COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 126,852: 18,231 24,343 23,230 69,074 65,897 110,535 113,469: 16,317 13,382
Old : 27,820: 8,737 10,884 0 11,708 13,653 20,445 24,537: 7,375 3,283
Other: 99,032: 11,587 15,552 21,136 57,366 52,244 90,090 88,932: 8,942 10,099
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,439: -437 7,805 -14,627 -7,855 -15,730 -22,919 -22,552: 1,480 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.2 18.3 54.5 51.9 87.1 89.5: 12.9 10.5
Old : 100.0: 31.4 39.1 0.0 42.1 49.1 73.5 88.2: 26.5 11.8
Other: 100.0: 11.7 15.7 21.3 57.9 52.8 91.0 89.8: 9.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 67 60 48 69 57 158 146:
Old : 113: 38 25 0 33 21 71 46:
Other: 177: 49 53 40 67 57 134 132:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 25.9 30.1 34.6 19.9 21.9 28.7 28.2
Old : 19.2 46.8 30.8 61.6 19.0 44.7 30.5 59.4
Other: 23.0 23.0 33.3 32.9 23.0 18.8 33.0 24.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 41,860: 10,852 3,678 10,070 15,262 25,747 36,185 39,494: 5,676 2,366
Old : 38,770: 10,945 4,051 8,315 13,993 24,094 33,253 36,460: 5,517 2,310
Other: 3,091: 425 144 1,237 1,270 1,653 2,932 3,034: 159 56
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,589: 508 595 1,561 607 1,076 2,676 3,232: -88 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.8 24.1 36.5 61.5 86.4 94.3: 13.6 5.7
Old : 100.0: 28.2 10.4 21.4 36.1 62.1 85.8 94.0: 14.2 6.0
Other: 100.0: 13.7 4.7 40.0 41.1 53.5 94.9 98.2: 5.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 53 23 25 20 18 87 54:
Old : 106: 53 23 25 20 18 87 54:
Other: 23: 8 7 11 7 5 20 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 : 25.6 46.6 40.1 61.4 20.4 37.0 27.8 47.0
Old : 25.6 46.8 39.6 61.1 21.6 38.6 29.6 49.5
Other: 54.0 65.6 72.9 85.2 18.7 27.2 24.1 29.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 150,149: 24,225 23,152 14,892 98,281 105,846 137,398 143,890: 12,751 6,259
Old : 68,200: 13,682 19,993 8,204 35,734 35,150 57,621 63,348: 10,579 4,852
Other: 81,949: 11,926 4,543 5,304 62,547 70,696 79,777 80,542: 2,172 1,406
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,023: 1,302 -2,523 2,116 -6,079 -211 -2,661 -618: 3,684 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.4 9.9 65.5 70.5 91.5 95.8: 8.5 4.2
Old : 100.0: 20.1 29.3 12.0 52.4 51.5 84.5 92.9: 15.5 7.1
Other: 100.0: 14.6 5.5 6.5 76.3 86.3 97.4 98.3: 2.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 59 49 41 50 40 132 114:
Old : 167: 63 45 37 47 36 126 104:
Other: 90: 25 21 24 33 30 70 63:
:----------------------------------------------------------------------------------------------------
: 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 : 30.3 35.7 45.3 51.4 18.8 22.9 29.0 30.7
Old : 24.8 30.3 34.1 44.5 19.6 22.0 27.2 33.0
Other: 44.1 55.4 62.2 69.1 26.8 37.9 39.4 47.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 439,830: 78,401 50,310 61,786 227,831 283,911 368,017 396,007: 71,813 43,823
Old : 439,830: 78,401 50,310 61,786 227,831 283,911 368,017 396,007: 71,813 43,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -31,861: 1,246 -7,964 -14,292 -19,712 -8,830 -32,758 -31,087: 897 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.4 14.0 51.8 64.6 83.7 90.0: 16.3 10.0
Old : 100.0: 17.8 11.4 14.0 51.8 64.6 83.7 90.0: 16.3 10.0
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 : 144: 45 35 35 55 49 118 102:
Old : 144: 45 35 35 55 49 118 102:
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 : 14.7 29.2 26.6 44.0 13.9 23.6 23.7 32.5
Old : 14.7 29.2 26.6 44.0 13.9 23.6 23.7 32.5
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, June 14, 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 : 118,984: 24,200 10,272 24,936 61,093 77,965 110,229 113,173: 8,756 5,812
Old : 86,302: 23,704 12,084 12,614 42,990 57,695 79,308 82,392: 6,995 3,910
Other: 32,682: 3,366 1,058 9,452 18,103 20,270 30,921 30,781: 1,761 1,901
: : :
: : Changes in Commitments from: June 7, 2005 :
: -15,234: -10,401 991 -11,462 8,974 -4,148 -12,889 -14,619: -2,346 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.6 21.0 51.3 65.5 92.6 95.1: 7.4 4.9
Old : 100.0: 27.5 14.0 14.6 49.8 66.9 91.9 95.5: 8.1 4.5
Other: 100.0: 10.3 3.2 28.9 55.4 62.0 94.6 94.2: 5.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 126 62 100 86 90 258 213:
Old : 295: 130 60 86 75 82 238 196:
Other: 171: 41 40 56 59 75 133 139:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 23.9 30.7 36.2 15.5 15.5 24.6 25.0
Old : 21.0 26.4 33.9 38.2 20.6 20.8 32.2 31.2
Other: 29.1 33.6 41.8 46.0 22.6 25.0 30.0 31.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 29,333: 19,469 2,636 2,486 3,380 22,205 25,334 27,327: 3,999 2,006
Old : 29,333: 19,469 2,636 2,486 3,380 22,205 25,334 27,327: 3,999 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -6,878: 1,490 614 -512 -7,545 -6,482 -6,567 -6,380: -311 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 9.0 8.5 11.5 75.7 86.4 93.2: 13.6 6.8
Old : 100.0: 66.4 9.0 8.5 11.5 75.7 86.4 93.2: 13.6 6.8
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: 35 8 10 9 7 48 22:
Old : 56: 35 8 10 9 7 48 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 : 32.1 80.7 53.1 89.0 31.2 72.6 49.1 78.2
Old : 32.1 80.7 53.1 89.0 31.2 72.6 49.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005