COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 148,291: 18,668 16,538 37,856 76,929 81,628 133,454 136,022: 14,837 12,269
Old : 73,475: 10,940 15,454 16,747 38,543 34,921 66,230 67,122: 7,245 6,353
Other: 74,815: 9,566 2,922 19,271 38,386 46,707 67,224 68,900: 7,592 5,915
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,284: -2,581 1,497 5,663 1,428 -2,844 4,510 4,316: -226 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.2 25.5 51.9 55.0 90.0 91.7: 10.0 8.3
Old : 100.0: 14.9 21.0 22.8 52.5 47.5 90.1 91.4: 9.9 8.6
Other: 100.0: 12.8 3.9 25.8 51.3 62.4 89.9 92.1: 10.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 70 64 63 70 60 174 157:
Old : 187: 64 56 48 55 43 144 122:
Other: 157: 43 41 48 62 55 132 117:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 29.7 30.7 39.2 17.0 18.8 24.0 23.7
Old : 25.7 39.6 39.0 47.1 21.6 27.5 31.0 34.1
Other: 19.2 24.5 30.0 37.6 16.2 19.7 25.4 27.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 39,272: 10,345 3,083 8,508 14,656 24,671 33,508 36,263: 5,763 3,009
Old : 36,999: 10,455 3,344 7,191 13,729 23,504 31,375 34,038: 5,624 2,960
Other: 2,273: 399 248 808 926 1,167 2,133 2,224: 140 49
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,823: 337 -368 587 648 1,173 1,572 1,391: 252 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.9 21.7 37.3 62.8 85.3 92.3: 14.7 7.7
Old : 100.0: 28.3 9.0 19.4 37.1 63.5 84.8 92.0: 15.2 8.0
Other: 100.0: 17.5 10.9 35.6 40.7 51.4 93.8 97.8: 6.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 51 21 25 23 19 88 53:
Old : 104: 53 19 25 23 19 88 53:
Other: 24: 9 7 9 7 5 19 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 : 24.5 47.4 39.2 61.6 21.2 40.0 29.4 50.2
Old : 24.2 47.6 38.9 61.5 22.1 41.3 30.7 52.5
Other: 52.7 70.4 75.8 87.6 25.4 32.3 31.2 36.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 149,126: 22,922 25,675 12,776 104,361 106,056 140,059 144,508: 9,068 4,619
Old : 70,802: 13,763 24,907 5,745 43,885 36,718 63,393 67,371: 7,409 3,431
Other: 78,324: 11,290 2,899 4,900 60,476 69,338 76,666 77,137: 1,658 1,187
: : :
: : Changes in Commitments from: May 31, 2005 :
: 730: -170 1,817 -1,459 2,586 1,165 956 1,523: -226 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.2 8.6 70.0 71.1 93.9 96.9: 6.1 3.1
Old : 100.0: 19.4 35.2 8.1 62.0 51.9 89.5 95.2: 10.5 4.8
Other: 100.0: 14.4 3.7 6.3 77.2 88.5 97.9 98.5: 2.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 52 53 33 52 38 124 107:
Old : 162: 61 44 27 50 31 120 93:
Other: 79: 16 21 21 31 30 62 57:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 35.5 46.5 52.6 19.0 22.5 29.7 30.5
Old : 25.8 31.7 38.3 45.8 19.3 23.1 27.0 34.0
Other: 44.2 56.5 63.7 71.5 27.0 39.7 42.4 49.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 471,691: 77,155 58,274 76,078 247,543 292,742 400,775 427,094: 70,916 44,597
Old : 471,691: 77,155 58,274 76,078 247,543 292,742 400,775 427,094: 70,916 44,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,045: 4,656 -8,478 5,622 -8,350 13,149 1,928 10,293: 117 -8,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.4 16.1 52.5 62.1 85.0 90.5: 15.0 9.5
Old : 100.0: 16.4 12.4 16.1 52.5 62.1 85.0 90.5: 15.0 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 : 159: 46 47 49 58 49 133 117:
Old : 159: 46 47 49 58 49 133 117:
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 : 15.0 26.6 26.7 41.5 13.2 21.1 23.3 29.1
Old : 15.0 26.6 26.7 41.5 13.2 21.1 23.3 29.1
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, June 7, 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 : 134,219: 34,601 9,281 36,398 52,118 82,112 123,117 127,791: 11,101 6,427
Old : 106,929: 34,679 14,294 23,216 39,449 64,522 97,344 102,032: 9,585 4,897
Other: 27,290: 5,842 907 7,263 12,669 17,590 25,774 25,759: 1,516 1,531
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,205: 4,945 -9 3,035 606 6,831 8,586 9,857: 619 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.9 27.1 38.8 61.2 91.7 95.2: 8.3 4.8
Old : 100.0: 32.4 13.4 21.7 36.9 60.3 91.0 95.4: 9.0 4.6
Other: 100.0: 21.4 3.3 26.6 46.4 64.5 94.4 94.4: 5.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 168 63 128 91 101 318 242:
Old : 354: 161 74 119 88 97 311 230:
Other: 170: 51 29 56 55 78 123 147:
:----------------------------------------------------------------------------------------------------
: 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 21.4 24.9 32.3 14.0 16.4 22.0 25.0
Old : 17.6 21.2 26.9 32.6 17.6 17.7 26.9 27.8
Other: 29.2 33.7 42.3 44.1 23.0 24.9 30.9 31.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 36,211: 17,978 2,022 2,998 10,925 28,687 31,901 33,707: 4,309 2,503
Old : 36,211: 17,978 2,022 2,998 10,925 28,687 31,901 33,707: 4,309 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 5,338: 372 -404 -746 5,823 6,056 5,449 4,906: -110 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 5.6 8.3 30.2 79.2 88.1 93.1: 11.9 6.9
Old : 100.0: 49.6 5.6 8.3 30.2 79.2 88.1 93.1: 11.9 6.9
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 : 56: 33 6 10 11 8 49 22:
Old : 56: 33 6 10 11 8 49 22:
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 : 42.9 77.8 60.1 89.5 26.1 61.4 38.9 64.7
Old : 42.9 77.8 60.1 89.5 26.1 61.4 38.9 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005