COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 174,502: 34,866 8,980 41,563 76,910 111,734 153,339 162,276: 21,162 12,225
Old : 162,797: 32,674 9,552 37,892 72,378 104,517 142,943 151,961: 19,854 10,836
Other: 11,705: 3,179 415 2,684 4,533 7,217 10,397 10,316: 1,308 1,389
: : :
: : Changes in Commitments from: January 17, 2006 :
: 12,554: 6,078 -3,933 4,813 389 10,652 11,280 11,532: 1,274 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 5.1 23.8 44.1 64.0 87.9 93.0: 12.1 7.0
Old : 100.0: 20.1 5.9 23.3 44.5 64.2 87.8 93.3: 12.2 6.7
Other: 100.0: 27.2 3.5 22.9 38.7 61.7 88.8 88.1: 11.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 119 50 79 73 63 235 161:
Old : 260: 124 43 76 69 61 227 156:
Other: 91: 18 30 32 26 30 67 69:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 38.3 29.7 48.0 20.0 32.3 27.5 40.2
Old : 21.5 39.0 31.4 49.0 21.5 33.6 29.5 41.3
Other: 34.2 40.2 51.8 53.6 30.2 33.7 43.3 43.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 44,911: 6,830 2,778 11,862 22,513 26,787 41,205 41,427: 3,706 3,484
Old : 42,781: 7,468 2,872 10,444 21,181 26,036 39,092 39,351: 3,689 3,430
Other: 2,129: 191 734 590 1,332 751 2,113 2,076: 17 54
: : :
: : Changes in Commitments from: January 17, 2006 :
: -2,933: -3,272 157 -467 730 -3,552 -3,008 -3,862: 75 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.2 26.4 50.1 59.6 91.7 92.2: 8.3 7.8
Old : 100.0: 17.5 6.7 24.4 49.5 60.9 91.4 92.0: 8.6 8.0
Other: 100.0: 8.9 34.5 27.7 62.5 35.3 99.2 97.5: 0.8 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 52 27 34 26 21 89 73:
Old : 113: 51 29 34 26 21 89 73:
Other: 20: 3 11 9 2 5 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 33.5 44.4 48.4 58.1 15.8 22.1 21.3 30.1
Old : 32.0 45.1 47.3 59.2 14.9 24.1 20.7 31.3
Other: 83.4 66.1 96.6 85.6 60.2 42.4 60.5 54.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 145,357: 36,527 10,778 13,171 83,709 114,481 133,408 138,430: 11,949 6,927
Old : 115,456: 35,598 10,849 12,762 55,719 85,173 104,079 108,784: 11,377 6,672
Other: 29,901: 1,139 138 200 27,990 29,308 29,329 29,646: 572 255
: : :
: : Changes in Commitments from: January 17, 2006 :
: 677: -414 -1,251 746 2,064 738 2,395 233: -1,718 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.4 9.1 57.6 78.8 91.8 95.2: 8.2 4.8
Old : 100.0: 30.8 9.4 11.1 48.3 73.8 90.1 94.2: 9.9 5.8
Other: 100.0: 3.8 0.5 0.7 93.6 98.0 98.1 99.1: 1.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 70 24 38 48 44 136 95:
Old : 158: 69 25 38 48 41 135 92:
Other: 39: 10 2 7 14 20 25 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 : 25.2 33.9 38.4 51.7 16.8 22.6 25.6 34.0
Old : 21.0 31.7 36.8 47.2 19.7 21.1 29.3 35.3
Other: 67.0 68.9 91.5 87.5 41.2 50.7 58.3 63.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 820,571: 107,427 16,804 223,906 380,949 524,373 712,282 765,083: 108,289 55,487
Old : 820,571: 107,427 16,804 223,906 380,949 524,373 712,282 765,083: 108,289 55,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 32,055: -31,006 2,807 26,963 31,987 6,019 27,944 35,789: 4,111 -3,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.0 27.3 46.4 63.9 86.8 93.2: 13.2 6.8
Old : 100.0: 13.1 2.0 27.3 46.4 63.9 86.8 93.2: 13.2 6.8
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 : 178: 69 33 57 65 66 164 128:
Old : 178: 69 33 57 65 66 164 128:
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 : 15.9 21.9 27.8 38.2 10.0 13.7 15.5 22.6
Old : 15.9 21.9 27.8 38.2 10.0 13.7 15.5 22.6
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, 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 : 147,495: 34,346 8,931 49,747 49,349 79,851 133,443 138,529: 14,052 8,966
Old : 139,491: 34,054 10,453 45,796 45,991 74,958 125,840 131,207: 13,651 8,284
Other: 8,004: 2,095 280 2,149 3,358 4,893 7,603 7,322: 401 682
: : :
: : Changes in Commitments from: January 17, 2006 :
: 8,522: 2,510 -873 4,290 1,564 5,664 8,365 9,081: 157 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.1 33.7 33.5 54.1 90.5 93.9: 9.5 6.1
Old : 100.0: 24.4 7.5 32.8 33.0 53.7 90.2 94.1: 9.8 5.9
Other: 100.0: 26.2 3.5 26.9 42.0 61.1 95.0 91.5: 5.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 168 58 130 92 102 318 257:
Old : 374: 164 67 128 92 102 317 256:
Other: 97: 21 18 25 27 50 60 81:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 17.2 22.7 26.8 13.1 13.2 19.6 20.9
Old : 14.2 17.7 23.2 27.4 13.8 14.8 20.7 22.9
Other: 46.0 27.3 66.2 42.7 33.1 20.3 42.3 29.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 28,556: 10,440 6,548 2,413 14,104 15,562 26,957 24,523: 1,599 4,033
Old : 28,556: 10,440 6,548 2,413 14,104 15,562 26,957 24,523: 1,599 4,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,896: 343 1,206 160 2,134 395 2,637 1,761: -741 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 22.9 8.5 49.4 54.5 94.4 85.9: 5.6 14.1
Old : 100.0: 36.6 22.9 8.5 49.4 54.5 94.4 85.9: 5.6 14.1
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 : 55: 16 20 8 10 11 29 37:
Old : 55: 16 20 8 10 11 29 37:
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 : 72.4 65.2 83.5 74.1 62.0 56.7 70.1 62.3
Old : 72.4 65.2 83.5 74.1 62.0 56.7 70.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006