COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 29, 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 : 90,574: 14,594 31,739 4,025 61,642 45,777 80,261 81,541: 10,313 9,033
Old : 88,515: 14,601 31,758 3,672 60,279 44,321 78,552 79,751: 9,963 8,764
Other: 2,059: 215 203 131 1,363 1,456 1,709 1,790: 350 269
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,456: -567 2,805 -28 809 -2,268 214 509: 1,242 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 35.0 4.4 68.1 50.5 88.6 90.0: 11.4 10.0
Old : 100.0: 16.5 35.9 4.1 68.1 50.1 88.7 90.1: 11.3 9.9
Other: 100.0: 10.4 9.9 6.4 66.2 70.7 83.0 86.9: 17.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 54 68 41 45 47 123 136:
Old : 194: 55 69 40 45 46 122 135:
Other: 36: 7 9 2 7 15 15 25:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 28.2 48.2 37.8 32.4 26.7 47.2 35.8
Old : 33.2 28.8 49.4 38.6 33.2 27.3 49.2 36.5
Other: 62.7 61.6 77.6 73.3 62.7 61.0 73.3 70.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 29, 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 : 34,791: 14,713 3,244 3,523 12,184 25,051 30,420 31,818: 4,371 2,973
Old : 34,782: 14,710 3,244 3,522 12,183 25,050 30,415 31,816: 4,367 2,966
Other: 9: 4 1 0 1 1 5 2: 4 7
: : :
: : Changes in Commitments from: November 22, 2005 :
: -233: -799 26 498 -63 -546 -364 -22: 131 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 9.3 10.1 35.0 72.0 87.4 91.5: 12.6 8.5
Old : 100.0: 42.3 9.3 10.1 35.0 72.0 87.4 91.5: 12.6 8.5
Other: 100.0: 44.4 11.1 0.0 11.1 11.1 55.6 22.2: 44.4 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 63 22 26 22 16 96 56:
Old : 119: 63 22 26 22 16 96 56:
Other: 4: 1 1 0 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 49.7 38.1 65.5 25.9 45.9 35.7 59.6
Old : 25.9 49.7 38.1 65.5 25.9 45.9 35.8 59.7
Other: 55.6 22.2 55.6 22.2 55.6 22.2 55.6 22.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 29, 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 : 123,283: 28,381 26,387 1,509 85,369 90,194 115,259 118,090: 8,024 5,193
Old : 96,357: 28,496 26,544 1,081 59,040 63,608 88,617 91,233: 7,740 5,124
Other: 26,926: 157 115 156 26,329 26,586 26,642 26,857: 284 69
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,573: -727 -345 -206 2,923 2,723 1,990 2,172: 583 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.4 1.2 69.2 73.2 93.5 95.8: 6.5 4.2
Old : 100.0: 29.6 27.5 1.1 61.3 66.0 92.0 94.7: 8.0 5.3
Other: 100.0: 0.6 0.4 0.6 97.8 98.7 98.9 99.7: 1.1 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 45 42 8 49 34 98 83:
Old : 149: 47 43 8 47 33 96 82:
Other: 25: 1 2 2 12 14 14 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 : 33.0 30.3 48.6 47.6 25.3 23.6 36.2 35.2
Old : 30.9 26.6 48.1 42.0 29.3 25.6 42.7 39.3
Other: 69.5 77.3 94.7 94.7 43.3 54.9 61.7 63.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 29, 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 : 500,572: 149,403 32,307 42,416 233,359 389,529 425,178 464,252: 75,394 36,320
Old : 500,572: 149,403 32,307 42,416 233,359 389,529 425,178 464,252: 75,394 36,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 11,583: 1,921 -3,036 4,902 776 6,196 7,599 8,062: 3,984 3,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.5 8.5 46.6 77.8 84.9 92.7: 15.1 7.3
Old : 100.0: 29.8 6.5 8.5 46.6 77.8 84.9 92.7: 15.1 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 : 166: 65 29 39 55 54 146 100:
Old : 166: 65 29 39 55 54 146 100:
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 : 16.4 30.2 28.7 50.3 14.6 25.5 23.6 38.1
Old : 16.4 30.2 28.7 50.3 14.6 25.5 23.6 38.1
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 29, 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 : 75,398: 18,371 14,481 7,257 41,638 47,631 67,266 69,369: 8,132 6,029
Old : 72,685: 18,317 15,446 5,840 40,608 45,639 64,765 66,925: 7,920 5,760
Other: 2,713: 1,037 18 434 1,030 1,992 2,501 2,444: 212 269
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,382: 27 1,098 517 1,709 90 2,253 1,705: -871 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 19.2 9.6 55.2 63.2 89.2 92.0: 10.8 8.0
Old : 100.0: 25.2 21.3 8.0 55.9 62.8 89.1 92.1: 10.9 7.9
Other: 100.0: 38.2 0.7 16.0 38.0 73.4 92.2 90.1: 7.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 105 57 41 81 76 208 162:
Old : 279: 104 62 39 81 73 206 159:
Other: 50: 14 2 6 14 27 28 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 : 22.4 21.1 33.7 31.4 22.4 18.2 33.0 26.9
Old : 23.3 21.6 35.0 32.2 23.3 18.9 34.2 28.1
Other: 53.2 36.3 76.0 62.0 36.3 32.6 49.0 44.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 29, 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 : 29,114: 20,597 1,886 2,236 3,735 23,191 26,568 27,313: 2,546 1,801
Old : 29,114: 20,597 1,886 2,236 3,735 23,191 26,568 27,313: 2,546 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -9,006: -10,798 -72 60 2,597 -8,969 -8,141 -8,981: -865 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 6.5 7.7 12.8 79.7 91.3 93.8: 8.7 6.2
Old : 100.0: 70.7 6.5 7.7 12.8 79.7 91.3 93.8: 8.7 6.2
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 : 60: 37 8 7 9 7 47 22:
Old : 60: 37 8 7 9 7 47 22:
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 : 41.1 83.6 64.4 90.0 41.1 78.8 60.7 84.2
Old : 41.1 83.6 64.4 90.0 41.1 78.8 60.7 84.2
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 29, 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 : 21,361: 12,324 1,256 0 3,958 17,170 16,282 18,426: 5,079 2,935
Old : 21,361: 12,324 1,256 0 3,958 17,170 16,282 18,426: 5,079 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -664: -1,933 393 0 1,087 -1,047 -846 -654: 182 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 5.9 0.0 18.5 80.4 76.2 86.3: 23.8 13.7
Old : 100.0: 57.7 5.9 0.0 18.5 80.4 76.2 86.3: 23.8 13.7
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 : 23: 7 2 0 5 11 12 13:
Old : 23: 7 2 0 5 11 12 13:
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 : 55.9 55.7 70.2 74.1 55.9 55.7 70.2 72.6
Old : 55.9 55.7 70.2 74.1 55.9 55.7 70.2 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005