COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 133,871: 19,961 18,940 29,385 69,445 73,758 118,791 122,084: 15,081 11,788
Old : 133,405: 20,049 19,070 29,167 69,142 73,532 118,358 121,770: 15,048 11,636
Other: 466: 130 88 0 303 226 433 314: 33 152
: : :
: : Changes in Commitments from: July 12, 2005 :
: 735: -120 8,573 -1,107 1,417 -8,147 189 -681: 546 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.1 22.0 51.9 55.1 88.7 91.2: 11.3 8.8
Old : 100.0: 15.0 14.3 21.9 51.8 55.1 88.7 91.3: 11.3 8.7
Other: 100.0: 27.9 18.9 0.0 65.0 48.5 92.9 67.4: 7.1 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 68 52 49 72 61 162 141:
Old : 201: 68 52 48 72 61 162 140:
Other: 12: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 30.6 28.3 39.7 19.2 24.3 27.7 30.6
Old : 19.2 30.6 28.4 39.7 19.2 24.4 27.8 30.6
Other: 85.8 62.0 92.9 67.4 85.8 62.0 92.9 67.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 46,133: 14,228 2,143 8,760 17,098 32,585 40,087 43,489: 6,047 2,645
Old : 40,877: 14,131 2,770 6,067 15,056 29,587 35,253 38,424: 5,623 2,453
Other: 5,257: 801 76 1,991 2,042 2,998 4,833 5,065: 423 192
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,365: -4,084 195 -989 2,267 -2,243 -2,806 -3,037: -558 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.6 19.0 37.1 70.6 86.9 94.3: 13.1 5.7
Old : 100.0: 34.6 6.8 14.8 36.8 72.4 86.2 94.0: 13.8 6.0
Other: 100.0: 15.2 1.4 37.9 38.9 57.0 91.9 96.3: 8.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 20 23 22 25 91 56:
Old : 107: 52 25 23 21 23 90 54:
Other: 33: 14 6 12 9 9 25 25:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 50.6 37.6 66.7 17.2 38.4 25.9 49.0
Old : 25.6 52.7 36.8 68.0 18.6 42.2 28.1 52.8
Other: 50.8 60.0 70.9 79.0 16.8 26.6 21.9 29.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 143,002: 21,143 24,731 13,369 97,870 98,371 132,381 136,472: 10,620 6,530
Old : 51,098: 12,164 22,878 5,100 26,203 18,399 43,468 46,378: 7,630 4,721
Other: 91,903: 10,903 3,778 6,344 71,666 79,972 88,914 90,094: 2,990 1,809
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,491: -424 1,539 -110 741 -1,072 207 357: 1,284 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.3 9.3 68.4 68.8 92.6 95.4: 7.4 4.6
Old : 100.0: 23.8 44.8 10.0 51.3 36.0 85.1 90.8: 14.9 9.2
Other: 100.0: 11.9 4.1 6.9 78.0 87.0 96.7 98.0: 3.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 57 49 32 53 40 125 110:
Old : 161: 59 42 23 47 29 112 88:
Other: 98: 24 24 20 39 36 76 68:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 32.3 47.1 47.5 20.2 21.6 29.6 29.9
Old : 20.3 27.0 27.4 41.5 15.3 24.7 22.1 36.0
Other: 44.3 46.1 60.8 61.8 28.4 32.0 40.9 42.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 524,706: 141,411 26,266 78,563 222,204 371,764 442,179 476,593: 82,527 48,113
Old : 524,706: 141,411 26,266 78,563 222,204 371,764 442,179 476,593: 82,527 48,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 18,723: 6,330 -7,904 9,898 878 15,346 17,107 17,340: 1,616 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.0 15.0 42.3 70.9 84.3 90.8: 15.7 9.2
Old : 100.0: 27.0 5.0 15.0 42.3 70.9 84.3 90.8: 15.7 9.2
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 : 178: 77 29 52 59 53 158 115:
Old : 178: 77 29 52 59 53 158 115:
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 29.6 24.4 45.0 12.1 22.2 20.8 33.3
Old : 14.4 29.6 24.4 45.0 12.1 22.2 20.8 33.3
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, July 19, 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 : 125,423: 23,335 15,979 30,075 58,618 69,001 112,028 115,056: 13,395 10,367
Old : 78,592: 22,610 17,081 12,101 34,644 42,379 69,355 71,562: 9,237 7,030
Other: 46,830: 4,884 3,058 13,814 23,974 26,622 42,673 43,494: 4,158 3,336
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,426: -2,395 1,156 3,041 2,684 -862 3,329 3,334: 1,097 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.7 24.0 46.7 55.0 89.3 91.7: 10.7 8.3
Old : 100.0: 28.8 21.7 15.4 44.1 53.9 88.2 91.1: 11.8 8.9
Other: 100.0: 10.4 6.5 29.5 51.2 56.8 91.1 92.9: 8.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 119 95 107 103 96 278 249:
Old : 321: 116 90 86 89 75 243 213:
Other: 224: 64 55 72 76 84 179 173:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 20.2 27.2 29.7 14.3 13.9 23.4 21.9
Old : 19.6 21.9 32.3 33.5 19.6 21.6 32.3 32.7
Other: 25.5 26.6 38.0 38.5 19.7 18.6 27.8 24.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 30,106: 17,623 1,770 2,725 6,389 23,630 26,737 28,125: 3,369 1,981
Old : 30,106: 17,623 1,770 2,725 6,389 23,630 26,737 28,125: 3,369 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,117: 623 376 75 1,688 687 2,387 1,138: -1,270 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 5.9 9.1 21.2 78.5 88.8 93.4: 11.2 6.6
Old : 100.0: 58.5 5.9 9.1 21.2 78.5 88.8 93.4: 11.2 6.6
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 : 51: 33 6 10 8 5 47 17:
Old : 51: 33 6 10 8 5 47 17:
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 : 38.3 83.4 59.3 90.5 37.8 74.3 55.1 79.2
Old : 38.3 83.4 59.3 90.5 37.8 74.3 55.1 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005