COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 137,839: 30,943 8,718 34,081 51,905 84,096 116,929 126,895: 20,909 10,944
Old : 126,841: 30,640 8,703 31,333 45,636 76,342 107,609 116,379: 19,232 10,462
Other: 10,998: 914 625 2,137 6,269 7,754 9,320 10,516: 1,678 482
: : :
: : Changes in Commitments from: January 18, 2005 :
: 5,842: 1,813 -5,831 1,448 -2,593 6,386 667 2,004: 5,175 3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.3 24.7 37.7 61.0 84.8 92.1: 15.2 7.9
Old : 100.0: 24.2 6.9 24.7 36.0 60.2 84.8 91.8: 15.2 8.2
Other: 100.0: 8.3 5.7 19.4 57.0 70.5 84.7 95.6: 15.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 120 42 83 68 65 216 169:
Old : 251: 124 41 80 67 65 215 166:
Other: 84: 18 25 30 31 29 67 66:
:----------------------------------------------------------------------------------------------------
: 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 29.6 24.1 40.1 14.8 26.8 22.4 34.7
Old : 16.1 29.8 25.8 40.3 16.1 27.5 24.4 35.6
Other: 30.9 40.2 43.6 52.0 24.2 37.8 33.4 47.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 63,052: 7,619 2,082 22,563 27,469 36,738 57,651 61,383: 5,401 1,669
Old : 62,969: 7,624 2,027 22,556 27,405 36,718 57,585 61,301: 5,384 1,668
Other: 83: 1 61 1 64 20 66 82: 17 1
: : :
: : Changes in Commitments from: January 18, 2005 :
: -300: -1,044 -141 1,032 74 -1,507 63 -616: -362 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.3 35.8 43.6 58.3 91.4 97.4: 8.6 2.6
Old : 100.0: 12.1 3.2 35.8 43.5 58.3 91.4 97.4: 8.6 2.6
Other: 100.0: 1.2 73.2 1.3 77.0 24.2 79.5 98.7: 20.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 47 27 33 36 25 105 66:
Old : 118: 47 28 33 36 25 105 66:
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 : 39.8 46.1 53.4 62.9 11.3 21.4 15.2 28.7
Old : 39.8 46.1 53.5 63.0 11.3 21.5 15.2 28.8
Other: 79.2 57.5 79.5 91.8 78.0 56.5 78.0 90.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 128,801: 15,728 13,187 11,108 93,699 102,356 120,535 126,651: 8,266 2,150
Old : 86,038: 15,587 13,010 9,566 53,450 61,349 78,603 83,926: 7,435 2,112
Other: 42,764: 1,049 1,084 634 40,249 41,008 41,932 42,726: 832 38
: : :
: : Changes in Commitments from: January 18, 2005 :
: -210: 686 882 1,041 -1,819 -1,889 -92 35: -118 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.2 8.6 72.7 79.5 93.6 98.3: 6.4 1.7
Old : 100.0: 18.1 15.1 11.1 62.1 71.3 91.4 97.5: 8.6 2.5
Other: 100.0: 2.5 2.5 1.5 94.1 95.9 98.1 99.9: 1.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 53 36 40 48 39 117 104:
Old : 146: 58 36 39 47 39 116 103:
Other: 44: 4 11 8 20 21 29 35:
:----------------------------------------------------------------------------------------------------
: 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 40.7 51.9 58.1 20.2 24.6 28.6 31.4
Old : 29.5 33.5 44.3 49.9 25.6 27.6 37.4 40.7
Other: 69.5 71.8 83.8 86.3 55.1 61.4 64.4 71.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 535,978: 97,849 23,454 114,727 227,513 346,320 440,089 484,501: 95,889 51,477
Old : 535,978: 97,849 23,454 114,727 227,513 346,320 440,089 484,501: 95,889 51,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 21,426: -2,367 -343 -26 4,276 10,628 1,882 10,258: 19,544 11,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.4 21.4 42.4 64.6 82.1 90.4: 17.9 9.6
Old : 100.0: 18.3 4.4 21.4 42.4 64.6 82.1 90.4: 17.9 9.6
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 : 152: 58 28 53 57 49 144 104:
Old : 152: 58 28 53 57 49 144 104:
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 : 15.3 31.1 24.3 46.2 9.5 24.3 16.0 33.0
Old : 15.3 31.1 24.3 46.2 9.5 24.3 16.0 33.0
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 25, 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 : 144,680: 43,249 10,002 40,348 47,998 88,016 131,595 138,366: 13,085 6,314
Old : 141,526: 43,281 11,123 38,461 47,086 85,948 128,829 135,532: 12,697 5,993
Other: 3,154: 1,280 192 574 911 2,068 2,766 2,833: 388 321
: : :
: : Changes in Commitments from: January 18, 2005 :
: 3,485: 722 551 660 1,269 2,056 2,652 3,268: 833 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 6.9 27.9 33.2 60.8 91.0 95.6: 9.0 4.4
Old : 100.0: 30.6 7.9 27.2 33.3 60.7 91.0 95.8: 9.0 4.2
Other: 100.0: 40.6 6.1 18.2 28.9 65.6 87.7 89.8: 12.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 173 68 124 102 121 321 279:
Old : 385: 169 74 124 101 121 320 278:
Other: 81: 14 11 17 29 41 52 60:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 20.6 20.6 32.0 10.2 15.6 17.2 24.9
Old : 12.7 20.9 20.9 32.5 10.4 16.0 17.5 25.3
Other: 40.0 31.1 54.0 43.1 35.5 31.0 46.4 39.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 21,218: 4,566 10,043 3,620 9,421 5,511 17,607 19,174: 3,611 2,044
Old : 21,218: 4,566 10,043 3,620 9,421 5,511 17,607 19,174: 3,611 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2005 :
: 1,799: 678 -189 215 102 2,044 995 2,071: 803 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 47.3 17.1 44.4 26.0 83.0 90.4: 17.0 9.6
Old : 100.0: 21.5 47.3 17.1 44.4 26.0 83.0 90.4: 17.0 9.6
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 : 54: 13 28 11 8 8 29 40:
Old : 54: 13 28 11 8 8 29 40:
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 : 64.2 34.3 73.4 56.3 51.0 29.8 55.4 48.6
Old : 64.2 34.3 73.4 56.3 51.0 29.8 55.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2005