COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 28, 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 : 136,230: 24,168 46,727 12,448 83,286 63,381 119,902 122,556: 16,328 13,674
Old : 113,689: 18,443 47,749 7,826 73,695 46,388 99,964 101,963: 13,725 11,726
Other: 22,541: 8,678 1,931 1,669 9,591 16,993 19,938 20,593: 2,603 1,948
: : :
: : Changes in Commitments from: March 21, 2006 :
: 3,743: -129 10,962 -2,056 5,547 -5,766 3,362 3,140: 381 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 34.3 9.1 61.1 46.5 88.0 90.0: 12.0 10.0
Old : 100.0: 16.2 42.0 6.9 64.8 40.8 87.9 89.7: 12.1 10.3
Other: 100.0: 38.5 8.6 7.4 42.5 75.4 88.5 91.4: 11.5 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 68 86 53 63 45 155 169:
Old : 233: 65 90 38 57 41 139 158:
Other: 102: 36 20 13 28 30 71 57:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 28.1 40.5 36.5 27.9 23.3 39.6 31.4
Old : 33.5 29.9 46.5 37.5 33.5 26.3 45.9 33.9
Other: 32.6 49.4 46.5 62.6 28.7 46.9 39.9 56.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 28, 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 : 38,229: 18,658 9,684 2,788 11,834 22,068 33,280 34,540: 4,949 3,689
Old : 36,356: 19,128 8,934 1,883 10,470 21,867 31,481 32,684: 4,875 3,672
Other: 1,873: 169 1,389 266 1,364 201 1,799 1,856: 74 17
: : :
: : Changes in Commitments from: March 21, 2006 :
: 956: 1,389 1,299 -993 -328 -238 68 68: 888 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 25.3 7.3 31.0 57.7 87.1 90.4: 12.9 9.6
Old : 100.0: 52.6 24.6 5.2 28.8 60.1 86.6 89.9: 13.4 10.1
Other: 100.0: 9.0 74.2 14.2 72.8 10.7 96.0 99.1: 4.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 68 25 15 21 21 98 54:
Old : 126: 70 24 14 21 21 97 54:
Other: 22: 3 13 5 3 4 10 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 : 25.2 41.0 38.2 58.7 20.5 32.9 32.4 49.0
Old : 22.8 42.8 36.5 61.0 19.4 34.6 31.9 52.8
Other: 85.2 63.5 95.7 86.0 77.1 53.7 79.8 72.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 28, 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 : 127,010: 31,651 22,333 2,694 83,255 94,536 117,600 119,563: 9,410 7,447
Old : 91,033: 30,247 22,284 1,890 49,986 59,819 82,123 83,993: 8,910 7,040
Other: 35,977: 1,973 618 235 33,269 34,717 35,477 35,570: 500 407
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,424: 641 698 -313 -3,999 -5,694 -3,671 -5,309: 247 1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.6 2.1 65.5 74.4 92.6 94.1: 7.4 5.9
Old : 100.0: 33.2 24.5 2.1 54.9 65.7 90.2 92.3: 9.8 7.7
Other: 100.0: 5.5 1.7 0.7 92.5 96.5 98.6 98.9: 1.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 65 35 18 55 41 128 90:
Old : 164: 66 35 17 54 37 124 85:
Other: 48: 9 6 4 23 22 34 30:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 34.1 38.2 50.3 17.6 26.1 27.2 37.3
Old : 20.7 31.4 34.4 46.5 20.6 27.4 32.4 41.1
Other: 54.7 65.2 80.1 84.1 37.8 48.8 55.3 62.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 28, 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 : 479,103: 107,516 33,112 33,841 261,107 375,687 402,464 442,640: 76,639 36,463
Old : 479,103: 107,516 33,112 33,841 261,107 375,687 402,464 442,640: 76,639 36,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 16,269: 991 -543 6,382 -3,334 2,948 4,039 8,787: 12,230 7,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.9 7.1 54.5 78.4 84.0 92.4: 16.0 7.6
Old : 100.0: 22.4 6.9 7.1 54.5 78.4 84.0 92.4: 16.0 7.6
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 : 166: 66 26 49 57 47 144 105:
Old : 166: 66 26 49 57 47 144 105:
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 : 19.4 37.2 32.6 52.2 16.4 28.9 24.4 40.9
Old : 19.4 37.2 32.6 52.2 16.4 28.9 24.4 40.9
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 28, 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 : 104,816: 24,141 16,841 14,392 56,358 65,031 94,891 96,264: 9,925 8,552
Old : 93,682: 24,520 18,200 9,632 50,086 58,487 84,238 86,319: 9,444 7,363
Other: 11,134: 3,142 2,162 1,239 6,272 6,544 10,653 9,945: 481 1,189
: : :
: : Changes in Commitments from: March 21, 2006 :
: 5,085: 1,560 1,647 1,059 1,980 1,372 4,599 4,078: 486 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 16.1 13.7 53.8 62.0 90.5 91.8: 9.5 8.2
Old : 100.0: 26.2 19.4 10.3 53.5 62.4 89.9 92.1: 10.1 7.9
Other: 100.0: 28.2 19.4 11.1 56.3 58.8 95.7 89.3: 4.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 111 82 66 90 87 235 217:
Old : 323: 115 84 60 85 84 227 211:
Other: 116: 19 25 15 45 50 75 80:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 23.5 33.2 34.9 20.0 15.9 28.9 25.4
Old : 23.2 24.7 35.9 37.0 22.3 18.8 32.4 29.3
Other: 37.8 29.7 55.0 43.5 30.9 17.6 42.4 29.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 28, 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 : 27,158: 13,693 3,363 2,002 9,887 19,712 25,582 25,077: 1,576 2,081
Old : 27,158: 13,693 3,363 2,002 9,887 19,712 25,582 25,077: 1,576 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -534: 2,579 -1,128 -6 -3,282 1,247 -709 113: 175 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 12.4 7.4 36.4 72.6 94.2 92.3: 5.8 7.7
Old : 100.0: 50.4 12.4 7.4 36.4 72.6 94.2 92.3: 5.8 7.7
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 : 46: 20 11 2 9 7 31 19:
Old : 46: 20 11 2 9 7 31 19:
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 : 60.0 75.7 77.3 85.0 57.9 71.3 69.9 78.1
Old : 60.0 75.7 77.3 85.0 57.9 71.3 69.9 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006