COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 174,168: 45,562 5,425 44,527 63,061 113,629 153,149 163,580: 21,018 10,588
Old : 143,936: 44,412 7,724 32,950 49,005 95,294 126,367 135,967: 17,568 7,968
Other: 30,232: 3,903 454 8,824 14,056 18,335 26,782 27,613: 3,450 2,619
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,691: -5,500 -599 -1,441 1,587 -4,991 -5,354 -7,030: -2,337 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.1 25.6 36.2 65.2 87.9 93.9: 12.1 6.1
Old : 100.0: 30.9 5.4 22.9 34.0 66.2 87.8 94.5: 12.2 5.5
Other: 100.0: 12.9 1.5 29.2 46.5 60.6 88.6 91.3: 11.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 104 39 60 72 71 205 146:
Old : 227: 103 40 58 59 67 188 141:
Other: 112: 27 22 34 45 46 91 83:
:----------------------------------------------------------------------------------------------------
: 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 36.1 23.6 47.4 13.6 31.5 21.2 40.8
Old : 16.4 39.9 26.3 49.9 16.4 37.7 25.8 46.0
Other: 23.5 24.6 36.6 40.2 18.1 19.4 25.5 29.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 44,333: 17,339 3,968 8,176 12,558 29,684 38,073 41,828: 6,259 2,505
Old : 44,120: 17,332 4,004 8,066 12,512 29,581 37,911 41,651: 6,209 2,468
Other: 213: 78 34 39 46 103 163 177: 51 36
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,141: 1,794 -559 -844 832 2,019 1,782 616: -641 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.9 18.4 28.3 67.0 85.9 94.4: 14.1 5.6
Old : 100.0: 39.3 9.1 18.3 28.4 67.0 85.9 94.4: 14.1 5.6
Other: 100.0: 36.4 16.0 18.4 21.4 48.5 76.3 83.0: 23.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 85 20 36 27 20 133 62:
Old : 145: 84 22 36 27 20 133 62:
Other: 19: 6 7 8 2 5 10 18:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 43.3 28.3 62.7 15.4 37.1 24.9 55.9
Old : 17.6 43.4 28.4 62.8 15.5 37.2 25.0 56.1
Other: 55.6 46.1 74.3 64.6 48.5 46.1 56.0 59.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 165,279: 49,528 5,722 19,531 81,480 132,290 150,538 157,543: 14,741 7,736
Old : 110,853: 46,294 5,643 17,498 33,372 80,579 97,164 103,720: 13,689 7,133
Other: 54,426: 4,193 1,039 1,073 48,108 51,712 53,374 53,823: 1,052 603
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,776: -172 -181 2,949 -1,586 -1,854 1,191 914: 585 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 3.5 11.8 49.3 80.0 91.1 95.3: 8.9 4.7
Old : 100.0: 41.8 5.1 15.8 30.1 72.7 87.7 93.6: 12.3 6.4
Other: 100.0: 7.7 1.9 2.0 88.4 95.0 98.1 98.9: 1.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 76 37 58 46 44 165 117:
Old : 187: 73 42 57 43 43 160 115:
Other: 71: 23 9 13 27 30 54 48:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 36.7 35.8 55.6 16.8 24.8 23.4 34.1
Old : 18.6 30.9 28.1 46.9 15.8 24.9 23.7 38.5
Other: 54.9 63.8 71.3 81.9 38.4 51.0 52.4 60.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 479,258: 98,080 17,504 84,459 213,921 325,840 396,461 427,803: 82,797 51,455
Old : 479,258: 98,080 17,504 84,459 213,921 325,840 396,461 427,803: 82,797 51,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,436: -7,966 3,343 -480 7,071 -14,508 -1,375 -11,645: -5,061 5,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.7 17.6 44.6 68.0 82.7 89.3: 17.3 10.7
Old : 100.0: 20.5 3.7 17.6 44.6 68.0 82.7 89.3: 17.3 10.7
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 : 148: 56 27 41 60 52 134 102:
Old : 148: 56 27 41 60 52 134 102:
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 : 13.6 35.6 23.5 49.8 11.6 28.9 20.0 37.5
Old : 13.6 35.6 23.5 49.8 11.6 28.9 20.0 37.5
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, March 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 : 169,555: 53,316 10,849 48,040 53,708 101,629 155,064 160,518: 14,491 9,037
Old : 156,447: 53,363 13,391 41,301 47,886 93,575 142,551 148,267: 13,896 8,180
Other: 13,109: 3,322 826 3,370 5,822 8,055 12,513 12,251: 595 858
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,925: -2,238 -499 180 1,144 -649 -914 -968: -1,010 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.4 28.3 31.7 59.9 91.5 94.7: 8.5 5.3
Old : 100.0: 34.1 8.6 26.4 30.6 59.8 91.1 94.8: 8.9 5.2
Other: 100.0: 25.3 6.3 25.7 44.4 61.4 95.5 93.5: 4.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 183 65 141 100 117 342 283:
Old : 397: 176 79 139 97 116 338 279:
Other: 134: 33 19 30 48 62 93 100:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.4 21.3 30.3 11.5 15.9 19.7 25.9
Old : 12.5 19.4 22.1 30.1 12.5 16.4 21.3 26.8
Other: 34.7 27.3 51.7 39.7 23.8 18.5 32.2 26.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 21,020: 5,147 12,138 2,696 9,886 2,712 17,729 17,546: 3,291 3,473
Old : 21,020: 5,147 12,138 2,696 9,886 2,712 17,729 17,546: 3,291 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,261: -1,896 -6,942 -18 -4,322 1,576 -6,236 -5,384: 975 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 57.7 12.8 47.0 12.9 84.3 83.5: 15.7 16.5
Old : 100.0: 24.5 57.7 12.8 47.0 12.9 84.3 83.5: 15.7 16.5
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 : 49: 10 29 11 4 7 23 39:
Old : 49: 10 29 11 4 7 23 39:
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 : 62.1 39.5 78.8 57.0 61.3 33.5 67.5 46.6
Old : 62.1 39.5 78.8 57.0 61.3 33.5 67.5 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005