COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 118,096: 14,995 23,057 23,711 68,174 62,201 106,880 108,968: 11,215 9,127
Old : 115,840: 15,010 23,111 23,187 66,704 60,530 104,901 106,828: 10,938 9,012
Other: 2,256: 180 141 329 1,470 1,671 1,979 2,140: 277 116
: : :
: : Changes in Commitments from: November 15, 2005 :
: -13,614: -2,910 8,396 -1,683 -7,095 -18,655 -11,688 -11,943: -1,926 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.5 20.1 57.7 52.7 90.5 92.3: 9.5 7.7
Old : 100.0: 13.0 20.0 20.0 57.6 52.3 90.6 92.2: 9.4 7.8
Other: 100.0: 8.0 6.2 14.6 65.2 74.1 87.7 94.9: 12.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 67 69 65 67 60 167 163:
Old : 222: 67 69 64 66 60 165 163:
Other: 44: 10 11 14 9 17 24 37:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 26.9 38.5 35.4 24.6 23.1 36.1 30.2
Old : 25.4 27.3 39.2 36.1 25.1 23.5 37.5 30.5
Other: 58.1 60.4 73.2 72.7 58.1 57.2 67.9 67.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 53,472: 14,530 2,623 12,929 20,607 33,490 48,066 49,042: 5,405 4,429
Old : 53,325: 14,530 2,654 12,866 20,528 33,383 47,924 48,902: 5,401 4,423
Other: 146: 33 2 31 79 107 142 140: 4 6
: : :
: : Changes in Commitments from: November 15, 2005 :
: -1,640: -2,354 371 -567 1,115 -1,782 -1,806 -1,978: 166 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 4.9 24.2 38.5 62.6 89.9 91.7: 10.1 8.3
Old : 100.0: 27.2 5.0 24.1 38.5 62.6 89.9 91.7: 10.1 8.3
Other: 100.0: 22.4 1.7 21.0 53.8 73.2 97.3 95.9: 2.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 59 39 30 28 23 108 72:
Old : 132: 59 39 30 28 23 108 72:
Other: 9: 5 1 3 1 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 43.4 38.6 57.1 16.5 29.3 22.9 38.3
Old : 25.5 43.5 38.5 57.1 16.6 29.5 23.0 38.3
Other: 84.3 90.1 97.3 95.9 63.2 65.6 67.0 65.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 131,846: 27,298 26,593 9,477 86,440 90,410 123,215 126,480: 8,632 5,367
Old : 109,271: 27,584 26,802 8,895 64,482 68,314 100,961 104,012: 8,310 5,259
Other: 22,575: 215 291 81 21,958 22,096 22,254 22,468: 322 107
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,983: 462 -11,297 -290 -5,590 5,981 -5,418 -5,606: -1,564 -1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.2 7.2 65.6 68.6 93.5 95.9: 6.5 4.1
Old : 100.0: 25.2 24.5 8.1 59.0 62.5 92.4 95.2: 7.6 4.8
Other: 100.0: 1.0 1.3 0.4 97.3 97.9 98.6 99.5: 1.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 48 48 30 52 36 116 101:
Old : 158: 49 50 29 50 35 114 99:
Other: 29: 4 3 3 13 14 17 20:
:----------------------------------------------------------------------------------------------------
: 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 : 33.1 26.1 48.2 43.8 24.3 20.7 35.0 31.6
Old : 33.6 24.5 49.4 39.2 30.7 22.5 42.7 35.5
Other: 64.2 73.5 93.3 93.3 50.2 50.8 66.6 65.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 658,975: 160,927 10,505 129,242 282,162 477,261 572,331 617,007: 86,644 41,968
Old : 658,975: 160,927 10,505 129,242 282,162 477,261 572,331 617,007: 86,644 41,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,155: 1,648 950 -1,433 12,596 16,775 12,811 16,293: 1,344 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.6 19.6 42.8 72.4 86.9 93.6: 13.1 6.4
Old : 100.0: 24.4 1.6 19.6 42.8 72.4 86.9 93.6: 13.1 6.4
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 : 173: 72 26 47 64 62 159 115:
Old : 173: 72 26 47 64 62 159 115:
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 : 14.2 26.6 24.8 45.2 11.0 20.0 18.0 31.8
Old : 14.2 26.6 24.8 45.2 11.0 20.0 18.0 31.8
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, November 22, 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 : 100,395: 15,319 12,320 29,825 44,901 51,071 90,045 93,215: 10,351 7,180
Old : 97,345: 15,360 13,252 28,145 43,755 49,144 87,259 90,542: 10,086 6,804
Other: 3,050: 1,011 119 628 1,146 1,926 2,785 2,674: 264 376
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,449: -235 1,187 536 -5,576 -7,704 -5,274 -5,981: -1,174 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.3 29.7 44.7 50.9 89.7 92.8: 10.3 7.2
Old : 100.0: 15.8 13.6 28.9 44.9 50.5 89.6 93.0: 10.4 7.0
Other: 100.0: 33.1 3.9 20.6 37.6 63.2 91.3 87.7: 8.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 112 71 84 87 89 241 210:
Old : 302: 114 73 84 87 88 241 209:
Other: 57: 14 9 18 13 27 35 46:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 17.2 28.0 27.5 16.8 12.8 24.6 19.2
Old : 17.5 17.5 28.7 28.0 17.3 13.4 25.3 20.2
Other: 51.0 32.3 72.2 54.4 35.1 28.5 47.5 38.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 38,992: 31,588 2,033 2,411 1,146 32,244 35,145 36,689: 3,847 2,303
Old : 38,992: 31,588 2,033 2,411 1,146 32,244 35,145 36,689: 3,847 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,558: -1,259 -1,571 32 -2,550 -2,245 -3,777 -3,784: 220 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 5.2 6.2 2.9 82.7 90.1 94.1: 9.9 5.9
Old : 100.0: 81.0 5.2 6.2 2.9 82.7 90.1 94.1: 9.9 5.9
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 : 62: 39 7 8 11 9 52 23:
Old : 62: 39 7 8 11 9 52 23:
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 : 43.3 82.7 63.0 90.4 43.3 79.9 61.7 86.0
Old : 43.3 82.7 63.0 90.4 43.3 79.9 61.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005