COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 172,469: 23,866 6,530 50,122 82,044 104,123 156,032 160,775: 16,437 11,693
Old : 170,813: 23,870 6,775 49,621 80,995 102,802 154,486 159,198: 16,326 11,614
Other: 1,656: 367 126 129 1,049 1,321 1,545 1,577: 111 79
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,551: -6,057 970 -1,074 1,985 -8,390 -5,145 -8,494: -3,406 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.8 29.1 47.6 60.4 90.5 93.2: 9.5 6.8
Old : 100.0: 14.0 4.0 29.0 47.4 60.2 90.4 93.2: 9.6 6.8
Other: 100.0: 22.2 7.6 7.8 63.3 79.8 93.3 95.2: 6.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 98 42 78 75 76 203 174:
Old : 241: 96 45 76 75 75 202 172:
Other: 40: 10 11 10 7 14 20 32:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 29.2 30.5 41.7 16.4 22.1 23.0 29.2
Old : 18.6 28.9 30.8 41.5 16.6 22.3 23.2 29.5
Other: 61.3 69.0 82.0 81.6 60.0 69.0 78.1 79.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 51,750: 15,308 1,552 13,287 17,731 33,257 46,326 48,096: 5,424 3,653
Old : 51,744: 15,308 1,553 13,286 17,730 33,256 46,324 48,095: 5,420 3,648
Other: 6: 1 0 0 1 1 2 1: 4 5
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,240: 1,089 30 306 2,293 2,249 3,688 2,585: -449 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.0 25.7 34.3 64.3 89.5 92.9: 10.5 7.1
Old : 100.0: 29.6 3.0 25.7 34.3 64.3 89.5 92.9: 10.5 7.1
Other: 100.0: 16.7 0.0 0.0 16.7 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 69 25 28 27 26 110 66:
Old : 130: 69 25 28 27 26 110 66:
Other: 3: 1 0 0 1 1 2 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 : 24.7 42.3 38.3 57.9 16.1 29.8 22.5 40.2
Old : 24.7 42.3 38.3 57.9 16.1 29.8 22.5 40.2
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 with Delta-adjusted Options and Futures Combined, November 1, 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 : 164,085: 27,503 32,238 15,293 109,488 108,510 152,283 156,040: 11,801 8,045
Old : 144,717: 27,747 32,600 14,554 90,859 89,548 133,160 136,701: 11,558 8,016
Other: 19,368: 364 246 131 18,629 18,962 19,124 19,339: 244 29
: : :
: : Changes in Commitments from: October 25, 2005 :
: 10,896: 173 313 1,461 8,741 8,382 10,376 10,156: 520 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 19.6 9.3 66.7 66.1 92.8 95.1: 7.2 4.9
Old : 100.0: 19.2 22.5 10.1 62.8 61.9 92.0 94.5: 8.0 5.5
Other: 100.0: 1.9 1.3 0.7 96.2 97.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 54 57 31 53 38 124 112:
Old : 173: 54 59 30 53 38 124 111:
Other: 27: 4 3 5 13 12 18 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 : 28.0 25.9 43.1 43.7 17.5 17.9 27.5 27.2
Old : 27.9 24.5 43.7 41.8 21.1 20.0 33.7 29.8
Other: 62.3 76.0 92.4 95.6 51.4 55.2 65.1 66.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 614,597: 155,416 9,654 118,881 262,881 439,240 537,178 567,775: 77,419 46,821
Old : 614,597: 155,416 9,654 118,881 262,881 439,240 537,178 567,775: 77,419 46,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -22,735: -24,264 -4,865 -1,135 9,930 -22,019 -15,469 -28,019: -7,266 5,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.6 19.3 42.8 71.5 87.4 92.4: 12.6 7.6
Old : 100.0: 25.3 1.6 19.3 42.8 71.5 87.4 92.4: 12.6 7.6
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 : 170: 72 25 46 62 62 155 114:
Old : 170: 72 25 46 62 62 155 114:
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 : 14.7 26.6 25.3 45.2 11.5 20.2 18.6 32.8
Old : 14.7 26.6 25.3 45.2 11.5 20.2 18.6 32.8
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 with Delta-adjusted Options and Futures Combined, November 1, 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 : 116,311: 16,537 12,014 38,163 52,411 60,458 107,111 110,635: 9,200 5,676
Old : 113,647: 16,532 12,659 36,864 51,290 58,766 104,686 108,289: 8,961 5,358
Other: 2,664: 745 95 559 1,121 1,692 2,425 2,346: 239 317
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,090: -1,567 -83 -1,970 913 -1,147 -2,624 -3,201: -1,466 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.3 32.8 45.1 52.0 92.1 95.1: 7.9 4.9
Old : 100.0: 14.5 11.1 32.4 45.1 51.7 92.1 95.3: 7.9 4.7
Other: 100.0: 28.0 3.6 21.0 42.1 63.5 91.0 88.1: 9.0 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 124 72 105 92 90 262 232:
Old : 321: 124 74 105 92 90 262 232:
Other: 51: 10 8 13 14 24 29 40:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 20.2 28.7 32.0 14.1 11.8 20.8 18.3
Old : 17.4 20.3 29.2 32.4 14.5 12.2 21.3 18.9
Other: 48.3 40.8 71.6 60.5 28.2 28.0 41.1 36.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 33,999: 26,596 2,867 2,632 1,592 25,996 30,819 31,495: 3,179 2,503
Old : 33,999: 26,596 2,867 2,632 1,592 25,996 30,819 31,495: 3,179 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -783: -1,352 -721 139 209 -677 -1,004 -1,259: 222 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 8.4 7.7 4.7 76.5 90.6 92.6: 9.4 7.4
Old : 100.0: 78.2 8.4 7.7 4.7 76.5 90.6 92.6: 9.4 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 : 65: 38 11 10 9 9 50 28:
Old : 65: 38 11 10 9 9 50 28:
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 : 46.0 74.3 67.1 84.6 45.8 71.5 62.6 79.9
Old : 46.0 74.3 67.1 84.6 45.8 71.5 62.6 79.9
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 1, 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 : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Old : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 442: 305 -146 0 441 1,535 746 1,389: -304 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Old : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
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 : 24: 8 2 0 3 11 11 13:
Old : 24: 8 2 0 3 11 11 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 : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Old : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2005