COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 158,332: 20,566 20,158 40,843 78,405 85,140 139,813 146,141: 18,518 12,190
Old : 157,550: 20,654 20,272 40,641 77,820 84,597 139,114 145,510: 18,436 12,040
Other: 781: 114 88 0 585 543 699 631: 82 150
: : :
: : Changes in Commitments from: September 20, 2005 :
: 10,329: 1,564 -3,438 4,494 848 8,957 6,905 10,012: 3,424 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.7 25.8 49.5 53.8 88.3 92.3: 11.7 7.7
Old : 100.0: 13.1 12.9 25.8 49.4 53.7 88.3 92.4: 11.7 7.6
Other: 100.0: 14.6 11.3 0.0 74.9 69.5 89.5 80.8: 10.5 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 87 52 62 68 68 181 159:
Old : 226: 87 53 60 68 68 180 158:
Other: 17: 3 2 0 6 6 9 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 : 18.1 28.8 28.8 37.9 17.3 20.6 24.3 26.2
Old : 18.2 28.7 28.9 37.8 17.3 20.7 24.5 26.3
Other: 75.0 73.1 89.5 80.8 75.0 73.1 89.5 80.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 39,662: 8,061 2,460 9,779 16,604 24,604 34,445 36,843: 5,217 2,819
Old : 23,424: 7,528 2,417 4,067 8,433 15,123 20,028 21,606: 3,396 1,818
Other: 16,238: 1,665 1,175 4,581 8,172 9,481 14,417 15,236: 1,821 1,001
: : :
: : Changes in Commitments from: September 20, 2005 :
: 471: 641 -2,588 1,151 -1,445 2,343 347 906: 124 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.2 24.7 41.9 62.0 86.8 92.9: 13.2 7.1
Old : 100.0: 32.1 10.3 17.4 36.0 64.6 85.5 92.2: 14.5 7.8
Other: 100.0: 10.3 7.2 28.2 50.3 58.4 88.8 93.8: 11.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 37 26 22 25 20 77 55:
Old : 92: 36 27 18 22 19 70 52:
Other: 51: 20 8 17 19 14 44 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 : 28.6 44.7 43.1 61.2 20.0 33.4 27.3 42.0
Old : 29.7 45.0 44.6 62.8 25.7 36.5 36.3 50.7
Other: 35.8 55.7 52.6 72.5 19.7 32.7 26.4 36.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 141,287: 24,879 30,713 12,117 94,313 92,213 131,309 135,042: 9,979 6,245
Old : 125,806: 24,970 30,892 11,619 79,465 77,121 116,054 119,631: 9,751 6,174
Other: 15,482: 248 161 158 14,848 15,092 15,254 15,411: 227 71
: : :
: : Changes in Commitments from: September 20, 2005 :
: 8,137: 1,413 8,273 -405 4,953 -1,184 5,961 6,684: 2,176 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.7 8.6 66.8 65.3 92.9 95.6: 7.1 4.4
Old : 100.0: 19.8 24.6 9.2 63.2 61.3 92.2 95.1: 7.8 4.9
Other: 100.0: 1.6 1.0 1.0 95.9 97.5 98.5 99.5: 1.5 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 58 52 31 52 36 120 110:
Old : 168: 57 54 30 51 36 119 109:
Other: 28: 4 2 3 16 13 20 18:
:----------------------------------------------------------------------------------------------------
: 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 27.9 46.5 43.4 20.6 19.8 32.1 28.2
Old : 28.4 27.1 46.1 40.5 25.2 19.2 39.6 30.0
Other: 63.7 89.3 85.7 97.1 45.8 67.3 60.9 70.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 591,314: 188,963 17,382 85,913 221,412 434,633 496,288 537,928: 95,026 53,386
Old : 591,314: 188,963 17,382 85,913 221,412 434,633 496,288 537,928: 95,026 53,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -15,172: -16,399 341 -461 1,311 -10,391 -15,548 -10,511: 376 -4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 2.9 14.5 37.4 73.5 83.9 91.0: 16.1 9.0
Old : 100.0: 32.0 2.9 14.5 37.4 73.5 83.9 91.0: 16.1 9.0
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 : 177: 73 35 44 58 56 159 109:
Old : 177: 73 35 44 58 56 159 109:
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 : 14.3 27.0 23.4 45.2 12.1 21.7 19.5 34.8
Old : 14.3 27.0 23.4 45.2 12.1 21.7 19.5 34.8
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 27, 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 : 124,531: 15,707 19,919 41,081 56,527 53,614 113,316 114,615: 11,215 9,916
Old : 123,538: 15,735 20,205 40,694 55,982 52,935 112,411 113,833: 11,128 9,705
Other: 992: 345 87 15 545 679 905 781: 87 211
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,549: -405 999 3,572 2,028 150 5,195 4,721: 354 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.0 33.0 45.4 43.1 91.0 92.0: 9.0 8.0
Old : 100.0: 12.7 16.4 32.9 45.3 42.8 91.0 92.1: 9.0 7.9
Other: 100.0: 34.8 8.8 1.5 54.9 68.4 91.2 78.7: 8.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 115 92 102 101 86 264 241:
Old : 331: 116 96 102 100 86 263 241:
Other: 40: 6 5 4 14 18 22 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 : 16.9 19.5 27.3 29.5 13.5 12.1 20.2 18.6
Old : 17.1 19.6 27.5 29.7 13.6 12.2 20.4 18.8
Other: 56.6 43.8 76.9 64.3 55.9 43.8 73.2 61.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 18,283: 12,703 2,978 2,413 657 11,162 15,772 16,553: 2,511 1,731
Old : 18,283: 12,703 2,978 2,413 657 11,162 15,772 16,553: 2,511 1,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,432: 5,100 686 94 -35 5,097 5,159 5,876: 274 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 16.3 13.2 3.6 61.0 86.3 90.5: 13.7 9.5
Old : 100.0: 69.5 16.3 13.2 3.6 61.0 86.3 90.5: 13.7 9.5
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 : 49: 25 10 9 7 6 37 21:
Old : 49: 25 10 9 7 6 37 21:
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 : 52.6 70.6 64.9 82.9 45.4 63.9 55.3 73.1
Old : 52.6 70.6 64.9 82.9 45.4 63.9 55.3 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005