COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 154,562: 27,239 16,818 35,267 73,663 91,087 136,170 143,172: 18,392 11,390
Old : 147,678: 26,050 17,886 32,694 71,474 86,463 130,219 137,043: 17,459 10,635
Other: 6,884: 2,597 340 1,165 2,189 4,624 5,951 6,129: 933 754
: : :
: : Changes in Commitments from: January 3, 2006 :
: 6,054: 5,920 -6,488 2,393 -2,192 9,410 6,122 5,315: -68 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.9 22.8 47.7 58.9 88.1 92.6: 11.9 7.4
Old : 100.0: 17.6 12.1 22.1 48.4 58.5 88.2 92.8: 11.8 7.2
Other: 100.0: 37.7 4.9 16.9 31.8 67.2 86.5 89.0: 13.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 107 58 75 71 62 219 161:
Old : 255: 114 52 74 69 62 216 160:
Other: 70: 12 22 23 19 22 47 52:
:----------------------------------------------------------------------------------------------------
: 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 36.5 32.2 44.9 22.0 30.4 30.1 36.3
Old : 23.0 36.5 33.4 45.1 23.0 31.2 31.5 36.9
Other: 42.5 53.7 58.3 64.5 41.9 45.4 53.7 54.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 50,854: 11,860 2,208 13,621 20,827 32,634 46,307 48,463: 4,547 2,391
Old : 48,617: 12,210 2,167 12,360 19,507 31,745 44,077 46,272: 4,540 2,345
Other: 2,237: 230 621 681 1,320 889 2,230 2,191: 6 46
: : :
: : Changes in Commitments from: January 3, 2006 :
: 2,604: 1,740 -209 1,228 -882 1,923 2,086 2,942: 519 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.3 26.8 41.0 64.2 91.1 95.3: 8.9 4.7
Old : 100.0: 25.1 4.5 25.4 40.1 65.3 90.7 95.2: 9.3 4.8
Other: 100.0: 10.3 27.8 30.4 59.0 39.7 99.7 97.9: 0.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 65 22 28 24 24 97 66:
Old : 118: 65 22 28 24 24 97 66:
Other: 20: 4 10 7 2 5 12 16:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 48.5 45.0 63.7 16.3 29.7 22.7 37.8
Old : 29.3 49.1 43.9 64.8 15.6 30.7 22.3 39.0
Other: 82.3 68.6 96.8 87.2 56.1 41.2 57.1 51.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 145,169: 36,951 11,122 11,981 83,862 116,316 132,793 139,419: 12,376 5,750
Old : 116,171: 36,763 11,269 11,628 55,988 87,651 104,378 110,548: 11,793 5,623
Other: 28,997: 405 70 136 27,874 28,665 28,415 28,871: 583 127
: : :
: : Changes in Commitments from: January 3, 2006 :
: 247: 2,835 -638 1,218 -2,382 1,735 1,672 2,316: -1,424 -2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.7 8.3 57.8 80.1 91.5 96.0: 8.5 4.0
Old : 100.0: 31.6 9.7 10.0 48.2 75.5 89.8 95.2: 10.2 4.8
Other: 100.0: 1.4 0.2 0.5 96.1 98.9 98.0 99.6: 2.0 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 71 23 37 45 42 134 94:
Old : 161: 70 27 37 44 39 133 91:
Other: 37: 9 2 6 12 21 21 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 : 27.1 35.3 40.4 54.4 17.6 23.6 26.8 35.6
Old : 23.8 33.7 39.2 48.7 19.9 24.4 30.1 37.9
Other: 68.5 70.5 93.5 88.3 41.9 51.1 59.3 63.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 786,174: 137,998 23,298 201,030 356,858 510,573 695,886 734,900: 90,288 51,274
Old : 786,174: 137,998 23,298 201,030 356,858 510,573 695,886 734,900: 90,288 51,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 19,387: 1,870 4,199 12,910 8,092 2,262 22,872 19,371: -3,485 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.0 25.6 45.4 64.9 88.5 93.5: 11.5 6.5
Old : 100.0: 17.6 3.0 25.6 45.4 64.9 88.5 93.5: 11.5 6.5
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 : 183: 69 32 60 65 68 169 132:
Old : 183: 69 32 60 65 68 169 132:
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 : 16.3 23.3 26.9 39.7 10.5 15.9 16.7 24.8
Old : 16.3 23.3 26.9 39.7 10.5 15.9 16.7 24.8
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, January 10, 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 : 133,877: 28,023 9,642 47,808 45,045 67,459 120,876 124,909: 13,000 8,968
Old : 129,406: 27,937 10,958 45,406 43,436 64,597 116,779 120,961: 12,627 8,444
Other: 4,471: 1,592 190 896 1,609 2,861 4,097 3,947: 374 524
: : :
: : Changes in Commitments from: January 3, 2006 :
: 20,584: 9,791 -4,869 12,882 -2,124 12,136 20,549 20,149: 35 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 7.2 35.7 33.6 50.4 90.3 93.3: 9.7 6.7
Old : 100.0: 21.6 8.5 35.1 33.6 49.9 90.2 93.5: 9.8 6.5
Other: 100.0: 35.6 4.2 20.0 36.0 64.0 91.6 88.3: 8.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 162 61 120 88 96 301 244:
Old : 359: 159 68 120 88 96 301 244:
Other: 84: 23 11 21 23 40 54 65:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 18.6 24.8 28.0 13.9 14.6 20.5 21.5
Old : 15.7 19.0 25.5 28.6 14.4 15.4 21.2 22.9
Other: 49.2 26.8 66.0 43.8 39.1 18.4 46.6 28.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 24,538: 10,179 5,217 2,311 10,077 14,215 22,567 21,743: 1,971 2,795
Old : 24,538: 10,179 5,217 2,311 10,077 14,215 22,567 21,743: 1,971 2,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -2,630: -4,033 1,657 128 1,148 -5,422 -2,757 -3,637: 127 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 21.3 9.4 41.1 57.9 92.0 88.6: 8.0 11.4
Old : 100.0: 41.5 21.3 9.4 41.1 57.9 92.0 88.6: 8.0 11.4
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: 20 16 8 9 7 32 29:
Old : 50: 20 16 8 9 7 32 29:
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 : 71.7 72.0 80.4 80.7 58.6 61.7 64.8 66.1
Old : 71.7 72.0 80.4 80.7 58.6 61.7 64.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006