COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 129,718: 28,284 11,812 26,057 56,198 80,811 110,539 118,681: 19,178 11,037
Old : 110,541: 28,397 11,939 20,375 45,612 69,515 94,384 101,829: 16,157 8,712
Other: 19,177: 1,175 1,160 4,395 10,586 11,296 16,155 16,851: 3,021 2,325
: : :
: : Changes in Commitments from: February 15, 2005 :
: 9,733: 7,784 -8,718 1,979 -198 18,958 9,564 12,218: 169 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.1 20.1 43.3 62.3 85.2 91.5: 14.8 8.5
Old : 100.0: 25.7 10.8 18.4 41.3 62.9 85.4 92.1: 14.6 7.9
Other: 100.0: 6.1 6.1 22.9 55.2 58.9 84.2 87.9: 15.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 88 41 59 64 60 170 146:
Old : 207: 85 45 53 58 56 162 137:
Other: 90: 25 14 32 41 37 77 72:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 36.3 26.4 45.1 16.3 31.7 25.1 39.4
Old : 19.1 39.3 29.6 47.4 19.1 36.3 29.4 44.0
Other: 23.1 23.3 35.1 38.5 16.2 15.5 23.2 26.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 44,692: 9,569 2,427 11,355 17,323 29,070 38,246 42,853: 6,445 1,839
Old : 44,557: 9,583 2,436 11,285 17,283 29,018 38,151 42,740: 6,407 1,818
Other: 134: 38 43 18 40 52 96 113: 39 21
: : :
: : Changes in Commitments from: February 15, 2005 :
: -14,947: 464 -201 -7,896 -7,562 -6,723 -14,994 -14,820: 46 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 5.4 25.4 38.8 65.0 85.6 95.9: 14.4 4.1
Old : 100.0: 21.5 5.5 25.3 38.8 65.1 85.6 95.9: 14.4 4.1
Other: 100.0: 28.1 32.1 13.2 29.8 38.8 71.2 84.1: 28.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 66 15 28 27 22 103 55:
Old : 115: 66 15 28 27 22 103 55:
Other: 15: 3 8 5 1 3 7 13:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 44.3 42.7 62.4 14.7 30.2 20.7 41.9
Old : 32.2 44.4 42.8 62.5 14.7 30.2 20.8 42.0
Other: 65.7 47.6 71.2 70.1 58.0 44.4 58.0 64.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 125,097: 23,363 7,429 7,163 84,071 107,873 114,597 122,465: 10,500 2,632
Old : 76,548: 21,933 6,996 6,034 38,936 60,956 66,903 73,986: 9,646 2,562
Other: 48,549: 1,752 754 808 45,135 46,917 47,695 48,479: 854 70
: : :
: : Changes in Commitments from: February 15, 2005 :
: 5,151: 1,383 -849 56 3,048 5,755 4,488 4,963: 664 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.9 5.7 67.2 86.2 91.6 97.9: 8.4 2.1
Old : 100.0: 28.7 9.1 7.9 50.9 79.6 87.4 96.7: 12.6 3.3
Other: 100.0: 3.6 1.6 1.7 93.0 96.6 98.2 99.9: 1.8 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 49 27 25 46 35 108 75:
Old : 124: 48 28 25 44 35 106 74:
Other: 48: 10 6 9 25 24 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 : 31.6 40.9 46.8 64.4 19.2 27.2 27.7 39.0
Old : 24.5 35.8 37.7 56.1 18.8 31.7 31.5 47.9
Other: 60.9 69.1 75.5 87.7 46.4 59.6 56.2 68.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 507,683: 122,771 12,014 80,925 209,377 368,016 413,072 460,955: 94,611 46,728
Old : 507,683: 122,771 12,014 80,925 209,377 368,016 413,072 460,955: 94,611 46,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: -9,449: -3,453 1,614 -2,507 -2,030 -13,715 -7,990 -14,609: -1,458 5,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 2.4 15.9 41.2 72.5 81.4 90.8: 18.6 9.2
Old : 100.0: 24.2 2.4 15.9 41.2 72.5 81.4 90.8: 18.6 9.2
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: 64 24 42 53 48 139 94:
Old : 152: 64 24 42 53 48 139 94:
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 : 14.1 35.4 23.5 52.1 11.2 29.9 18.8 39.5
Old : 14.1 35.4 23.5 52.1 11.2 29.9 18.8 39.5
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, February 22, 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 : 141,858: 52,953 10,312 30,876 44,346 93,207 128,175 134,395: 13,683 7,463
Old : 134,373: 52,472 11,431 26,785 41,965 89,317 121,223 127,533: 13,150 6,840
Other: 7,485: 2,006 406 2,566 2,381 3,890 6,952 6,862: 533 623
: : :
: : Changes in Commitments from: February 15, 2005 :
: -5,870: -1,903 492 430 -2,410 -2,810 -3,883 -1,888: -1,987 -3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.3 21.8 31.3 65.7 90.4 94.7: 9.6 5.3
Old : 100.0: 39.0 8.5 19.9 31.2 66.5 90.2 94.9: 9.8 5.1
Other: 100.0: 26.8 5.4 34.3 31.8 52.0 92.9 91.7: 7.1 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 172 50 101 96 119 298 244:
Old : 357: 165 59 100 93 119 294 243:
Other: 100: 17 16 24 36 52 64 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 : 13.8 20.9 23.5 32.4 13.4 17.3 21.6 26.9
Old : 14.2 21.2 24.3 32.9 14.1 18.1 22.8 27.6
Other: 30.1 21.6 48.8 35.5 20.0 14.3 27.8 22.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 23,681: 6,779 12,813 3,657 10,655 4,340 21,092 20,810: 2,589 2,871
Old : 23,681: 6,779 12,813 3,657 10,655 4,340 21,092 20,810: 2,589 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2005 :
: 4,678: 1,200 6,166 36 3,965 -2,015 5,201 4,187: -523 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 54.1 15.4 45.0 18.3 89.1 87.9: 10.9 12.1
Old : 100.0: 28.6 54.1 15.4 45.0 18.3 89.1 87.9: 10.9 12.1
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 : 53: 15 26 12 4 10 23 45:
Old : 53: 15 26 12 4 10 23 45:
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 : 73.4 43.2 82.3 61.5 59.9 35.9 63.2 49.4
Old : 73.4 43.2 82.3 61.5 59.9 35.9 63.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2005