COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 153,301: 41,046 7,738 34,242 57,057 100,039 132,344 142,018: 20,957 11,282
Old : 131,595: 40,525 8,132 28,119 44,930 86,139 113,574 122,391: 18,021 9,204
Other: 21,706: 1,379 464 5,264 12,127 13,900 18,770 19,628: 2,936 2,078
: : :
: : Changes in Commitments from: February 22, 2005 :
: 23,583: 12,761 -4,074 8,184 859 19,228 21,804 23,338: 1,779 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.0 22.3 37.2 65.3 86.3 92.6: 13.7 7.4
Old : 100.0: 30.8 6.2 21.4 34.1 65.5 86.3 93.0: 13.7 7.0
Other: 100.0: 6.4 2.1 24.3 55.9 64.0 86.5 90.4: 13.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 92 46 56 65 63 188 138:
Old : 213: 98 43 50 54 58 174 130:
Other: 97: 21 19 32 45 41 82 76:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 37.4 23.4 48.6 14.6 33.0 22.9 42.0
Old : 17.0 41.1 26.7 51.1 17.0 38.5 26.7 46.8
Other: 22.3 24.1 34.8 39.6 14.5 16.8 20.5 27.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 40,558: 11,062 2,721 9,874 13,389 26,454 34,325 39,049: 6,233 1,509
Old : 40,419: 11,093 2,747 9,788 13,347 26,399 34,229 38,935: 6,189 1,484
Other: 139: 37 42 17 42 55 96 114: 43 25
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,134: 1,493 294 -1,482 -3,933 -2,617 -3,921 -3,804: -213 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.7 24.3 33.0 65.2 84.6 96.3: 15.4 3.7
Old : 100.0: 27.4 6.8 24.2 33.0 65.3 84.7 96.3: 15.3 3.7
Other: 100.0: 26.7 30.5 12.2 30.2 39.2 69.0 81.9: 31.0 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 72 17 31 25 21 110 57:
Old : 123: 71 18 31 25 21 110 57:
Other: 16: 3 8 5 2 4 8 14:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 42.1 34.8 62.4 14.1 32.4 20.2 46.2
Old : 23.6 42.3 34.9 62.6 14.2 32.5 20.3 46.3
Other: 61.0 44.7 69.0 65.4 54.0 41.4 54.0 60.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 147,719: 39,460 5,972 11,306 84,570 125,013 135,337 142,291: 12,383 5,428
Old : 96,540: 38,018 5,934 9,776 37,238 75,722 85,031 91,432: 11,509 5,109
Other: 51,179: 2,172 767 801 47,333 49,291 50,305 50,859: 874 320
: : :
: : Changes in Commitments from: February 22, 2005 :
: 22,622: 16,097 -1,457 4,143 499 17,141 20,739 19,826: 1,883 2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.0 7.7 57.3 84.6 91.6 96.3: 8.4 3.7
Old : 100.0: 39.4 6.1 10.1 38.6 78.4 88.1 94.7: 11.9 5.3
Other: 100.0: 4.2 1.5 1.6 92.5 96.3 98.3 99.4: 1.7 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 62 34 36 44 36 130 87:
Old : 147: 63 33 35 43 36 127 86:
Other: 51: 12 6 10 25 25 41 37:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 39.2 40.6 61.9 16.5 27.1 23.6 37.0
Old : 21.9 34.0 32.7 52.7 15.0 26.2 24.5 40.0
Other: 58.8 68.5 72.1 86.0 41.2 53.8 50.6 62.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 486,629: 112,810 16,886 87,267 200,657 339,493 400,734 443,645: 85,895 42,983
Old : 486,629: 112,810 16,886 87,267 200,657 339,493 400,734 443,645: 85,895 42,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -21,055: -9,961 4,872 6,342 -8,720 -28,524 -12,338 -17,310: -8,716 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.5 17.9 41.2 69.8 82.3 91.2: 17.7 8.8
Old : 100.0: 23.2 3.5 17.9 41.2 69.8 82.3 91.2: 17.7 8.8
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 : 145: 54 30 39 53 46 131 92:
Old : 145: 54 30 39 53 46 131 92:
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 : 14.7 34.5 24.7 51.5 12.1 29.1 20.2 38.7
Old : 14.7 34.5 24.7 51.5 12.1 29.1 20.2 38.7
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, March 1, 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 : 151,408: 53,500 10,735 37,425 45,995 95,307 136,920 143,467: 14,488 7,941
Old : 142,015: 53,278 11,717 32,382 42,453 90,617 128,113 134,717: 13,902 7,299
Other: 9,393: 2,078 874 3,186 3,542 4,690 8,807 8,750: 586 643
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,550: 547 423 6,549 1,649 2,100 8,745 9,072: 805 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 7.1 24.7 30.4 62.9 90.4 94.8: 9.6 5.2
Old : 100.0: 37.5 8.3 22.8 29.9 63.8 90.2 94.9: 9.8 5.1
Other: 100.0: 22.1 9.3 33.9 37.7 49.9 93.8 93.2: 6.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 175 59 113 97 118 312 259:
Old : 373: 174 65 111 95 118 309 257:
Other: 114: 24 17 28 38 57 73 91:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 20.9 22.2 31.7 12.3 17.1 20.2 26.5
Old : 13.8 21.2 23.1 32.1 13.1 18.1 21.5 27.7
Other: 30.5 24.2 48.0 37.8 16.5 15.3 24.6 24.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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 : 25,364: 7,182 14,481 3,541 12,108 4,060 22,831 22,081: 2,533 3,283
Old : 25,364: 7,182 14,481 3,541 12,108 4,060 22,831 22,081: 2,533 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,683: 403 1,668 -117 1,453 -280 1,739 1,271: -56 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 57.1 14.0 47.7 16.0 90.0 87.1: 10.0 12.9
Old : 100.0: 28.3 57.1 14.0 47.7 16.0 90.0 87.1: 10.0 12.9
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 : 51: 8 30 11 4 11 20 45:
Old : 51: 8 30 11 4 11 20 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 : 71.8 39.5 85.2 59.0 63.7 35.0 66.9 51.3
Old : 71.8 39.5 85.2 59.0 63.7 35.0 66.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2005