COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 161,948: 28,788 12,913 36,750 76,521 101,081 142,060 150,745: 19,888 11,203
Old : 152,960: 27,097 13,512 33,858 73,205 95,503 134,160 142,873: 18,800 10,087
Other: 8,988: 2,680 390 1,903 3,316 5,579 7,900 7,872: 1,088 1,116
: : :
: : Changes in Commitments from: January 10, 2006 :
: 7,386: 1,549 -3,905 1,482 2,858 9,995 5,890 7,572: 1,496 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.0 22.7 47.3 62.4 87.7 93.1: 12.3 6.9
Old : 100.0: 17.7 8.8 22.1 47.9 62.4 87.7 93.4: 12.3 6.6
Other: 100.0: 29.8 4.3 21.2 36.9 62.1 87.9 87.6: 12.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 104 54 76 73 63 219 160:
Old : 250: 108 51 74 72 63 216 158:
Other: 83: 19 23 28 23 28 58 63:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 37.2 31.2 46.6 21.4 31.5 29.3 38.1
Old : 22.6 37.5 32.6 47.2 22.6 32.3 31.1 39.0
Other: 37.7 46.3 53.5 58.3 36.0 39.3 47.9 47.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 47,844: 10,102 2,620 12,329 21,783 30,339 44,214 45,288: 3,630 2,556
Old : 45,725: 10,767 2,739 10,888 20,452 29,591 42,106 43,218: 3,619 2,507
Other: 2,119: 200 746 576 1,331 748 2,107 2,070: 11 48
: : :
: : Changes in Commitments from: January 10, 2006 :
: -3,010: -1,758 413 -1,291 956 -2,296 -2,093 -3,174: -916 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.5 25.8 45.5 63.4 92.4 94.7: 7.6 5.3
Old : 100.0: 23.5 6.0 23.8 44.7 64.7 92.1 94.5: 7.9 5.5
Other: 100.0: 9.4 35.2 27.2 62.8 35.3 99.5 97.7: 0.5 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 59 29 32 26 24 99 72:
Old : 122: 61 28 32 26 24 99 72:
Other: 20: 3 11 8 2 5 12 17:
:----------------------------------------------------------------------------------------------------
: 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 : 32.3 46.9 45.7 61.4 16.5 26.1 22.8 34.3
Old : 30.7 47.6 44.4 62.5 15.6 27.6 22.3 35.6
Other: 83.8 66.4 96.9 86.3 60.4 42.7 61.2 54.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 144,680: 36,941 12,029 12,426 81,646 113,743 131,013 138,198: 13,667 6,482
Old : 115,304: 36,563 12,067 12,054 53,597 85,200 102,214 109,320: 13,090 5,984
Other: 29,376: 554 138 196 28,049 28,543 28,799 28,877: 577 499
: : :
: : Changes in Commitments from: January 10, 2006 :
: -489: -10 907 445 -2,216 -2,574 -1,780 -1,221: 1,291 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.3 8.6 56.4 78.6 90.6 95.5: 9.4 4.5
Old : 100.0: 31.7 10.5 10.5 46.5 73.9 88.6 94.8: 11.4 5.2
Other: 100.0: 1.9 0.5 0.7 95.5 97.2 98.0 98.3: 2.0 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 72 29 38 46 43 138 99:
Old : 168: 72 30 38 46 40 138 96:
Other: 35: 7 3 6 12 20 21 27:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 33.8 39.7 51.2 16.9 21.5 25.3 32.3
Old : 23.4 31.0 38.0 45.4 19.7 20.6 29.0 33.7
Other: 68.2 69.6 92.9 87.0 42.0 50.7 60.1 62.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 788,516: 138,432 13,997 196,943 348,962 518,355 684,337 729,294: 104,178 59,221
Old : 788,516: 138,432 13,997 196,943 348,962 518,355 684,337 729,294: 104,178 59,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,341: 434 -9,301 -4,087 -7,896 7,782 -11,549 -5,606: 13,890 7,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 1.8 25.0 44.3 65.7 86.8 92.5: 13.2 7.5
Old : 100.0: 17.6 1.8 25.0 44.3 65.7 86.8 92.5: 13.2 7.5
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 : 177: 77 21 60 62 64 162 129:
Old : 177: 77 21 60 62 64 162 129:
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 : 15.6 23.1 26.2 39.6 10.3 15.8 16.3 25.0
Old : 15.6 23.1 26.2 39.6 10.3 15.8 16.3 25.0
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 17, 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 : 138,973: 31,836 9,804 45,457 47,785 74,187 125,078 129,448: 13,895 9,525
Old : 133,128: 31,736 11,240 42,715 45,252 70,370 119,703 124,324: 13,425 8,804
Other: 5,845: 1,696 161 1,145 2,533 3,818 5,375 5,124: 470 722
: : :
: : Changes in Commitments from: January 10, 2006 :
: 5,097: 3,813 162 -2,351 2,740 6,729 4,202 4,539: 895 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.1 32.7 34.4 53.4 90.0 93.1: 10.0 6.9
Old : 100.0: 23.8 8.4 32.1 34.0 52.9 89.9 93.4: 10.1 6.6
Other: 100.0: 29.0 2.7 19.6 43.3 65.3 92.0 87.7: 8.0 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 168 55 117 94 99 309 243:
Old : 365: 158 66 117 94 99 309 243:
Other: 86: 23 9 23 24 44 53 71:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 17.3 23.5 27.0 13.6 13.7 20.1 21.2
Old : 15.0 17.9 23.9 27.8 14.2 15.2 21.0 23.3
Other: 51.0 31.9 69.0 48.7 42.0 26.8 49.0 35.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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 : 26,660: 10,097 5,342 2,253 11,970 15,166 24,320 22,762: 2,340 3,898
Old : 26,660: 10,097 5,342 2,253 11,970 15,166 24,320 22,762: 2,340 3,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,122: -82 126 -58 1,893 951 1,753 1,019: 369 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 20.0 8.5 44.9 56.9 91.2 85.4: 8.8 14.6
Old : 100.0: 37.9 20.0 8.5 44.9 56.9 91.2 85.4: 8.8 14.6
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 : 49: 15 18 7 9 9 28 31:
Old : 49: 15 18 7 9 9 28 31:
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 : 69.0 64.7 80.6 74.9 57.5 56.0 66.6 62.1
Old : 69.0 64.7 80.6 74.9 57.5 56.0 66.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006