COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 120,798: 14,942 26,306 23,782 69,501 60,555 108,225 110,643: 12,573 10,156
Old : 118,283: 14,949 26,322 23,207 67,953 58,874 106,109 108,404: 12,174 9,879
Other: 2,515: 146 136 423 1,548 1,680 2,116 2,238: 399 277
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,703: -53 3,249 72 1,326 -1,646 1,345 1,674: 1,358 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 21.8 19.7 57.5 50.1 89.6 91.6: 10.4 8.4
Old : 100.0: 12.6 22.3 19.6 57.4 49.8 89.7 91.6: 10.3 8.4
Other: 100.0: 5.8 5.4 16.8 61.5 66.8 84.1 89.0: 15.9 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 68 65 64 62 57 158 160:
Old : 216: 69 64 64 62 57 158 160:
Other: 44: 10 12 14 10 16 26 36:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 26.2 38.9 34.5 24.3 22.5 36.2 29.5
Old : 25.6 26.7 39.6 35.1 24.8 22.9 37.6 30.0
Other: 53.5 57.4 70.2 69.6 51.3 48.0 57.6 57.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 54,317: 14,114 2,318 13,866 20,695 33,912 48,674 50,096: 5,642 4,221
Old : 54,171: 14,104 2,339 13,811 20,617 33,808 48,533 49,958: 5,638 4,214
Other: 145: 34 4 30 77 104 141 138: 4 7
: : :
: : Changes in Commitments from: November 22, 2005 :
: 845: -416 -305 936 88 422 608 1,054: 237 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.3 25.5 38.1 62.4 89.6 92.2: 10.4 7.8
Old : 100.0: 26.0 4.3 25.5 38.1 62.4 89.6 92.2: 10.4 7.8
Other: 100.0: 23.1 2.4 20.9 53.2 71.8 97.3 95.2: 2.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 67 30 34 28 22 110 73:
Old : 132: 66 31 34 28 22 110 73:
Other: 10: 5 2 3 1 3 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 42.9 38.5 56.5 15.7 28.4 21.9 37.5
Old : 25.2 43.0 38.4 56.6 15.7 28.6 22.0 37.5
Other: 83.2 88.6 97.3 95.2 62.2 64.9 67.0 64.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 134,027: 26,811 26,412 8,849 89,245 92,931 124,906 128,192: 9,121 5,835
Old : 107,062: 26,903 26,577 8,411 62,916 66,345 98,230 101,332: 8,832 5,730
Other: 26,964: 189 115 158 26,329 26,586 26,676 26,859: 288 105
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,180: -487 -181 -627 2,805 2,521 1,691 1,712: 489 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 19.7 6.6 66.6 69.3 93.2 95.6: 6.8 4.4
Old : 100.0: 25.1 24.8 7.9 58.8 62.0 91.8 94.6: 8.2 5.4
Other: 100.0: 0.7 0.4 0.6 97.6 98.6 98.9 99.6: 1.1 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 47 46 26 51 36 110 99:
Old : 155: 49 47 26 49 35 108 98:
Other: 28: 4 2 4 12 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 27.8 47.3 44.9 24.0 21.0 35.3 31.7
Old : 30.5 23.9 46.9 38.3 27.4 22.5 40.8 34.8
Other: 69.4 77.2 94.5 94.5 43.2 54.8 61.6 63.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 678,714: 161,010 11,185 137,118 288,425 486,741 586,553 635,044: 92,161 43,670
Old : 678,714: 161,010 11,185 137,118 288,425 486,741 586,553 635,044: 92,161 43,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 19,739: 83 680 7,877 6,263 9,480 14,223 18,037: 5,517 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 1.6 20.2 42.5 71.7 86.4 93.6: 13.6 6.4
Old : 100.0: 23.7 1.6 20.2 42.5 71.7 86.4 93.6: 13.6 6.4
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 : 176: 68 31 52 64 63 162 120:
Old : 176: 68 31 52 64 63 162 120:
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 : 14.4 25.7 24.9 44.1 11.1 19.9 18.2 31.0
Old : 14.4 25.7 24.9 44.1 11.1 19.9 18.2 31.0
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 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 : 101,375: 14,313 12,538 30,767 46,678 51,109 91,758 94,414: 9,617 6,961
Old : 98,283: 14,366 13,480 29,058 45,520 49,115 88,944 91,653: 9,338 6,629
Other: 3,092: 1,023 134 633 1,158 1,993 2,814 2,761: 279 331
: : :
: : Changes in Commitments from: November 22, 2005 :
: 979: -1,006 218 942 1,777 38 1,713 1,199: -734 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.4 30.4 46.0 50.4 90.5 93.1: 9.5 6.9
Old : 100.0: 14.6 13.7 29.6 46.3 50.0 90.5 93.3: 9.5 6.7
Other: 100.0: 33.1 4.3 20.5 37.4 64.5 91.0 89.3: 9.0 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 113 75 89 89 90 244 220:
Old : 310: 111 80 89 89 89 244 219:
Other: 56: 14 8 17 14 27 35 45:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 17.0 27.6 27.0 16.7 12.9 24.3 19.3
Old : 17.4 17.3 28.3 27.5 17.2 13.3 25.1 20.3
Other: 50.8 31.9 71.8 54.4 35.1 28.6 47.1 39.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 30,002: 20,736 1,888 2,567 3,739 23,282 27,042 27,737: 2,961 2,266
Old : 30,002: 20,736 1,888 2,567 3,739 23,282 27,042 27,737: 2,961 2,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -8,990: -10,852 -145 156 2,593 -8,963 -8,104 -8,952: -886 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 6.3 8.6 12.5 77.6 90.1 92.4: 9.9 7.6
Old : 100.0: 69.1 6.3 8.6 12.5 77.6 90.1 92.4: 9.9 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 : 64: 39 10 9 11 7 52 25:
Old : 64: 39 10 9 11 7 52 25:
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 : 39.9 81.4 63.0 87.6 39.9 76.7 59.1 82.0
Old : 39.9 81.4 63.0 87.6 39.9 76.7 59.1 82.0
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 with Delta-adjusted Options and Futures Combined, 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 : 21,423: 12,324 1,256 0 3,958 17,170 16,282 18,426: 5,141 2,997
Old : 21,423: 12,324 1,256 0 3,958 17,170 16,282 18,426: 5,141 2,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -630: -1,933 393 0 1,087 -1,047 -846 -654: 216 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 5.9 0.0 18.5 80.1 76.0 86.0: 24.0 14.0
Old : 100.0: 57.5 5.9 0.0 18.5 80.1 76.0 86.0: 24.0 14.0
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 : 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 : 55.7 55.5 70.0 73.9 55.7 55.5 70.0 72.4
Old : 55.7 55.5 70.0 73.9 55.7 55.5 70.0 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005