COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, December 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 : 104,251: 19,048 31,447 6,562 64,909 57,158 90,519 95,167: 13,732 9,084
Old : 100,721: 18,729 32,288 5,493 62,831 54,361 87,053 92,142: 13,668 8,579
Other: 3,530: 1,333 173 55 2,078 2,797 3,466 3,025: 64 505
: : :
: : Changes in Commitments from: December 20, 2005 :
: 3,587: 907 -3,299 1,969 266 5,957 3,142 4,627: 445 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 30.2 6.3 62.3 54.8 86.8 91.3: 13.2 8.7
Old : 100.0: 18.6 32.1 5.5 62.4 54.0 86.4 91.5: 13.6 8.5
Other: 100.0: 37.8 4.9 1.6 58.9 79.2 98.2 85.7: 1.8 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 71 56 49 58 52 155 140:
Old : 214: 70 59 46 57 51 151 139:
Other: 49: 17 5 2 10 17 28 24:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 31.2 44.1 39.3 31.1 28.8 42.9 36.3
Old : 31.9 32.3 45.4 40.5 31.9 29.8 45.0 37.6
Other: 54.6 68.1 77.7 76.9 54.6 68.1 77.7 76.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, December 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 : 34,711: 11,441 5,324 3,320 15,927 22,979 30,688 31,623: 4,023 3,088
Old : 34,201: 11,605 5,063 3,080 15,499 22,978 30,184 31,121: 4,017 3,080
Other: 510: 50 475 26 428 1 504 502: 6 8
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,374: -1,790 -372 -482 450 -1,502 -1,822 -2,356: -552 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 15.3 9.6 45.9 66.2 88.4 91.1: 11.6 8.9
Old : 100.0: 33.9 14.8 9.0 45.3 67.2 88.3 91.0: 11.7 9.0
Other: 100.0: 9.8 93.1 5.1 83.9 0.2 98.8 98.4: 1.2 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 48 31 23 18 20 86 59:
Old : 116: 51 29 23 18 20 86 59:
Other: 11: 1 7 3 1 1 5 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 : 32.8 45.0 45.8 60.0 20.9 29.1 30.2 41.1
Old : 32.0 45.7 45.3 60.8 21.2 30.8 30.6 42.9
Other: 98.6 93.3 98.8 98.2 93.7 89.2 93.7 93.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, December 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 : 125,901: 33,943 13,521 1,307 81,649 105,577 116,899 120,405: 9,002 5,496
Old : 97,917: 33,870 13,734 999 54,596 77,791 89,465 92,524: 8,452 5,393
Other: 27,984: 341 55 40 27,053 27,786 27,434 27,881: 550 103
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,175: 1,174 -492 -216 470 1,843 1,428 1,135: 747 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.7 1.0 64.9 83.9 92.8 95.6: 7.2 4.4
Old : 100.0: 34.6 14.0 1.0 55.8 79.4 91.4 94.5: 8.6 5.5
Other: 100.0: 1.2 0.2 0.1 96.7 99.3 98.0 99.6: 2.0 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 57 27 11 53 40 114 77:
Old : 149: 57 28 9 51 36 111 72:
Other: 32: 3 2 2 13 21 17 24:
:----------------------------------------------------------------------------------------------------
: 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 35.1 43.5 56.5 20.0 23.9 30.4 36.9
Old : 26.6 31.3 42.2 49.8 23.2 24.2 35.2 39.8
Other: 69.3 72.7 93.9 88.9 41.7 51.7 58.5 62.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, December 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 : 532,810: 125,167 36,033 48,078 280,157 414,231 453,402 498,342: 79,408 34,468
Old : 532,810: 125,167 36,033 48,078 280,157 414,231 453,402 498,342: 79,408 34,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 5,342: -4,163 4,261 4,435 6,433 538 6,705 9,234: -1,363 -3,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.8 9.0 52.6 77.7 85.1 93.5: 14.9 6.5
Old : 100.0: 23.5 6.8 9.0 52.6 77.7 85.1 93.5: 14.9 6.5
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 : 167: 66 25 44 59 55 149 105:
Old : 167: 66 25 44 59 55 149 105:
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 : 19.7 28.9 32.5 48.5 17.3 24.8 26.2 38.1
Old : 19.7 28.9 32.5 48.5 17.3 24.8 26.2 38.1
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 - Futures Only, December 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 : 82,702: 20,628 19,576 7,840 44,514 48,498 72,982 75,914: 9,720 6,788
Old : 79,257: 20,599 20,368 6,401 42,890 46,110 69,890 72,879: 9,367 6,378
Other: 3,445: 867 46 601 1,624 2,388 3,092 3,035: 353 410
: : :
: : Changes in Commitments from: December 20, 2005 :
: 1,306: 2,589 -1,241 -808 -534 3,030 1,247 981: 59 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 23.7 9.5 53.8 58.6 88.2 91.8: 11.8 8.2
Old : 100.0: 26.0 25.7 8.1 54.1 58.2 88.2 92.0: 11.8 8.0
Other: 100.0: 25.2 1.3 17.4 47.1 69.3 89.8 88.1: 10.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 106 67 47 85 74 218 171:
Old : 288: 108 69 46 83 70 215 167:
Other: 56: 9 5 3 20 32 30 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 : 21.8 21.3 31.8 31.2 21.8 19.1 31.5 27.5
Old : 22.8 21.9 33.2 32.2 22.8 20.3 32.9 29.6
Other: 48.8 34.5 72.6 58.1 38.5 23.5 45.9 34.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, December 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 : 24,463: 13,242 2,116 2,013 7,390 18,434 22,645 22,563: 1,818 1,900
Old : 24,463: 13,242 2,116 2,013 7,390 18,434 22,645 22,563: 1,818 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -1,477: -301 -682 -459 -809 -387 -1,569 -1,528: 92 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 8.6 8.2 30.2 75.4 92.6 92.2: 7.4 7.8
Old : 100.0: 54.1 8.6 8.2 30.2 75.4 92.6 92.2: 7.4 7.8
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 : 41: 20 9 4 5 8 29 18:
Old : 41: 20 9 4 5 8 29 18:
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 : 61.0 74.1 81.0 86.4 52.5 66.5 66.7 72.8
Old : 61.0 74.1 81.0 86.4 52.5 66.5 66.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005