COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 133,238: 16,196 34,056 26,163 75,235 61,868 117,593 122,086: 15,645 11,152
Old : 129,593: 16,183 34,298 25,358 72,987 59,194 114,528 118,851: 15,065 10,742
Other: 3,645: 324 69 493 2,248 2,673 3,066 3,235: 579 409
: : :
: : Changes in Commitments from: December 6, 2005 :
: 4,889: 1,990 -1,047 1,199 -641 4,976 2,548 5,127: 2,341 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 25.6 19.6 56.5 46.4 88.3 91.6: 11.7 8.4
Old : 100.0: 12.5 26.5 19.6 56.3 45.7 88.4 91.7: 11.6 8.3
Other: 100.0: 8.9 1.9 13.5 61.7 73.3 84.1 88.8: 15.9 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 83 64 69 69 60 175 171:
Old : 234: 85 62 68 69 60 174 171:
Other: 49: 8 16 14 11 17 29 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 : 23.8 25.5 37.0 34.8 23.3 20.4 34.2 27.0
Old : 24.1 26.1 37.6 35.6 23.8 20.8 35.4 27.8
Other: 45.7 61.4 64.9 72.1 45.1 54.4 58.6 61.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 64,003: 13,914 2,074 18,100 26,162 40,200 58,176 60,374: 5,827 3,629
Old : 63,637: 13,881 2,274 17,872 26,062 39,877 57,816 60,023: 5,821 3,614
Other: 367: 232 0 29 100 323 361 352: 6 15
: : :
: : Changes in Commitments from: December 6, 2005 :
: 7,364: -449 -652 3,324 4,449 5,015 7,325 7,687: 39 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.2 28.3 40.9 62.8 90.9 94.3: 9.1 5.7
Old : 100.0: 21.8 3.6 28.1 41.0 62.7 90.9 94.3: 9.1 5.7
Other: 100.0: 63.2 0.0 7.8 27.3 88.1 98.4 95.9: 1.6 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 72 32 39 29 27 123 80:
Old : 143: 70 34 39 29 27 123 80:
Other: 12: 7 0 3 1 4 9 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 : 29.4 41.6 42.3 56.4 11.4 20.4 16.5 30.3
Old : 29.3 41.5 42.2 56.4 11.5 20.2 16.6 30.1
Other: 74.9 92.2 98.1 95.9 66.9 80.2 82.6 80.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 134,910: 29,950 14,881 9,232 85,179 104,997 124,361 129,110: 10,549 5,800
Old : 107,312: 29,871 15,268 8,796 58,674 77,518 97,340 101,582: 9,972 5,730
Other: 27,598: 467 0 48 26,505 27,479 27,021 27,527: 577 70
: : :
: : Changes in Commitments from: December 6, 2005 :
: 4,527: 3,082 -2,814 642 -2,280 4,727 1,445 2,555: 3,082 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 11.0 6.8 63.1 77.8 92.2 95.7: 7.8 4.3
Old : 100.0: 27.8 14.2 8.2 54.7 72.2 90.7 94.7: 9.3 5.3
Other: 100.0: 1.7 0.0 0.2 96.0 99.6 97.9 99.7: 2.1 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 55 36 29 49 39 120 90:
Old : 153: 54 38 28 47 37 117 88:
Other: 33: 7 1 4 12 18 20 23:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 31.6 44.2 52.5 20.9 22.2 30.1 33.5
Old : 27.7 26.8 43.0 44.3 23.6 21.8 33.9 34.4
Other: 69.1 74.7 93.6 93.0 41.1 53.4 58.0 61.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 738,552: 146,154 12,259 168,041 322,776 506,883 636,971 687,183: 101,581 51,369
Old : 738,552: 146,154 12,259 168,041 322,776 506,883 636,971 687,183: 101,581 51,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 18,936: -13,515 -468 12,918 14,467 5,360 13,871 17,811: 5,065 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 1.7 22.8 43.7 68.6 86.2 93.0: 13.8 7.0
Old : 100.0: 19.8 1.7 22.8 43.7 68.6 86.2 93.0: 13.8 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 : 178: 73 24 53 66 68 163 125:
Old : 178: 73 24 53 66 68 163 125:
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 : 15.8 25.4 27.1 41.6 10.8 18.2 17.4 27.9
Old : 15.8 25.4 27.1 41.6 10.8 18.2 17.4 27.9
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 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 : 108,085: 14,612 20,570 31,455 50,465 47,849 96,532 99,875: 11,552 8,210
Old : 104,686: 14,653 21,442 29,627 49,121 45,753 93,401 96,822: 11,285 7,864
Other: 3,399: 983 153 804 1,344 2,096 3,132 3,053: 267 346
: : :
: : Changes in Commitments from: December 6, 2005 :
: 323: 981 2,066 -1,791 221 -502 -589 -226: 912 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.0 29.1 46.7 44.3 89.3 92.4: 10.7 7.6
Old : 100.0: 14.0 20.5 28.3 46.9 43.7 89.2 92.5: 10.8 7.5
Other: 100.0: 28.9 4.5 23.7 39.6 61.7 92.1 89.8: 7.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 95 100 94 87 250 240:
Old : 320: 107 96 100 94 85 250 238:
Other: 62: 10 12 17 20 29 40 48:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 15.7 27.1 25.8 16.5 12.9 24.2 19.2
Old : 17.1 16.1 27.8 26.3 17.0 13.4 25.0 20.4
Other: 49.4 32.8 69.2 54.8 35.3 24.0 44.8 34.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 35,555: 20,909 3,444 2,835 9,175 27,083 32,918 33,362: 2,637 2,194
Old : 35,555: 20,909 3,444 2,835 9,175 27,083 32,918 33,362: 2,637 2,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 3,956: -1,970 369 31 6,371 3,468 4,432 3,867: -476 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 9.7 8.0 25.8 76.2 92.6 93.8: 7.4 6.2
Old : 100.0: 58.8 9.7 8.0 25.8 76.2 92.6 93.8: 7.4 6.2
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 : 50: 27 9 12 8 7 38 27:
Old : 50: 27 9 12 8 7 38 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 : 55.9 73.6 76.0 86.9 45.1 66.2 61.9 72.3
Old : 55.9 73.6 76.0 86.9 45.1 66.2 61.9 72.3
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 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 :
: 7,050: 65 -190 -70 8,634 6,662 8,629 6,402: -1,579 648
: : :
: : 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