COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 138,408: 19,599 23,569 32,314 73,119 70,281 125,032 126,165: 13,376 12,244
Old : 137,942: 19,687 23,699 32,096 72,816 70,033 124,599 125,829: 13,343 12,114
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: August 2, 2005 :
: 596: 288 1,662 1,397 975 -1,791 2,660 1,268: -2,064 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.0 23.3 52.8 50.8 90.3 91.2: 9.7 8.8
Old : 100.0: 14.3 17.2 23.3 52.8 50.8 90.3 91.2: 9.7 8.8
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 66 61 57 73 64 166 158:
Old : 212: 66 61 56 73 64 166 157:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 25.8 29.5 34.8 18.5 21.4 27.1 28.3
Old : 18.8 25.9 29.6 34.8 18.5 21.5 27.2 28.4
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 45,874: 12,320 3,117 9,373 18,579 30,410 40,272 42,901: 5,602 2,973
Old : 40,208: 12,292 3,332 6,643 16,150 27,596 35,084 37,570: 5,124 2,638
Other: 5,666: 418 176 2,340 2,429 2,815 5,187 5,331: 478 335
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,065: -99 623 310 950 -310 1,161 623: -96 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 20.4 40.5 66.3 87.8 93.5: 12.2 6.5
Old : 100.0: 30.6 8.3 16.5 40.2 68.6 87.3 93.4: 12.7 6.6
Other: 100.0: 7.4 3.1 41.3 42.9 49.7 91.6 94.1: 8.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 42 30 24 26 25 86 63:
Old : 105: 46 28 24 25 23 85 61:
Other: 39: 11 12 14 12 9 31 27:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 49.4 38.9 64.3 16.6 36.0 24.8 44.5
Old : 27.5 52.7 37.7 66.3 18.1 40.5 27.2 49.1
Other: 46.4 57.2 64.5 74.3 15.8 21.7 20.2 24.1
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 136,071: 19,924 21,525 10,548 95,341 97,628 125,814 129,701: 10,257 6,370
Old : 28,057: 5,342 13,698 179 18,163 11,232 23,684 25,109: 4,373 2,948
Other: 108,014: 15,575 8,820 9,376 77,178 86,396 102,130 104,592: 5,884 3,422
: : :
: : Changes in Commitments from: August 2, 2005 :
: -7,246: 1,050 -1,740 -3,399 -4,139 -2,779 -6,488 -7,918: -758 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.8 7.8 70.1 71.7 92.5 95.3: 7.5 4.7
Old : 100.0: 19.0 48.8 0.6 64.7 40.0 84.4 89.5: 15.6 10.5
Other: 100.0: 14.4 8.2 8.7 71.5 80.0 94.6 96.8: 5.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 48 50 31 52 40 120 105:
Old : 111: 32 26 2 40 19 73 47:
Other: 129: 35 36 26 47 39 99 85:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 31.2 48.7 46.2 21.4 21.0 32.4 29.2
Old : 31.9 35.7 42.2 51.0 27.4 35.6 37.7 48.9
Other: 38.2 36.2 53.7 51.8 25.5 24.0 34.6 33.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 625,548: 190,501 18,237 104,781 237,196 445,779 532,478 568,796: 93,070 56,752
Old : 625,548: 190,501 18,237 104,781 237,196 445,779 532,478 568,796: 93,070 56,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,716: 16,352 1,707 12,186 11,089 18,092 39,627 31,986: -2,911 4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.9 16.8 37.9 71.3 85.1 90.9: 14.9 9.1
Old : 100.0: 30.5 2.9 16.8 37.9 71.3 85.1 90.9: 14.9 9.1
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 : 190: 84 29 58 64 58 175 123:
Old : 190: 84 29 58 64 58 175 123:
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 : 12.0 27.8 21.7 44.4 11.0 21.2 18.6 33.5
Old : 12.0 27.8 21.7 44.4 11.0 21.2 18.6 33.5
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, August 9, 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 : 124,443: 24,563 15,521 31,689 58,540 70,122 114,793 117,332: 9,650 7,111
Old : 53,012: 17,253 14,829 9,309 20,456 24,626 47,018 48,764: 5,995 4,248
Other: 71,430: 12,218 5,599 17,473 38,085 45,496 67,775 68,568: 3,655 2,863
: : :
: : Changes in Commitments from: August 2, 2005 :
: -312: -487 146 1,070 1,387 -154 1,970 1,062: -2,283 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.5 25.5 47.0 56.3 92.2 94.3: 7.8 5.7
Old : 100.0: 32.5 28.0 17.6 38.6 46.5 88.7 92.0: 11.3 8.0
Other: 100.0: 17.1 7.8 24.5 53.3 63.7 94.9 96.0: 5.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 124 96 119 104 99 285 263:
Old : 310: 113 86 91 86 75 234 217:
Other: 266: 82 67 82 85 92 213 196:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 19.3 26.8 29.4 14.0 12.8 23.2 20.5
Old : 16.4 25.3 26.7 35.6 15.6 22.6 25.0 32.3
Other: 21.0 23.9 35.0 36.1 19.0 15.5 29.1 22.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 27,537: 13,142 2,668 3,283 8,566 19,338 24,991 25,289: 2,546 2,249
Old : 27,537: 13,142 2,668 3,283 8,566 19,338 24,991 25,289: 2,546 2,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 660: 1,359 232 517 -486 249 1,390 998: -730 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.7 11.9 31.1 70.2 90.8 91.8: 9.2 8.2
Old : 100.0: 47.7 9.7 11.9 31.1 70.2 90.8 91.8: 9.2 8.2
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 : 46: 19 13 11 9 7 36 25:
Old : 46: 19 13 11 9 7 36 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 : 37.7 75.2 63.1 83.0 37.7 64.5 59.1 71.2
Old : 37.7 75.2 63.1 83.0 37.7 64.5 59.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005