COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 27, 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 : 107,674: 21,760 31,310 5,610 67,071 60,353 94,441 97,273: 13,233 10,401
Old : 106,893: 21,848 31,424 5,408 66,486 59,810 93,742 96,642: 13,151 10,251
Other: 781: 114 88 0 585 543 699 631: 82 150
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,327: 1,431 -3,038 900 -676 5,450 1,655 3,312: 1,672 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.1 5.2 62.3 56.1 87.7 90.3: 12.3 9.7
Old : 100.0: 20.4 29.4 5.1 62.2 56.0 87.7 90.4: 12.3 9.6
Other: 100.0: 14.6 11.3 0.0 74.9 69.5 89.5 80.8: 10.5 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 63 63 38 49 55 138 133:
Old : 200: 63 64 36 49 55 137 132:
Other: 15: 2 1 0 6 6 8 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 : 25.8 33.2 41.3 41.2 25.4 28.4 36.7 35.4
Old : 26.0 33.4 41.6 41.2 25.6 28.5 37.4 35.6
Other: 75.0 73.1 89.5 80.8 75.0 73.1 89.5 80.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 27, 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 : 23,204: 7,957 3,864 1,092 10,949 16,292 19,998 21,248: 3,206 1,956
Old : 15,925: 6,628 3,788 7 6,760 10,540 13,395 14,335: 2,530 1,590
Other: 7,279: 2,069 816 345 4,189 5,752 6,603 6,913: 676 366
: : :
: : Changes in Commitments from: September 20, 2005 :
: -365: 236 -1,545 319 -1,000 1,299 -445 73: 80 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.7 4.7 47.2 70.2 86.2 91.6: 13.8 8.4
Old : 100.0: 41.6 23.8 0.0 42.4 66.2 84.1 90.0: 15.9 10.0
Other: 100.0: 28.4 11.2 4.7 57.5 79.0 90.7 95.0: 9.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 33 21 16 20 14 63 43:
Old : 80: 27 26 1 18 13 45 40:
Other: 43: 17 7 12 12 10 32 26:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 49.1 49.7 64.1 34.1 45.5 46.8 59.2
Old : 37.8 52.2 54.6 64.9 37.8 51.8 53.9 64.5
Other: 50.4 72.3 69.0 83.2 45.3 71.9 62.6 79.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 27, 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 : 125,462: 26,111 30,171 1,816 89,484 88,385 117,411 120,372: 8,051 5,090
Old : 109,984: 26,203 30,351 1,318 74,636 73,293 102,157 104,962: 7,827 5,022
Other: 15,478: 248 160 158 14,848 15,092 15,254 15,410: 224 68
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,551: 1,168 7,767 -257 4,664 -960 5,575 6,550: 1,976 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.0 1.4 71.3 70.4 93.6 95.9: 6.4 4.1
Old : 100.0: 23.8 27.6 1.2 67.9 66.6 92.9 95.4: 7.1 4.6
Other: 100.0: 1.6 1.0 1.0 95.9 97.5 98.6 99.6: 1.4 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 50 50 14 50 34 105 94:
Old : 158: 49 52 13 48 34 103 93:
Other: 26: 3 1 3 16 13 19 17:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 31.4 49.7 46.9 22.6 22.3 34.1 32.0
Old : 31.8 31.0 49.7 44.1 28.1 22.0 42.4 34.7
Other: 63.7 89.3 85.8 97.1 45.8 67.3 60.9 70.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 27, 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 : 460,099: 172,305 33,726 22,899 185,478 360,286 380,682 416,911: 79,417 43,188
Old : 460,099: 172,305 33,726 22,899 185,478 360,286 380,682 416,911: 79,417 43,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -26,839: -17,470 2,213 -6,611 -1,238 -17,301 -25,319 -21,699: -1,520 -5,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.3 5.0 40.3 78.3 82.7 90.6: 17.3 9.4
Old : 100.0: 37.4 7.3 5.0 40.3 78.3 82.7 90.6: 17.3 9.4
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 : 167: 73 28 33 51 52 144 95:
Old : 167: 73 28 33 51 52 144 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 : 18.2 31.7 29.3 52.9 15.5 26.4 24.8 43.2
Old : 18.2 31.7 29.3 52.9 15.5 26.4 24.8 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, September 27, 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 : 86,506: 19,503 21,580 9,622 48,535 46,974 77,660 78,176: 8,846 8,330
Old : 85,514: 19,536 21,871 9,229 47,990 46,295 76,755 77,395: 8,759 8,119
Other: 992: 345 87 15 545 679 905 781: 87 211
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,483: 905 1,491 -227 958 -216 1,636 1,048: -153 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.9 11.1 56.1 54.3 89.8 90.4: 10.2 9.6
Old : 100.0: 22.8 25.6 10.8 56.1 54.1 89.8 90.5: 10.2 9.5
Other: 100.0: 34.8 8.8 1.5 54.9 68.4 91.2 78.7: 8.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 94 79 49 96 75 214 189:
Old : 294: 96 83 49 95 75 213 189:
Other: 37: 5 3 4 14 18 21 23:
:----------------------------------------------------------------------------------------------------
: 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 19.5 30.6 31.3 18.8 16.8 28.9 25.9
Old : 19.3 19.7 31.0 31.6 19.0 17.0 29.3 26.2
Other: 56.7 43.9 76.9 64.3 55.9 43.9 73.2 61.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 27, 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 : 17,573: 12,695 3,131 2,007 630 11,059 15,332 16,197: 2,241 1,376
Old : 17,573: 12,695 3,131 2,007 630 11,059 15,332 16,197: 2,241 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,284: 5,140 696 1 -21 5,079 5,120 5,776: 164 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 17.8 11.4 3.6 62.9 87.2 92.2: 12.8 7.8
Old : 100.0: 72.2 17.8 11.4 3.6 62.9 87.2 92.2: 12.8 7.8
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 : 45: 23 9 2 6 6 30 17:
Old : 45: 23 9 2 6 6 30 17:
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 : 54.1 72.6 66.9 85.3 47.2 66.0 57.5 75.6
Old : 54.1 72.6 66.9 85.3 47.2 66.0 57.5 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005