COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 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 : 132,487: 24,297 35,765 14,504 77,739 69,147 116,540 119,416: 15,947 13,071
Old : 113,696: 18,524 37,261 10,553 70,876 54,688 99,953 102,502: 13,743 11,194
Other: 18,791: 8,523 1,254 1,201 6,863 14,459 16,587 16,914: 2,204 1,877
: : :
: : Changes in Commitments from: March 14, 2006 :
: 5,967: 534 6,684 2,714 2,224 -3,822 5,472 5,576: 495 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.0 10.9 58.7 52.2 88.0 90.1: 12.0 9.9
Old : 100.0: 16.3 32.8 9.3 62.3 48.1 87.9 90.2: 12.1 9.8
Other: 100.0: 45.4 6.7 6.4 36.5 76.9 88.3 90.0: 11.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 75 73 56 60 45 159 158:
Old : 222: 70 77 40 54 43 140 149:
Other: 97: 38 16 13 25 30 68 54:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 31.2 41.0 39.8 28.5 26.8 40.0 34.7
Old : 33.2 32.2 47.1 40.4 33.2 27.9 45.7 35.8
Other: 36.3 49.0 49.4 63.3 31.0 47.6 44.1 61.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 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 : 37,273: 17,269 8,385 3,781 12,162 22,306 33,212 34,472: 4,061 2,801
Old : 35,456: 17,762 7,683 2,887 10,824 22,100 31,473 32,670: 3,983 2,786
Other: 1,817: 153 1,348 248 1,338 206 1,739 1,802: 78 15
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,003: 627 291 337 -144 5 820 633: 183 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 22.5 10.1 32.6 59.8 89.1 92.5: 10.9 7.5
Old : 100.0: 50.1 21.7 8.1 30.5 62.3 88.8 92.1: 11.2 7.9
Other: 100.0: 8.4 74.2 13.6 73.6 11.3 95.7 99.2: 4.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 66 31 21 19 20 100 61:
Old : 131: 68 30 21 19 20 100 61:
Other: 19: 1 13 4 2 4 6 18:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 42.5 38.4 59.5 21.4 34.6 32.6 49.7
Old : 22.6 44.3 36.6 61.6 20.3 36.6 32.0 53.6
Other: 89.0 63.9 95.7 85.8 79.6 51.7 79.6 72.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 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 : 130,434: 31,010 21,635 3,007 87,254 100,230 121,271 124,872: 9,163 5,562
Old : 92,566: 29,793 21,559 2,284 51,950 63,459 84,027 87,302: 8,539 5,264
Other: 37,868: 1,809 668 131 35,304 36,771 37,244 37,570: 624 298
: : :
: : Changes in Commitments from: March 14, 2006 :
: 446: -906 -2,110 705 267 1,478 66 73: 380 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.6 2.3 66.9 76.8 93.0 95.7: 7.0 4.3
Old : 100.0: 32.2 23.3 2.5 56.1 68.6 90.8 94.3: 9.2 5.7
Other: 100.0: 4.8 1.8 0.3 93.2 97.1 98.4 99.2: 1.6 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 63 33 15 53 40 124 84:
Old : 159: 65 32 13 51 36 119 78:
Other: 48: 8 7 6 23 23 35 32:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 34.6 39.7 51.8 17.1 26.0 26.0 36.1
Old : 20.6 32.0 34.8 48.3 20.1 28.1 31.0 42.2
Other: 57.2 66.8 81.3 84.7 37.7 45.8 52.4 58.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 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 : 462,834: 106,525 33,655 27,459 264,441 372,739 398,425 433,853: 64,409 28,981
Old : 462,834: 106,525 33,655 27,459 264,441 372,739 398,425 433,853: 64,409 28,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 8,224: 1,282 1,468 616 -1,624 5,025 274 7,109: 7,950 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.3 5.9 57.1 80.5 86.1 93.7: 13.9 6.3
Old : 100.0: 23.0 7.3 5.9 57.1 80.5 86.1 93.7: 13.9 6.3
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 : 164: 66 22 52 58 50 145 109:
Old : 164: 66 22 52 58 50 145 109:
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 : 19.8 36.9 33.8 53.0 16.9 27.2 25.3 39.5
Old : 19.8 36.9 33.8 53.0 16.9 27.2 25.3 39.5
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, March 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 : 99,731: 22,581 15,194 13,333 54,378 63,659 90,292 92,186: 9,439 7,545
Old : 89,780: 23,164 16,556 9,188 48,576 57,721 80,928 83,465: 8,852 6,315
Other: 9,951: 2,616 1,837 946 5,802 5,938 9,364 8,721: 587 1,230
: : :
: : Changes in Commitments from: March 14, 2006 :
: 2,298: 1,040 -29 -49 1,105 1,955 2,096 1,877: 202 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 15.2 13.4 54.5 63.8 90.5 92.4: 9.5 7.6
Old : 100.0: 25.8 18.4 10.2 54.1 64.3 90.1 93.0: 9.9 7.0
Other: 100.0: 26.3 18.5 9.5 58.3 59.7 94.1 87.6: 5.9 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 107 74 60 88 86 226 201:
Old : 303: 111 75 56 83 82 218 195:
Other: 108: 19 23 13 42 47 69 75:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 24.1 34.0 35.8 20.8 17.1 29.9 26.7
Old : 23.1 25.5 36.3 38.1 23.1 20.4 33.2 31.3
Other: 39.8 29.0 55.4 43.5 31.4 19.2 43.4 31.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 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 : 27,692: 11,114 4,491 2,008 13,169 18,465 26,291 24,964: 1,401 2,728
Old : 27,692: 11,114 4,491 2,008 13,169 18,465 26,291 24,964: 1,401 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,141: -7,196 1,690 -63 7,157 -3,453 -102 -1,826: -1,039 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 16.2 7.3 47.6 66.7 94.9 90.1: 5.1 9.9
Old : 100.0: 40.1 16.2 7.3 47.6 66.7 94.9 90.1: 5.1 9.9
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 : 50: 20 16 3 6 9 28 27:
Old : 50: 20 16 3 6 9 28 27:
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 : 60.8 68.6 83.0 80.4 58.7 64.9 75.3 73.5
Old : 60.8 68.6 83.0 80.4 58.7 64.9 75.3 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006