COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 163,256: 22,893 11,402 45,651 77,063 95,273 145,607 152,326: 17,648 10,930
Old : 162,244: 22,983 11,490 45,393 76,358 94,553 144,734 151,436: 17,510 10,808
Other: 1,012: 146 148 22 705 720 873 890: 139 122
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,924: 2,327 -8,756 4,808 -1,341 10,132 5,794 6,184: -870 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.0 28.0 47.2 58.4 89.2 93.3: 10.8 6.7
Old : 100.0: 14.2 7.1 28.0 47.1 58.3 89.2 93.3: 10.8 6.7
Other: 100.0: 14.5 14.6 2.2 69.7 71.2 86.3 87.9: 13.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 93 46 69 65 69 191 156:
Old : 228: 94 46 67 65 69 190 155:
Other: 25: 5 7 1 6 7 11 15:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 30.5 28.9 40.1 17.0 22.4 23.8 28.0
Old : 18.3 30.4 29.1 40.0 17.1 22.5 24.0 28.1
Other: 65.0 73.7 84.4 84.0 65.0 73.7 83.6 83.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 42,873: 9,958 1,601 11,496 16,003 27,286 37,457 40,383: 5,416 2,489
Old : 22,544: 8,533 2,139 4,361 6,201 14,692 19,095 21,192: 3,448 1,352
Other: 20,329: 3,294 1,332 5,266 9,802 12,594 18,362 19,192: 1,967 1,137
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,211: 1,897 -859 1,717 -602 2,683 3,012 3,541: 199 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.7 26.8 37.3 63.6 87.4 94.2: 12.6 5.8
Old : 100.0: 37.9 9.5 19.3 27.5 65.2 84.7 94.0: 15.3 6.0
Other: 100.0: 16.2 6.6 25.9 48.2 62.0 90.3 94.4: 9.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 56 17 22 25 22 91 52:
Old : 97: 48 20 17 21 20 79 47:
Other: 59: 25 9 19 20 15 49 39:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 45.8 41.2 62.0 18.0 35.1 24.8 43.2
Old : 24.6 45.2 39.4 65.7 20.4 36.9 29.6 51.6
Other: 34.5 54.3 50.6 70.3 20.9 36.0 29.8 40.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 141,253: 23,416 28,731 12,736 94,937 91,279 131,088 132,746: 10,165 8,507
Old : 125,663: 23,610 28,902 12,211 79,983 76,062 115,803 117,175: 9,859 8,488
Other: 15,590: 172 196 158 14,954 15,217 15,285 15,571: 305 19
: : :
: : Changes in Commitments from: September 27, 2005 :
: -35: -1,463 -1,981 619 623 -934 -221 -2,297: 186 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.3 9.0 67.2 64.6 92.8 94.0: 7.2 6.0
Old : 100.0: 18.8 23.0 9.7 63.6 60.5 92.2 93.2: 7.8 6.8
Other: 100.0: 1.1 1.3 1.0 95.9 97.6 98.0 99.9: 2.0 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 49 56 30 53 39 121 111:
Old : 168: 49 60 29 53 39 121 110:
Other: 29: 4 3 4 15 13 20 19:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 27.3 45.9 42.4 20.4 19.2 30.6 28.2
Old : 28.1 26.5 45.3 39.6 24.8 18.6 36.7 29.4
Other: 62.1 89.3 85.8 97.3 45.3 67.5 62.7 72.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 614,691: 184,840 16,118 106,174 223,822 431,401 514,837 553,693: 99,854 60,998
Old : 614,691: 184,840 16,118 106,174 223,822 431,401 514,837 553,693: 99,854 60,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 23,377: -4,123 -1,265 20,261 2,411 -3,231 18,549 15,765: 4,829 7,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 2.6 17.3 36.4 70.2 83.8 90.1: 16.2 9.9
Old : 100.0: 30.1 2.6 17.3 36.4 70.2 83.8 90.1: 16.2 9.9
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 : 174: 75 26 47 56 60 154 114:
Old : 174: 75 26 47 56 60 154 114:
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 24.9 21.9 41.7 11.1 20.5 18.5 34.1
Old : 12.7 24.9 21.9 41.7 11.1 20.5 18.5 34.1
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, October 4, 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 : 125,065: 16,804 20,092 41,388 55,715 54,998 113,908 116,478: 11,157 8,587
Old : 123,299: 16,812 20,513 40,638 54,884 53,804 112,334 114,956: 10,965 8,343
Other: 1,766: 496 83 245 832 1,193 1,574 1,522: 192 244
: : :
: : Changes in Commitments from: September 27, 2005 :
: 534: 1,097 173 306 -812 1,384 592 1,863: -58 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.1 33.1 44.5 44.0 91.1 93.1: 8.9 6.9
Old : 100.0: 13.6 16.6 33.0 44.5 43.6 91.1 93.2: 8.9 6.8
Other: 100.0: 28.1 4.7 13.9 47.1 67.6 89.1 86.2: 10.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 120 84 102 103 90 265 242:
Old : 330: 122 86 102 103 90 265 242:
Other: 46: 7 8 7 16 20 25 33:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 19.0 27.1 29.4 13.1 11.9 19.9 18.4
Old : 17.0 19.2 27.5 29.7 13.3 12.1 20.2 18.8
Other: 46.3 42.0 69.6 61.3 36.6 38.1 51.5 49.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 20,305: 13,958 2,689 2,409 426 13,355 16,792 18,452: 3,513 1,853
Old : 20,305: 13,958 2,689 2,409 426 13,355 16,792 18,452: 3,513 1,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,022: 1,255 -289 -4 -231 2,193 1,020 1,900: 1,002 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 13.2 11.9 2.1 65.8 82.7 90.9: 17.3 9.1
Old : 100.0: 68.7 13.2 11.9 2.1 65.8 82.7 90.9: 17.3 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 : 51: 29 11 9 5 5 40 20:
Old : 51: 29 11 9 5 5 40 20:
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 : 47.5 77.6 61.4 86.0 42.5 70.5 52.7 76.9
Old : 47.5 77.6 61.4 86.0 42.5 70.5 52.7 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005