COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 188,910: 28,106 46,661 36,005 102,689 89,948 166,800 172,614: 22,110 16,296
Old : 143,455: 20,477 47,264 22,368 82,451 60,712 125,296 130,344: 18,159 13,111
Other: 45,455: 10,592 2,360 10,674 20,238 29,236 41,504 42,270: 3,951 3,184
: : :
: : Changes in Commitments from: April 4, 2006 :
: 6,443: -70 -247 756 3,997 4,744 4,682 5,253: 1,761 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 24.7 19.1 54.4 47.6 88.3 91.4: 11.7 8.6
Old : 100.0: 14.3 32.9 15.6 57.5 42.3 87.3 90.9: 12.7 9.1
Other: 100.0: 23.3 5.2 23.5 44.5 64.3 91.3 93.0: 8.7 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 72 99 83 72 55 192 200:
Old : 246: 67 100 74 67 47 176 185:
Other: 142: 42 34 51 46 43 119 101:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 27.9 32.5 35.9 20.2 18.6 29.4 25.2
Old : 26.3 28.8 37.2 35.7 26.3 22.2 36.2 28.6
Other: 25.8 36.6 38.9 47.6 23.1 33.2 33.3 41.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 53,013: 17,599 1,980 15,026 15,851 32,393 48,475 49,398: 4,537 3,614
Old : 49,210: 17,530 2,048 12,938 14,353 30,656 44,821 45,643: 4,389 3,567
Other: 3,803: 680 543 1,476 1,498 1,737 3,654 3,756: 149 47
: : :
: : Changes in Commitments from: April 4, 2006 :
: -285: -3,057 663 1,020 2,624 -1,469 587 214: -872 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.7 28.3 29.9 61.1 91.4 93.2: 8.6 6.8
Old : 100.0: 35.6 4.2 26.3 29.2 62.3 91.1 92.8: 8.9 7.2
Other: 100.0: 17.9 14.3 38.8 39.4 45.7 96.1 98.8: 3.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 75 28 32 21 22 111 69:
Old : 134: 76 27 31 21 22 111 68:
Other: 28: 11 7 12 5 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 : 23.1 45.2 38.3 60.2 14.0 32.8 20.8 43.1
Old : 21.6 45.0 36.3 60.8 13.5 33.3 20.7 44.1
Other: 66.5 60.0 82.7 81.9 36.4 34.8 42.0 43.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 135,386: 33,662 29,887 9,575 81,457 87,908 124,694 127,370: 10,692 8,016
Old : 95,337: 30,311 29,947 7,275 47,781 50,463 85,367 87,685: 9,971 7,652
Other: 40,049: 4,511 1,099 1,141 33,676 37,445 39,328 39,685: 721 364
: : :
: : Changes in Commitments from: April 4, 2006 :
: -5,047: 414 6,287 -3,005 -1,189 -8,180 -3,780 -4,898: -1,266 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.1 7.1 60.2 64.9 92.1 94.1: 7.9 5.9
Old : 100.0: 31.8 31.4 7.6 50.1 52.9 89.5 92.0: 10.5 8.0
Other: 100.0: 11.3 2.7 2.8 84.1 93.5 98.2 99.1: 1.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 61 46 35 53 41 130 110:
Old : 171: 62 47 31 49 39 123 105:
Other: 62: 11 15 15 25 24 47 43:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 28.9 37.5 43.9 16.9 21.3 28.1 32.9
Old : 19.0 25.6 32.7 41.2 18.1 22.3 29.0 35.3
Other: 49.3 60.7 75.6 79.8 34.6 47.4 54.4 61.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 733,183: 105,056 10,133 206,080 325,539 466,595 636,674 682,809: 96,508 50,374
Old : 733,183: 105,056 10,133 206,080 325,539 466,595 636,674 682,809: 96,508 50,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -36,229: 1,180 1,638 -16,345 -15,416 -20,329 -30,581 -35,037: -5,648 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 1.4 28.1 44.4 63.6 86.8 93.1: 13.2 6.9
Old : 100.0: 14.3 1.4 28.1 44.4 63.6 86.8 93.1: 13.2 6.9
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 : 179: 74 29 72 64 62 168 136:
Old : 179: 74 29 72 64 62 168 136:
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 : 14.9 26.5 26.2 39.1 11.7 17.6 17.4 26.6
Old : 14.9 26.5 26.2 39.1 11.7 17.6 17.4 26.6
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, April 11, 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 : 144,627: 24,353 18,914 43,120 64,235 73,225 131,708 135,259: 12,919 9,368
Old : 126,394: 23,478 19,795 34,228 56,887 64,429 114,593 118,452: 11,801 7,941
Other: 18,233: 4,217 2,460 5,551 7,348 8,795 17,116 16,806: 1,118 1,427
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,081: 217 2,108 -988 2,553 723 1,782 1,843: 299 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.1 29.8 44.4 50.6 91.1 93.5: 8.9 6.5
Old : 100.0: 18.6 15.7 27.1 45.0 51.0 90.7 93.7: 9.3 6.3
Other: 100.0: 23.1 13.5 30.4 40.3 48.2 93.9 92.2: 6.1 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 150 84 118 99 99 292 263:
Old : 358: 160 74 111 98 96 288 254:
Other: 141: 24 41 45 45 63 99 119:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 20.8 27.5 31.2 14.5 11.9 21.0 19.2
Old : 17.8 22.6 29.0 33.4 16.5 14.4 23.9 23.0
Other: 29.3 22.2 44.1 34.7 26.5 12.9 34.9 20.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 28,072: 11,466 4,126 2,198 12,828 18,543 26,492 24,867: 1,580 3,205
Old : 28,072: 11,466 4,126 2,198 12,828 18,543 26,492 24,867: 1,580 3,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -172: -88 -391 36 -75 -544 -127 -900: -45 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 14.7 7.8 45.7 66.1 94.4 88.6: 5.6 11.4
Old : 100.0: 40.8 14.7 7.8 45.7 66.1 94.4 88.6: 5.6 11.4
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 : 54: 19 18 10 9 10 31 36:
Old : 54: 19 18 10 9 10 31 36:
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 : 64.7 68.7 80.7 76.7 62.4 64.1 73.0 70.0
Old : 64.7 68.7 80.7 76.7 62.4 64.1 73.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006