COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 82,705 COMMITMENTS 15,899 37,177 4,412 52,205 36,057 72,516 77,646 10,189 5,059 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -745) 2,433 -5,246 971 -4,137 4,507 -733 232 -12 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 45.0 5.3 63.1 43.6 87.7 93.9 12.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 92 105 57 71 63 203 192 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,545 COMMITMENTS 14,145 1,717 2,405 13,249 29,038 29,799 33,160 4,746 1,385 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 547) 530 -435 87 259 680 876 332 -329 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 5.0 7.0 38.4 84.1 86.3 96.0 13.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 53 14 21 27 19 90 48 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,137 COMMITMENTS 15,935 6,227 1,807 94,637 108,198 112,379 116,232 5,758 1,905 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,596) -895 3,352 -296 3,505 -2,008 2,314 1,048 -718 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 5.3 1.5 80.1 91.6 95.1 98.4 4.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 38 23 16 43 34 91 66 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 380,803 COMMITMENTS 112,848 54,449 33,097 169,629 264,034 315,574 351,580 65,229 29,223 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27,728) 21,556 3,164 5,291 -4,050 18,766 22,797 27,221 4,931 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 14.3 8.7 44.5 69.3 82.9 92.3 17.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 63 42 40 61 57 157 109 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,609 COMMITMENTS 46,750 11,205 9,904 41,031 82,121 97,685 103,230 9,924 4,379 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,028) -2,668 -2,511 652 -614 -806 -2,630 -2,665 -398 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 10.4 9.2 38.1 76.3 90.8 95.9 9.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 137 61 58 94 110 269 208 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,089 COMMITMENTS 5,667 14,532 2,029 12,268 2,155 19,964 18,716 2,125 3,373 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,281) -693 -4,747 8 -4,635 -50 -5,320 -4,789 39 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 65.8 9.2 55.5 9.8 90.4 84.7 9.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 28 2 5 8 14 38 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,325 COMMITMENTS 17,502 0 0 904 20,146 18,406 20,146 4,919 3,179 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754) -798 -1,145 0 134 -932 -664 -2,077 -1,090 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 0 0 1 12 9 12
Updated January 7, 2005