COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 183,294: 39,099 6,230 41,795 81,714 123,230 162,608 171,255: 20,686 12,039
Old : 166,253: 35,494 6,542 37,277 74,847 112,445 147,618 156,263: 18,636 9,990
Other: 17,041: 4,373 457 3,750 6,867 10,785 14,991 14,992: 2,050 2,049
: : :
: : Changes in Commitments from: January 31, 2006 :
: 6,018: 5,471 -2,274 773 2,987 11,040 9,230 9,538: -3,212 -3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 3.4 22.8 44.6 67.2 88.7 93.4: 11.3 6.6
Old : 100.0: 21.3 3.9 22.4 45.0 67.6 88.8 94.0: 11.2 6.0
Other: 100.0: 25.7 2.7 22.0 40.3 63.3 88.0 88.0: 12.0 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 125 39 76 71 62 228 152:
Old : 250: 123 36 74 69 60 220 148:
Other: 97: 23 28 31 25 34 71 70:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 38.3 29.7 47.9 19.7 32.0 27.1 40.5
Old : 21.7 39.4 32.4 49.4 21.7 34.4 29.9 42.2
Other: 31.2 36.0 46.9 51.0 27.0 30.4 39.3 40.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 52,000: 10,918 2,324 13,943 22,589 32,683 47,450 48,950: 4,550 3,050
Old : 49,623: 11,204 2,414 12,612 21,286 31,595 45,102 46,621: 4,521 3,002
Other: 2,377: 266 463 780 1,303 1,087 2,348 2,329: 29 48
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,817: 3,776 -481 707 -228 4,592 4,255 4,818: 563 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 4.5 26.8 43.4 62.9 91.2 94.1: 8.8 5.9
Old : 100.0: 22.6 4.9 25.4 42.9 63.7 90.9 94.0: 9.1 6.0
Other: 100.0: 11.2 19.5 32.8 54.8 45.7 98.8 98.0: 1.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 63 30 36 26 23 106 75:
Old : 130: 64 30 36 26 23 106 75:
Other: 21: 6 8 10 2 6 13 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 45.8 40.9 59.9 12.1 27.5 17.6 33.8
Old : 25.5 46.1 39.2 59.9 11.2 28.2 17.0 34.5
Other: 80.0 67.9 95.8 85.4 51.3 40.8 52.5 49.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 146,022: 35,565 12,469 9,535 88,022 117,257 133,123 139,261: 12,899 6,761
Old : 109,846: 34,110 13,259 8,185 55,226 81,802 97,521 103,247: 12,325 6,599
Other: 36,176: 2,447 201 358 32,796 35,455 35,601 36,014: 574 161
: : :
: : Changes in Commitments from: January 31, 2006 :
: -1,550: 2,998 2,207 -4,980 -866 337 -2,848 -2,436: 1,298 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.5 6.5 60.3 80.3 91.2 95.4: 8.8 4.6
Old : 100.0: 31.1 12.1 7.5 50.3 74.5 88.8 94.0: 11.2 6.0
Other: 100.0: 6.8 0.6 1.0 90.7 98.0 98.4 99.6: 1.6 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 71 27 31 51 42 136 91:
Old : 162: 71 30 27 51 39 133 86:
Other: 49: 13 5 10 17 26 33 38:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 35.6 40.2 53.4 16.0 22.2 23.8 32.8
Old : 20.5 31.3 35.5 48.5 19.4 20.8 29.0 35.4
Other: 57.2 68.2 84.5 83.6 34.9 43.4 49.8 55.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 837,710: 98,111 13,252 239,802 406,272 532,683 744,185 785,737: 93,525 51,974
Old : 837,710: 98,111 13,252 239,802 406,272 532,683 744,185 785,737: 93,525 51,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -8,679: -3,289 -3,841 -4,396 16,822 7,070 9,137 -1,168: -17,816 -7,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 1.6 28.6 48.5 63.6 88.8 93.8: 11.2 6.2
Old : 100.0: 11.7 1.6 28.6 48.5 63.6 88.8 93.8: 11.2 6.2
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 : 184: 73 31 66 69 68 167 142:
Old : 184: 73 31 66 69 68 167 142:
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 : 15.7 23.3 27.6 38.7 9.9 12.8 15.6 21.4
Old : 15.7 23.3 27.6 38.7 9.9 12.8 15.6 21.4
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 143,831: 32,597 9,584 44,690 51,530 80,496 128,818 134,770: 15,013 9,061
Old : 134,611: 32,840 10,582 40,125 47,006 75,509 119,971 126,216: 14,640 8,395
Other: 9,220: 1,724 969 2,598 4,524 4,987 8,846 8,555: 374 665
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,263: -1,231 778 -4,445 1,042 -935 -4,633 -4,602: -630 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.7 31.1 35.8 56.0 89.6 93.7: 10.4 6.3
Old : 100.0: 24.4 7.9 29.8 34.9 56.1 89.1 93.8: 10.9 6.2
Other: 100.0: 18.7 10.5 28.2 49.1 54.1 95.9 92.8: 4.1 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 153 66 126 98 107 315 256:
Old : 367: 159 63 123 96 107 311 254:
Other: 109: 18 25 29 35 54 70 92:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 18.4 23.5 28.2 13.4 13.8 19.3 21.4
Old : 14.4 19.0 24.6 29.0 14.4 16.1 20.6 24.5
Other: 47.3 27.3 63.1 41.5 38.1 19.1 44.8 27.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 27,649: 11,062 5,009 2,356 11,805 17,508 25,223 24,873: 2,426 2,776
Old : 27,649: 11,062 5,009 2,356 11,805 17,508 25,223 24,873: 2,426 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -687: 213 -1,668 40 -1,320 1,966 -1,067 338: 379 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 18.1 8.5 42.7 63.3 91.2 90.0: 8.8 10.0
Old : 100.0: 40.0 18.1 8.5 42.7 63.3 91.2 90.0: 8.8 10.0
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: 24 13 8 6 9 35 26:
Old : 50: 24 13 8 6 9 35 26:
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 : 63.2 62.9 77.7 75.9 53.4 55.4 64.1 66.1
Old : 63.2 62.9 77.7 75.9 53.4 55.4 64.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2006