COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 164,441: 45,647 7,234 38,524 57,796 108,131 141,967 153,889: 22,473 10,552
Old : 140,857: 44,937 7,846 31,457 45,010 93,233 121,405 132,537: 19,452 8,320
Other: 23,584: 1,797 474 5,980 12,786 14,898 20,563 21,352: 3,021 2,232
: : :
: : Changes in Commitments from: March 1, 2005 :
: 11,140: 4,602 -504 4,282 740 8,092 9,624 11,870: 1,517 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.4 23.4 35.1 65.8 86.3 93.6: 13.7 6.4
Old : 100.0: 31.9 5.6 22.3 32.0 66.2 86.2 94.1: 13.8 5.9
Other: 100.0: 7.6 2.0 25.4 54.2 63.2 87.2 90.5: 12.8 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 100 42 63 66 64 200 143:
Old : 223: 102 44 57 57 62 187 138:
Other: 100: 26 18 35 43 39 84 77:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 37.7 22.6 48.8 14.0 33.6 21.8 42.6
Old : 16.4 41.3 25.8 51.2 16.4 39.6 25.4 47.8
Other: 23.4 25.4 34.7 40.4 15.6 19.1 22.1 29.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 41,313: 13,200 3,678 9,106 12,279 26,742 34,585 39,525: 6,728 1,788
Old : 41,158: 13,202 3,704 9,013 12,235 26,676 34,450 39,392: 6,708 1,766
Other: 155: 67 42 25 43 66 135 133: 20 22
: : :
: : Changes in Commitments from: March 1, 2005 :
: 755: 2,138 956 -768 -1,111 288 259 476: 496 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.9 22.0 29.7 64.7 83.7 95.7: 16.3 4.3
Old : 100.0: 32.1 9.0 21.9 29.7 64.8 83.7 95.7: 16.3 4.3
Other: 100.0: 43.1 27.3 15.9 28.0 42.4 87.0 85.6: 13.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 72 20 33 24 21 114 59:
Old : 127: 73 20 33 24 21 114 59:
Other: 19: 4 10 6 2 4 10 16:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 39.6 28.7 60.1 14.5 32.7 22.1 50.7
Old : 18.9 39.7 28.7 60.3 14.5 32.8 22.2 50.9
Other: 71.7 47.0 85.5 66.8 67.5 44.2 68.5 60.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 155,066: 48,557 6,447 12,443 81,344 128,822 142,344 147,711: 12,723 7,355
Old : 101,321: 45,235 6,648 10,578 33,658 77,245 89,471 94,471: 11,850 6,851
Other: 53,745: 4,147 624 1,040 47,686 51,577 52,873 53,240: 872 505
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,347: 9,097 474 1,136 -3,227 3,808 7,007 5,419: 340 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.2 8.0 52.5 83.1 91.8 95.3: 8.2 4.7
Old : 100.0: 44.6 6.6 10.4 33.2 76.2 88.3 93.2: 11.7 6.8
Other: 100.0: 7.7 1.2 1.9 88.7 96.0 98.4 99.1: 1.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 67 33 42 46 39 140 96:
Old : 158: 64 39 41 41 38 134 94:
Other: 62: 20 5 10 28 27 51 39:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 38.0 38.3 58.9 18.1 26.9 25.1 36.7
Old : 20.9 32.5 31.4 49.6 17.7 26.2 26.8 40.1
Other: 54.9 65.3 69.1 84.3 38.2 51.8 50.4 62.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 474,694: 98,099 23,951 85,262 210,152 320,611 393,512 429,824: 81,182 44,871
Old : 474,694: 98,099 23,951 85,262 210,152 320,611 393,512 429,824: 81,182 44,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -11,934: -14,711 7,065 -2,005 9,494 -18,882 -7,222 -13,822: -4,712 1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.0 18.0 44.3 67.5 82.9 90.5: 17.1 9.5
Old : 100.0: 20.7 5.0 18.0 44.3 67.5 82.9 90.5: 17.1 9.5
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 : 140: 46 31 40 57 47 125 97:
Old : 140: 46 31 40 57 47 125 97:
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 : 14.3 33.9 24.5 50.2 11.9 27.7 20.4 37.1
Old : 14.3 33.9 24.5 50.2 11.9 27.7 20.4 37.1
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 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 : 169,687: 55,766 11,263 48,283 50,058 100,326 154,108 159,873: 15,579 9,815
Old : 158,609: 55,820 13,146 42,083 45,914 94,407 143,817 149,636: 14,793 8,974
Other: 11,078: 2,833 1,003 3,314 4,144 5,920 10,292 10,237: 787 841
: : :
: : Changes in Commitments from: March 1, 2005 :
: 18,279: 2,267 528 10,858 4,063 5,019 17,188 16,406: 1,091 1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 6.6 28.5 29.5 59.1 90.8 94.2: 9.2 5.8
Old : 100.0: 35.2 8.3 26.5 28.9 59.5 90.7 94.3: 9.3 5.7
Other: 100.0: 25.6 9.1 29.9 37.4 53.4 92.9 92.4: 7.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 179 64 119 103 122 320 274:
Old : 385: 174 72 118 97 122 313 272:
Other: 124: 25 20 31 44 61 82 99:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 19.6 21.8 30.5 11.2 16.0 19.2 25.4
Old : 13.0 19.9 22.6 30.6 12.0 16.8 20.5 26.3
Other: 28.9 23.6 47.7 37.1 18.8 17.9 28.4 25.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 32,090: 8,040 16,490 3,559 17,481 7,827 29,081 27,876: 3,009 4,213
Old : 32,090: 8,040 16,490 3,559 17,481 7,827 29,081 27,876: 3,009 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,726: 858 2,009 18 5,373 3,768 6,249 5,795: 476 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 51.4 11.1 54.5 24.4 90.6 86.9: 9.4 13.1
Old : 100.0: 25.1 51.4 11.1 54.5 24.4 90.6 86.9: 9.4 13.1
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 : 50: 9 28 11 3 12 19 45:
Old : 50: 9 28 11 3 12 19 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 41.7 86.9 60.4 57.8 33.7 61.7 46.2
Old : 71.8 41.7 86.9 60.4 57.8 33.7 61.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005