COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 144,393: 19,694 37,389 30,941 77,064 61,965 127,699 130,295: 16,694 14,097
Old : 143,709: 19,876 37,521 30,626 76,558 61,687 127,060 129,834: 16,649 13,874
Other: 684: 132 182 1 506 278 639 461: 45 223
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,075: -172 3,615 -3,104 -128 -1,444 -3,404 -933: 2,329 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.9 21.4 53.4 42.9 88.4 90.2: 11.6 9.8
Old : 100.0: 13.8 26.1 21.3 53.3 42.9 88.4 90.3: 11.6 9.7
Other: 100.0: 19.3 26.6 0.1 74.0 40.6 93.4 67.4: 6.6 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 86 61 55 69 59 171 162:
Old : 230: 87 61 54 69 59 171 161:
Other: 15: 2 2 1 5 6 7 9:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 21.8 28.8 30.3 17.5 19.9 26.2 26.1
Old : 17.8 21.8 28.9 30.4 17.5 20.0 26.4 26.2
Other: 79.7 53.1 93.4 67.3 79.7 53.1 93.3 67.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 38,435: 7,807 6,265 7,444 17,977 21,790 33,228 35,498: 5,207 2,937
Old : 30,178: 8,627 5,943 3,648 13,943 18,249 26,217 27,840: 3,960 2,338
Other: 8,257: 642 1,784 2,334 4,034 3,540 7,011 7,658: 1,247 599
: : :
: : Changes in Commitments from: August 16, 2005 :
: -8,309: -1,508 2,211 -4,169 -2,572 -6,671 -8,248 -8,628: -61 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.3 19.4 46.8 56.7 86.5 92.4: 13.5 7.6
Old : 100.0: 28.6 19.7 12.1 46.2 60.5 86.9 92.3: 13.1 7.7
Other: 100.0: 7.8 21.6 28.3 48.9 42.9 84.9 92.7: 15.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 32 38 22 27 23 76 68:
Old : 102: 41 29 19 25 21 72 63:
Other: 46: 7 21 13 14 9 33 31:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 42.9 40.5 57.9 22.0 33.9 30.6 42.8
Old : 27.4 46.8 41.4 61.2 25.1 40.0 35.0 51.6
Other: 37.8 48.3 58.1 69.8 23.2 25.1 34.2 33.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 143,798: 23,773 39,175 12,236 96,868 85,184 132,877 136,594: 10,921 7,204
Old : 405: 0 0 0 365 369 365 369: 40 36
Other: 143,393: 23,773 39,175 12,236 96,503 84,815 132,512 136,225: 10,881 7,168
: : :
: : Changes in Commitments from: August 16, 2005 :
: -2,017: -935 1,258 384 -1,283 -2,582 -1,833 -940: -184 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.2 8.5 67.4 59.2 92.4 95.0: 7.6 5.0
Old : 100.0: 0.0 0.0 0.0 90.1 91.1 90.1 91.1: 9.9 8.9
Other: 100.0: 16.6 27.3 8.5 67.3 59.1 92.4 95.0: 7.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 60 57 32 52 34 127 111:
Old : 3: 0 0 0 2 1 2 1:
Other: 179: 60 57 32 52 34 127 111:
:----------------------------------------------------------------------------------------------------
: 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 : 31.9 27.9 48.8 42.4 21.7 20.6 35.5 30.0
Old : 90.1 91.1 90.1 91.1 90.1 91.1 90.1 91.1
Other: 31.7 28.0 48.7 42.5 21.5 20.7 35.4 30.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 588,028: 170,390 18,657 95,561 233,251 421,431 499,202 535,649: 88,825 52,379
Old : 588,028: 170,390 18,657 95,561 233,251 421,431 499,202 535,649: 88,825 52,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -10,269: -9,282 -1,025 -3,693 -961 -6,613 -13,936 -11,331: 3,667 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.2 16.3 39.7 71.7 84.9 91.1: 15.1 8.9
Old : 100.0: 29.0 3.2 16.3 39.7 71.7 84.9 91.1: 15.1 8.9
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 : 178: 79 23 50 63 56 163 114:
Old : 178: 79 23 50 63 56 163 114:
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 : 12.7 26.8 22.2 44.8 11.6 21.9 18.5 33.7
Old : 12.7 26.8 22.2 44.8 11.6 21.9 18.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 110,861: 21,131 17,713 27,406 52,413 58,532 100,949 103,651: 9,912 7,210
Old : 1,967: 1,353 255 0 432 1,128 1,785 1,383: 182 584
Other: 108,894: 21,236 18,916 25,948 51,981 57,404 99,164 102,268: 9,730 6,626
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,061: -427 1,165 1,456 -6,293 -7,591 -5,264 -4,969: 203 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.0 24.7 47.3 52.8 91.1 93.5: 8.9 6.5
Old : 100.0: 68.8 13.0 0.0 22.0 57.3 90.7 70.3: 9.3 29.7
Other: 100.0: 19.5 17.4 23.8 47.7 52.7 91.1 93.9: 8.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 109 74 97 88 87 234 227:
Old : 35: 2 7 0 5 22 7 29:
Other: 299: 110 74 96 88 86 234 225:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 19.7 27.6 30.6 15.7 14.4 24.4 21.3
Old : 89.5 47.1 90.7 57.8 88.3 47.1 89.5 57.8
Other: 16.9 19.5 28.1 30.6 16.0 14.1 24.8 21.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 21,198: 5,710 3,256 2,932 9,967 11,770 18,608 17,958: 2,590 3,240
Old : 21,198: 5,710 3,256 2,932 9,967 11,770 18,608 17,958: 2,590 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 898: 632 300 -276 140 655 497 679: 402 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.4 13.8 47.0 55.5 87.8 84.7: 12.2 15.3
Old : 100.0: 26.9 15.4 13.8 47.0 55.5 87.8 84.7: 12.2 15.3
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 : 39: 19 10 11 7 4 31 22:
Old : 39: 19 10 11 7 4 31 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 : 54.2 66.1 74.8 77.2 52.3 58.4 64.5 66.7
Old : 54.2 66.1 74.8 77.2 52.3 58.4 64.5 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005