COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 152,143: 19,534 34,795 35,610 79,716 68,213 134,860 138,618: 17,283 13,525
Old : 151,409: 19,614 34,944 35,369 79,202 67,777 134,185 138,090: 17,224 13,319
Other: 734: 160 91 1 514 436 675 528: 59 206
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,428: 571 -1,626 3,677 2,045 4,795 6,293 6,845: 1,135 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.9 23.4 52.4 44.8 88.6 91.1: 11.4 8.9
Old : 100.0: 13.0 23.1 23.4 52.3 44.8 88.6 91.2: 11.4 8.8
Other: 100.0: 21.8 12.4 0.1 70.0 59.4 92.0 71.9: 8.0 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 83 65 59 71 62 176 166:
Old : 233: 82 66 58 71 62 176 165:
Other: 15: 2 1 1 6 6 8 8:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 22.6 28.2 30.7 17.3 18.4 25.2 24.0
Old : 17.6 22.6 28.3 30.6 17.4 18.4 25.3 24.1
Other: 74.3 63.6 92.0 71.9 74.3 63.6 91.8 71.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 36,931: 7,037 6,427 8,327 16,438 19,314 31,802 34,067: 5,129 2,864
Old : 26,110: 8,005 6,137 3,613 11,225 14,276 22,844 24,027: 3,266 2,083
Other: 10,822: 816 2,073 2,929 5,213 5,038 8,958 10,040: 1,863 782
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,150: -61 420 -1 -1,157 -1,807 -1,219 -1,388: 69 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.4 22.5 44.5 52.3 86.1 92.2: 13.9 7.8
Old : 100.0: 30.7 23.5 13.8 43.0 54.7 87.5 92.0: 12.5 8.0
Other: 100.0: 7.5 19.2 27.1 48.2 46.6 82.8 92.8: 17.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 32 37 22 30 21 77 67:
Old : 104: 39 31 16 29 18 74 59:
Other: 49: 12 16 17 17 12 40 34:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 40.6 40.6 54.8 21.5 33.4 31.7 44.5
Old : 28.2 40.0 41.8 55.9 27.8 35.5 38.0 50.9
Other: 31.6 54.0 51.1 71.0 20.9 33.4 31.8 41.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 130,164: 18,634 20,349 10,995 91,054 92,054 120,683 123,398: 9,481 6,766
Old : 116,737: 18,784 20,521 10,610 78,075 78,989 107,469 110,120: 9,268 6,617
Other: 13,427: 182 160 53 12,979 13,065 13,214 13,278: 213 149
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,286: -5,163 -19,009 -1,473 -8,771 5,721 -15,407 -14,762: -879 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.6 8.4 70.0 70.7 92.7 94.8: 7.3 5.2
Old : 100.0: 16.1 17.6 9.1 66.9 67.7 92.1 94.3: 7.9 5.7
Other: 100.0: 1.4 1.2 0.4 96.7 97.3 98.4 98.9: 1.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 44 45 29 52 37 115 94:
Old : 150: 45 45 28 51 37 114 93:
Other: 23: 2 1 2 15 10 17 13:
:----------------------------------------------------------------------------------------------------
: 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 : 34.8 33.2 51.5 49.2 21.2 23.3 32.3 31.5
Old : 34.0 30.5 52.0 46.7 26.8 24.4 39.2 34.3
Other: 64.9 88.5 89.1 98.4 48.9 65.7 64.7 69.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 629,627: 192,492 16,518 115,222 220,213 430,120 527,927 561,859: 101,700 67,767
Old : 629,627: 192,492 16,518 115,222 220,213 430,120 527,927 561,859: 101,700 67,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,598: 8,222 -2,777 4,617 -4,200 1,539 8,639 3,379: 3,959 9,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.6 18.3 35.0 68.3 83.8 89.2: 16.2 10.8
Old : 100.0: 30.6 2.6 18.3 35.0 68.3 83.8 89.2: 16.2 10.8
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 : 188: 83 31 57 63 55 173 120:
Old : 188: 83 31 57 63 55 173 120:
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 : 11.3 24.7 19.9 40.1 11.1 20.0 18.3 31.7
Old : 11.3 24.7 19.9 40.1 11.1 20.0 18.3 31.7
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, September 6, 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 : 116,611: 20,189 18,315 32,406 53,260 58,111 105,855 108,831: 10,756 7,780
Old : 115,754: 20,130 18,779 31,935 53,015 57,430 105,080 108,144: 10,675 7,611
Other: 857: 524 1 6 245 681 775 688: 82 169
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,445: 1,232 -256 1,957 -571 2,185 2,618 3,886: 827 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.7 27.8 45.7 49.8 90.8 93.3: 9.2 6.7
Old : 100.0: 17.4 16.2 27.6 45.8 49.6 90.8 93.4: 9.2 6.6
Other: 100.0: 61.2 0.1 0.7 28.6 79.5 90.5 80.3: 9.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 117 83 101 98 94 257 241:
Old : 324: 115 85 101 97 94 255 241:
Other: 31: 4 2 1 10 17 14 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 : 16.3 19.7 27.9 30.8 15.0 13.5 23.1 19.9
Old : 16.4 19.8 28.1 30.9 15.2 13.5 23.3 20.0
Other: 66.1 45.5 83.7 70.6 65.4 45.5 83.0 70.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 22,046: 5,814 11,201 3,427 11,489 4,255 20,730 18,883: 1,316 3,163
Old : 22,046: 5,814 11,201 3,427 11,489 4,255 20,730 18,883: 1,316 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,417: -473 8,873 163 4,683 -6,164 4,374 2,872: -956 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 50.8 15.5 52.1 19.3 94.0 85.7: 6.0 14.3
Old : 100.0: 26.4 50.8 15.5 52.1 19.3 94.0 85.7: 6.0 14.3
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 : 46: 14 18 13 9 8 27 36:
Old : 46: 14 18 13 9 8 27 36:
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 : 65.0 44.5 83.9 63.9 61.9 40.9 72.4 55.2
Old : 65.0 44.5 83.9 63.9 61.9 40.9 72.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005