COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 163,239: 25,359 21,508 30,964 88,713 96,830 145,036 149,302: 18,202 13,937
Old : 139,274: 20,927 21,876 23,735 79,223 82,475 123,885 128,086: 15,388 11,188
Other: 23,965: 5,727 928 5,934 9,490 14,355 21,151 21,216: 2,814 2,749
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,985: -3,939 10,549 1,542 3,793 -11,934 1,395 157: 590 1,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.2 19.0 54.3 59.3 88.8 91.5: 11.2 8.5
Old : 100.0: 15.0 15.7 17.0 56.9 59.2 89.0 92.0: 11.0 8.0
Other: 100.0: 23.9 3.9 24.8 39.6 59.9 88.3 88.5: 11.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 84 62 70 72 57 188 163:
Old : 224: 82 61 64 67 53 177 154:
Other: 114: 34 25 41 37 39 93 83:
:----------------------------------------------------------------------------------------------------
: 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 32.8 34.7 41.4 23.0 24.9 31.7 31.6
Old : 26.9 34.3 39.6 42.0 26.9 26.4 37.1 33.5
Other: 23.0 34.2 38.1 48.9 20.8 29.1 31.2 36.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 46,408: 15,791 2,156 11,731 14,624 29,486 42,146 43,374: 4,262 3,034
Old : 43,903: 16,223 2,362 10,097 13,362 28,449 39,682 40,908: 4,221 2,995
Other: 2,505: 322 548 880 1,262 1,038 2,464 2,466: 41 39
: : :
: : Changes in Commitments from: February 28, 2006 :
: -234: 450 -125 572 -1,168 -1,127 -145 -680: -89 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.6 25.3 31.5 63.5 90.8 93.5: 9.2 6.5
Old : 100.0: 37.0 5.4 23.0 30.4 64.8 90.4 93.2: 9.6 6.8
Other: 100.0: 12.8 21.9 35.1 50.4 41.4 98.3 98.4: 1.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 83 26 36 20 21 115 72:
Old : 141: 81 28 36 20 21 115 72:
Other: 21: 5 9 11 2 6 14 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 : 24.8 45.8 38.7 62.0 15.6 32.7 23.2 43.6
Old : 22.9 46.4 36.5 63.1 14.8 33.7 22.9 45.1
Other: 77.9 65.3 93.6 86.9 51.5 42.6 51.9 49.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 140,350: 31,294 24,731 9,137 90,614 102,130 131,046 135,999: 9,305 4,351
Old : 101,593: 29,663 24,847 8,075 55,085 64,427 92,823 97,350: 8,770 4,244
Other: 38,757: 2,382 635 312 35,529 37,703 38,223 38,650: 534 107
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,989: -1,059 3,567 -1,301 3,946 -679 1,586 1,587: 404 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 17.6 6.5 64.6 72.8 93.4 96.9: 6.6 3.1
Old : 100.0: 29.2 24.5 7.9 54.2 63.4 91.4 95.8: 8.6 4.2
Other: 100.0: 6.1 1.6 0.8 91.7 97.3 98.6 99.7: 1.4 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 69 38 30 56 47 134 109:
Old : 172: 67 40 28 56 43 131 103:
Other: 53: 11 10 12 22 25 39 41:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 31.5 38.7 48.4 16.3 23.2 26.3 32.8
Old : 22.2 28.2 36.7 43.1 19.3 22.1 31.2 35.6
Other: 54.3 64.1 79.3 81.9 34.5 42.9 48.5 55.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 721,339: 88,777 16,208 203,934 352,272 460,298 644,983 680,441: 76,356 40,898
Old : 721,339: 88,777 16,208 203,934 352,272 460,298 644,983 680,441: 76,356 40,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -2,472: -432 -3,231 3,217 -3,905 699 -1,121 685: -1,352 -3,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.2 28.3 48.8 63.8 89.4 94.3: 10.6 5.7
Old : 100.0: 12.3 2.2 28.3 48.8 63.8 89.4 94.3: 10.6 5.7
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 : 172: 58 34 67 67 61 157 134:
Old : 172: 58 34 67 67 61 157 134:
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 : 15.6 25.3 27.4 39.8 11.8 14.3 18.0 23.0
Old : 15.6 25.3 27.4 39.8 11.8 14.3 18.0 23.0
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, March 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 : 128,864: 19,239 13,721 40,002 57,545 66,805 116,787 120,528: 12,077 8,337
Old : 117,747: 20,112 14,902 34,283 51,853 61,241 106,249 110,427: 11,498 7,320
Other: 11,117: 1,769 1,460 3,077 5,692 5,564 10,538 10,101: 580 1,017
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,985: -997 422 3,879 2,041 -103 4,923 4,198: -938 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.6 31.0 44.7 51.8 90.6 93.5: 9.4 6.5
Old : 100.0: 17.1 12.7 29.1 44.0 52.0 90.2 93.8: 9.8 6.2
Other: 100.0: 15.9 13.1 27.7 51.2 50.0 94.8 90.9: 5.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 121 82 109 100 94 277 244:
Old : 336: 127 83 105 98 94 273 241:
Other: 117: 21 30 37 40 54 83 99:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 20.2 28.0 30.7 15.9 13.3 22.8 20.7
Old : 18.3 21.6 29.3 32.3 17.4 16.3 24.9 24.6
Other: 38.6 23.4 55.1 36.9 31.8 16.5 40.9 25.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 32,934: 17,222 2,532 4,201 9,303 23,552 30,725 30,285: 2,210 2,650
Old : 32,934: 17,222 2,532 4,201 9,303 23,552 30,725 30,285: 2,210 2,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,908: -1,012 -190 1,737 1,232 349 1,956 1,895: -48 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 7.7 12.8 28.2 71.5 93.3 92.0: 6.7 8.0
Old : 100.0: 52.3 7.7 12.8 28.2 71.5 93.3 92.0: 6.7 8.0
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 : 56: 28 14 9 6 11 43 26:
Old : 56: 28 14 9 6 11 43 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 : 49.9 66.3 70.5 82.4 41.4 54.8 52.3 60.4
Old : 49.9 66.3 70.5 82.4 41.4 54.8 52.3 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006