COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 180,683: 44,692 4,480 43,989 70,296 121,525 158,976 169,994: 21,706 10,689
Old : 145,103: 43,078 6,728 30,334 53,721 100,263 127,132 137,324: 17,971 7,779
Other: 35,579: 4,624 762 10,645 16,575 21,262 31,844 32,670: 3,735 2,909
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,586: 985 -108 -1,467 5,683 6,743 5,201 5,168: -615 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.5 24.3 38.9 67.3 88.0 94.1: 12.0 5.9
Old : 100.0: 29.7 4.6 20.9 37.0 69.1 87.6 94.6: 12.4 5.4
Other: 100.0: 13.0 2.1 29.9 46.6 59.8 89.5 91.8: 10.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 98 44 58 73 76 206 146:
Old : 229: 94 46 51 58 73 183 139:
Other: 123: 35 19 37 48 51 100 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 36.0 26.0 47.4 13.2 27.9 20.4 37.5
Old : 18.7 41.2 29.0 51.3 16.4 35.5 25.5 44.1
Other: 23.5 24.0 36.1 38.0 18.0 20.6 24.0 28.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 44,939: 14,545 3,750 7,993 16,398 30,634 38,936 42,378: 6,003 2,562
Old : 44,591: 14,580 3,776 7,784 16,310 30,504 38,675 42,063: 5,916 2,527
Other: 349: 114 125 59 88 131 261 314: 88 35
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,167: -3,869 -639 -662 3,587 -1,080 -944 -2,381: -1,223 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 8.3 17.8 36.5 68.2 86.6 94.3: 13.4 5.7
Old : 100.0: 32.7 8.5 17.5 36.6 68.4 86.7 94.3: 13.3 5.7
Other: 100.0: 32.8 35.7 16.9 25.2 37.5 74.9 90.1: 25.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 71 22 30 26 20 113 59:
Old : 130: 71 22 30 26 20 113 59:
Other: 21: 5 9 9 5 5 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 44.8 32.5 64.5 16.0 35.3 24.5 54.0
Old : 22.4 45.1 32.7 64.7 16.1 35.5 24.7 54.2
Other: 54.4 46.6 67.2 70.3 46.3 45.0 51.5 60.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 139,545: 29,863 4,360 9,083 86,169 118,637 125,115 132,081: 14,430 7,464
Old : 78,471: 25,809 3,778 6,572 33,781 61,902 66,163 72,253: 12,308 6,218
Other: 61,074: 5,055 1,584 1,509 52,388 56,735 58,952 59,828: 2,122 1,246
: : :
: : Changes in Commitments from: April 5, 2005 :
: -6,065: -2,446 340 -6,297 1,193 -223 -7,551 -6,180: 1,486 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.1 6.5 61.7 85.0 89.7 94.7: 10.3 5.3
Old : 100.0: 32.9 4.8 8.4 43.0 78.9 84.3 92.1: 15.7 7.9
Other: 100.0: 8.3 2.6 2.5 85.8 92.9 96.5 98.0: 3.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 68 18 30 50 43 128 83:
Old : 142: 67 17 28 46 41 122 78:
Other: 70: 18 13 13 27 31 53 49:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 38.8 41.4 60.0 16.6 28.5 25.4 37.5
Old : 16.0 35.4 27.8 52.1 15.5 28.5 24.1 43.1
Other: 55.2 57.7 71.2 77.2 38.6 45.5 50.5 55.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 452,253: 71,361 63,223 66,408 236,558 257,249 374,327 386,879: 77,926 65,374
Old : 452,253: 71,361 63,223 66,408 236,558 257,249 374,327 386,879: 77,926 65,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -37,206: -5,717 12,799 -22,288 -4,950 -30,431 -32,954 -39,921: -4,252 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.0 14.7 52.3 56.9 82.8 85.5: 17.2 14.5
Old : 100.0: 15.8 14.0 14.7 52.3 56.9 82.8 85.5: 17.2 14.5
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 : 147: 41 39 35 62 47 119 106:
Old : 147: 41 39 35 62 47 119 106:
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 : 15.2 27.5 26.9 42.4 13.2 22.5 23.1 31.7
Old : 15.2 27.5 26.9 42.4 13.2 22.5 23.1 31.7
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, April 12, 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 : 137,422: 36,544 7,213 35,813 53,949 87,734 126,305 130,759: 11,117 6,663
Old : 121,937: 36,210 9,818 28,514 46,906 78,131 111,630 116,463: 10,307 5,474
Other: 15,485: 3,660 721 3,972 7,042 9,603 14,675 14,296: 810 1,189
: : :
: : Changes in Commitments from: April 5, 2005 :
: -21,075: -8,800 -1,057 -10,397 1,607 -6,672 -17,590 -18,126: -3,485 -2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.2 26.1 39.3 63.8 91.9 95.2: 8.1 4.8
Old : 100.0: 29.7 8.1 23.4 38.5 64.1 91.5 95.5: 8.5 4.5
Other: 100.0: 23.6 4.7 25.7 45.5 62.0 94.8 92.3: 5.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 160 46 108 98 103 299 225:
Old : 333: 155 53 101 95 103 290 221:
Other: 140: 35 19 36 54 69 101 112:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 22.2 26.1 34.4 13.2 15.8 20.7 25.4
Old : 15.6 23.6 26.5 35.8 14.8 17.3 23.4 26.9
Other: 33.0 26.9 50.1 38.3 24.7 17.1 30.5 26.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 18,759: 7,192 5,078 2,666 5,564 8,565 15,422 16,309: 3,337 2,449
Old : 18,759: 7,192 5,078 2,666 5,564 8,565 15,422 16,309: 3,337 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -119: 1,318 -262 -63 -403 770 852 445: -971 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 27.1 14.2 29.7 45.7 82.2 86.9: 17.8 13.1
Old : 100.0: 38.3 27.1 14.2 29.7 45.7 82.2 86.9: 17.8 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 : 49: 19 16 9 9 6 35 25:
Old : 49: 19 16 9 9 6 35 25:
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 : 50.9 64.6 65.0 75.4 44.3 54.2 54.9 62.7
Old : 50.9 64.6 65.0 75.4 44.3 54.2 54.9 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005