : 94: 44 20 17 21 14 75 42: Old : 94: 45 19 15 20 14 73 41: Other: 17: 8 4 3 3 3 13 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 : 30.5 56.6 42.3 70.4 30.1 54.6 38.2 65.8 Old : 30.8 56.9 42.7 70.5 30.4 56.2 38.9 68.1 Other: 64.8 82.5 82.6 94.6 59.8 82.5 76.6 84.8 COCOA - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 7, 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 : 136,319: 25,015 25,968 3,126 100,304 103,271 128,445 132,365: 7,874 3,954 Old : 63,949: 14,792 25,042 788 41,919 35,228 57,499 61,058: 6,450 2,891 Other: 72,370: 11,896 2,599 665 58,385 68,043 70,946 71,307: 1,424 1,063 : : : : : Changes in Commitments from: May 31, 2005 : : 4,855: 987 2,126 -335 3,905 3,388 4,557 5,179: 298 -324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 19.0 2.3 73.6 75.8 94.2 97.1: 5.8 2.9 Old : 100.0: 23.1 39.2 1.2 65.6 55.1 89.9 95.5: 10.1 4.5 Other: 100.0: 16.4 3.6 0.9 80.7 94.0 98.0 98.5: 2.0 1.5 : : : :# Traders : Number of Traders in Each Category : All : 161: 55 46 15 52 37 116 92: Old : 158: 61 40 8 47 29 109 76: Other: 73: 18 13 6 31 28 54 42: :---------------------------------------------------------------------------------------------------- : 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 : 32.2 38.7 48.8 56.0 20.3 24.6 30.9 33.7 Old : 27.7 33.5 41.2 49.0 21.3 26.1 29.8 38.2 Other: 46.4 61.1 65.4 76.4 27.7 42.9 42.3 53.9 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 7, 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 : 361,372: 69,678 85,835 15,182 220,235 222,645 305,095 323,662: 56,277 37,710 Old : 361,372: 69,678 85,835 15,182 220,235 222,645 305,095 323,662: 56,277 37,710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2005 : : -1,655: 3,948 -5,186 1,503 -6,917 10,660 -1,466 6,977: -189 -8,632 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 23.8 4.2 60.9 61.6 84.4 89.6: 15.6 10.4 Old : 100.0: 19.3 23.8 4.2 60.9 61.6 84.4 89.6: 15.6 10.4 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 : 151: 40 47 28 55 44 116 99: Old : 151: 40 47 28 55 44 116 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 : 17.2 25.2 31.3 42.2 16.8 20.3 30.4 31.4 Old : 17.2 25.2 31.3 42.2 16.8 20.3 30.4 31.4 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, June 7, 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 : 102,392: 37,109 11,249 11,636 44,924 74,968 93,669 97,853: 8,723 4,539 Old : 83,578: 38,244 15,079 4,395 33,345 60,713 75,984 80,187: 7,594 3,391 Other: 18,814: 4,947 2,252 1,159 11,579 14,255 17,685 17,666: 1,129 1,148 : : : : : Changes in Commitments from: May 31, 2005 : : 7,731: 4,308 600 1,811 945 5,639 7,064 8,050: 667 -319 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 11.0 11.4 43.9 73.2 91.5 95.6: 8.5 4.4 Old : 100.0: 45.8 18.0 5.3 39.9 72.6 90.9 95.9: 9.1 4.1 Other: 100.0: 26.3 12.0 6.2 61.5 75.8 94.0 93.9: 6.0 6.1 : : : :# Traders : Number of Traders in Each Category : All : 305: 136 40 63 75 92 246 175: Old : 299: 138 45 43 62 87 224 155: Other: 142: 25 31 17 50 67 84 108: :---------------------------------------------------------------------------------------------------- : 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 : 18.8 26.3 31.1 39.8 18.3 22.0 28.8 33.3 Old : 22.5 26.2 34.3 40.6 22.5 24.0 34.3 37.0 Other: 37.3 39.2 54.1 51.2 34.3 35.6 45.4 45.6 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 7, 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 : 35,655: 18,011 1,963 2,719 10,904 28,687 31,634 33,369: 4,021 2,286 Old : 35,655: 18,011 1,963 2,719 10,904 28,687 31,634 33,369: 4,021 2,286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2005 : : 6,357: 294 -393 -107 5,971 6,261 6,158 5,761: 199 596 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 5.5 7.6 30.6 80.5 88.7 93.6: 11.3 6.4 Old : 100.0: 50.5 5.5 7.6 30.6 80.5 88.7 93.6: 11.3 6.4 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 : 56: 32 7 7 10 8 48 19: Old : 56: 32 7 7 10 8 48 19: 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 : 43.5 79.0 61.0 90.6 26.5 62.4 39.5 65.8 Old : 43.5 79.0 61.0 90.6 26.5 62.4 39.5 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005