COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, January 3, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 109,473: 21,761 26,228 8,462 64,035 65,474 94,258 100,164: 15,215 9,309 Old : 105,825: 21,702 27,646 6,792 62,578 62,643 91,072 97,081: 14,753 8,744 Other: 3,648: 1,704 227 25 1,457 2,831 3,186 3,083: 462 565 : : : : : Changes in Commitments from: December 27, 2005 : : 5,222: 2,713 -5,219 1,900 -874 8,316 3,739 4,997: 1,483 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 24.0 7.7 58.5 59.8 86.1 91.5: 13.9 8.5 Old : 100.0: 20.5 26.1 6.4 59.1 59.2 86.1 91.7: 13.9 8.3 Other: 100.0: 46.7 6.2 0.7 39.9 77.6 87.3 84.5: 12.7 15.5 : : : :# Traders : Number of Traders in Each Category : All : 226: 90 57 54 53 48 170 138: Old : 225: 88 60 52 52 47 167 137: Other: 47: 16 6 1 9 18 26 24: :---------------------------------------------------------------------------------------------------- : 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 34.8 42.7 43.0 30.4 31.8 41.6 39.7 Old : 31.3 35.9 44.1 44.1 31.3 32.9 43.1 41.0 Other: 54.7 65.9 71.7 74.9 54.7 65.9 70.5 74.5 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, January 3, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 30,632: 9,978 4,793 2,166 15,095 21,673 27,239 28,632: 3,393 2,000 Old : 29,881: 10,153 4,332 1,885 14,456 21,672 26,494 27,889: 3,387 1,992 Other: 751: 62 698 44 639 1 745 743: 6 8 : : : : : Changes in Commitments from: December 27, 2005 : : -4,079: -1,463 -531 -1,154 -832 -1,306 -3,449 -2,991: -630 -1,088 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 15.6 7.1 49.3 70.8 88.9 93.5: 11.1 6.5 Old : 100.0: 34.0 14.5 6.3 48.4 72.5 88.7 93.3: 11.3 6.7 Other: 100.0: 8.3 92.9 5.9 85.1 0.1 99.2 98.9: 0.8 1.1 : : : :# Traders : Number of Traders in Each Category : All : 106: 44 29 15 17 17 74 51: Old : 106: 46 29 15 17 17 74 51: Other: 12: 3 5 4 2 1 7 9: :---------------------------------------------------------------------------------------------------- : 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 : 35.0 52.5 50.3 66.7 25.1 37.7 35.1 47.9 Old : 33.8 53.9 49.4 68.3 24.7 39.8 35.0 50.2 Other: 94.7 95.5 99.2 98.8 92.8 92.7 93.3 93.1 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, January 3, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 130,473: 36,572 11,173 1,121 81,058 111,612 118,751 123,906: 11,722 6,567 Old : 102,165: 36,499 11,235 994 53,567 83,707 91,060 95,936: 11,105 6,229 Other: 28,308: 190 55 10 27,491 27,905 27,691 27,970: 617 338 : : : : : Changes in Commitments from: December 27, 2005 : : 4,572: 2,629 -2,348 -186 -591 6,035 1,852 3,501: 2,720 1,071 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 8.6 0.9 62.1 85.5 91.0 95.0: 9.0 5.0 Old : 100.0: 35.7 11.0 1.0 52.4 81.9 89.1 93.9: 10.9 6.1 Other: 100.0: 0.7 0.2 0.0 97.1 98.6 97.8 98.8: 2.2 1.2 : : : :# Traders : Number of Traders in Each Category : All : 153: 68 25 8 48 41 120 72: Old : 153: 69 25 7 46 38 118 68: Other: 32: 3 2 2 13 21 17 24: :---------------------------------------------------------------------------------------------------- : 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 : 27.4 36.8 42.3 57.8 19.1 26.5 29.1 39.9 Old : 25.2 34.7 41.3 52.3 21.9 28.2 33.3 43.9 Other: 69.1 71.9 94.4 88.1 41.9 51.1 59.4 62.2 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, January 3, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 532,712: 132,491 38,804 49,336 275,312 407,563 457,139 495,703: 75,573 37,009 Old : 532,712: 132,491 38,804 49,336 275,312 407,563 457,139 495,703: 75,573 37,009 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2005 : : -98: 7,324 2,771 1,258 -4,845 -6,668 3,737 -2,639: -3,835 2,541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 7.3 9.3 51.7 76.5 85.8 93.1: 14.2 6.9 Old : 100.0: 24.9 7.3 9.3 51.7 76.5 85.8 93.1: 14.2 6.9 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 : 172: 68 27 48 58 55 153 110: Old : 172: 68 27 48 58 55 153 110: 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 : 19.2 28.9 32.1 47.9 16.6 24.5 25.9 36.7 Old : 19.2 28.9 32.1 47.9 16.6 24.5 25.9 36.7 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 - Futures Only, January 3, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 82,671: 20,375 17,531 8,448 43,409 50,330 72,232 76,309: 10,439 6,362 Old : 79,219: 20,329 18,465 6,793 41,951 48,082 69,073 73,340: 10,146 5,879 Other: 3,452: 1,030 50 671 1,458 2,248 3,159 2,969: 293 483 : : : : : Changes in Commitments from: December 27, 2005 : : -31: -253 -2,045 608 -1,105 1,832 -750 395: 719 -426 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 21.2 10.2 52.5 60.9 87.4 92.3: 12.6 7.7 Old : 100.0: 25.7 23.3 8.6 53.0 60.7 87.2 92.6: 12.8 7.4 Other: 100.0: 29.8 1.4 19.4 42.2 65.1 91.5 86.0: 8.5 14.0 : : : :# Traders : Number of Traders in Each Category : All : 295: 111 67 52 85 79 224 179: Old : 295: 109 70 50 83 76 221 175: Other: 60: 12 4 3 21 32 34 39: :---------------------------------------------------------------------------------------------------- : 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 : 22.0 21.3 31.9 31.2 22.0 19.2 31.7 27.4 Old : 23.0 22.1 33.3 32.2 23.0 20.4 33.1 29.9 Other: 53.0 35.5 74.7 55.0 42.7 21.9 50.2 34.1 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, January 3, 2006 ------------------------------------------------------------------------------------------------------------------- : 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 : 26,629: 13,920 3,392 2,015 8,908 19,628 24,843 25,035: 1,786 1,594 Old : 26,629: 13,920 3,392 2,015 8,908 19,628 24,843 25,035: 1,786 1,594 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 27, 2005 : : 2,166: 678 1,276 2 1,518 1,194 2,198 2,472: -32 -306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 12.7 7.6 33.5 73.7 93.3 94.0: 6.7 6.0 Old : 100.0: 52.3 12.7 7.6 33.5 73.7 93.3 94.0: 6.7 6.0 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 : 45: 26 7 4 5 8 34 17: Old : 45: 26 7 4 5 8 34 17: 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 : 59.8 70.8 77.2 89.3 50.5 70.4 64.6 76.7 Old : 59.8 70.8 77.2 89.3 50.5 70.4 64.6 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006