COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, December 13, 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 : 100,063: 18,332 36,972 4,452 64,213 48,663 86,997 90,087: 13,066 9,976 Old : 97,092: 18,300 37,282 3,971 62,234 46,245 84,505 87,498: 12,587 9,594 Other: 2,971: 450 108 63 1,979 2,418 2,492 2,589: 479 382 : : : : : Changes in Commitments from: December 6, 2005 : : 2,628: 3,423 -2,999 -112 -2,738 6,000 573 2,889: 2,055 -261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 36.9 4.4 64.2 48.6 86.9 90.0: 13.1 10.0 Old : 100.0: 18.8 38.4 4.1 64.1 47.6 87.0 90.1: 13.0 9.9 Other: 100.0: 15.1 3.6 2.1 66.6 81.4 83.9 87.1: 16.1 12.9 : : : :# Traders : Number of Traders in Each Category : All : 215: 71 65 40 54 50 143 140: Old : 215: 71 66 36 54 48 141 136: Other: 42: 10 9 1 8 16 18 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 : 31.1 27.4 45.1 36.6 31.1 25.6 44.3 33.9 Old : 31.7 28.2 46.2 37.7 31.7 26.4 46.2 35.0 Other: 55.4 70.4 74.0 78.2 55.4 70.4 74.0 77.2 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, December 13, 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 : 36,942: 14,719 3,098 4,418 13,363 26,569 32,500 34,085: 4,442 2,857 Old : 36,923: 14,718 3,103 4,410 13,359 26,568 32,487 34,081: 4,436 2,842 Other: 19: 6 0 3 4 1 13 4: 6 15 : : : : : Changes in Commitments from: December 6, 2005 : : 1,316: -345 -367 694 957 984 1,306 1,311: 10 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.8 8.4 12.0 36.2 71.9 88.0 92.3: 12.0 7.7 Old : 100.0: 39.9 8.4 11.9 36.2 72.0 88.0 92.3: 12.0 7.7 Other: 100.0: 31.6 0.0 15.8 21.1 5.3 68.4 21.1: 31.6 78.9 : : : :# Traders : Number of Traders in Each Category : All : 131: 62 32 28 22 20 105 63: Old : 131: 62 32 28 22 20 105 63: Other: 5: 2 0 1 1 1 4 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 : 25.5 46.9 38.7 64.8 23.5 40.6 32.6 54.7 Old : 25.5 46.9 38.7 64.8 23.5 40.6 32.6 54.7 Other: 68.4 21.1 68.4 21.1 52.6 5.3 52.6 5.3 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, December 13, 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 : 123,277: 31,845 14,908 1,244 81,198 102,009 114,287 118,161: 8,990 5,116 Old : 95,725: 31,779 15,272 835 54,693 74,530 87,307 90,637: 8,418 5,088 Other: 27,552: 430 0 45 26,505 27,479 26,980 27,524: 572 28 : : : : : Changes in Commitments from: December 6, 2005 : : 3,226: 3,196 -2,977 -49 -2,689 4,355 458 1,329: 2,768 1,897 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 12.1 1.0 65.9 82.7 92.7 95.8: 7.3 4.2 Old : 100.0: 33.2 16.0 0.9 57.1 77.9 91.2 94.7: 8.8 5.3 Other: 100.0: 1.6 0.0 0.2 96.2 99.7 97.9 99.9: 2.1 0.1 : : : :# Traders : Number of Traders in Each Category : All : 147: 56 30 10 48 37 109 74: Old : 147: 56 31 9 46 35 106 72: Other: 29: 4 0 2 12 18 17 20: :---------------------------------------------------------------------------------------------------- : 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 : 30.7 34.6 45.4 56.0 22.1 25.1 31.9 37.2 Old : 29.0 28.6 44.4 47.8 25.4 24.7 36.7 39.6 Other: 69.2 74.9 93.7 93.1 41.2 53.5 58.1 61.2 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, December 13, 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 : 519,427: 136,727 33,005 45,386 254,514 402,749 436,627 481,140: 82,800 38,287 Old : 519,427: 136,727 33,005 45,386 