COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 112,882 COMMITMENTS 15,975 29,895 25,171 58,926 51,580 100,073 106,646 12,809 6,235 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -970) 2,480 -5,336 1,078 -4,746 4,297 -1,188 40 218 -1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 26.5 22.3 52.2 45.7 88.7 94.5 11.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 132 99 92 94 83 272 234 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,410 COMMITMENTS 11,838 2,721 19,878 25,229 38,646 56,945 61,244 6,465 2,166 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 514) 884 -91 408 -179 67 1,113 384 -599 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 4.3 31.3 39.8 60.9 89.8 96.6 10.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 64 24 36 33 27 114 72 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,378 COMMITMENTS 14,992 6,148 7,665 99,805 112,828 122,462 126,640 6,916 2,738 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,828) -715 3,193 443 3,707 -1,398 3,435 2,238 -608 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 4.8 5.9 77.1 87.2 94.7 97.9 5.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 47 21 35 46 37 105 84 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 557,677 COMMITMENTS 130,374 24,466 125,371 222,144 372,005 477,889 521,842 79,788 35,835 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 29,913) 21,690 1,980 6,740 -3,097 19,325 25,332 28,045 4,580 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.4 22.5 39.8 66.7 85.7 93.6 14.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 71 40 57 70 60 180 121 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,355 COMMITMENTS 48,045 7,865 42,740 48,625 94,659 139,410 145,264 11,945 6,091 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,112) -2,924 -2,389 -869 -863 -1,363 -4,656 -4,621 -456 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 5.2 28.2 32.1 62.5 92.1 96.0 7.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 171 69 118 107 124 326 277 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,530 COMMITMENTS 5,318 14,500 3,730 12,874 2,397 21,923 20,628 2,608 3,902 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,419) -980 -4,699 -22 -4,626 16 -5,627 -4,704 208 -715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 59.1 15.2 52.5 9.8 89.4 84.1 10.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 32 10 6 12 19 48 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,327 COMMITMENTS 17,502 0 0 904 20,146 18,406 20,146 4,921 3,181 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754) -798 -1,145 0 134 -932 -664 -2,077 -1,090 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 0 0 1 12 9 12
Updated January 7, 2005