COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,948 COMMITMENTS 28,788 12,913 36,750 76,521 101,081 142,060 150,745 19,888 11,203 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 7,386) 1,549 -3,905 1,482 2,858 9,995 5,890 7,572 1,496 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 8.0 22.7 47.3 62.4 87.7 93.1 12.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 104 54 76 73 63 219 160 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,844 COMMITMENTS 10,102 2,620 12,329 21,783 30,339 44,214 45,288 3,630 2,556 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -3,010) -1,758 413 -1,291 956 -2,296 -2,093 -3,174 -916 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 5.5 25.8 45.5 63.4 92.4 94.7 7.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 59 29 32 26 24 99 72 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,680 COMMITMENTS 36,941 12,029 12,426 81,646 113,743 131,013 138,198 13,667 6,482 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -489) -10 907 445 -2,216 -2,574 -1,780 -1,221 1,291 733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 8.3 8.6 56.4 78.6 90.6 95.5 9.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 72 29 38 46 43 138 99 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 788,516 COMMITMENTS 138,432 13,997 196,943 348,962 518,355 684,337 729,294 104,178 59,221 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,341) 434 -9,301 -4,087 -7,896 7,782 -11,549 -5,606 13,890 7,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 1.8 25.0 44.3 65.7 86.8 92.5 13.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 77 21 60 62 64 162 129 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,973 COMMITMENTS 31,836 9,804 45,457 47,785 74,187 125,078 129,448 13,895 9,525 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,097) 3,813 162 -2,351 2,740 6,729 4,202 4,539 895 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 7.1 32.7 34.4 53.4 90.0 93.1 10.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 168 55 117 94 99 309 243 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,660 COMMITMENTS 10,097 5,342 2,253 11,970 15,166 24,320 22,762 2,340 3,898 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,122) -82 126 -58 1,893 951 1,753 1,019 369 1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 20.0 8.5 44.9 56.9 91.2 85.4 8.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 18 7 9 9 28 31
Updated January 20, 2006