COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 131,996: 29,130 14,548 32,633 54,498 77,710 116,262 124,891: 15,734 7,105
Old : 121,292: 28,906 14,259 29,996 47,696 70,278 106,598 114,533: 14,694 6,759
Other: 10,704: 738 802 2,124 6,802 7,431 9,664 10,358: 1,041 347
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,261: 930 -1,718 328 1,525 4,743 2,784 3,354: 477 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.0 24.7 41.3 58.9 88.1 94.6: 11.9 5.4
Old : 100.0: 23.8 11.8 24.7 39.3 57.9 87.9 94.4: 12.1 5.6
Other: 100.0: 6.9 7.5 19.8 63.5 69.4 90.3 96.8: 9.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 163 72 96 88 84 291 220:
Old : 352: 165 70 93 85 84 287 217:
Other: 97: 19 25 35 39 27 80 69:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 28.2 24.7 38.0 15.4 25.1 22.7 32.2
Old : 16.8 28.3 25.7 37.9 16.8 25.6 24.7 32.9
Other: 31.8 41.1 44.6 52.0 25.2 38.8 34.5 48.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 63,352: 8,663 2,223 21,531 27,395 38,245 57,588 61,999: 5,764 1,353
Old : 63,268: 8,687 2,187 21,505 27,331 38,225 57,523 61,917: 5,745 1,352
Other: 84: 1 61 1 64 20 66 83: 18 1
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,458: -1,406 -734 1,512 1,490 1,036 1,597 1,815: -139 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.5 34.0 43.2 60.4 90.9 97.9: 9.1 2.1
Old : 100.0: 13.7 3.5 34.0 43.2 60.4 90.9 97.9: 9.1 2.1
Other: 100.0: 1.2 73.3 1.3 75.7 24.1 78.2 98.7: 21.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 56 25 38 38 25 113 72:
Old : 126: 56 26 38 38 25 113 72:
Other: 13: 1 9 2 2 2 5 11:
:----------------------------------------------------------------------------------------------------
: 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 : 40.0 47.4 53.1 63.6 12.0 22.9 15.6 29.6
Old : 40.1 47.4 53.2 63.7 12.0 23.0 15.6 29.6
Other: 78.0 57.5 78.2 91.8 76.6 56.5 76.6 90.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 129,012: 15,042 12,304 10,067 95,518 104,245 120,627 126,617: 8,385 2,395
Old : 86,950: 14,773 11,892 9,010 55,498 63,848 79,282 84,751: 7,668 2,199
Other: 42,062: 974 1,118 351 40,019 40,397 41,345 41,866: 717 196
: : :
: : Changes in Commitments from: January 11, 2005 :
: 455: 1,405 318 1,477 -3,317 -1,592 -435 203: 890 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.5 7.8 74.0 80.8 93.5 98.1: 6.5 1.9
Old : 100.0: 17.0 13.7 10.4 63.8 73.4 91.2 97.5: 8.8 2.5
Other: 100.0: 2.3 2.7 0.8 95.1 96.0 98.3 99.5: 1.7 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 50 36 39 48 37 117 97:
Old : 141: 56 34 39 46 37 115 97:
Other: 41: 3 10 5 20 19 26 31:
:----------------------------------------------------------------------------------------------------
: 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 : 35.1 42.0 52.6 58.6 20.5 24.2 26.8 30.9
Old : 30.5 34.5 44.4 50.8 27.2 27.8 37.9 41.4
Other: 69.5 72.8 84.3 86.5 54.8 62.0 65.5 71.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 514,552: 100,216 23,797 114,754 223,237 335,692 438,207 474,243: 76,345 40,309
Old : 514,552: 100,216 23,797 114,754 223,237 335,692 438,207 474,243: 76,345 40,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -1,555: -1,268 -3,604 -2,544 -644 4,943 -4,456 -1,205: 2,900 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.6 22.3 43.4 65.2 85.2 92.2: 14.8 7.8
Old : 100.0: 19.5 4.6 22.3 43.4 65.2 85.2 92.2: 14.8 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 : 169: 69 25 59 64 55 158 117:
Old : 169: 69 25 59 64 55 158 117:
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 : 14.8 30.8 24.2 46.4 9.9 24.7 16.7 33.5
Old : 14.8 30.8 24.2 46.4 9.9 24.7 16.7 33.5
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 with Delta-adjusted Options and Futures Combined, January 18, 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 : 141,195: 42,526 9,451 39,688 46,728 85,959 128,943 135,098: 12,252 6,097
Old : 138,247: 42,594 10,584 37,840 45,922 84,035 126,356 132,459: 11,891 5,788
Other: 2,947: 1,202 137 578 807 1,924 2,587 2,639: 360 308
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,414: 2,249 1,223 464 -1,614 -592 1,099 1,094: 315 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 6.7 28.1 33.1 60.9 91.3 95.7: 8.7 4.3
Old : 100.0: 30.8 7.7 27.4 33.2 60.8 91.4 95.8: 8.6 4.2
Other: 100.0: 40.8 4.6 19.6 27.4 65.3 87.8 89.5: 12.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 170 66 115 102 119 318 266:
Old : 378: 171 69 115 102 119 318 266:
Other: 74: 11 11 18 25 38 46 57:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 20.8 21.4 32.0 10.4 15.2 17.3 24.6
Old : 13.2 21.0 21.7 32.5 10.6 15.6 17.7 25.0
Other: 42.6 33.8 58.5 47.0 36.4 33.1 48.2 41.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 19,419: 3,888 10,232 3,404 9,319 3,467 16,611 17,103: 2,808 2,316
Old : 19,419: 3,888 10,232 3,404 9,319 3,467 16,611 17,103: 2,808 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -725: -636 179 -95 -198 -563 -929 -479: 204 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 52.7 17.5 48.0 17.9 85.5 88.1: 14.5 11.9
Old : 100.0: 20.0 52.7 17.5 48.0 17.9 85.5 88.1: 14.5 11.9
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 : 47: 3 31 10 6 10 17 44:
Old : 47: 3 31 10 6 10 17 44:
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 : 76.2 36.9 82.4 55.9 61.3 31.8 63.4 47.4
Old : 76.2 36.9 82.4 55.9 61.3 31.8 63.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005