COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 128,349: 14,206 35,103 24,964 75,876 56,892 115,046 116,959: 13,303 11,390
Old : 125,329: 14,165 35,104 24,362 74,080 54,758 112,608 114,225: 12,722 11,104
Other: 3,020: 193 151 449 1,795 2,134 2,438 2,734: 582 286
: : :
: : Changes in Commitments from: November 29, 2005 :
: 7,551: -736 8,797 1,182 6,375 -3,663 6,821 6,316: 730 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 27.3 19.5 59.1 44.3 89.6 91.1: 10.4 8.9
Old : 100.0: 11.3 28.0 19.4 59.1 43.7 89.8 91.1: 10.2 8.9
Other: 100.0: 6.4 5.0 14.9 59.5 70.7 80.7 90.5: 19.3 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 79 63 65 70 59 168 169:
Old : 228: 80 61 64 70 59 167 169:
Other: 48: 9 15 14 11 17 28 38:
:----------------------------------------------------------------------------------------------------
: 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 23.4 38.0 31.2 23.8 19.9 35.8 26.4
Old : 25.7 23.9 38.8 31.9 25.0 20.3 37.2 27.0
Other: 49.7 62.5 66.9 71.9 48.5 54.4 57.2 62.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 56,640: 14,362 2,726 14,776 21,713 35,186 50,851 52,687: 5,788 3,952
Old : 56,481: 14,362 2,758 14,707 21,628 35,073 50,698 52,538: 5,783 3,943
Other: 159: 35 3 34 85 113 154 150: 5 9
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,323: 248 407 910 1,018 1,273 2,177 2,591: 146 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.8 26.1 38.3 62.1 89.8 93.0: 10.2 7.0
Old : 100.0: 25.4 4.9 26.0 38.3 62.1 89.8 93.0: 10.2 7.0
Other: 100.0: 22.2 1.9 21.2 53.5 71.3 96.8 94.3: 3.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 69 32 31 28 25 116 71:
Old : 137: 69 32 31 28 25 116 71:
Other: 9: 5 1 3 1 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 40.8 37.6 54.9 13.4 24.8 19.3 35.2
Old : 25.2 40.9 37.5 55.0 13.4 25.0 19.3 35.2
Other: 83.1 88.5 96.8 94.3 62.7 64.3 66.8 64.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 130,383: 26,868 17,695 8,590 87,459 100,270 122,916 126,554: 7,467 3,828
Old : 103,345: 26,914 17,983 8,184 61,077 73,432 96,174 99,599: 7,170 3,746
Other: 27,038: 288 46 72 26,382 26,838 26,742 26,956: 296 82
: : :
: : Changes in Commitments from: November 29, 2005 :
: -3,644: 56 -8,717 -260 -1,787 7,339 -1,990 -1,638: -1,654 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.6 6.6 67.1 76.9 94.3 97.1: 5.7 2.9
Old : 100.0: 26.0 17.4 7.9 59.1 71.1 93.1 96.4: 6.9 3.6
Other: 100.0: 1.1 0.2 0.3 97.6 99.3 98.9 99.7: 1.1 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 50 39 25 50 36 117 84:
Old : 148: 51 39 25 48 35 115 83:
Other: 30: 6 1 4 12 16 18 21:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 32.6 47.6 51.5 21.8 23.3 31.4 34.6
Old : 30.6 26.1 46.4 42.7 24.7 23.6 35.8 36.6
Other: 70.5 76.5 94.5 93.5 43.8 54.7 61.1 63.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 719,616: 159,669 12,727 155,123 308,309 501,523 623,100 669,373: 96,516 50,244
Old : 719,616: 159,669 12,727 155,123 308,309 501,523 623,100 669,373: 96,516 50,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 40,902: -1,341 1,542 18,005 19,883 14,782 36,547 34,329: 4,355 6,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 1.8 21.6 42.8 69.7 86.6 93.0: 13.4 7.0
Old : 100.0: 22.2 1.8 21.6 42.8 69.7 86.6 93.0: 13.4 7.0
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 : 179: 69 34 54 64 61 167 119:
Old : 179: 69 34 54 64 61 167 119:
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 25.9 25.8 42.5 10.9 18.9 17.8 28.7
Old : 14.4 25.9 25.8 42.5 10.9 18.9 17.8 28.7
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, December 6, 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 : 107,762: 13,631 18,504 33,246 50,244 48,352 97,121 100,101: 10,641 7,661
Old : 104,477: 13,706 19,364 31,528 48,899 46,240 94,134 97,133: 10,343 7,344
Other: 3,285: 943 158 699 1,345 2,111 2,988 2,969: 298 317
: : :
: : Changes in Commitments from: November 29, 2005 :
: 6,387: -681 5,966 2,479 3,567 -2,757 5,364 5,687: 1,024 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 17.2 30.9 46.6 44.9 90.1 92.9: 9.9 7.1
Old : 100.0: 13.1 18.5 30.2 46.8 44.3 90.1 93.0: 9.9 7.0
Other: 100.0: 28.7 4.8 21.3 40.9 64.3 90.9 90.4: 9.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 112 91 97 92 89 247 242:
Old : 323: 109 96 97 92 88 247 241:
Other: 59: 11 11 18 19 27 39 47:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 15.7 27.0 25.8 16.3 12.9 23.6 19.3
Old : 16.8 16.1 27.7 26.3 16.8 13.3 24.3 20.3
Other: 47.9 33.3 68.4 56.6 32.8 27.1 43.4 37.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 31,599: 22,879 3,075 2,804 2,804 23,615 28,486 29,495: 3,113 2,105
Old : 31,599: 22,879 3,075 2,804 2,804 23,615 28,486 29,495: 3,113 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 1,597: 2,143 1,188 236 -935 333 1,444 1,758: 153 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 9.7 8.9 8.9 74.7 90.1 93.3: 9.9 6.7
Old : 100.0: 72.4 9.7 8.9 8.9 74.7 90.1 93.3: 9.9 6.7
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 : 64: 38 12 11 10 6 51 27:
Old : 64: 38 12 11 10 6 51 27:
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 : 50.7 77.5 67.2 86.8 49.5 73.8 62.3 81.6
Old : 50.7 77.5 67.2 86.8 49.5 73.8 62.3 81.6
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, December 6, 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 : 26,320: 14,818 1,855 70 5,801 21,057 20,689 22,982: 5,631 3,338
Old : 26,320: 14,818 1,855 70 5,801 21,057 20,689 22,982: 5,631 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 4,897: 2,494 599 70 1,843 3,887 4,407 4,556: 490 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 7.0 0.3 22.0 80.0 78.6 87.3: 21.4 12.7
Old : 100.0: 56.3 7.0 0.3 22.0 80.0 78.6 87.3: 21.4 12.7
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 : 24: 7 3 2 5 11 14 14:
Old : 24: 7 3 2 5 11 14 14:
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 : 60.4 53.8 73.2 73.5 60.4 53.8 73.2 72.5
Old : 60.4 53.8 73.2 73.5 60.4 53.8 73.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005