COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 177,276: 33,628 8,505 41,022 78,727 112,190 153,378 161,717: 23,899 15,559
Old : 163,364: 30,812 8,986 36,912 73,474 103,642 141,198 149,540: 22,166 13,824
Other: 13,912: 3,739 441 3,187 5,253 8,548 12,180 12,177: 1,733 1,736
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,775: -1,238 -475 -541 1,817 457 38 -559: 2,736 3,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.8 23.1 44.4 63.3 86.5 91.2: 13.5 8.8
Old : 100.0: 18.9 5.5 22.6 45.0 63.4 86.4 91.5: 13.6 8.5
Other: 100.0: 26.9 3.2 22.9 37.8 61.4 87.5 87.5: 12.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 111 53 80 71 62 226 162:
Old : 254: 111 50 75 68 60 218 156:
Other: 92: 21 25 30 26 33 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 : 20.2 36.4 29.7 46.4 20.2 30.5 27.7 38.3
Old : 21.9 37.1 31.9 47.5 21.9 32.0 30.1 39.4
Other: 29.7 37.5 47.3 51.1 26.9 31.6 39.7 41.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 47,183: 7,141 2,805 13,237 22,817 28,091 43,195 44,132: 3,987 3,050
Old : 44,948: 7,576 2,819 11,934 21,478 27,192 40,988 41,945: 3,960 3,003
Other: 2,235: 208 629 659 1,339 899 2,207 2,188: 28 47
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,272: 311 28 1,374 304 1,304 1,990 2,706: 282 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.9 28.1 48.4 59.5 91.5 93.5: 8.5 6.5
Old : 100.0: 16.9 6.3 26.6 47.8 60.5 91.2 93.3: 8.8 6.7
Other: 100.0: 9.3 28.2 29.5 59.9 40.2 98.8 97.9: 1.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 57 27 37 28 24 95 81:
Old : 123: 56 29 37 28 24 95 81:
Other: 21: 3 11 9 2 6 13 18:
:----------------------------------------------------------------------------------------------------
: 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 : 30.3 42.3 45.2 56.9 15.1 22.6 20.7 29.7
Old : 28.6 42.7 43.4 56.9 14.2 23.4 20.2 30.7
Other: 81.9 66.8 96.0 84.4 57.4 40.9 57.8 52.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 147,572: 32,567 10,262 14,516 88,889 116,920 135,971 141,697: 11,601 5,874
Old : 112,740: 31,643 10,638 13,765 56,407 82,729 101,815 107,132: 10,925 5,608
Other: 34,832: 1,541 241 133 32,482 34,191 34,156 34,565: 676 267
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,215: -3,960 -516 1,344 5,179 2,439 2,563 3,267: -348 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 7.0 9.8 60.2 79.2 92.1 96.0: 7.9 4.0
Old : 100.0: 28.1 9.4 12.2 50.0 73.4 90.3 95.0: 9.7 5.0
Other: 100.0: 4.4 0.7 0.4 93.3 98.2 98.1 99.2: 1.9 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 61 30 39 52 47 137 100:
Old : 160: 62 31 38 52 44 136 97:
Other: 42: 9 3 6 16 24 26 32:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 35.6 40.3 52.2 16.4 21.4 24.3 31.9
Old : 20.7 29.2 36.0 45.5 19.8 19.6 29.4 33.7
Other: 58.8 70.6 87.5 86.6 36.0 44.8 51.7 55.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 846,390: 101,400 17,093 244,199 389,449 525,613 735,048 786,904: 111,342 59,485
Old : 846,390: 101,400 17,093 244,199 389,449 525,613 735,048 786,904: 111,342 59,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 25,819: -6,027 289 20,292 8,501 1,239 22,766 21,821: 3,053 3,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.0 28.9 46.0 62.1 86.8 93.0: 13.2 7.0
Old : 100.0: 12.0 2.0 28.9 46.0 62.1 86.8 93.0: 13.2 7.0
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 : 176: 73 30 65 65 64 165 134:
Old : 176: 73 30 65 65 64 165 134:
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 : 15.4 22.4 27.5 38.3 9.9 13.2 15.4 21.5
Old : 15.4 22.4 27.5 38.3 9.9 13.2 15.4 21.5
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 31, 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 : 149,094: 33,828 8,807 49,135 50,488 81,431 133,451 139,373: 15,643 9,722
Old : 140,441: 33,786 9,888 45,102 46,225 76,324 125,114 131,314: 15,327 9,127
Other: 8,653: 1,765 643 2,309 4,263 5,106 8,337 8,058: 316 595
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,600: -519 -124 -612 1,139 1,579 8 843: 1,591 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.9 33.0 33.9 54.6 89.5 93.5: 10.5 6.5
Old : 100.0: 24.1 7.0 32.1 32.9 54.3 89.1 93.5: 10.9 6.5
Other: 100.0: 20.4 7.4 26.7 49.3 59.0 96.3 93.1: 3.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 155 63 135 98 106 321 264:
Old : 372: 153 69 133 96 106 317 263:
Other: 110: 28 17 28 35 52 73 88:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 17.4 22.6 27.0 13.1 13.1 19.2 20.6
Old : 14.2 17.9 23.1 27.6 13.9 15.1 20.3 23.2
Other: 48.5 26.1 64.8 41.0 37.9 18.4 44.9 27.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 28,336: 10,848 6,677 2,316 13,126 15,542 26,290 24,535: 2,046 3,801
Old : 28,336: 10,848 6,677 2,316 13,126 15,542 26,290 24,535: 2,046 3,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -220: 408 129 -97 -978 -20 -667 12: 447 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 23.6 8.2 46.3 54.8 92.8 86.6: 7.2 13.4
Old : 100.0: 38.3 23.6 8.2 46.3 54.8 92.8 86.6: 7.2 13.4
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 : 53: 17 20 6 9 9 29 33:
Old : 53: 17 20 6 9 9 29 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 : 70.2 62.3 80.0 74.7 59.7 56.7 66.7 62.8
Old : 70.2 62.3 80.0 74.7 59.7 56.7 66.7 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006