COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,710: 17,905 14,661 25,394 75,270 80,856 118,569 120,911: 13,141 10,799
Old : 129,765: 17,897 14,711 24,980 73,914 79,389 116,791 119,080: 12,974 10,685
Other: 1,945: 186 127 237 1,355 1,467 1,778 1,831: 167 114
: : :
: : Changes in Commitments from: November 8, 2005 :
: -38,355: -4,894 3,940 -21,743 -9,540 -18,962 -36,176 -36,765: -2,179 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.1 19.3 57.1 61.4 90.0 91.8: 10.0 8.2
Old : 100.0: 13.8 11.3 19.3 57.0 61.2 90.0 91.8: 10.0 8.2
Other: 100.0: 9.5 6.5 12.2 69.7 75.4 91.4 94.1: 8.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 67 53 61 70 65 169 152:
Old : 209: 65 56 60 70 64 168 151:
Other: 42: 8 11 11 8 18 20 36:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 28.3 35.0 39.2 21.9 23.0 30.6 30.0
Old : 22.9 28.0 35.4 39.0 22.2 23.3 31.0 30.4
Other: 63.1 60.4 79.2 72.8 63.1 56.6 74.4 67.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,112: 16,884 2,252 13,496 19,492 35,272 49,872 51,021: 5,240 4,091
Old : 55,018: 16,876 2,284 13,464 19,442 35,187 49,782 50,935: 5,236 4,083
Other: 94: 39 0 0 50 86 90 86: 4 8
: : :
: : Changes in Commitments from: November 8, 2005 :
: -596: 674 -125 -16 -648 -673 10 -813: -606 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.1 24.5 35.4 64.0 90.5 92.6: 9.5 7.4
Old : 100.0: 30.7 4.2 24.5 35.3 64.0 90.5 92.6: 9.5 7.4
Other: 100.0: 41.9 0.0 0.0 53.8 91.2 95.7 91.2: 4.3 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 67 32 29 25 26 108 72:
Old : 135: 67 33 29 25 26 108 72:
Other: 8: 5 0 0 1 3 6 3:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 43.3 39.9 57.7 16.6 29.2 23.6 39.7
Old : 26.6 43.3 39.8 57.8 16.6 29.3 23.7 39.7
Other: 85.8 91.2 95.7 91.2 74.4 79.8 84.3 79.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,829: 26,837 37,890 9,766 92,030 84,429 128,633 132,086: 10,196 6,743
Old : 116,633: 27,070 38,243 9,013 70,630 62,669 106,714 109,925: 9,918 6,707
Other: 22,197: 385 266 135 21,400 21,760 21,919 22,161: 277 36
: : :
: : Changes in Commitments from: November 8, 2005 :
: -4,602: 902 1,230 -812 -4,532 -5,353 -4,442 -4,935: -160 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 27.3 7.0 66.3 60.8 92.7 95.1: 7.3 4.9
Old : 100.0: 23.2 32.8 7.7 60.6 53.7 91.5 94.2: 8.5 5.8
Other: 100.0: 1.7 1.2 0.6 96.4 98.0 98.8 99.8: 1.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 46 53 32 54 36 119 106:
Old : 164: 47 55 31 53 36 118 105:
Other: 30: 5 3 5 13 14 19 21:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 24.1 46.9 39.4 22.9 17.2 35.1 27.8
Old : 32.9 21.3 48.4 34.5 29.2 19.7 43.3 31.4
Other: 62.7 74.8 92.3 94.5 52.3 55.0 69.0 69.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 644,820: 159,279 9,554 130,674 269,566 460,486 559,520 600,714: 85,300 44,106
Old : 644,820: 159,279 9,554 130,674 269,566 460,486 559,520 600,714: 85,300 44,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 27,441: 7,731 -1,206 9,024 3,411 19,959 20,166 27,777: 7,275 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.5 20.3 41.8 71.4 86.8 93.2: 13.2 6.8
Old : 100.0: 24.7 1.5 20.3 41.8 71.4 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 : 173: 76 24 43 62 59 159 108:
Old : 173: 76 24 43 62 59 159 108:
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 : 14.1 26.3 24.3 44.4 11.2 19.7 18.0 32.3
Old : 14.1 26.3 24.3 44.4 11.2 19.7 18.0 32.3
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, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,844: 15,553 11,133 29,289 50,477 58,774 95,319 99,196: 11,525 7,648
Old : 103,963: 15,627 12,010 27,659 49,371 56,949 92,657 96,618: 11,306 7,345
Other: 2,881: 962 158 594 1,106 1,825 2,662 2,577: 219 303
: : :
: : Changes in Commitments from: November 8, 2005 :
: -14,662: -5,304 -684 -9,967 -698 -6,276 -15,969 -16,927: 1,307 2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.4 27.4 47.2 55.0 89.2 92.8: 10.8 7.2
Old : 100.0: 15.0 11.6 26.6 47.5 54.8 89.1 92.9: 10.9 7.1
Other: 100.0: 33.4 5.5 20.6 38.4 63.4 92.4 89.5: 7.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 105 69 86 90 86 235 206:
Old : 290: 103 73 86 90 86 235 206:
Other: 56: 11 11 16 13 26 32 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 : 16.5 19.1 28.0 31.4 15.4 12.0 22.6 18.3
Old : 16.9 19.5 28.6 31.9 15.9 12.6 23.2 19.2
Other: 52.2 34.0 73.4 54.1 34.8 28.5 49.1 38.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,550: 32,847 3,604 2,379 3,696 34,489 38,923 40,472: 3,627 2,077
Old : 42,550: 32,847 3,604 2,379 3,696 34,489 38,923 40,472: 3,627 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,029: 2,990 667 59 303 2,287 3,352 3,013: -323 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 8.5 5.6 8.7 81.1 91.5 95.1: 8.5 4.9
Old : 100.0: 77.2 8.5 5.6 8.7 81.1 91.5 95.1: 8.5 4.9
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 : 66: 41 8 7 13 7 57 20:
Old : 66: 41 8 7 13 7 57 20:
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 : 35.9 81.4 58.3 90.1 35.9 80.2 57.2 86.7
Old : 35.9 81.4 58.3 90.1 35.9 80.2 57.2 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 22,053: 14,257 863 0 2,871 18,217 17,128 19,080: 4,925 2,973
Old : 22,053: 14,257 863 0 2,871 18,217 17,128 19,080: 4,925 2,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,276: -1,177 63 0 -160 -1,268 -1,337 -1,205: 61 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 3.9 0.0 13.0 82.6 77.7 86.5: 22.3 13.5
Old : 100.0: 64.6 3.9 0.0 13.0 82.6 77.7 86.5: 22.3 13.5
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 : 20: 6 1 0 3 10 9 11:
Old : 20: 6 1 0 3 10 9 11:
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 : 60.4 61.3 75.0 79.8 60.4 61.3 75.0 79.8
Old : 60.4 61.3 75.0 79.8 60.4 61.3 75.0 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005