COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 119,984: 20,501 20,530 24,079 56,396 61,854 100,975 106,463: 19,009 13,521
Old : 102,898: 20,907 20,413 19,009 46,722 52,087 86,637 91,508: 16,260 11,389
Other: 17,087: 704 1,227 3,960 9,674 9,767 14,338 14,954: 2,749 2,132
: : :
: : Changes in Commitments from: February 8, 2005 :
: -12,179: 1,750 -2,050 -8,275 -6,560 -2,241 -13,085 -12,566: 905 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.1 20.1 47.0 51.6 84.2 88.7: 15.8 11.3
Old : 100.0: 20.3 19.8 18.5 45.4 50.6 84.2 88.9: 15.8 11.1
Other: 100.0: 4.1 7.2 23.2 56.6 57.2 83.9 87.5: 16.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 67 59 65 67 56 167 154:
Old : 207: 74 54 63 61 52 160 148:
Other: 84: 14 24 32 36 33 72 67:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 27.2 26.9 35.5 17.4 22.2 25.4 29.7
Old : 20.3 28.5 29.8 37.1 20.3 25.3 29.4 33.6
Other: 25.3 24.4 39.6 40.3 19.6 17.1 26.1 28.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 59,639: 9,104 2,628 19,251 24,885 35,794 53,240 57,673: 6,399 1,966
Old : 59,511: 9,125 2,593 19,212 24,845 35,744 53,182 57,549: 6,329 1,962
Other: 128: 2 58 16 40 50 58 124: 70 4
: : :
: : Changes in Commitments from: February 8, 2005 :
: -5,244: -414 244 -1,376 -3,855 -4,478 -5,645 -5,609: 402 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.4 32.3 41.7 60.0 89.3 96.7: 10.7 3.3
Old : 100.0: 15.3 4.4 32.3 41.7 60.1 89.4 96.7: 10.6 3.3
Other: 100.0: 1.4 45.3 12.6 31.3 39.0 45.3 96.8: 54.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 63 25 35 34 26 116 69:
Old : 130: 65 25 35 34 26 116 69:
Other: 16: 1 11 4 1 3 5 15:
:----------------------------------------------------------------------------------------------------
: 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 : 36.6 43.8 50.0 61.2 11.3 23.1 15.8 31.7
Old : 36.7 43.9 50.1 61.3 11.3 23.1 15.8 31.7
Other: 45.2 47.5 45.3 73.2 32.7 46.8 32.7 68.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 119,946: 21,980 8,278 7,107 81,023 102,117 110,110 117,502: 9,836 2,444
Old : 73,789: 20,556 7,748 6,060 37,890 57,594 64,507 71,402: 9,283 2,388
Other: 46,157: 1,668 774 803 43,132 44,523 45,603 46,101: 554 56
: : :
: : Changes in Commitments from: February 8, 2005 :
: -3,390: 1,030 -485 -440 -2,903 -2,162 -2,313 -3,087: -1,077 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.9 5.9 67.5 85.1 91.8 98.0: 8.2 2.0
Old : 100.0: 27.9 10.5 8.2 51.3 78.1 87.4 96.8: 12.6 3.2
Other: 100.0: 3.6 1.7 1.7 93.4 96.5 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 50 26 28 46 35 108 78:
Old : 125: 52 24 28 43 35 105 77:
Other: 50: 11 7 9 24 23 39 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 : 33.2 41.1 48.4 63.6 20.3 27.2 29.3 38.6
Old : 26.9 34.8 41.1 54.3 23.9 32.0 36.8 48.4
Other: 64.1 71.7 78.8 86.8 51.0 61.6 60.7 71.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 517,132: 126,223 10,400 83,432 211,407 381,731 421,062 475,564: 96,069 41,568
Old : 517,132: 126,223 10,400 83,432 211,407 381,731 421,062 475,564: 96,069 41,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -48,858: 7,029 -1,018 -23,945 -25,374 -11,328 -42,290 -36,291: -6,568 -12,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.0 16.1 40.9 73.8 81.4 92.0: 18.6 8.0
Old : 100.0: 24.4 2.0 16.1 40.9 73.8 81.4 92.0: 18.6 8.0
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 : 151: 68 20 44 53 51 142 96:
Old : 151: 68 20 44 53 51 142 96:
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 : 14.4 35.3 23.5 51.5 10.9 29.7 18.4 39.7
Old : 14.4 35.3 23.5 51.5 10.9 29.7 18.4 39.7
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 15, 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 : 147,729: 54,856 9,820 30,446 46,756 96,017 132,058 136,283: 15,670 11,446
Old : 140,956: 54,711 11,097 26,530 44,671 92,565 125,912 130,192: 15,044 10,764
Other: 6,772: 1,761 339 2,300 2,086 3,452 6,146 6,091: 626 682
: : :
: : Changes in Commitments from: February 8, 2005 :
: -2,626: 6,087 -388 -10,041 401 4,621 -3,554 -5,808: 928 3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 6.6 20.6 31.7 65.0 89.4 92.3: 10.6 7.7
Old : 100.0: 38.8 7.9 18.8 31.7 65.7 89.3 92.4: 10.7 7.6
Other: 100.0: 26.0 5.0 34.0 30.8 51.0 90.8 89.9: 9.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 175 42 103 97 121 301 242:
Old : 355: 173 46 102 94 121 297 241:
Other: 100: 14 18 25 36 52 65 81:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 21.5 24.5 33.2 12.6 16.9 20.1 25.4
Old : 14.8 22.3 25.3 33.9 13.2 17.6 21.0 26.3
Other: 31.4 21.7 52.0 36.2 20.8 15.0 29.6 22.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 19,003: 5,579 6,647 3,621 6,690 6,355 15,890 16,623: 3,113 2,380
Old : 19,003: 5,579 6,647 3,621 6,690 6,355 15,890 16,623: 3,113 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2005 :
: -1,704: -224 -1,233 172 -880 -1,079 -932 -2,140: -772 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 35.0 19.1 35.2 33.4 83.6 87.5: 16.4 12.5
Old : 100.0: 29.4 35.0 19.1 35.2 33.4 83.6 87.5: 16.4 12.5
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 : 50: 17 21 11 7 8 30 35:
Old : 50: 17 21 11 7 8 30 35:
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 : 63.5 43.7 71.6 61.9 44.0 30.2 48.9 43.7
Old : 63.5 43.7 71.6 61.9 44.0 30.2 48.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2005