COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,253 COMMITMENTS 29,298 10,959 29,423 84,921 108,763 143,641 149,145 17,612 12,108 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -251) -5,440 3,102 2,871 1,970 -7,491 -599 -1,518 347 1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 6.8 18.2 52.7 67.4 89.1 92.5 10.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 88 41 65 71 59 188 145 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,642 COMMITMENTS 15,341 2,282 11,159 15,791 30,613 42,291 44,054 4,351 2,588 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -929) 1,494 -392 1,269 -3,694 -949 -930 -71 2 -857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 4.9 23.9 33.9 65.6 90.7 94.5 9.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 70 28 33 25 23 114 68 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,361 COMMITMENTS 32,353 21,164 10,438 86,668 102,810 129,460 134,412 8,901 3,948 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 2,354) -465 5,677 -209 4,116 -1,375 3,442 4,093 -1,088 -1,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 15.3 7.5 62.6 74.3 93.6 97.1 6.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 63 36 31 56 45 132 106 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 723,811 COMMITMENTS 89,209 19,440 200,717 356,177 459,599 646,104 679,756 77,708 44,055 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -25,023) -3,605 2,732 -6,378 -11,762 -17,664 -21,745 -21,311 -3,277 -3,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 2.7 27.7 49.2 63.5 89.3 93.9 10.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 63 29 62 65 57 153 125 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,879 COMMITMENTS 20,236 13,299 36,123 55,504 66,907 111,863 116,329 13,016 8,550 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 351) 37 1,928 -409 -127 -1,983 -499 -463 850 814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 10.6 28.9 44.4 53.6 89.6 93.2 10.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 125 66 102 101 96 271 230 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,026 COMMITMENTS 18,234 2,722 2,464 8,071 23,203 28,769 28,389 2,258 2,637 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,950) -874 -1,331 81 -1,146 -998 -1,939 -2,247 -11 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 8.8 7.9 26.0 74.8 92.7 91.5 7.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 30 14 8 6 10 42 27
Updated March 3, 2006