COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 148,002: 19,002 23,596 36,349 77,557 76,183 132,908 136,129: 15,094 11,873
Old : 147,274: 19,093 23,696 36,158 77,013 75,683 132,264 135,538: 15,010 11,736
Other: 728: 100 91 0 544 500 644 591: 84 137
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,578: -424 -433 -1,075 374 1,245 -1,124 -263: -454 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.9 24.6 52.4 51.5 89.8 92.0: 10.2 8.0
Old : 100.0: 13.0 16.1 24.6 52.3 51.4 89.8 92.0: 10.2 8.0
Other: 100.0: 13.8 12.5 0.0 74.7 68.7 88.5 81.2: 11.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 88 46 58 70 68 174 161:
Old : 224: 88 47 56 70 67 173 159:
Other: 17: 2 2 0 6 7 8 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 : 18.3 26.1 29.7 35.0 18.1 20.8 25.8 26.4
Old : 18.4 26.2 29.8 34.9 18.2 20.9 26.0 26.5
Other: 74.8 71.3 88.5 81.2 74.8 71.3 88.5 81.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 39,191: 7,421 5,048 8,629 18,049 22,260 34,098 35,937: 5,093 3,254
Old : 24,749: 6,920 4,639 3,607 10,737 14,356 21,264 22,602: 3,486 2,148
Other: 14,442: 1,275 1,184 4,248 7,312 7,904 12,835 13,335: 1,607 1,106
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,052: 6 -1,409 -886 362 1,001 -519 -1,294: -533 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.9 22.0 46.1 56.8 87.0 91.7: 13.0 8.3
Old : 100.0: 28.0 18.7 14.6 43.4 58.0 85.9 91.3: 14.1 8.7
Other: 100.0: 8.8 8.2 29.4 50.6 54.7 88.9 92.3: 11.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 34 33 20 27 21 73 63:
Old : 97: 33 32 16 25 18 67 57:
Other: 49: 16 12 16 18 13 43 32:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 42.3 43.7 57.6 20.2 30.8 28.3 39.5
Old : 32.1 40.4 45.2 56.3 26.7 33.7 36.7 43.9
Other: 34.7 57.1 52.7 72.2 18.8 34.4 28.6 37.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 133,151: 23,466 22,440 12,521 89,360 93,397 125,348 128,358: 7,803 4,793
Old : 117,935: 23,570 22,454 12,070 74,714 78,665 110,355 113,189: 7,580 4,746
Other: 15,216: 77 167 270 14,646 14,732 14,993 15,169: 222 47
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,813: 1,106 5,888 1,365 3,178 -1,417 5,648 5,836: 164 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 9.4 67.1 70.1 94.1 96.4: 5.9 3.6
Old : 100.0: 20.0 19.0 10.2 63.4 66.7 93.6 96.0: 6.4 4.0
Other: 100.0: 0.5 1.1 1.8 96.3 96.8 98.5 99.7: 1.5 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 56 49 35 52 36 124 106:
Old : 164: 56 51 34 51 36 123 105:
Other: 27: 3 3 3 14 12 18 17:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 31.5 48.9 47.4 21.7 23.9 32.4 32.2
Old : 30.9 30.0 48.6 44.5 26.7 23.8 40.1 34.8
Other: 66.6 89.1 87.9 97.0 48.9 66.7 62.9 69.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 606,486: 205,362 17,041 86,374 220,100 445,024 511,836 548,439: 94,649 58,047
Old : 606,486: 205,362 17,041 86,374 220,100 445,024 511,836 548,439: 94,649 58,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 25,872: 11,378 -1,042 6,372 5,733 13,228 23,483 18,558: 2,389 7,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 2.8 14.2 36.3 73.4 84.4 90.4: 15.6 9.6
Old : 100.0: 33.9 2.8 14.2 36.3 73.4 84.4 90.4: 15.6 9.6
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 : 175: 77 28 48 57 56 158 112:
Old : 175: 77 28 48 57 56 158 112:
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 : 14.7 27.3 23.8 43.9 11.8 21.4 19.9 33.9
Old : 14.7 27.3 23.8 43.9 11.8 21.4 19.9 33.9
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 20, 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 : 118,982: 16,113 18,920 37,509 54,499 53,464 108,121 109,894: 10,861 9,088
Old : 117,977: 16,087 19,250 37,071 54,067 52,820 107,225 109,141: 10,752 8,835
Other: 1,005: 388 32 76 432 644 896 752: 109 253
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,993: -1,725 -895 4,386 -647 -1,630 2,014 1,861: 978 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.9 31.5 45.8 44.9 90.9 92.4: 9.1 7.6
Old : 100.0: 13.6 16.3 31.4 45.8 44.8 90.9 92.5: 9.1 7.5
Other: 100.0: 38.6 3.2 7.6 43.0 64.1 89.1 74.8: 10.9 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 120 80 98 99 85 258 229:
Old : 319: 119 83 98 99 85 258 229:
Other: 37: 6 3 3 14 17 20 23:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 20.1 27.3 30.0 13.4 12.4 20.5 19.4
Old : 16.5 20.3 27.6 30.2 13.5 12.6 20.7 19.6
Other: 49.5 42.4 72.4 61.2 45.1 42.4 62.9 57.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 12,851: 7,603 2,293 2,319 692 6,065 10,613 10,676: 2,238 2,175
Old : 12,851: 7,603 2,293 2,319 692 6,065 10,613 10,676: 2,238 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,797: 3,236 -1,862 2 -9,451 -2,733 -6,212 -4,593: 416 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 17.8 18.0 5.4 47.2 82.6 83.1: 17.4 16.9
Old : 100.0: 59.2 17.8 18.0 5.4 47.2 82.6 83.1: 17.4 16.9
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 : 40: 15 13 9 5 7 25 25:
Old : 40: 15 13 9 5 7 25 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 : 61.4 58.2 71.1 71.8 48.4 47.4 56.9 57.8
Old : 61.4 58.2 71.1 71.8 48.4 47.4 56.9 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005