COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 179,466: 44,998 4,777 47,118 63,893 115,577 156,009 167,472: 23,457 11,993
Old : 146,057: 43,177 7,736 33,887 49,003 95,958 126,067 137,581: 19,990 8,476
Other: 33,408: 4,955 175 10,097 14,890 19,620 29,942 29,892: 3,466 3,517
: : :
: : Changes in Commitments from: March 22, 2005 :
: 5,298: -564 -647 2,592 832 1,948 2,860 3,893: 2,438 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.7 26.3 35.6 64.4 86.9 93.3: 13.1 6.7
Old : 100.0: 29.6 5.3 23.2 33.6 65.7 86.3 94.2: 13.7 5.8
Other: 100.0: 14.8 0.5 30.2 44.6 58.7 89.6 89.5: 10.4 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 112 29 59 71 74 203 148:
Old : 226: 95 47 55 61 68 187 141:
Other: 115: 42 10 36 44 48 94 86:
:----------------------------------------------------------------------------------------------------
: 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 34.8 23.4 46.1 12.9 29.7 20.2 39.4
Old : 15.8 39.0 25.2 48.9 15.8 36.5 25.0 45.1
Other: 23.7 23.1 38.0 38.1 19.0 18.3 26.9 27.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 44,853: 16,840 4,295 8,100 12,980 30,088 37,920 42,482: 6,933 2,371
Old : 44,624: 16,846 4,309 8,010 12,923 29,980 37,778 42,298: 6,846 2,326
Other: 229: 43 35 41 57 108 142 184: 88 45
: : :
: : Changes in Commitments from: March 22, 2005 :
: 520: -499 327 -77 422 403 -154 654: 674 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.6 18.1 28.9 67.1 84.5 94.7: 15.5 5.3
Old : 100.0: 37.8 9.7 17.9 29.0 67.2 84.7 94.8: 15.3 5.2
Other: 100.0: 18.9 15.3 17.9 25.0 47.0 61.8 80.2: 38.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 77 20 33 28 20 123 61:
Old : 137: 77 21 33 28 20 123 61:
Other: 19: 5 7 7 3 5 10 17:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 43.9 29.0 62.6 15.7 37.5 25.1 56.0
Old : 18.2 44.0 29.1 62.8 15.7 37.6 25.2 56.1
Other: 42.5 44.8 59.9 63.1 34.8 44.8 42.2 57.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 149,571: 35,891 3,778 16,741 83,150 122,006 135,782 142,525: 13,789 7,046
Old : 93,805: 32,667 3,068 14,850 35,822 69,427 83,339 87,344: 10,466 6,461
Other: 55,766: 4,150 1,636 966 47,328 52,579 52,444 55,181: 3,323 585
: : :
: : Changes in Commitments from: March 22, 2005 :
: -15,708: -13,636 -1,944 -2,789 1,669 -10,285 -14,756 -15,018: -952 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.5 11.2 55.6 81.6 90.8 95.3: 9.2 4.7
Old : 100.0: 34.8 3.3 15.8 38.2 74.0 88.8 93.1: 11.2 6.9
Other: 100.0: 7.4 2.9 1.7 84.9 94.3 94.0 99.0: 6.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 72 18 52 46 45 145 106:
Old : 162: 67 23 52 45 44 142 104:
Other: 67: 15 13 13 27 31 51 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 : 24.9 37.7 38.8 57.1 16.5 25.6 24.2 35.6
Old : 18.2 32.6 29.1 48.8 15.1 24.9 23.5 38.7
Other: 55.5 62.3 70.6 79.9 39.2 49.8 51.1 59.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 474,737: 82,835 34,526 82,559 230,743 299,540 396,137 416,626: 78,600 58,112
Old : 474,737: 82,835 34,526 82,559 230,743 299,540 396,137 416,626: 78,600 58,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,520: -15,245 17,023 -1,901 16,822 -26,299 -324 -11,177: -4,197 6,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 7.3 17.4 48.6 63.1 83.4 87.8: 16.6 12.2
Old : 100.0: 17.4 7.3 17.4 48.6 63.1 83.4 87.8: 16.6 12.2
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 : 154: 54 33 42 62 51 132 110:
Old : 154: 54 33 42 62 51 132 110:
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 32.6 24.5 47.0 11.8 26.9 20.0 35.5
Old : 14.4 32.6 24.5 47.0 11.8 26.9 20.0 35.5
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 29, 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 : 157,320: 44,888 8,224 44,618 53,582 95,430 143,088 148,272: 14,232 9,048
Old : 143,732: 45,092 11,194 37,412 47,707 86,988 130,211 135,595: 13,521 8,137
Other: 13,588: 3,612 846 3,390 5,875 8,442 12,877 12,677: 711 911
: : :
: : Changes in Commitments from: March 22, 2005 :
: -12,235: -8,428 -2,625 -3,422 -126 -6,199 -11,976 -12,246: -259 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.2 28.4 34.1 60.7 91.0 94.2: 9.0 5.8
Old : 100.0: 31.4 7.8 26.0 33.2 60.5 90.6 94.3: 9.4 5.7
Other: 100.0: 26.6 6.2 24.9 43.2 62.1 94.8 93.3: 5.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 179 67 139 103 114 344 275:
Old : 391: 177 73 136 100 114 339 272:
Other: 136: 33 23 33 49 61 96 104:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.4 21.7 30.5 11.7 15.3 19.1 25.0
Old : 12.9 19.6 21.8 30.9 12.9 16.1 20.9 26.1
Other: 35.7 25.8 52.0 38.4 26.3 18.8 33.8 27.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 19,131: 5,158 8,008 2,724 7,694 5,133 15,576 15,865: 3,555 3,266
Old : 19,131: 5,158 8,008 2,724 7,694 5,133 15,576 15,865: 3,555 3,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,889: 11 -4,130 28 -2,192 2,421 -2,153 -1,681: 264 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.9 14.2 40.2 26.8 81.4 82.9: 18.6 17.1
Old : 100.0: 27.0 41.9 14.2 40.2 26.8 81.4 82.9: 18.6 17.1
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 : 44: 12 22 10 6 5 27 29:
Old : 44: 12 22 10 6 5 27 29:
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 : 53.5 53.9 72.7 67.8 52.3 45.9 60.8 55.8
Old : 53.5 53.9 72.7 67.8 52.3 45.9 60.8 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005