COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, 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 : 102,344: 17,765 23,913 4,199 69,577 65,091 91,541 93,203: 10,803 9,141
Old : 100,676: 17,765 23,891 3,955 68,303 63,799 90,023 91,645: 10,653 9,031
Other: 1,668: 181 203 63 1,274 1,292 1,518 1,558: 150 110
: : :
: : Changes in Commitments from: November 8, 2005 :
: -12,478: -5,880 -4,541 -1,355 -3,639 -5,745 -10,874 -11,641: -1,604 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.4 4.1 68.0 63.6 89.4 91.1: 10.6 8.9
Old : 100.0: 17.6 23.7 3.9 67.8 63.4 89.4 91.0: 10.6 9.0
Other: 100.0: 10.9 12.2 3.8 76.4 77.5 91.0 93.4: 9.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 47 64 41 58 59 137 138:
Old : 193: 47 65 40 58 58 136 137:
Other: 35: 5 8 1 6 17 11 26:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 30.4 43.9 40.7 28.1 26.2 39.4 34.3
Old : 28.8 30.1 44.6 40.4 28.6 26.5 40.9 34.7
Other: 73.6 63.6 89.3 76.7 73.6 63.6 85.6 75.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, 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 : 35,866: 17,420 3,340 3,219 11,362 26,427 32,001 32,986: 3,865 2,880
Old : 35,860: 17,420 3,342 3,217 11,362 26,426 31,999 32,985: 3,861 2,875
Other: 6: 2 0 0 0 1 2 1: 4 5
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,196: 958 -253 171 226 1,076 1,355 994: -159 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 9.3 9.0 31.7 73.7 89.2 92.0: 10.8 8.0
Old : 100.0: 48.6 9.3 9.0 31.7 73.7 89.2 92.0: 10.8 8.0
Other: 100.0: 33.3 0.0 0.0 0.0 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 61 25 19 19 19 92 54:
Old : 122: 61 26 19 19 19 92 54:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 50.6 40.0 67.2 26.9 47.3 38.6 61.8
Old : 26.9 50.6 40.0 67.2 26.9 47.3 38.6 61.8
Other: 33.3 16.7 33.3 16.7 33.3 16.7 33.3 16.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, 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 : 129,232: 28,485 37,850 2,966 88,457 82,079 119,908 122,895: 9,324 6,337
Old : 107,050: 28,722 38,196 2,221 67,057 60,319 98,000 100,736: 9,050 6,314
Other: 22,182: 375 266 133 21,400 21,760 21,908 22,159: 274 23
: : :
: : Changes in Commitments from: November 8, 2005 :
: -5,681: 566 1,201 -1,373 -4,663 -5,773 -5,470 -5,945: -211 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 29.3 2.3 68.4 63.5 92.8 95.1: 7.2 4.9
Old : 100.0: 26.8 35.7 2.1 62.6 56.3 91.5 94.1: 8.5 5.9
Other: 100.0: 1.7 1.2 0.6 96.5 98.1 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 49 44 15 52 34 107 91:
Old : 158: 50 46 14 51 34 106 90:
Other: 28: 3 3 3 13 14 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 32.5 25.9 47.3 41.2 23.9 19.2 35.6 30.5
Old : 33.4 23.2 48.9 36.7 30.8 22.3 44.6 35.1
Other: 62.8 74.9 92.4 94.6 52.3 55.1 69.0 69.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, 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 : 475,030: 146,268 35,740 38,789 220,621 366,003 405,678 440,532: 69,352 34,498
Old : 475,030: 146,268 35,740 38,789 220,621 366,003 405,678 440,532: 69,352 34,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 10,874: 4,201 1,773 2,523 1,392 8,279 8,116 12,575: 2,758 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.5 8.2 46.4 77.0 85.4 92.7: 14.6 7.3
Old : 100.0: 30.8 7.5 8.2 46.4 77.0 85.4 92.7: 14.6 7.3
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 : 162: 70 23 31 54 49 144 87:
Old : 162: 70 23 31 54 49 144 87:
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 : 16.3 31.3 28.2 50.4 15.1 24.8 23.2 38.2
Old : 16.3 31.3 28.2 50.4 15.1 24.8 23.2 38.2
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 - Futures Only, 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 : 83,925: 18,490 12,833 8,562 46,678 55,656 73,730 77,051: 10,195 6,874
Old : 81,419: 18,458 13,732 7,228 45,697 53,832 71,383 74,792: 10,036 6,627
Other: 2,506: 969 38 397 981 1,824 2,347 2,259: 159 247
: : :
: : Changes in Commitments from: November 8, 2005 :
: -3,281: -3,324 -1,748 -2,398 484 -1,945 -5,238 -6,091: 1,957 2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.3 10.2 55.6 66.3 87.9 91.8: 12.1 8.2
Old : 100.0: 22.7 16.9 8.9 56.1 66.1 87.7 91.9: 12.3 8.1
Other: 100.0: 38.7 1.5 15.8 39.1 72.8 93.7 90.1: 6.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 95 59 50 88 78 208 168:
Old : 268: 94 63 49 88 77 207 167:
Other: 49: 10 5 5 13 26 24 35:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 23.5 32.8 35.4 19.6 16.0 29.2 24.0
Old : 20.6 24.0 33.7 36.2 20.2 16.6 30.1 25.0
Other: 55.0 39.1 78.3 62.2 35.6 32.8 51.5 43.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, 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 : 41,712: 32,782 3,554 2,089 3,688 34,400 38,559 40,043: 3,153 1,669
Old : 41,712: 32,782 3,554 2,089 3,688 34,400 38,559 40,043: 3,153 1,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,965: 3,026 703 1 309 2,277 3,336 2,981: -371 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 8.5 5.0 8.8 82.5 92.4 96.0: 7.6 4.0
Old : 100.0: 78.6 8.5 5.0 8.8 82.5 92.4 96.0: 7.6 4.0
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 : 62: 38 7 4 11 7 51 17:
Old : 62: 38 7 4 11 7 51 17:
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 : 36.7 82.8 59.5 91.4 36.7 81.4 58.4 88.0
Old : 36.7 82.8 59.5 91.4 36.7 81.4 58.4 88.0
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 - Futures Only, 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 : 22,025: 14,257 863 0 2,871 18,217 17,128 19,080: 4,897 2,945
Old : 22,025: 14,257 863 0 2,871 18,217 17,128 19,080: 4,897 2,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,284: -1,177 63 0 -160 -1,268 -1,337 -1,205: 53 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 3.9 0.0 13.0 82.7 77.8 86.6: 22.2 13.4
Old : 100.0: 64.7 3.9 0.0 13.0 82.7 77.8 86.6: 22.2 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 : 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 : 60.5 61.3 75.0 79.9 60.5 61.3 75.0 79.9
Old : 60.5 61.3 75.0 79.9 60.5 61.3 75.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005