COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 161,253: 29,298 10,959 29,423 84,921 108,763 143,641 149,145: 17,612 12,108
Old : 140,221: 25,435 11,378 23,375 76,318 95,731 125,127 130,483: 15,093 9,738
Other: 21,033: 4,776 495 5,135 8,603 13,032 18,514 18,662: 2,519 2,371
: : :
: : Changes in Commitments from: February 21, 2006 :
: -251: -5,440 3,102 2,871 1,970 -7,491 -599 -1,518: 347 1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.8 18.2 52.7 67.4 89.1 92.5: 10.9 7.5
Old : 100.0: 18.1 8.1 16.7 54.4 68.3 89.2 93.1: 10.8 6.9
Other: 100.0: 22.7 2.4 24.4 40.9 62.0 88.0 88.7: 12.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 88 41 65 71 59 188 145:
Old : 213: 86 42 61 66 55 176 139:
Other: 108: 31 25 38 33 37 87 77:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 37.5 34.7 46.7 23.0 29.6 31.7 37.4
Old : 26.4 39.3 38.9 48.0 26.4 32.0 36.5 40.0
Other: 25.2 34.4 39.1 49.1 21.9 29.0 32.6 38.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 46,642: 15,341 2,282 11,159 15,791 30,613 42,291 44,054: 4,351 2,588
Old : 44,048: 15,803 2,593 9,417 14,517 29,487 39,737 41,496: 4,310 2,551
Other: 2,594: 470 621 810 1,274 1,127 2,554 2,557: 40 36
: : :
: : Changes in Commitments from: February 21, 2006 :
: -929: 1,494 -392 1,269 -3,694 -949 -930 -71: 2 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.9 23.9 33.9 65.6 90.7 94.5: 9.3 5.5
Old : 100.0: 35.9 5.9 21.4 33.0 66.9 90.2 94.2: 9.8 5.8
Other: 100.0: 18.1 24.0 31.2 49.1 43.4 98.5 98.6: 1.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 70 28 33 25 23 114 68:
Old : 135: 72 27 33 25 23 114 68:
Other: 22: 6 9 11 2 6 14 20:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 46.4 35.9 61.9 14.2 33.4 21.7 43.1
Old : 20.5 46.9 33.3 62.8 13.3 34.4 21.3 44.5
Other: 77.6 65.8 93.9 86.5 52.3 44.0 55.3 52.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 138,361: 32,353 21,164 10,438 86,668 102,810 129,460 134,412: 8,901 3,948
Old : 99,573: 30,680 21,264 9,271 51,191 65,297 91,142 95,832: 8,431 3,741
Other: 38,788: 2,471 697 370 35,477 37,513 38,318 38,581: 470 207
: : :
: : Changes in Commitments from: February 21, 2006 :
: 2,354: -465 5,677 -209 4,116 -1,375 3,442 4,093: -1,088 -1,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.3 7.5 62.6 74.3 93.6 97.1: 6.4 2.9
Old : 100.0: 30.8 21.4 9.3 51.4 65.6 91.5 96.2: 8.5 3.8
Other: 100.0: 6.4 1.8 1.0 91.5 96.7 98.8 99.5: 1.2 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 63 36 31 56 45 132 106:
Old : 166: 61 41 29 56 41 129 100:
Other: 56: 14 10 13 22 25 42 42:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 31.5 38.4 49.2 16.5 23.1 26.0 31.9
Old : 21.5 28.2 35.8 43.6 19.4 22.1 31.0 35.0
Other: 54.7 63.3 79.5 80.7 34.8 42.1 48.8 55.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 723,811: 89,209 19,440 200,717 356,177 459,599 646,104 679,756: 77,708 44,055
Old : 723,811: 89,209 19,440 200,717 356,177 459,599 646,104 679,756: 77,708 44,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -25,023: -3,605 2,732 -6,378 -11,762 -17,664 -21,745 -21,311: -3,277 -3,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.7 27.7 49.2 63.5 89.3 93.9: 10.7 6.1
Old : 100.0: 12.3 2.7 27.7 49.2 63.5 89.3 93.9: 10.7 6.1
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: 63 29 62 65 57 153 125:
Old : 166: 63 29 62 65 57 153 125:
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 : 16.0 25.9 27.5 40.4 11.5 13.9 17.7 23.2
Old : 16.0 25.9 27.5 40.4 11.5 13.9 17.7 23.2
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 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 : 124,879: 20,236 13,299 36,123 55,504 66,907 111,863 116,329: 13,016 8,550
Old : 114,114: 21,018 14,432 30,474 50,220 61,567 101,713 106,474: 12,401 7,640
Other: 10,765: 1,730 1,378 3,137 5,284 5,340 10,151 9,855: 614 910
: : :
: : Changes in Commitments from: February 21, 2006 :
: 351: 37 1,928 -409 -127 -1,983 -499 -463: 850 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.6 28.9 44.4 53.6 89.6 93.2: 10.4 6.8
Old : 100.0: 18.4 12.6 26.7 44.0 54.0 89.1 93.3: 10.9 6.7
Other: 100.0: 16.1 12.8 29.1 49.1 49.6 94.3 91.6: 5.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 125 66 102 101 96 271 230:
Old : 323: 127 67 98 101 96 270 227:
Other: 112: 21 25 34 38 52 78 93:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 19.7 27.0 29.9 16.1 12.7 23.0 20.9
Old : 17.7 20.8 28.3 31.6 17.7 15.7 25.1 24.5
Other: 40.0 25.1 57.2 38.3 33.5 17.3 42.7 26.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 31,026: 18,234 2,722 2,464 8,071 23,203 28,769 28,389: 2,258 2,637
Old : 31,026: 18,234 2,722 2,464 8,071 23,203 28,769 28,389: 2,258 2,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,950: -874 -1,331 81 -1,146 -998 -1,939 -2,247: -11 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 8.8 7.9 26.0 74.8 92.7 91.5: 7.3 8.5
Old : 100.0: 58.8 8.8 7.9 26.0 74.8 92.7 91.5: 7.3 8.5
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 : 58: 30 14 8 6 10 42 27:
Old : 58: 30 14 8 6 10 42 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 : 51.5 65.3 70.5 79.6 45.0 61.4 60.1 69.4
Old : 51.5 65.3 70.5 79.6 45.0 61.4 60.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006