COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 132,163: 18,751 22,581 32,353 62,955 64,095 114,060 119,029: 18,103 13,134
Old : 117,524: 19,291 22,454 28,355 54,100 55,003 101,747 105,812: 15,777 11,712
Other: 14,639: 535 1,202 2,923 8,855 9,092 12,313 13,217: 2,326 1,422
: : :
: : Changes in Commitments from: February 1, 2005 :
: 1,503: -47 4,247 -644 3,879 -2,375 3,188 1,228: -1,685 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.1 24.5 47.6 48.5 86.3 90.1: 13.7 9.9
Old : 100.0: 16.4 19.1 24.1 46.0 46.8 86.6 90.0: 13.4 10.0
Other: 100.0: 3.7 8.2 20.0 60.5 62.1 84.1 90.3: 15.9 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 80 73 70 69 59 186 171:
Old : 236: 86 69 68 67 57 184 167:
Other: 85: 16 24 31 37 34 72 70:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 24.4 27.1 33.3 15.8 17.3 22.9 23.1
Old : 17.8 25.1 28.6 33.8 17.8 18.2 25.1 24.3
Other: 29.5 28.3 42.8 44.7 22.6 23.2 28.6 33.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 64,883: 9,519 2,384 20,627 28,740 40,271 58,886 63,282: 5,997 1,601
Old : 64,786: 9,520 2,375 20,582 28,699 40,232 58,802 63,189: 5,984 1,597
Other: 97: 26 37 17 41 39 84 93: 13 4
: : :
: : Changes in Commitments from: February 1, 2005 :
: 2,056: 1,920 437 -1,103 716 2,704 1,533 2,038: 524 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.7 31.8 44.3 62.1 90.8 97.5: 9.2 2.5
Old : 100.0: 14.7 3.7 31.8 44.3 62.1 90.8 97.5: 9.2 2.5
Other: 100.0: 27.2 37.8 17.4 41.8 40.6 86.4 95.8: 13.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 64 22 35 34 27 115 70:
Old : 129: 64 22 35 34 27 115 70:
Other: 14: 3 7 4 1 3 7 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 : 38.3 46.2 51.2 62.4 11.9 21.6 15.8 29.7
Old : 38.3 46.3 51.2 62.4 11.9 21.7 15.8 29.7
Other: 80.5 58.4 86.4 87.7 69.0 54.8 69.0 76.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 123,336: 20,949 8,763 7,547 83,926 104,279 112,423 120,589: 10,914 2,747
Old : 79,118: 19,777 8,246 6,605 42,216 61,590 68,598 76,441: 10,520 2,677
Other: 44,218: 1,329 674 786 41,710 42,689 43,824 44,149: 394 69
: : :
: : Changes in Commitments from: February 1, 2005 :
: -4,737: 1,521 -2,055 -2,971 -5,444 306 -6,894 -4,719: 2,157 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.1 6.1 68.0 84.5 91.2 97.8: 8.8 2.2
Old : 100.0: 25.0 10.4 8.3 53.4 77.8 86.7 96.6: 13.3 3.4
Other: 100.0: 3.0 1.5 1.8 94.3 96.5 99.1 99.8: 0.9 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 44 27 27 47 39 107 82:
Old : 126: 45 28 27 45 39 105 81:
Other: 46: 11 4 8 23 21 36 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 : 33.5 41.4 48.4 62.6 19.9 26.5 28.5 36.4
Old : 27.8 33.2 41.5 53.5 22.1 29.6 34.2 44.2
Other: 66.7 72.2 82.1 86.8 52.8 62.1 63.2 72.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 565,990: 119,194 11,419 107,377 236,781 393,059 463,352 511,855: 102,637 54,134
Old : 565,990: 119,194 11,419 107,377 236,781 393,059 463,352 511,855: 102,637 54,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -18,098: -5,462 -1,654 -10,146 -1,593 -10,481 -17,201 -22,281: -897 4,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.0 19.0 41.8 69.4 81.9 90.4: 18.1 9.6
Old : 100.0: 21.1 2.0 19.0 41.8 69.4 81.9 90.4: 18.1 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 : 158: 71 22 50 57 52 149 104:
Old : 158: 71 22 50 57 52 149 104:
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 : 15.4 31.2 24.8 47.5 10.0 25.4 16.6 35.0
Old : 15.4 31.2 24.8 47.5 10.0 25.4 16.6 35.0
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, February 8, 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 : 150,355: 48,770 10,208 40,487 46,355 91,395 135,612 142,091: 14,743 8,264
Old : 145,196: 48,718 11,542 37,518 44,727 88,422 130,963 137,481: 14,232 7,714
Other: 5,159: 1,614 229 1,406 1,628 2,974 4,649 4,609: 510 550
: : :
: : Changes in Commitments from: February 1, 2005 :
: 5,095: 5,879 -169 691 -2,291 3,990 4,279 4,512: 816 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.8 26.9 30.8 60.8 90.2 94.5: 9.8 5.5
Old : 100.0: 33.6 7.9 25.8 30.8 60.9 90.2 94.7: 9.8 5.3
Other: 100.0: 31.3 4.4 27.3 31.6 57.6 90.1 89.3: 9.9 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 183 72 119 105 126 331 285:
Old : 404: 184 75 119 103 126 329 285:
Other: 97: 15 17 25 33 50 62 79:
:----------------------------------------------------------------------------------------------------
: 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 19.0 20.7 29.7 11.1 15.3 18.2 24.8
Old : 12.7 19.2 20.9 30.0 11.5 15.9 18.9 25.4
Other: 30.9 25.2 51.4 40.0 22.2 21.1 33.0 30.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 20,707: 5,803 7,881 3,449 7,570 7,434 16,822 18,763: 3,885 1,944
Old : 20,707: 5,803 7,881 3,449 7,570 7,434 16,822 18,763: 3,885 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2005 :
: -933: 321 -1,913 -258 -1,464 1,335 -1,401 -836: 468 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 38.1 16.7 36.6 35.9 81.2 90.6: 18.8 9.4
Old : 100.0: 28.0 38.1 16.7 36.6 35.9 81.2 90.6: 18.8 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 : 54: 18 21 11 9 9 33 36:
Old : 54: 18 21 11 9 9 33 36:
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 : 56.1 41.5 67.7 61.8 42.0 31.4 47.4 48.7
Old : 56.1 41.5 67.7 61.8 42.0 31.4 47.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2005