COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 177,276 COMMITMENTS 33,628 8,505 41,022 78,727 112,190 153,378 161,717 23,899 15,559 CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,775) -1,238 -475 -541 1,817 457 38 -559 2,736 3,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 4.8 23.1 44.4 63.3 86.5 91.2 13.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 111 53 80 71 62 226 162 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,183 COMMITMENTS 7,141 2,805 13,237 22,817 28,091 43,195 44,132 3,987 3,050 CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,272) 311 28 1,374 304 1,304 1,990 2,706 282 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 5.9 28.1 48.4 59.5 91.5 93.5 8.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 57 27 37 28 24 95 81 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 147,572 COMMITMENTS 32,567 10,262 14,516 88,889 116,920 135,971 141,697 11,601 5,874 CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,215) -3,960 -516 1,344 5,179 2,439 2,563 3,267 -348 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 7.0 9.8 60.2 79.2 92.1 96.0 7.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 61 30 39 52 47 137 100 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 846,390 COMMITMENTS 101,400 17,093 244,199 389,449 525,613 735,048 786,904 111,342 59,485 CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 25,819) -6,027 289 20,292 8,501 1,239 22,766 21,821 3,053 3,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 2.0 28.9 46.0 62.1 86.8 93.0 13.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 73 30 65 65 64 165 134 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 149,094 COMMITMENTS 33,828 8,807 49,135 50,488 81,431 133,451 139,373 15,643 9,722 CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,600) -519 -124 -612 1,139 1,579 8 843 1,591 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 5.9 33.0 33.9 54.6 89.5 93.5 10.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 155 63 135 98 106 321 264 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,336 COMMITMENTS 10,848 6,677 2,316 13,126 15,542 26,290 24,535 2,046 3,801 CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -220) 408 129 -97 -978 -20 -667 12 447 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 23.6 8.2 46.3 54.8 92.8 86.6 7.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 17 20 6 9 9 29 33
Updated February 3, 2006