COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 135,220: 16,948 32,217 26,298 75,983 65,433 119,229 123,949: 15,991 11,271
Old : 130,742: 16,769 32,362 25,232 73,454 62,342 115,455 119,935: 15,288 10,807
Other: 4,478: 503 180 743 2,529 3,091 3,775 4,013: 703 464
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,982: 752 -1,838 135 749 3,566 1,636 1,862: 346 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 23.8 19.4 56.2 48.4 88.2 91.7: 11.8 8.3
Old : 100.0: 12.8 24.8 19.3 56.2 47.7 88.3 91.7: 11.7 8.3
Other: 100.0: 11.2 4.0 16.6 56.5 69.0 84.3 89.6: 15.7 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 84 64 69 71 58 177 170:
Old : 231: 84 63 68 70 57 174 169:
Other: 56: 7 20 16 16 17 36 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 : 23.5 27.2 37.2 35.6 23.4 21.8 33.3 27.9
Old : 24.0 27.8 38.1 36.3 24.0 22.4 34.7 28.7
Other: 37.3 56.8 55.0 68.3 36.9 47.7 51.3 56.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 57,080: 13,499 2,768 14,682 23,658 35,842 51,839 53,292: 5,241 3,787
Old : 56,363: 13,452 3,055 14,206 23,469 35,340 51,127 52,602: 5,236 3,761
Other: 717: 352 19 170 189 502 712 691: 5 26
: : :
: : Changes in Commitments from: December 13, 2005 :
: -6,924: -415 694 -3,418 -2,505 -4,358 -6,338 -7,082: -586 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.8 25.7 41.4 62.8 90.8 93.4: 9.2 6.6
Old : 100.0: 23.9 5.4 25.2 41.6 62.7 90.7 93.3: 9.3 6.7
Other: 100.0: 49.2 2.6 23.7 26.4 70.0 99.3 96.4: 0.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 61 33 33 27 26 111 74:
Old : 133: 60 35 33 27 26 111 74:
Other: 16: 8 3 5 1 5 10 12:
:----------------------------------------------------------------------------------------------------
: 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 44.0 42.0 57.4 13.1 22.8 19.2 31.9
Old : 30.2 43.9 41.9 57.3 13.3 22.8 19.4 31.8
Other: 74.9 81.5 98.6 95.1 54.9 67.6 71.1 68.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 134,668: 31,016 13,799 9,172 84,855 106,568 125,043 129,539: 9,625 5,129
Old : 106,919: 31,018 14,096 8,650 57,963 79,197 97,632 101,943: 9,287 4,976
Other: 27,750: 440 145 80 26,892 27,371 27,412 27,596: 338 153
: : :
: : Changes in Commitments from: December 13, 2005 :
: -241: 1,066 -1,082 -60 -324 1,571 683 429: -924 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 10.2 6.8 63.0 79.1 92.9 96.2: 7.1 3.8
Old : 100.0: 29.0 13.2 8.1 54.2 74.1 91.3 95.3: 8.7 4.7
Other: 100.0: 1.6 0.5 0.3 96.9 98.6 98.8 99.4: 1.2 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 54 37 29 52 43 125 95:
Old : 159: 56 38 28 51 39 124 90:
Other: 38: 7 3 6 14 21 22 29:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 33.3 43.0 53.7 19.1 22.0 28.9 32.9
Old : 25.8 28.9 41.3 46.1 21.8 20.6 32.9 34.1
Other: 69.2 73.4 94.0 90.7 41.4 52.1 57.0 60.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 765,816: 135,663 8,261 180,146 350,682 525,401 666,490 713,808: 99,326 52,008
Old : 765,816: 135,663 8,261 180,146 350,682 525,401 666,490 713,808: 99,326 52,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 27,264: -10,491 -3,998 12,104 27,905 18,518 29,518 26,624: -2,255 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.1 23.5 45.8 68.6 87.0 93.2: 13.0 6.8
Old : 100.0: 17.7 1.1 23.5 45.8 68.6 87.0 93.2: 13.0 6.8
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: 63 33 56 67 67 164 127:
Old : 179: 63 33 56 67 67 164 127:
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 : 16.6 24.7 27.8 41.6 10.6 17.7 16.8 27.1
Old : 16.6 24.7 27.8 41.6 10.6 17.7 16.8 27.1
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 20, 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 : 109,022: 15,351 18,353 33,188 48,972 49,748 97,511 101,288: 11,511 7,734
Old : 105,373: 15,639 19,353 31,116 47,532 47,634 94,287 98,103: 11,086 7,270
Other: 3,649: 1,111 398 673 1,440 2,113 3,225 3,185: 425 464
: : :
: : Changes in Commitments from: December 13, 2005 :
: 938: 739 -2,218 1,732 -1,493 1,898 979 1,413: -41 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.8 30.4 44.9 45.6 89.4 92.9: 10.6 7.1
Old : 100.0: 14.8 18.4 29.5 45.1 45.2 89.5 93.1: 10.5 6.9
Other: 100.0: 30.5 10.9 18.4 39.5 57.9 88.4 87.3: 11.6 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 129 78 108 92 87 262 239:
Old : 324: 129 79 108 92 85 262 237:
Other: 65: 13 9 16 21 31 40 50:
:----------------------------------------------------------------------------------------------------
: 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 15.8 26.5 25.2 16.4 12.3 23.6 19.1
Old : 16.9 16.2 27.2 25.7 16.9 12.8 24.4 20.3
Other: 47.3 34.7 67.2 54.1 34.9 24.5 46.0 35.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 26,379: 13,563 2,791 2,687 8,210 18,833 24,460 24,312: 1,919 2,067
Old : 26,379: 13,563 2,791 2,687 8,210 18,833 24,460 24,312: 1,919 2,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -9,176: -7,347 -653 -147 -964 -8,250 -8,458 -9,050: -718 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 10.6 10.2 31.1 71.4 92.7 92.2: 7.3 7.8
Old : 100.0: 51.4 10.6 10.2 31.1 71.4 92.7 92.2: 7.3 7.8
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 : 43: 18 12 8 6 9 28 26:
Old : 43: 18 12 8 6 9 28 26:
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 : 63.1 67.5 81.9 83.1 55.3 61.6 68.0 70.2
Old : 63.1 67.5 81.9 83.1 55.3 61.6 68.0 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005