COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,246: 32,867 15,126 11,481 63,737 88,661 108,085 115,268: 17,161 9,978
Old : 118,350: 32,394 16,548 9,148 60,472 83,768 102,014 109,464: 16,336 8,886
Other: 6,896: 2,230 335 576 3,265 4,893 6,071 5,804: 825 1,092
: : :
: : Changes in Commitments from: January 17, 2006 :
: 8,694: 5,451 -1,825 2,024 -25 7,801 7,450 8,000: 1,244 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.1 9.2 50.9 70.8 86.3 92.0: 13.7 8.0
Old : 100.0: 27.4 14.0 7.7 51.1 70.8 86.2 92.5: 13.8 7.5
Other: 100.0: 32.3 4.9 8.4 47.3 71.0 88.0 84.2: 12.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 93 57 61 48 45 189 131:
Old : 233: 93 60 54 44 44 178 129:
Other: 70: 28 10 5 13 24 43 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 : 27.9 40.8 38.3 51.6 27.9 37.9 38.3 47.8
Old : 29.5 41.8 40.6 52.5 29.5 39.8 40.6 49.2
Other: 40.7 49.8 59.8 64.5 33.5 48.7 51.1 58.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,713: 6,719 4,098 3,387 16,473 19,540 26,579 27,025: 3,134 2,688
Old : 28,354: 7,606 3,732 2,430 15,198 19,536 25,234 25,698: 3,120 2,656
Other: 1,359: 48 1,301 22 1,275 4 1,345 1,327: 14 32
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,628: -3,406 -288 930 755 -3,083 -1,721 -2,441: 93 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.8 11.4 55.4 65.8 89.5 91.0: 10.5 9.0
Old : 100.0: 26.8 13.2 8.6 53.6 68.9 89.0 90.6: 11.0 9.4
Other: 100.0: 3.5 95.7 1.6 93.8 0.3 99.0 97.6: 1.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 39 28 23 22 15 73 56:
Old : 99: 44 24 23 22 15 73 56:
Other: 16: 1 12 2 2 2 5 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 : 38.8 47.4 50.4 60.8 22.9 29.2 31.6 41.5
Old : 36.2 49.6 48.3 63.7 21.4 32.5 30.5 45.3
Other: 98.9 73.1 99.0 92.2 97.1 71.5 97.1 90.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,746: 38,252 10,856 3,289 79,615 111,759 121,156 125,904: 10,590 5,842
Old : 101,992: 37,329 10,914 3,005 51,625 82,451 91,959 96,370: 10,033 5,622
Other: 29,754: 1,079 98 128 27,990 29,308 29,197 29,534: 557 220
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,368: -613 -546 483 3,445 1,562 3,315 1,499: -947 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.2 2.5 60.4 84.8 92.0 95.6: 8.0 4.4
Old : 100.0: 36.6 10.7 2.9 50.6 80.8 90.2 94.5: 9.8 5.5
Other: 100.0: 3.6 0.3 0.4 94.1 98.5 98.1 99.3: 1.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 64 24 21 47 42 122 83:
Old : 151: 63 25 20 46 39 120 79:
Other: 35: 5 3 3 14 20 20 25:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 36.4 39.7 55.8 17.9 25.7 27.5 38.5
Old : 22.2 34.5 38.4 52.0 21.5 25.1 31.8 41.2
Other: 67.4 69.2 91.9 87.9 41.4 50.9 58.6 63.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 507,294: 124,501 35,815 36,402 270,728 399,233 431,631 471,450: 75,663 35,844
Old : 507,294: 124,501 35,815 36,402 270,728 399,233 431,631 471,450: 75,663 35,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -24,331: -7,017 1,511 -16,211 3,425 -3,214 -19,803 -17,914: -4,528 -6,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.1 7.2 53.4 78.7 85.1 92.9: 14.9 7.1
Old : 100.0: 24.5 7.1 7.2 53.4 78.7 85.1 92.9: 14.9 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 : 167: 79 19 40 56 55 145 106:
Old : 167: 79 19 40 56 55 145 106:
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 : 18.8 29.7 32.3 48.3 16.0 25.8 25.0 38.4
Old : 18.8 29.7 32.3 48.3 16.0 25.8 25.0 38.4
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, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 110,657: 36,212 13,681 16,942 45,936 73,188 99,090 103,811: 11,567 6,846
Old : 104,208: 36,056 15,270 14,206 42,699 68,509 92,961 97,985: 11,247 6,223
Other: 6,449: 1,932 187 960 3,237 4,679 6,129 5,826: 320 623
: : :
: : Changes in Commitments from: January 17, 2006 :
: 7,937: 2,611 -1,242 3,706 1,607 5,978 7,924 8,442: 13 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 12.4 15.3 41.5 66.1 89.5 93.8: 10.5 6.2
Old : 100.0: 34.6 14.7 13.6 41.0 65.7 89.2 94.0: 10.8 6.0
Other: 100.0: 30.0 2.9 14.9 50.2 72.6 95.0 90.3: 5.0 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 150 55 85 86 94 285 210:
Old : 348: 146 64 82 85 92 281 208:
Other: 83: 19 8 8 25 46 46 60:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 21.0 26.7 32.0 17.4 16.9 26.1 27.2
Old : 18.5 21.6 27.8 32.9 18.5 19.1 27.7 29.9
Other: 57.1 33.8 74.4 51.6 40.8 25.2 50.5 36.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, January 24, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,516: 10,273 6,446 2,060 13,898 15,559 26,231 24,065: 1,285 3,451
Old : 27,516: 10,273 6,446 2,060 13,898 15,559 26,231 24,065: 1,285 3,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,548: 291 1,168 28 2,021 399 2,340 1,595: -792 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 23.4 7.5 50.5 56.5 95.3 87.5: 4.7 12.5
Old : 100.0: 37.3 23.4 7.5 50.5 56.5 95.3 87.5: 4.7 12.5
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 : 53: 15 19 5 9 11 27 33:
Old : 53: 15 19 5 9 11 27 33:
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 : 73.7 67.7 84.5 76.9 62.9 58.9 71.3 64.6
Old : 73.7 67.7 84.5 76.9 62.9 58.9 71.3 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006