COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 182,213: 32,472 5,183 53,516 78,876 113,308 164,863 172,006: 17,350 10,207
Old : 180,622: 32,513 5,474 52,959 77,892 112,059 163,365 170,492: 17,258 10,130
Other: 1,591: 401 151 114 983 1,248 1,499 1,514: 92 77
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,803: 7,377 -3,141 4,319 520 10,236 12,216 11,414: -1,413 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 2.8 29.4 43.3 62.2 90.5 94.4: 9.5 5.6
Old : 100.0: 18.0 3.0 29.3 43.1 62.0 90.4 94.4: 9.6 5.6
Other: 100.0: 25.2 9.5 7.2 61.8 78.5 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 105 43 76 65 73 210 160:
Old : 244: 103 47 74 65 73 209 159:
Other: 38: 12 10 9 7 11 21 28:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 31.0 28.4 43.0 15.3 24.7 21.8 32.1
Old : 17.4 30.8 28.6 42.8 15.5 24.9 22.1 32.4
Other: 62.0 71.8 81.6 84.6 58.3 71.8 77.6 82.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 48,960: 12,086 1,768 14,453 15,855 29,982 42,395 46,203: 6,566 2,757
Old : 19,018: 7,651 1,879 4,546 3,950 11,364 16,147 17,788: 2,871 1,230
Other: 29,942: 5,965 1,419 8,378 11,905 18,618 26,248 28,415: 3,695 1,528
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,491: 653 -61 2,080 -476 1,525 2,258 3,544: 1,233 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.6 29.5 32.4 61.2 86.6 94.4: 13.4 5.6
Old : 100.0: 40.2 9.9 23.9 20.8 59.8 84.9 93.5: 15.1 6.5
Other: 100.0: 19.9 4.7 28.0 39.8 62.2 87.7 94.9: 12.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 68 19 25 25 26 101 62:
Old : 95: 45 23 20 19 21 77 51:
Other: 84: 43 12 21 22 20 69 49:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 42.8 39.3 60.9 15.0 30.0 20.9 39.7
Old : 23.9 38.9 38.3 58.2 19.4 30.2 29.3 44.3
Other: 31.9 49.2 48.2 68.5 19.8 35.8 26.6 44.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 150,766: 26,666 29,708 13,726 99,626 100,901 140,018 144,335: 10,748 6,432
Old : 133,483: 26,825 29,905 13,152 83,007 84,350 122,984 127,406: 10,499 6,077
Other: 17,283: 198 161 217 16,619 16,551 17,034 16,929: 249 355
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,745: 2,131 -195 1,011 954 5,265 4,097 6,081: 649 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.7 9.1 66.1 66.9 92.9 95.7: 7.1 4.3
Old : 100.0: 20.1 22.4 9.9 62.2 63.2 92.1 95.4: 7.9 4.6
Other: 100.0: 1.1 0.9 1.3 96.2 95.8 98.6 97.9: 1.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 60 55 30 54 40 131 110:
Old : 175: 60 57 29 54 40 131 109:
Other: 28: 4 2 5 14 13 19 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 : 28.3 25.8 43.8 44.4 18.7 17.8 27.5 28.3
Old : 26.8 26.2 43.3 43.0 23.7 18.5 35.3 30.4
Other: 61.4 87.5 89.3 95.0 48.1 67.8 67.9 72.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 643,754: 175,686 10,975 123,806 251,773 462,996 551,264 597,777: 92,490 45,977
Old : 643,754: 175,686 10,975 123,806 251,773 462,996 551,264 597,777: 92,490 45,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 12,807: -15,265 -2,799 5,179 21,910 14,678 11,825 17,058: 982 -4,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 1.7 19.2 39.1 71.9 85.6 92.9: 14.4 7.1
Old : 100.0: 27.3 1.7 19.2 39.1 71.9 85.6 92.9: 14.4 7.1
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 : 176: 68 32 46 62 62 158 115:
Old : 176: 68 32 46 62 62 158 115:
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 : 15.1 27.4 24.7 44.6 10.7 19.7 17.9 32.7
Old : 15.1 27.4 24.7 44.6 10.7 19.7 17.9 32.7
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, October 18, 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 : 123,261: 16,615 13,979 39,985 52,600 59,023 109,200 112,987: 14,062 10,275
Old : 121,204: 16,585 14,469 39,052 51,668 57,655 107,305 111,176: 13,899 10,028
Other: 2,058: 593 73 370 932 1,368 1,895 1,811: 163 247
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,790: -796 -3,584 -3,378 -1,862 1,225 -6,036 -5,737: 2,246 1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.3 32.4 42.7 47.9 88.6 91.7: 11.4 8.3
Old : 100.0: 13.7 11.9 32.2 42.6 47.6 88.5 91.7: 11.5 8.3
Other: 100.0: 28.8 3.5 18.0 45.3 66.5 92.1 88.0: 7.9 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 125 65 100 96 92 257 229:
Old : 314: 124 69 100 96 92 257 229:
Other: 46: 11 5 8 14 21 25 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 : 17.3 18.3 27.1 29.8 13.0 10.5 19.8 16.5
Old : 17.6 18.5 27.5 30.0 13.2 10.7 20.2 16.8
Other: 52.7 47.0 74.7 66.7 30.7 32.7 44.9 43.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 25,035: 16,968 3,233 2,520 1,000 17,061 20,488 22,814: 4,547 2,221
Old : 25,035: 16,968 3,233 2,520 1,000 17,061 20,488 22,814: 4,547 2,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,619: 3,258 -1,957 -1,049 -186 6,411 2,022 3,404: 1,597 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 12.9 10.1 4.0 68.1 81.8 91.1: 18.2 8.9
Old : 100.0: 67.8 12.9 10.1 4.0 68.1 81.8 91.1: 18.2 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 : 60: 35 12 8 8 6 49 21:
Old : 60: 35 12 8 8 6 49 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 : 40.9 72.7 55.0 85.1 37.1 70.3 48.7 78.0
Old : 40.9 72.7 55.0 85.1 37.1 70.3 48.7 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005