COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 174,502 COMMITMENTS 34,866 8,980 41,563 76,910 111,734 153,339 162,276 21,162 12,225 CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 12,554) 6,078 -3,933 4,813 389 10,652 11,280 11,532 1,274 1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 5.1 23.8 44.1 64.0 87.9 93.0 12.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 119 50 79 73 63 235 161 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,911 COMMITMENTS 6,830 2,778 11,862 22,513 26,787 41,205 41,427 3,706 3,484 CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -2,933) -3,272 157 -467 730 -3,552 -3,008 -3,862 75 928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 6.2 26.4 50.1 59.6 91.7 92.2 8.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 52 27 34 26 21 89 73 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,357 COMMITMENTS 36,527 10,778 13,171 83,709 114,481 133,408 138,430 11,949 6,927 CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 677) -414 -1,251 746 2,064 738 2,395 233 -1,718 444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 7.4 9.1 57.6 78.8 91.8 95.2 8.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 70 24 38 48 44 136 95 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 820,571 COMMITMENTS 107,427 16,804 223,906 380,949 524,373 712,282 765,083 108,289 55,487 CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 32,055) -31,006 2,807 26,963 31,987 6,019 27,944 35,789 4,111 -3,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 2.0 27.3 46.4 63.9 86.8 93.2 13.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 69 33 57 65 66 164 128 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 147,495 COMMITMENTS 34,346 8,931 49,747 49,349 79,851 133,443 138,529 14,052 8,966 CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 8,522) 2,510 -873 4,290 1,564 5,664 8,365 9,081 157 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 6.1 33.7 33.5 54.1 90.5 93.9 9.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 168 58 130 92 102 318 257 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,556 COMMITMENTS 10,440 6,548 2,413 14,104 15,562 26,957 24,523 1,599 4,033 CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 1,896) 343 1,206 160 2,134 395 2,637 1,761 -741 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 22.9 8.5 49.4 54.5 94.4 85.9 5.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 20 8 10 11 29 37
Updated January 20, 2006