COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 136,230 COMMITMENTS 24,168 46,727 12,448 83,286 63,381 119,902 122,556 16,328 13,674 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 3,743) -129 10,962 -2,056 5,547 -5,766 3,362 3,140 381 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 34.3 9.1 61.1 46.5 88.0 90.0 12.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 68 86 53 63 45 155 169 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,229 COMMITMENTS 18,658 9,684 2,788 11,834 22,068 33,280 34,540 4,949 3,689 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 956) 1,389 1,299 -993 -328 -238 68 68 888 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 25.3 7.3 31.0 57.7 87.1 90.4 12.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 68 25 15 21 21 98 54 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,010 COMMITMENTS 31,651 22,333 2,694 83,255 94,536 117,600 119,563 9,410 7,447 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,424) 641 698 -313 -3,999 -5,694 -3,671 -5,309 247 1,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 17.6 2.1 65.5 74.4 92.6 94.1 7.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 65 35 18 55 41 128 90 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 479,103 COMMITMENTS 107,516 33,112 33,841 261,107 375,687 402,464 442,640 76,639 36,463 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 16,269) 991 -543 6,382 -3,334 2,948 4,039 8,787 12,230 7,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 6.9 7.1 54.5 78.4 84.0 92.4 16.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 66 26 49 57 47 144 105 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 104,816 COMMITMENTS 24,141 16,841 14,392 56,358 65,031 94,891 96,264 9,925 8,552 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 5,085) 1,560 1,647 1,059 1,980 1,372 4,599 4,078 486 1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 16.1 13.7 53.8 62.0 90.5 91.8 9.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 111 82 66 90 87 235 217 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,158 COMMITMENTS 13,693 3,363 2,002 9,887 19,712 25,582 25,077 1,576 2,081 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -534) 2,579 -1,128 -6 -3,282 1,247 -709 113 175 -647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 12.4 7.4 36.4 72.6 94.2 92.3 5.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 20 11 2 9 7 31 19
Updated March 31, 2006