COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 148,508: 21,319 23,306 32,874 75,855 81,677 130,048 137,857: 18,460 10,652
Old : 143,084: 20,869 24,485 30,566 73,816 78,001 125,250 133,051: 17,834 10,033
Other: 5,424: 1,884 254 875 2,039 3,676 4,798 4,805: 627 619
: : :
: : Changes in Commitments from: December 27, 2005 :
: 8,590: 3,033 -5,103 3,744 -370 9,313 6,407 7,954: 2,183 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.7 22.1 51.1 55.0 87.6 92.8: 12.4 7.2
Old : 100.0: 14.6 17.1 21.4 51.6 54.5 87.5 93.0: 12.5 7.0
Other: 100.0: 34.7 4.7 16.1 37.6 67.8 88.4 88.6: 11.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 103 58 75 73 63 208 168:
Old : 250: 104 56 75 72 63 206 168:
Other: 61: 9 21 19 16 20 40 45:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 31.9 33.6 40.7 22.4 25.7 30.7 32.9
Old : 23.2 32.5 34.6 41.3 23.2 26.3 32.0 33.7
Other: 41.4 54.9 58.2 66.2 41.4 45.6 54.8 54.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 48,250: 10,120 2,416 12,393 21,709 30,712 44,221 45,521: 4,028 2,729
Old : 46,663: 10,268 2,684 11,382 21,011 29,895 42,661 43,961: 4,002 2,702
Other: 1,587: 318 198 545 697 817 1,560 1,560: 27 27
: : :
: : Changes in Commitments from: December 27, 2005 :
: -3,175: -1,528 -53 -656 -400 -1,218 -2,584 -1,928: -591 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.0 25.7 45.0 63.7 91.7 94.3: 8.3 5.7
Old : 100.0: 22.0 5.8 24.4 45.0 64.1 91.4 94.2: 8.6 5.8
Other: 100.0: 20.0 12.5 34.3 44.0 51.5 98.3 98.3: 1.7 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 51 30 28 25 23 95 65:
Old : 115: 53 30 28 25 23 95 65:
Other: 19: 10 3 6 2 5 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 48.2 44.4 62.6 16.5 29.1 22.9 36.1
Old : 30.2 48.3 43.9 63.1 16.4 29.4 23.0 36.4
Other: 74.5 80.3 93.5 96.6 40.1 45.9 46.4 47.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 144,922: 34,116 11,760 10,762 86,243 114,581 131,122 137,103: 13,800 7,818
Old : 116,540: 34,058 11,839 10,562 58,752 86,676 103,372 109,076: 13,168 7,464
Other: 28,381: 229 93 29 27,491 27,905 27,750 28,027: 632 355
: : :
: : Changes in Commitments from: December 27, 2005 :
: 7,995: 2,399 -1,490 1,346 849 6,336 4,593 6,192: 3,402 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.1 7.4 59.5 79.1 90.5 94.6: 9.5 5.4
Old : 100.0: 29.2 10.2 9.1 50.4 74.4 88.7 93.6: 11.3 6.4
Other: 100.0: 0.8 0.3 0.1 96.9 98.3 97.8 98.8: 2.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 68 32 27 48 42 130 89:
Old : 161: 67 34 27 46 39 128 86:
Other: 37: 7 3 6 13 21 22 28:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 34.1 40.9 53.4 18.1 22.2 27.3 34.1
Old : 24.1 31.7 40.4 47.2 20.3 23.5 30.6 36.9
Other: 69.0 71.7 94.1 87.9 41.8 51.0 59.3 62.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 766,787: 136,128 19,098 188,119 348,766 508,311 673,014 715,529: 93,773 51,258
Old : 766,787: 136,128 19,098 188,119 348,766 508,311 673,014 715,529: 93,773 51,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -12,137: 2,706 5,591 -3,841 -6,909 -22,491 -8,045 -20,742: -4,092 8,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 2.5 24.5 45.5 66.3 87.8 93.3: 12.2 6.7
Old : 100.0: 17.8 2.5 24.5 45.5 66.3 87.8 93.3: 12.2 6.7
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 : 180: 70 29 59 65 66 166 129:
Old : 180: 70 29 59 65 66 166 129:
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 : 16.2 23.9 27.2 40.8 10.7 16.7 17.1 26.2
Old : 16.2 23.9 27.2 40.8 10.7 16.7 17.1 26.2
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, January 3, 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 : 113,292: 18,232 14,511 34,926 47,169 55,322 100,327 104,759: 12,966 8,533
Old : 109,445: 18,238 15,442 32,977 45,608 53,035 96,823 101,455: 12,622 7,990
Other: 3,848: 1,013 89 929 1,561 2,288 3,503 3,305: 344 543
: : :
: : Changes in Commitments from: December 27, 2005 :
: 1,469: 499 -2,418 1,548 -1,867 1,790 180 920: 1,288 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.8 30.8 41.6 48.8 88.6 92.5: 11.4 7.5
Old : 100.0: 16.7 14.1 30.1 41.7 48.5 88.5 92.7: 11.5 7.3
Other: 100.0: 26.3 2.3 24.1 40.6 59.5 91.1 85.9: 8.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 128 74 108 90 89 266 231:
Old : 321: 124 79 108 89 87 265 229:
Other: 69: 17 7 18 22 33 46 52:
:----------------------------------------------------------------------------------------------------
: 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 17.6 26.0 26.4 16.1 14.1 23.2 20.3
Old : 16.7 18.0 26.7 27.0 16.7 14.9 24.0 21.9
Other: 48.0 31.8 69.4 49.3 38.3 19.6 45.9 30.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 27,167: 14,212 3,560 2,182 8,929 19,637 25,324 25,379: 1,844 1,788
Old : 27,167: 14,212 3,560 2,182 8,929 19,637 25,324 25,379: 1,844 1,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,278: 959 1,459 -56 1,525 1,189 2,428 2,593: -150 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 13.1 8.0 32.9 72.3 93.2 93.4: 6.8 6.6
Old : 100.0: 52.3 13.1 8.0 32.9 72.3 93.2 93.4: 6.8 6.6
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 : 47: 28 7 7 6 8 36 21:
Old : 47: 28 7 7 6 8 36 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 : 59.5 69.4 76.6 87.6 50.2 69.0 64.0 75.2
Old : 59.5 69.4 76.6 87.6 50.2 69.0 64.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006