COTTON NO. 2 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 28, 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 : 88,242: 18,593 20,275 2,261 55,369 57,012 76,223 79,548: 12,019 8,694 Old : 1,824: 3 1 0 1,709 1,661 1,712 1,662: 112 162 Other: 86,418: 18,590 20,274 2,261 53,660 55,351 74,511 77,886: 11,907 8,532 : : : : : Changes in Commitments from: June 21, 2005 : : -5,711: -53 -8,747 -475 -3,364 5,418 -3,892 -3,804: -1,819 -1,907 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 23.0 2.6 62.7 64.6 86.4 90.1: 13.6 9.9 Old : 100.0: 0.2 0.1 0.0 93.7 91.1 93.9 91.1: 6.1 8.9 Other: 100.0: 21.5 23.5 2.6 62.1 64.1 86.2 90.1: 13.8 9.9 : : : :# Traders : Number of Traders in Each Category : All : 178: 58 50 27 50 43 125 105: Old : 9: 1 1 0 4 3 5 4: Other: 178: 58 50 27 49 43 124 105: :---------------------------------------------------------------------------------------------------- : 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 : 29.0 39.7 42.3 49.0 29.0 35.2 41.2 43.6 Old : 93.7 91.1 93.9 91.1 93.7 91.1 93.9 91.1 Other: 29.6 40.6 42.1 49.3 29.6 37.8 42.0 46.0 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 28, 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 : 30,586: 13,464 4,038 1,979 10,775 22,882 26,218 28,899: 4,368 1,687 Old : 29,337: 13,311 4,656 1,200 10,593 21,840 25,104 27,696: 4,233 1,641 Other: 1,249: 778 7 154 182 1,042 1,114 1,203: 135 46 : : : : : Changes in Commitments from: June 21, 2005 : : 2,401: 2,133 351 -194 461 2,150 2,400 2,307: 1 94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 13.2 6.5 35.2 74.8 85.7 94.5: 14.3 5.5 Old : 100.0: 45.4 15.9 4.1 36.1 74.4 85.6 94.4: 14.4 5.6 Other: 100.0: 62.3 0.6 12.3 14.6 83.4 89.2 96.3: 10.8 3.7 : : : :# Traders : Number of Traders in Each Category : All : 103: 56 19 15 17 17 82 42: Old : 103: 54 21 11 16 17 77 42: Other: 17: 11 1 5 3 3 15 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 : 25.6 51.6 39.2 70.0 24.7 51.1 36.4 63.7 Old : 26.7 53.1 40.3 69.4 25.2 52.7 37.4 65.5 Other: 53.1 87.4 76.7 96.3 50.0 83.7 70.0 83.7 COCOA - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 28, 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 : 117,783: 22,724 13,031 2,448 84,662 99,450 109,834 114,929: 7,949 2,854 Old : 41,982: 14,234 12,940 85 21,315 26,628 35,634 39,653: 6,348 2,329 Other: 75,801: 10,026 1,627 827 63,347 72,822 74,200 75,276: 1,601 525 : : : : : Changes in Commitments from: June 21, 2005 : : -2,750: -977 -5,061 80 -1,594 3,509 -2,491 -1,472: -259 -1,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 11.1 2.1 71.9 84.4 93.3 97.6: 6.7 2.4 Old : 100.0: 33.9 30.8 0.2 50.8 63.4 84.9 94.5: 15.1 5.5 Other: 100.0: 13.2 2.1 1.1 83.6 96.1 97.9 99.3: 2.1 0.7 : : : :# Traders : Number of Traders in Each Category : All : 150: 56 31 17 48 37 112 81: Old : 143: 52 34 3 37 28 91 63: Other: 79: 23 12 9 32 32 57 51: :---------------------------------------------------------------------------------------------------- : 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 : 34.8 40.7 50.9 57.9 22.8 28.8 33.4 38.7 Old : 20.6 32.3 30.9 47.4 20.6 29.8 30.0 43.8 Other: 50.1 55.7 67.4 72.8 30.6 38.4 40.9 49.8 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 28, 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 : 385,202: 101,092 64,164 15,899 201,414 261,156 318,405 341,219: 66,797 43,983 Old : 385,202: 101,092 64,164 15,899 201,414 261,156 318,405 341,219: 66,797 43,983 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2005 : : 15,839: 23,900 4,647 1,830 -16,922 2,321 8,808 8,798: 7,031 7,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 16.7 4.1 52.3 67.8 82.7 88.6: 17.3 11.4 Old : 100.0: 26.2 16.7 4.1 52.3 67.8 82.7 88.6: 17.3 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 : 160: 55 34 30 51 49 125 95: Old : 160: 55 34 30 51 49 125 95: 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 : 16.6 26.8 29.1 44.7 16.2 19.3 26.2 31.6 Old : 16.6 26.8 29.1 44.7 16.2 19.3 26.2 31.6 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 28, 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 : 89,892: 26,832 14,800 6,074 47,958 62,456 80,864 83,330: 9,028 6,562 Old : 64,538: 27,085 15,240 389 30,205 44,049 57,679 59,678: 6,859 4,860 Other: 25,354: 3,681 3,494 1,751 17,753 18,407 23,185 23,652: 2,169 1,702 : : : : : Changes in Commitments from: June 21, 2005 : : 1,554: 811 1,306 225 51 478 1,087 2,009: 467 -455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 16.5 6.8 53.4 69.5 90.0 92.7: 10.0 7.3 Old : 100.0: 42.0 23.6 0.6 46.8 68.3 89.4 92.5: 10.6 7.5 Other: 100.0: 14.5 13.8 6.9 70.0 72.6 91.4 93.3: 8.6 6.7 : : : :# Traders : Number of Traders in Each Category : All : 287: 102 61 43 88 89 211 178: Old : 269: 101 59 6 60 64 164 127: Other: 169: 38 33 15 63 73 108 115: :---------------------------------------------------------------------------------------------------- : 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 : 20.5 24.9 34.3 37.8 20.3 19.3 32.1 31.1 Old : 26.6 26.6 41.4 42.0 26.6 26.6 41.4 41.4 Other: 33.1 36.9 46.5 49.2 31.7 32.4 41.2 41.8 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Commitments of Traders - Futures Only, June 28, 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 : 31,235: 21,511 2,201 2,276 4,184 25,065 27,971 29,542: 3,264 1,693 Old : 31,235: 21,511 2,201 2,276 4,184 25,065 27,971 29,542: 3,264 1,693 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 21, 2005 : : 2,051: 2,591 409 -198 75 2,056 2,468 2,267: -417 -216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 7.0 7.3 13.4 80.2 89.6 94.6: 10.4 5.4 Old : 100.0: 68.9 7.0 7.3 13.4 80.2 89.6 94.6: 10.4 5.4 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 : 55: 32 10 9 8 7 47 20: Old : 55: 32 10 9 8 7 47 20: 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 : 31.4 84.9 53.5 92.2 31.4 76.8 50.2 81.7 Old : 31.4 84.9 53.5 92.2 31.4 76.8 50.2 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005