COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, September 13, 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 : 104,571: 20,454 34,577 4,932 67,469 53,731 92,855 93,240: 11,716 11,331 Old : 103,857: 20,545 34,677 4,741 66,925 53,268 92,211 92,686: 11,646 11,171 Other: 714: 100 91 0 544 463 644 554: 70 160 : : : : : Changes in Commitments from: September 6, 2005 : : -2,527: -657 -7,409 89 -1,040 5,494 -1,608 -1,826: -919 -701 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 33.1 4.7 64.5 51.4 88.8 89.2: 11.2 10.8 Old : 100.0: 19.8 33.4 4.6 64.4 51.3 88.8 89.2: 11.2 10.8 Other: 100.0: 14.0 12.7 0.0 76.2 64.8 90.2 77.6: 9.8 22.4 : : : :# Traders : Number of Traders in Each Category : All : 190: 51 66 36 51 49 126 131: Old : 190: 51 67 34 51 49 125 130: Other: 14: 1 1 0 6 6 7 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 : 25.2 31.1 40.2 39.0 25.2 27.8 36.6 34.6 Old : 25.4 31.3 40.4 39.3 25.4 28.0 37.2 34.8 Other: 76.3 69.2 90.2 77.6 76.3 69.2 90.2 77.6 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, September 13, 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 : 23,695: 7,954 6,212 1,185 11,464 14,256 20,603 21,653: 3,092 2,042 Old : 18,346: 7,028 6,190 0 8,717 10,440 15,745 16,630: 2,601 1,716 Other: 5,349: 1,797 893 314 2,747 3,816 4,858 5,023: 491 326 : : : : : Changes in Commitments from: September 6, 2005 : : 60: 163 810 -305 34 -576 -108 -71: 168 131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 26.2 5.0 48.4 60.2 87.0 91.4: 13.0 8.6 Old : 100.0: 38.3 33.7 0.0 47.5 56.9 85.8 90.6: 14.2 9.4 Other: 100.0: 33.6 16.7 5.9 51.4 71.3 90.8 93.9: 9.2 6.1 : : : :# Traders : Number of Traders in Each Category : All : 95: 28 32 13 26 14 64 51: Old : 93: 29 31 0 26 13 55 44: Other: 40: 12 11 10 12 8 32 21: :---------------------------------------------------------------------------------------------------- : 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 : 34.6 44.1 50.2 60.5 33.9 43.6 49.5 59.6 Old : 39.5 45.2 54.7 60.0 39.5 44.8 54.3 59.6 Other: 45.6 71.4 70.2 81.3 43.8 70.6 66.5 78.6 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, September 13, 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 : 113,870: 23,801 16,899 1,741 82,232 91,324 107,774 109,964: 6,096 3,906 Old : 100,065: 23,961 17,137 1,144 69,091 77,979 94,196 96,260: 5,869 3,805 Other: 13,805: 238 160 199 13,141 13,345 13,578 13,704: 227 101 : : : : : Changes in Commitments from: September 6, 2005 : : -1,307: 3,242 -2,899 420 -3,612 2,901 50 422: -1,357 -1,729 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 14.8 1.5 72.2 80.2 94.6 96.6: 5.4 3.4 Old : 100.0: 23.9 17.1 1.1 69.0 77.9 94.1 96.2: 5.9 3.8 Other: 100.0: 1.7 1.2 1.4 95.2 96.7 98.4 99.3: 1.6 0.7 : : : :# Traders : Number of Traders in Each Category : All : 142: 45 38 12 49 34 103 78: Old : 142: 45 40 11 48 34 102 77: Other: 24: 3 1 3 14 11 17 15: :---------------------------------------------------------------------------------------------------- : 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 : 35.2 37.7 53.5 56.0 23.3 28.2 33.0 37.1 Old : 35.6 35.7 54.4 53.7 29.9 29.4 42.3 41.8 Other: 63.3 88.7 86.8 97.6 47.7 68.1 63.1 69.4 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, September 13, 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 : 468,489: 179,403 31,098 28,108 180,774 367,187 388,285 426,393: 80,204 42,096 Old : 468,489: 179,403 31,098 28,108 180,774 367,187 388,285 426,393: 80,204 42,096 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2005 : : -15,145: 7,057 -11,642 -19,949 2,964 30,600 -9,928 -991: -5,217 -14,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 6.6 6.0 38.6 78.4 82.9 91.0: 17.1 9.0 Old : 100.0: 38.3 6.6 6.0 38.6 78.4 82.9 91.0: 17.1 9.0 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 : 168: 66 32 38 54 53 143 102: Old : 168: 66 32 38 54 53 143 102: 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 30.9 28.1 48.1 14.9 25.3 24.7 39.3 Old : 17.2 30.9 28.1 48.1 14.9 25.3 24.7 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 Commitments of Traders - Futures Only, September 13, 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 : 84,539: 19,096 19,616 9,061 48,296 49,080 76,453 77,757: 8,086 6,782 Old : 83,584: 19,067 20,054 8,534 47,975 48,412 75,576 77,000: 8,008 6,584 Other: 955: 492 25 64 321 668 877 757: 78 198 : : : : : Changes in Commitments from: September 6, 2005 : : -954: -2,186 697 359 1,584 -2,280 -243 -1,224: -711 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 23.2 10.7 57.1 58.1 90.4 92.0: 9.6 8.0 Old : 100.0: 22.8 24.0 10.2 57.4 57.9 90.4 92.1: 9.6 7.9 Other: 100.0: 51.5 2.6 6.7 33.6 69.9 91.8 79.3: 8.2 20.7 : : : :# Traders : Number of Traders in Each Category : All : 285: 84 78 44 91 78 204 181: Old : 285: 85 81 44 91 78 204 181: Other: 35: 6 1 2 14 17 20 20: :---------------------------------------------------------------------------------------------------- : 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 21.7 33.2 34.2 19.5 17.3 30.5 26.1 Old : 20.1 22.0 33.6 34.5 19.7 17.5 30.8 26.4 Other: 59.7 40.8 77.8 64.6 53.0 40.8 68.9 61.5 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, September 13, 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 : 18,149: 4,218 4,187 2,131 10,088 8,733 16,437 15,051: 1,712 3,098 Old : 18,149: 4,218 4,187 2,131 10,088 8,733 16,437 15,051: 1,712 3,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2005 : : -2,717: -1,662 -7,048 -572 -1,058 4,481 -3,292 -3,139: 575 422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 23.1 11.7 55.6 48.1 90.6 82.9: 9.4 17.1 Old : 100.0: 23.2 23.1 11.7 55.6 48.1 90.6 82.9: 9.4 17.1 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 : 41: 9 19 5 7 8 20 29: Old : 41: 9 19 5 7 8 20 29: 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 : 63.5 57.8 84.1 69.6 53.2 40.5 61.9 48.0 Old : 63.5 57.8 84.1 69.6 53.2 40.5 61.9 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 Commitments of Traders - Futures Only, September 13, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EURO 200,000) : : : : All : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038 Old : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 6, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7 Old : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7 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 : 20: 5 1 0 6 13 11 14: Old : 20: 5 1 0 6 13 11 14: 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 : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0 Old : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005