COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 170,065: 22,799 10,721 47,137 84,810 99,818 154,745 157,675: 15,320 12,390
Old : 168,135: 22,867 10,885 46,599 83,468 98,440 152,934 155,924: 15,200 12,210
Other: 1,930: 270 174 199 1,342 1,378 1,811 1,751: 119 179
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,404: -1,067 4,191 -2,986 2,766 -4,306 -1,286 -3,100: -1,117 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.3 27.7 49.9 58.7 91.0 92.7: 9.0 7.3
Old : 100.0: 13.6 6.5 27.7 49.6 58.5 91.0 92.7: 9.0 7.3
Other: 100.0: 14.0 9.0 10.3 69.5 71.4 93.8 90.7: 6.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 71 65 79 75 72 198 173:
Old : 235: 74 64 77 75 71 197 171:
Other: 42: 9 13 11 8 15 21 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 : 19.0 28.4 31.8 41.2 16.9 20.4 23.4 26.2
Old : 19.2 28.1 32.1 41.1 17.1 20.6 23.7 26.5
Other: 63.6 60.6 81.9 71.9 62.8 56.8 77.0 66.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 55,708: 16,210 2,377 13,512 20,140 35,945 49,862 51,834: 5,846 3,874
Old : 55,702: 16,210 2,379 13,510 20,140 35,944 49,860 51,833: 5,842 3,869
Other: 6: 2 0 0 0 1 2 1: 4 5
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,958: 902 825 225 2,410 2,688 3,537 3,738: 421 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.3 24.3 36.2 64.5 89.5 93.0: 10.5 7.0
Old : 100.0: 29.1 4.3 24.3 36.2 64.5 89.5 93.1: 10.5 6.9
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 : 139: 71 32 29 26 25 112 73:
Old : 139: 71 33 29 26 25 112 73:
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 : 27.6 42.3 40.3 56.9 16.0 26.9 21.5 37.5
Old : 27.6 42.3 40.3 56.9 16.0 26.9 21.5 37.5
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 8, 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 : 143,431: 25,934 36,660 10,578 96,562 89,783 133,075 137,021: 10,356 6,410
Old : 123,743: 26,228 37,077 9,760 77,650 70,517 113,638 117,353: 10,105 6,390
Other: 19,687: 421 298 104 18,912 19,266 19,437 19,668: 250 20
: : :
: : Changes in Commitments from: November 1, 2005 :
: -20,654: -1,568 4,422 -4,715 -12,926 -18,727 -19,208 -19,019: -1,446 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.6 7.4 67.3 62.6 92.8 95.5: 7.2 4.5
Old : 100.0: 21.2 30.0 7.9 62.8 57.0 91.8 94.8: 8.2 5.2
Other: 100.0: 2.1 1.5 0.5 96.1 97.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 48 53 36 52 38 119 116:
Old : 166: 48 55 35 52 38 119 115:
Other: 29: 4 4 5 13 13 19 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 : 30.9 24.4 44.7 40.6 21.8 17.9 33.8 28.1
Old : 31.0 23.8 45.5 37.8 26.6 20.3 40.1 31.9
Other: 61.9 73.8 91.4 94.3 50.5 51.4 64.4 65.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 617,379: 151,548 10,761 121,650 266,156 440,526 539,354 572,937: 78,026 44,443
Old : 617,379: 151,548 10,761 121,650 266,156 440,526 539,354 572,937: 78,026 44,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,783: -3,868 1,106 2,769 3,274 1,286 2,176 5,161: 607 -2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 1.7 19.7 43.1 71.4 87.4 92.8: 12.6 7.2
Old : 100.0: 24.5 1.7 19.7 43.1 71.4 87.4 92.8: 12.6 7.2
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 : 172: 73 25 47 65 62 159 115:
Old : 172: 73 25 47 65 62 159 115:
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 : 14.5 26.3 25.2 44.6 11.6 20.1 18.6 32.5
Old : 14.5 26.3 25.2 44.6 11.6 20.1 18.6 32.5
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 8, 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 : 121,506: 20,857 11,816 39,256 51,175 65,050 111,289 116,123: 10,217 5,383
Old : 118,681: 20,798 12,609 37,832 50,079 63,173 108,710 113,614: 9,971 5,068
Other: 2,825: 921 69 562 1,095 1,877 2,579 2,509: 246 316
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,195: 4,321 -198 1,093 -1,236 4,592 4,178 5,487: 1,017 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 32.3 42.1 53.5 91.6 95.6: 8.4 4.4
Old : 100.0: 17.5 10.6 31.9 42.2 53.2 91.6 95.7: 8.4 4.3
Other: 100.0: 32.6 2.4 19.9 38.8 66.5 91.3 88.8: 8.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 143 58 107 87 88 263 229:
Old : 321: 139 64 107 87 88 263 229:
Other: 54: 12 8 15 14 25 32 42:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 20.0 28.5 31.6 13.5 11.4 20.4 18.4
Old : 17.6 20.2 28.8 32.0 13.8 11.9 20.8 18.9
Other: 50.0 38.4 72.0 58.7 31.8 28.5 43.6 37.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 39,521: 29,857 2,937 2,320 3,394 32,202 35,571 37,460: 3,950 2,061
Old : 39,521: 29,857 2,937 2,320 3,394 32,202 35,571 37,460: 3,950 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,522: 3,261 71 -312 1,802 6,206 4,751 5,964: 771 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 7.4 5.9 8.6 81.5 90.0 94.8: 10.0 5.2
Old : 100.0: 75.5 7.4 5.9 8.6 81.5 90.0 94.8: 10.0 5.2
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 : 65: 42 8 7 9 8 54 21:
Old : 65: 42 8 7 9 8 54 21:
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 : 38.9 81.8 58.1 90.9 38.9 80.6 56.7 87.1
Old : 38.9 81.8 58.1 90.9 38.9 80.6 56.7 87.1
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 8, 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 : 23,328: 15,434 800 0 3,031 19,485 18,465 20,285: 4,863 3,043
Old : 23,328: 15,434 800 0 3,031 19,485 18,465 20,285: 4,863 3,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,457: 2,055 -563 0 -654 1,661 1,401 1,098: 56 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 3.4 0.0 13.0 83.5 79.2 87.0: 20.8 13.0
Old : 100.0: 66.2 3.4 0.0 13.0 83.5 79.2 87.0: 20.8 13.0
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 : 22: 7 1 0 3 11 10 12:
Old : 22: 7 1 0 3 11 10 12:
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 : 60.8 60.9 74.4 78.2 60.8 60.9 74.4 78.2
Old : 60.8 60.9 74.4 78.2 60.8 60.9 74.4 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005