COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 139,919: 18,286 28,408 29,130 76,225 72,364 123,641 129,903: 16,278 10,016
Old : 135,184: 18,073 29,043 27,457 73,595 69,219 119,126 125,720: 16,058 9,464
Other: 4,735: 1,016 168 870 2,630 3,145 4,515 4,183: 220 552
: : :
: : Changes in Commitments from: December 20, 2005 :
: 4,699: 1,338 -3,809 2,832 241 6,931 4,411 5,954: 287 -1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.3 20.8 54.5 51.7 88.4 92.8: 11.6 7.2
Old : 100.0: 13.4 21.5 20.3 54.4 51.2 88.1 93.0: 11.9 7.0
Other: 100.0: 21.5 3.6 18.4 55.5 66.4 95.4 88.3: 4.6 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 86 56 72 75 60 190 164:
Old : 233: 85 56 71 74 59 187 163:
Other: 61: 8 21 19 17 18 40 44:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 28.4 35.9 37.3 23.2 23.0 32.5 29.4
Old : 23.8 29.1 36.7 38.2 23.8 23.6 33.9 30.4
Other: 40.7 55.3 60.9 66.6 40.7 45.5 58.0 53.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 51,425: 11,648 2,469 13,049 22,109 31,930 46,806 47,448: 4,619 3,977
Old : 50,518: 11,834 2,557 12,450 21,621 31,562 45,905 46,569: 4,613 3,950
Other: 907: 127 226 286 488 367 901 879: 6 27
: : :
: : Changes in Commitments from: December 20, 2005 :
: -5,655: -1,851 -299 -1,633 -1,549 -3,912 -5,033 -5,844: -621 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.8 25.4 43.0 62.1 91.0 92.3: 9.0 7.7
Old : 100.0: 23.4 5.1 24.6 42.8 62.5 90.9 92.2: 9.1 7.8
Other: 100.0: 14.1 25.0 31.5 53.8 40.5 99.3 97.0: 0.7 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 57 30 33 26 26 104 73:
Old : 125: 58 30 33 26 26 104 73:
Other: 16: 4 7 6 1 5 9 14:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 44.7 42.3 58.0 14.6 25.5 20.9 33.8
Old : 29.4 44.9 41.8 58.4 14.9 26.4 21.3 34.7
Other: 83.9 71.7 98.9 92.9 63.7 49.9 64.4 61.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 136,926: 31,717 13,249 9,417 85,395 108,245 126,529 130,911: 10,398 6,015
Old : 108,875: 31,598 13,470 9,096 58,342 80,459 99,035 103,025: 9,840 5,850
Other: 28,051: 385 45 55 27,053 27,786 27,493 27,886: 558 165
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,258: 701 -550 245 540 1,678 1,485 1,372: 773 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 9.7 6.9 62.4 79.1 92.4 95.6: 7.6 4.4
Old : 100.0: 29.0 12.4 8.4 53.6 73.9 91.0 94.6: 9.0 5.4
Other: 100.0: 1.4 0.2 0.2 96.4 99.1 98.0 99.4: 2.0 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 61 28 27 53 43 123 92:
Old : 155: 61 29 27 51 39 121 88:
Other: 36: 8 1 6 13 21 22 27:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 33.2 42.2 53.2 19.0 21.3 28.7 32.7
Old : 25.4 29.3 41.0 46.3 21.6 21.0 32.7 34.7
Other: 69.1 72.6 93.7 88.7 41.6 51.6 58.3 62.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 778,924: 133,423 13,508 191,960 355,676 530,802 681,059 736,270: 97,866 42,654
Old : 778,924: 133,423 13,508 191,960 355,676 530,802 681,059 736,270: 97,866 42,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 13,109: -2,240 5,247 11,815 4,994 5,401 14,569 22,463: -1,461 -9,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 1.7 24.6 45.7 68.1 87.4 94.5: 12.6 5.5
Old : 100.0: 17.1 1.7 24.6 45.7 68.1 87.4 94.5: 12.6 5.5
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 : 177: 68 28 56 65 67 162 127:
Old : 177: 68 28 56 65 67 162 127:
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 : 16.6 24.1 27.6 41.6 10.6 16.9 16.6 26.6
Old : 16.6 24.1 27.6 41.6 10.6 16.9 16.6 26.6
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, 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 : 111,824: 17,732 16,929 33,378 49,036 53,533 100,146 103,840: 11,677 7,984
Old : 107,996: 17,752 17,718 31,646 47,337 51,143 96,736 100,507: 11,260 7,488
Other: 3,828: 887 118 824 1,699 2,389 3,411 3,332: 417 496
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,802: 2,381 -1,423 190 64 3,785 2,635 2,551: 166 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.1 29.8 43.9 47.9 89.6 92.9: 10.4 7.1
Old : 100.0: 16.4 16.4 29.3 43.8 47.4 89.6 93.1: 10.4 6.9
Other: 100.0: 23.2 3.1 21.5 44.4 62.4 89.1 87.0: 10.9 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 126 72 101 90 86 257 226:
Old : 315: 125 75 101 89 84 256 224:
Other: 65: 15 8 17 20 32 41 51:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 17.5 26.2 26.4 16.2 13.7 23.4 20.3
Old : 16.8 17.8 26.9 26.8 16.7 14.5 24.2 21.7
Other: 45.0 31.1 67.3 52.3 34.6 21.2 42.2 31.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 24,889: 13,253 2,101 2,238 7,404 18,447 22,895 22,786: 1,994 2,103
Old : 24,889: 13,253 2,101 2,238 7,404 18,447 22,895 22,786: 1,994 2,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -1,489: -309 -690 -449 -806 -386 -1,565 -1,525: 76 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 8.4 9.0 29.7 74.1 92.0 91.6: 8.0 8.4
Old : 100.0: 53.2 8.4 9.0 29.7 74.1 92.0 91.6: 8.0 8.4
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 : 42: 21 9 7 6 8 31 21:
Old : 42: 21 9 7 6 8 31 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 : 60.0 72.8 80.0 85.0 51.7 65.4 65.7 71.6
Old : 60.0 72.8 80.0 85.0 51.7 65.4 65.7 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005