COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 125,209: 17,444 17,915 24,640 67,747 72,370 109,831 114,925: 15,378 10,284
Old : 1,824: 3 1 0 1,709 1,661 1,712 1,662: 112 162
Other: 123,385: 17,441 17,914 24,640 66,038 70,709 108,119 113,263: 15,266 10,122
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,490: -222 -9,614 1,451 -3,009 6,564 -1,780 -1,599: -1,710 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.3 19.7 54.1 57.8 87.7 91.8: 12.3 8.2
Old : 100.0: 0.2 0.1 0.0 93.7 91.1 93.9 91.1: 6.1 8.9
Other: 100.0: 14.1 14.5 20.0 53.5 57.3 87.6 91.8: 12.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 66 50 43 70 57 156 132:
Old : 9: 1 1 0 4 3 5 4:
Other: 196: 66 50 43 70 57 156 132:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 32.1 30.2 40.5 20.4 26.5 29.2 33.2
Old : 93.7 91.1 93.9 91.1 93.7 91.1 93.9 91.1
Other: 20.7 31.2 30.0 39.8 20.7 26.9 29.6 33.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 43,225: 14,484 3,296 8,561 14,095 28,776 37,140 40,633: 6,086 2,593
Old : 39,096: 14,507 3,980 6,160 12,552 26,422 33,219 36,562: 5,877 2,535
Other: 4,129: 757 96 1,621 1,543 2,354 3,921 4,071: 208 58
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,782: 1,768 -471 479 1,774 3,532 4,020 3,539: -239 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.6 19.8 32.6 66.6 85.9 94.0: 14.1 6.0
Old : 100.0: 37.1 10.2 15.8 32.1 67.6 85.0 93.5: 15.0 6.5
Other: 100.0: 18.3 2.3 39.2 37.4 57.0 95.0 98.6: 5.0 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 64 19 22 20 21 93 53:
Old : 111: 60 23 22 20 20 93 52:
Other: 25: 11 5 12 7 6 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 46.4 34.8 63.2 17.5 38.1 26.6 50.3
Old : 22.2 46.9 33.5 63.4 19.0 40.7 29.0 54.1
Other: 56.7 63.5 78.0 83.8 17.0 25.8 21.8 28.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 133,215: 21,140 13,385 12,895 89,398 103,129 123,433 129,410: 9,781 3,805
Old : 50,551: 13,032 12,812 5,887 23,977 28,818 42,896 47,517: 7,655 3,034
Other: 82,664: 9,234 1,700 5,882 65,421 74,311 80,537 81,893: 2,127 771
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,914: -20 -4,409 -885 -1,706 3,629 -2,611 -1,665: -303 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.0 9.7 67.1 77.4 92.7 97.1: 7.3 2.9
Old : 100.0: 25.8 25.3 11.6 47.4 57.0 84.9 94.0: 15.1 6.0
Other: 100.0: 11.2 2.1 7.1 79.1 89.9 97.4 99.1: 2.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 58 38 35 49 38 125 96:
Old : 151: 58 36 29 42 32 113 84:
Other: 86: 21 21 26 33 33 69 65:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 36.4 47.0 53.3 20.8 25.6 30.2 34.2
Old : 18.3 28.8 28.1 42.1 17.1 24.1 25.0 35.7
Other: 47.3 51.1 63.5 67.8 28.9 35.3 39.0 45.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 493,037: 113,111 47,342 67,243 231,790 327,590 412,144 442,176: 80,893 50,861
Old : 493,037: 113,111 47,342 67,243 231,790 327,590 412,144 442,176: 80,893 50,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 27,507: 27,263 3,967 5,228 -13,344 10,395 19,147 19,590: 8,360 7,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 13.6 47.0 66.4 83.6 89.7: 16.4 10.3
Old : 100.0: 22.9 9.6 13.6 47.0 66.4 83.6 89.7: 16.4 10.3
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 : 171: 65 34 40 61 53 147 107:
Old : 171: 65 34 40 61 53 147 107:
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 : 14.1 27.4 25.1 43.0 12.6 19.3 21.2 29.4
Old : 14.1 27.4 25.1 43.0 12.6 19.3 21.2 29.4
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 28, 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 : 118,891: 24,344 13,681 27,670 56,020 69,550 108,035 110,901: 10,856 7,990
Old : 81,455: 23,971 15,012 13,408 35,967 47,313 73,347 75,733: 8,108 5,722
Other: 37,436: 3,807 2,103 10,828 20,053 22,237 34,688 35,168: 2,748 2,268
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,713: 766 907 2,347 209 949 3,322 4,203: 392 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.5 23.3 47.1 58.5 90.9 93.3: 9.1 6.7
Old : 100.0: 29.4 18.4 16.5 44.2 58.1 90.0 93.0: 10.0 7.0
Other: 100.0: 10.2 5.6 28.9 53.6 59.4 92.7 93.9: 7.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 126 74 106 102 97 277 233:
Old : 316: 124 74 88 87 81 249 206:
Other: 195: 54 40 60 69 83 151 156:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 20.9 28.0 31.6 15.7 15.3 24.7 24.2
Old : 21.1 22.4 33.3 35.1 21.1 21.4 33.3 33.5
Other: 26.8 30.3 38.1 41.5 21.1 22.3 28.1 28.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 32,021: 21,581 2,302 2,645 4,192 25,065 28,418 30,012: 3,604 2,010
Old : 32,021: 21,581 2,302 2,645 4,192 25,065 28,418 30,012: 3,604 2,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,163: 2,655 432 -148 60 2,056 2,567 2,340: -403 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 7.2 8.3 13.1 78.3 88.7 93.7: 11.3 6.3
Old : 100.0: 67.4 7.2 8.3 13.1 78.3 88.7 93.7: 11.3 6.3
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 : 55: 34 8 12 9 7 50 21:
Old : 55: 34 8 12 9 7 50 21:
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 : 30.6 82.8 52.7 90.5 30.6 74.8 49.1 80.1
Old : 30.6 82.8 52.7 90.5 30.6 74.8 49.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005