COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 154,562 COMMITMENTS 27,239 16,818 35,267 73,663 91,087 136,170 143,172 18,392 11,390 CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 6,054) 5,920 -6,488 2,393 -2,192 9,410 6,122 5,315 -68 738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 10.9 22.8 47.7 58.9 88.1 92.6 11.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 107 58 75 71 62 219 161 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 50,854 COMMITMENTS 11,860 2,208 13,621 20,827 32,634 46,307 48,463 4,547 2,391 CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 2,604) 1,740 -209 1,228 -882 1,923 2,086 2,942 519 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 4.3 26.8 41.0 64.2 91.1 95.3 8.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 65 22 28 24 24 97 66 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,169 COMMITMENTS 36,951 11,122 11,981 83,862 116,316 132,793 139,419 12,376 5,750 CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 247) 2,835 -638 1,218 -2,382 1,735 1,672 2,316 -1,424 -2,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 7.7 8.3 57.8 80.1 91.5 96.0 8.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 71 23 37 45 42 134 94 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 786,174 COMMITMENTS 137,998 23,298 201,030 356,858 510,573 695,886 734,900 90,288 51,274 CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 19,387) 1,870 4,199 12,910 8,092 2,262 22,872 19,371 -3,485 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 3.0 25.6 45.4 64.9 88.5 93.5 11.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 69 32 60 65 68 169 132 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 133,877 COMMITMENTS 28,023 9,642 47,808 45,045 67,459 120,876 124,909 13,000 8,968 CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 20,584) 9,791 -4,869 12,882 -2,124 12,136 20,549 20,149 35 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 7.2 35.7 33.6 50.4 90.3 93.3 9.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 162 61 120 88 96 301 244 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,538 COMMITMENTS 10,179 5,217 2,311 10,077 14,215 22,567 21,743 1,971 2,795 CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -2,630) -4,033 1,657 128 1,148 -5,422 -2,757 -3,637 127 1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 21.3 9.4 41.1 57.9 92.0 88.6 8.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 16 8 9 7 32 29
Updated January 12, 2006