254,514 402,749 436,627 481,140: 82,800 38,287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2005 : : 1,614: -11,195 507 1,083 8,058 1,084 -2,054 2,674: 3,668 -1,060 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 6.4 8.7 49.0 77.5 84.1 92.6: 15.9 7.4 Old : 100.0: 26.3 6.4 8.7 49.0 77.5 84.1 92.6: 15.9 7.4 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 : 166: 66 27 38 57 55 146 101: Old : 166: 66 27 38 57 55 146 101: 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 : 18.2 30.3 31.6 49.1 15.3 25.3 24.6 37.8 Old : 18.2 30.3 31.6 49.1 15.3 25.3 24.6 37.8 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, December 13, 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 : 82,493: 18,147 22,632 8,477 46,060 44,371 72,684 75,480: 9,809 7,013 Old : 79,535: 18,088 23,549 6,957 44,881 42,276 69,926 72,782: 9,609 6,753 Other: 2,958: 1,005 29 574 1,179 2,095 2,758 2,698: 200 260 : : : : : Changes in Commitments from: December 6, 2005 : : 2,536: -253 2,309 67 1,804 -414 1,618 1,962: 918 574 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 27.4 10.3 55.8 53.8 88.1 91.5: 11.9 8.5 Old : 100.0: 22.7 29.6 8.7 56.4 53.2 87.9 91.5: 12.1 8.5 Other: 100.0: 34.0 1.0 19.4 39.9 70.8 93.2 91.2: 6.8 8.8 : : : :# Traders : Number of Traders in Each Category : All : 301: 103 80 54 89 76 219 194: Old : 300: 103 84 53 89 72 218 189: Other: 56: 12 4 5 20 29 33 37: :---------------------------------------------------------------------------------------------------- : 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 : 21.6 19.3 32.2 29.1 21.6 17.7 31.6 25.4 Old : 22.4 19.9 33.4 30.0 22.4 18.3 32.8 26.8 Other: 51.2 37.7 73.1 63.0 35.3 27.6 46.0 39.0 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, December 13, 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 : 35,108: 20,827 3,444 2,655 9,165 27,072 32,647 33,171: 2,461 1,937 Old : 35,108: 20,827 3,444 2,655 9,165 27,072 32,647 33,171: 2,461 1,937 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2005 : : 4,432: -1,960 297 279 6,363 3,548 4,682 4,124: -250 308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 9.8 7.6 26.1 77.1 93.0 94.5: 7.0 5.5 Old : 100.0: 59.3 9.8 7.6 26.1 77.1 93.0 94.5: 7.0 5.5 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 : 49: 26 9 11 6 7 35 26: Old : 49: 26 9 11 6 7 35 26: 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 : 56.3 74.5 76.7 88.0 45.6 67.0 62.6 73.2 Old : 56.3 74.5 76.7 88.0 45.6 67.0 62.6 73.2 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, December 13, 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 : 33,370: 14,883 1,665 0 14,435 27,719 29,318 29,384: 4,052 3,986 Old : 33,370: 14,883 1,665 0 14,435 27,719 29,318 29,384: 4,052 3,986 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2005 : : 7,158: 65 -259 -1 8,634 6,662 8,698 6,402: -1,540 756 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 5.0 0.0 43.3 83.1 87.9 88.1: 12.1 11.9 Old : 100.0: 44.6 5.0 0.0 43.3 83.1 87.9 88.1: 12.1 11.9 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 : 26: 8 3 0 8 12 16 15: Old : 26: 8 3 0 8 12 16 15: 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 : 57.4 57.0 75.8 72.7 42.1 33.9 51.7 47.4 Old : 57.4 57.0 75.8 72.7 42.1 33.9 51.7 47.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005