COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 180,266: 26,520 43,964 36,414 97,673 84,492 160,607 164,870: 19,659 15,396
Old : 144,646: 20,222 44,824 25,060 83,247 62,053 128,530 131,938: 16,116 12,708
Other: 35,620: 8,600 1,441 9,052 14,425 22,439 32,077 32,932: 3,543 2,688
: : :
: : Changes in Commitments from: March 21, 2006 :
: 6,079: 364 10,935 -1,179 6,010 -4,259 5,194 5,497: 884 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 24.4 20.2 54.2 46.9 89.1 91.5: 10.9 8.5
Old : 100.0: 14.0 31.0 17.3 57.6 42.9 88.9 91.2: 11.1 8.8
Other: 100.0: 24.1 4.0 25.4 40.5 63.0 90.1 92.5: 9.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 79 89 73 73 58 184 195:
Old : 248: 73 91 61 68 51 171 179:
Other: 125: 37 29 46 42 41 104 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 : 21.1 27.9 32.0 35.2 21.1 20.5 29.9 26.7
Old : 26.3 28.4 37.5 35.5 26.3 21.6 36.1 28.4
Other: 23.0 36.3 36.2 48.2 20.4 33.3 29.1 39.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 54,678: 19,979 1,417 14,820 14,061 34,058 48,860 50,295: 5,818 4,383
Old : 51,184: 19,967 1,620 12,900 12,598 32,307 45,465 46,827: 5,719 4,356
Other: 3,494: 780 565 1,151 1,463 1,751 3,395 3,467: 99 27
: : :
: : Changes in Commitments from: March 21, 2006 :
: 2,820: 1,817 -227 764 -835 1,093 1,746 1,629: 1,074 1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.6 27.1 25.7 62.3 89.4 92.0: 10.6 8.0
Old : 100.0: 39.0 3.2 25.2 24.6 63.1 88.8 91.5: 11.2 8.5
Other: 100.0: 22.3 16.2 32.9 41.9 50.1 97.2 99.2: 2.8 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 87 21 32 23 24 118 71:
Old : 141: 83 26 32 23 24 118 71:
Other: 27: 12 7 13 3 6 20 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 : 22.4 43.4 35.8 59.1 14.2 32.3 22.1 43.7
Old : 20.5 43.4 33.2 59.9 13.6 32.8 22.1 44.6
Other: 71.8 64.3 88.5 83.1 40.8 36.9 44.5 44.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 138,168: 31,080 22,315 10,482 86,205 97,289 127,768 130,086: 10,400 8,082
Old : 101,460: 29,453 22,411 9,198 52,936 62,190 91,587 93,798: 9,872 7,661
Other: 36,708: 2,479 756 432 33,269 35,099 36,181 36,287: 527 421
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,552: 1,103 622 -422 -4,518 -5,671 -3,838 -5,471: 286 1,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.2 7.6 62.4 70.4 92.5 94.2: 7.5 5.8
Old : 100.0: 29.0 22.1 9.1 52.2 61.3 90.3 92.4: 9.7 7.6
Other: 100.0: 6.8 2.1 1.2 90.6 95.6 98.6 98.9: 1.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 65 41 36 56 45 137 110:
Old : 170: 64 43 34 55 42 133 105:
Other: 55: 11 11 10 23 24 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 : 21.4 31.6 35.3 46.9 16.4 24.1 26.3 34.5
Old : 19.2 28.5 32.5 42.9 19.1 24.6 31.0 36.8
Other: 53.6 63.9 78.5 82.5 36.4 47.8 53.5 61.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 762,937: 101,987 11,495 217,110 341,430 478,180 660,528 706,785: 102,409 56,152
Old : 762,937: 101,987 11,495 217,110 341,430 478,180 660,528 706,785: 102,409 56,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 47,808: 8,357 -949 21,453 -524 16,194 29,286 36,698: 18,522 11,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.5 28.5 44.8 62.7 86.6 92.6: 13.4 7.4
Old : 100.0: 13.4 1.5 28.5 44.8 62.7 86.6 92.6: 13.4 7.4
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: 65 32 68 64 57 160 128:
Old : 171: 65 32 68 64 57 160 128:
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 : 14.6 24.7 26.2 39.6 11.6 15.7 17.5 23.7
Old : 14.6 24.7 26.2 39.6 11.6 15.7 17.5 23.7
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 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 : 139,320: 21,039 16,173 42,851 64,015 70,767 127,905 129,791: 11,415 9,529
Old : 124,163: 21,542 17,354 34,940 56,859 63,610 113,341 115,904: 10,822 8,259
Other: 15,157: 2,969 2,291 4,439 7,156 7,156 14,563 13,886: 594 1,271
: : :
: : Changes in Commitments from: March 21, 2006 :
: 7,085: 939 1,797 2,775 2,779 1,318 6,494 5,890: 591 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.6 30.8 45.9 50.8 91.8 93.2: 8.2 6.8
Old : 100.0: 17.3 14.0 28.1 45.8 51.2 91.3 93.3: 8.7 6.7
Other: 100.0: 19.6 15.1 29.3 47.2 47.2 96.1 91.6: 3.9 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 124 98 115 98 94 279 264:
Old : 354: 129 97 110 95 93 275 259:
Other: 136: 26 33 43 49 59 102 109:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 19.9 27.9 30.9 15.0 11.9 22.3 19.3
Old : 18.1 21.2 29.2 32.7 16.8 14.6 25.0 23.0
Other: 30.9 23.8 46.0 35.7 23.8 13.0 33.3 21.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 27,579: 13,850 3,352 2,182 9,887 19,741 25,920 25,275: 1,659 2,304
Old : 27,579: 13,850 3,352 2,182 9,887 19,741 25,920 25,275: 1,659 2,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -543: 2,512 -1,151 48 -3,282 1,253 -723 149: 180 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 12.2 7.9 35.9 71.6 94.0 91.6: 6.0 8.4
Old : 100.0: 50.2 12.2 7.9 35.9 71.6 94.0 91.6: 6.0 8.4
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 : 49: 21 13 6 10 7 35 23:
Old : 49: 21 13 6 10 7 35 23:
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 : 59.6 74.5 76.7 83.8 57.3 70.2 69.1 77.0
Old : 59.6 74.5 76.7 83.8 57.3 70.2 69.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006