COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 Commitments of Traders - Futures Only, February 21, 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 : 124,431: 32,142 13,316 5,550 72,345 96,396 110,037 115,262: 14,394 9,169 Old : 112,870: 30,528 15,351 2,060 67,494 87,989 100,082 105,400: 12,788 7,470 Other: 11,561: 4,106 457 998 4,851 8,407 9,955 9,862: 1,606 1,699 : : : : : Changes in Commitments from: February 14, 2006 : : -10,928: -1,920 940 -2,046 -3,053 -8,245 -7,019 -9,351: -3,909 -1,577 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 10.7 4.5 58.1 77.5 88.4 92.6: 11.6 7.4 Old : 100.0: 27.0 13.6 1.8 59.8 78.0 88.7 93.4: 11.3 6.6 Other: 100.0: 35.5 4.0 8.6 42.0 72.7 86.1 85.3: 13.9 14.7 : : : :# Traders : Number of Traders in Each Category : All : 193: 65 48 40 46 50 147 109: Old : 190: 66 50 25 43 49 129 106: Other: 82: 30 14 7 14 30 49 46: :---------------------------------------------------------------------------------------------------- : 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 : 29.4 43.6 43.5 54.2 29.1 37.8 40.2 46.8 Old : 32.4 45.8 47.9 55.7 32.1 40.9 44.3 50.4 Other: 37.8 42.4 53.5 63.1 30.1 41.9 44.3 54.5 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 Commitments of Traders - Futures Only, February 21, 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 : 37,503: 13,460 7,626 2,956 17,306 24,098 33,722 34,680: 3,781 2,823 Old : 35,876: 13,826 6,980 2,193 16,105 23,913 32,124 33,086: 3,752 2,790 Other: 1,627: 292 1,304 105 1,201 185 1,598 1,594: 29 33 : : : : : Changes in Commitments from: February 14, 2006 : : 1,573: 448 1,910 -190 1,154 -307 1,412 1,413: 161 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 20.3 7.9 46.1 64.3 89.9 92.5: 10.1 7.5 Old : 100.0: 38.5 19.5 6.1 44.9 66.7 89.5 92.2: 10.5 7.8 Other: 100.0: 17.9 80.1 6.5 73.8 11.4 98.2 98.0: 1.8 2.0 : : : :# Traders : Number of Traders in Each Category : All : 127: 60 30 19 24 21 99 59: Old : 127: 60 30 19 24 21 99 59: Other: 18: 2 11 4 2 4 6 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 : 30.2 47.6 41.8 60.4 18.8 30.9 27.4 41.7 Old : 28.2 49.4 40.4 62.4 17.6 33.2 26.6 44.5 Other: 92.0 68.2 98.2 88.3 89.7 62.0 89.7 82.1 COCOA - NEW YORK BOARD OF TRADE Code-073732 Commitments of Traders - Futures Only, February 21, 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 : 124,898: 33,885 15,449 2,734 79,332 101,809 115,951 119,992: 8,947 4,906 Old : 87,672: 32,702 15,938 1,653 44,829 65,908 79,184 83,499: 8,488 4,173 Other: 37,226: 2,004 332 260 34,503 35,901 36,767 36,493: 459 733 : : : : : Changes in Commitments from: February 14, 2006 : : 3,176: -1,460 3,444 626 3,825 -1,812 2,991 2,258: 185 918 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 12.4 2.2 63.5 81.5 92.8 96.1: 7.2 3.9 Old : 100.0: 37.3 18.2 1.9 51.1 75.2 90.3 95.2: 9.7 4.8 Other: 100.0: 5.4 0.9 0.7 92.7 96.4 98.8 98.0: 1.2 2.0 : : : :# Traders : Number of Traders in Each Category : All : 154: 61 26 19 52 39 122 80: Old : 152: 60 28 16 52 35 119 74: Other: 48: 10 7 9 21 23 36 34: :---------------------------------------------------------------------------------------------------- : 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 : 25.3 37.9 41.3 54.4 18.9 24.7 27.9 36.0 Old : 23.7 32.9 38.4 50.2 23.3 24.1 34.4 41.1 Other: 56.3 65.0 81.6 81.7 35.3 42.2 49.8 54.9 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 Commitments of Traders - Futures Only, February 21, 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 : 487,329: 111,957 32,834 33,253 282,019 389,089 427,229 455,176: 60,100 32,153 Old : 487,329: 111,957 32,834 33,253 282,019 389,089 427,229 455,176: 60,100 32,153 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2006 : : -8,951: -539 3,294 -5,133 4,779 -6,392 -893 -8,231: -8,058 -720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 6.7 6.8 57.9 79.8 87.7 93.4: 12.3 6.6 Old : 100.0: 23.0 6.7 6.8 57.9 79.8 87.7 93.4: 12.3 6.6 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 : 165: 71 24 47 62 49 145 109: Old : 165: 71 24 47 62 49 145 109: 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 : 19.6 37.7 33.2 52.6 15.6 27.2 24.6 40.4 Old : 19.6 37.7 33.2 52.6 15.6 27.2 24.6 40.4 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 - Futures Only, February 21, 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 : 96,019: 23,050 11,937 12,817 49,610 64,311 85,477 89,065: 10,542 6,954 Old : 88,283: 23,738 13,146 9,563 44,882 59,492 78,183 82,201: 10,100 6,082 Other: 7,736: 1,627 1,106 939 4,728 4,819 7,294 6,864: 442 872 : : : : : Changes in Commitments from: February 14, 2006 : : -5,765: -6,801 646 -537 1,441 -6,351 -5,897 -6,242: 132 477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 12.4 13.3 51.7 67.0 89.0 92.8: 11.0 7.2 Old : 100.0: 26.9 14.9 10.8 50.8 67.4 88.6 93.1: 11.4 6.9 Other: 100.0: 21.0 14.3 12.1 61.1 62.3 94.3 88.7: 5.7 11.3 : : : :# Traders : Number of Traders in Each Category : All : 291: 118 46 49 86 87 228 168: Old : 291: 123 48 44 82 85 221 164: Other: 90: 16 11 8 36 47 58 60: :---------------------------------------------------------------------------------------------------- : 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 : 20.6 22.1 31.9 33.3 20.6 16.4 29.3 26.8 Old : 22.4 23.4 33.5 35.1 22.4 19.9 31.9 30.9 Other: 51.8 34.8 66.8 51.0 43.6 25.5 53.0 36.0 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 Commitments of Traders - Futures Only, February 21, 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 : 32,312: 19,027 4,040 2,081 9,182 24,123 30,290 30,244: 2,022 2,068 Old : 32,312: 19,027 4,040 2,081 9,182 24,123 30,290 30,244: 2,022 2,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2006 : : 2,961: 3,783 945 13 -610 2,048 3,186 3,006: -225 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 12.5 6.4 28.4 74.7 93.7 93.6: 6.3 6.4 Old : 100.0: 58.9 12.5 6.4 28.4 74.7 93.7 93.6: 6.3 6.4 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 : 52: 25 11 8 7 10 40 22: Old : 52: 25 11 8 7 10 40 22: 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 : 54.0 62.5 72.7 80.2 47.9 60.8 63.1 72.7 Old : 54.0 62.5 72.7 80.2 47.9 60.8 63.1 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006