COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,505 COMMITMENTS 34,738 7,858 26,551 82,950 116,254 144,240 150,663 17,265 10,841 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -9,052) -1,712 219 -703 -2,396 -7,044 -4,811 -7,528 -4,241 -1,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 4.9 16.4 51.4 72.0 89.3 93.3 10.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 81 39 55 65 59 180 125 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,570 COMMITMENTS 13,847 2,673 9,889 19,485 31,563 43,221 44,125 4,349 3,445 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -4,933) 279 498 -3,540 -1,689 -2,037 -4,950 -5,079 17 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 5.6 20.8 41.0 66.3 90.9 92.8 9.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 72 21 29 26 24 110 66 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,007 COMMITMENTS 32,818 15,487 10,648 82,552 104,184 126,018 130,319 9,988 5,688 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,681) -1,707 3,240 1,331 3,832 -1,820 3,456 2,751 225 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 11.4 7.8 60.7 76.6 92.7 95.8 7.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 65 30 33 55 43 132 98 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 748,834 COMMITMENTS 92,814 16,708 207,095 367,940 477,264 667,849 701,066 80,985 47,768 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -851) 1,761 2,482 -761 6,339 -1,151 7,339 569 -8,190 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 2.2 27.7 49.1 63.7 89.2 93.6 10.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 62 34 61 68 59 159 126 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,528 COMMITMENTS 20,199 11,370 36,532 55,631 68,890 112,362 116,792 12,166 7,736 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -3,464) -6,266 1,242 386 2,165 -5,600 -3,715 -3,972 251 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 9.1 29.3 44.7 55.3 90.2 93.8 9.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 134 60 100 100 95 273 225 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,976 COMMITMENTS 19,108 4,053 2,383 9,217 24,201 30,708 30,637 2,268 2,339 CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,936) 3,839 971 -42 -578 2,079 3,219 3,009 -283 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.9 12.3 7.2 27.9 73.4 93.1 92.9 6.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 26 12 9 8 10 42 24
Updated February 24, 2006