COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 148,508 COMMITMENTS 21,319 23,306 32,874 75,855 81,677 130,048 137,857 18,460 10,652 CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 8,590) 3,033 -5,103 3,744 -370 9,313 6,407 7,954 2,183 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 15.7 22.1 51.1 55.0 87.6 92.8 12.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 103 58 75 73 63 208 168 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,250 COMMITMENTS 10,120 2,416 12,393 21,709 30,712 44,221 45,521 4,028 2,729 CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -3,175) -1,528 -53 -656 -400 -1,218 -2,584 -1,928 -591 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 5.0 25.7 45.0 63.7 91.7 94.3 8.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 51 30 28 25 23 95 65 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,922 COMMITMENTS 34,116 11,760 10,762 86,243 114,581 131,122 137,103 13,800 7,818 CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 7,995) 2,399 -1,490 1,346 849 6,336 4,593 6,192 3,402 1,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 8.1 7.4 59.5 79.1 90.5 94.6 9.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 68 32 27 48 42 130 89 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 766,787 COMMITMENTS 136,128 19,098 188,119 348,766 508,311 673,014 715,529 93,773 51,258 CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -12,137) 2,706 5,591 -3,841 -6,909 -22,491 -8,045 -20,742 -4,092 8,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 2.5 24.5 45.5 66.3 87.8 93.3 12.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 70 29 59 65 66 166 129 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 113,292 COMMITMENTS 18,232 14,511 34,926 47,169 55,322 100,327 104,759 12,966 8,533 CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 1,469) 499 -2,418 1,548 -1,867 1,790 180 920 1,288 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 12.8 30.8 41.6 48.8 88.6 92.5 11.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 128 74 108 90 89 266 231 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,167 COMMITMENTS 14,212 3,560 2,182 8,929 19,637 25,324 25,379 1,844 1,788 CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,278) 959 1,459 -56 1,525 1,189 2,428 2,593 -150 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 13.1 8.0 32.9 72.3 93.2 93.4 6.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 28 7 7 6 8 36 21
Updated January 7, 2006