COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 167,514: 26,139 26,979 34,335 88,755 91,983 149,229 153,298: 18,284 14,216
Old : 139,211: 20,199 27,499 25,009 78,573 75,119 123,781 127,627: 15,429 11,584
Other: 28,303: 7,490 1,030 7,776 10,182 16,865 25,448 25,671: 2,855 2,632
: : :
: : Changes in Commitments from: March 7, 2006 :
: 4,275: 780 5,471 3,371 41 -4,846 4,193 3,996: 82 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.1 20.5 53.0 54.9 89.1 91.5: 10.9 8.5
Old : 100.0: 14.5 19.8 18.0 56.4 54.0 88.9 91.7: 11.1 8.3
Other: 100.0: 26.5 3.6 27.5 36.0 59.6 89.9 90.7: 10.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 86 66 73 70 57 185 173:
Old : 229: 83 67 60 65 53 170 161:
Other: 119: 34 29 44 39 40 98 88:
:----------------------------------------------------------------------------------------------------
: 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 32.1 33.9 40.0 22.4 24.6 31.2 30.9
Old : 26.9 33.4 39.5 40.8 26.9 26.1 37.1 32.4
Other: 23.1 34.4 38.7 48.4 21.7 30.0 31.9 37.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 49,779: 17,037 1,720 13,130 15,020 31,848 45,187 46,698: 4,592 3,081
Old : 47,105: 17,559 1,959 11,384 13,621 30,701 42,564 44,043: 4,541 3,062
Other: 2,674: 291 574 934 1,399 1,148 2,624 2,655: 50 19
: : :
: : Changes in Commitments from: March 7, 2006 :
: 3,371: 1,246 -437 1,399 396 2,362 3,041 3,324: 330 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 3.5 26.4 30.2 64.0 90.8 93.8: 9.2 6.2
Old : 100.0: 37.3 4.2 24.2 28.9 65.2 90.4 93.5: 9.6 6.5
Other: 100.0: 10.9 21.5 34.9 52.3 42.9 98.1 99.3: 1.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 82 26 38 23 20 120 71:
Old : 141: 82 26 38 23 20 120 71:
Other: 22: 4 11 12 2 6 14 21:
:----------------------------------------------------------------------------------------------------
: 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 46.2 36.5 62.3 15.6 34.5 23.4 45.1
Old : 20.4 46.8 34.8 63.7 14.8 35.8 23.0 46.6
Other: 78.4 62.6 93.4 83.3 51.9 40.6 52.3 49.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 141,306: 31,444 23,727 9,982 90,150 101,743 131,576 135,451: 9,730 5,855
Old : 103,284: 29,608 23,862 9,189 55,316 64,704 94,113 97,755: 9,172 5,530
Other: 38,022: 2,340 368 290 34,834 37,039 37,463 37,697: 559 325
: : :
: : Changes in Commitments from: March 7, 2006 :
: 956: 150 -1,004 844 -464 -388 531 -548: 426 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 16.8 7.1 63.8 72.0 93.1 95.9: 6.9 4.1
Old : 100.0: 28.7 23.1 8.9 53.6 62.6 91.1 94.6: 8.9 5.4
Other: 100.0: 6.2 1.0 0.8 91.6 97.4 98.5 99.1: 1.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 63 42 31 59 49 135 112:
Old : 172: 62 42 29 58 45 131 106:
Other: 52: 10 8 11 24 26 39 40:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 31.1 36.9 48.2 16.2 24.2 26.6 33.6
Old : 19.9 28.3 33.8 43.4 19.4 23.7 30.9 36.9
Other: 55.9 66.4 79.9 83.8 36.2 45.3 50.5 58.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 696,680: 86,740 12,670 192,018 345,177 450,403 623,934 655,090: 72,746 41,590
Old : 696,680: 86,740 12,670 192,018 345,177 450,403 623,934 655,090: 72,746 41,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -24,659: -2,037 -3,538 -11,917 -7,095 -9,895 -21,049 -25,350: -3,610 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 1.8 27.6 49.5 64.6 89.6 94.0: 10.4 6.0
Old : 100.0: 12.5 1.8 27.6 49.5 64.6 89.6 94.0: 10.4 6.0
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 : 171: 47 43 71 69 63 159 137:
Old : 171: 47 43 71 69 63 159 137:
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 26.2 27.3 40.5 12.0 15.7 18.7 24.9
Old : 15.7 26.2 27.3 40.5 12.0 15.7 18.7 24.9
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 with Delta-adjusted Options and Futures Combined, March 14, 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 : 127,491: 18,508 14,761 38,177 60,093 66,616 116,778 119,554: 10,714 7,937
Old : 115,334: 19,771 15,906 31,779 53,696 60,710 105,246 108,395: 10,088 6,939
Other: 12,157: 1,729 1,848 3,406 6,397 5,906 11,531 11,159: 626 998
: : :
: : Changes in Commitments from: March 7, 2006 :
: -1,373: -732 1,041 -1,825 2,548 -189 -9 -973: -1,364 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 11.6 29.9 47.1 52.3 91.6 93.8: 8.4 6.2
Old : 100.0: 17.1 13.8 27.6 46.6 52.6 91.3 94.0: 8.7 6.0
Other: 100.0: 14.2 15.2 28.0 52.6 48.6 94.9 91.8: 5.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 115 85 102 97 92 264 239:
Old : 327: 121 83 96 95 92 260 234:
Other: 118: 19 30 37 43 54 84 100:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 20.8 28.1 31.0 16.0 13.5 23.4 20.6
Old : 18.0 22.3 29.4 32.9 17.7 16.4 25.8 24.8
Other: 35.9 23.9 51.9 36.5 29.8 17.1 39.8 25.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 29,222: 18,480 2,790 2,232 6,013 21,945 26,724 26,966: 2,498 2,256
Old : 29,222: 18,480 2,790 2,232 6,013 21,945 26,724 26,966: 2,498 2,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,712: 1,258 258 -1,969 -3,290 -1,607 -4,000 -3,319: 288 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 9.5 7.6 20.6 75.1 91.5 92.3: 8.5 7.7
Old : 100.0: 63.2 9.5 7.6 20.6 75.1 91.5 92.3: 8.5 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 : 63: 36 10 11 10 9 50 27:
Old : 63: 36 10 11 10 9 50 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 : 44.7 76.0 67.5 85.0 42.6 71.9 60.5 78.3
Old : 44.7 76.0 67.5 85.0 42.6 71.9 60.5 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006