COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 139,919 COMMITMENTS 18,286 28,408 29,130 76,225 72,364 123,641 129,903 16,278 10,016 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 4,699) 1,338 -3,809 2,832 241 6,931 4,411 5,954 287 -1,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 20.3 20.8 54.5 51.7 88.4 92.8 11.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 86 56 72 75 60 190 164 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 51,425 COMMITMENTS 11,648 2,469 13,049 22,109 31,930 46,806 47,448 4,619 3,977 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -5,655) -1,851 -299 -1,633 -1,549 -3,912 -5,033 -5,844 -621 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 4.8 25.4 43.0 62.1 91.0 92.3 9.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 57 30 33 26 26 104 73 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,926 COMMITMENTS 31,717 13,249 9,417 85,395 108,245 126,529 130,911 10,398 6,015 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,258) 701 -550 245 540 1,678 1,485 1,372 773 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 9.7 6.9 62.4 79.1 92.4 95.6 7.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 61 28 27 53 43 123 92 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 778,924 COMMITMENTS 133,423 13,508 191,960 355,676 530,802 681,059 736,270 97,866 42,654 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 13,109) -2,240 5,247 11,815 4,994 5,401 14,569 22,463 -1,461 -9,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 1.7 24.6 45.7 68.1 87.4 94.5 12.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 68 28 56 65 67 162 127 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,824 COMMITMENTS 17,732 16,929 33,378 49,036 53,533 100,146 103,840 11,677 7,984 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,802) 2,381 -1,423 190 64 3,785 2,635 2,551 166 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 15.1 29.8 43.9 47.9 89.6 92.9 10.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 126 72 101 90 86 257 226 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,889 COMMITMENTS 13,253 2,101 2,238 7,404 18,447 22,895 22,786 1,994 2,103 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -1,489) -309 -690 -449 -806 -386 -1,565 -1,525 76 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.2 8.4 9.0 29.7 74.1 92.0 91.6 8.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 21 9 7 6 8 31 21
Updated December 30, 2005