COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 167,514 COMMITMENTS 26,139 26,979 34,335 88,755 91,983 149,229 153,298 18,284 14,216 CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 4,275) 780 5,471 3,371 41 -4,846 4,193 3,996 82 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 16.1 20.5 53.0 54.9 89.1 91.5 10.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 86 66 73 70 57 185 173 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,779 COMMITMENTS 17,037 1,720 13,130 15,020 31,848 45,187 46,698 4,592 3,081 CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,371) 1,246 -437 1,399 396 2,362 3,041 3,324 330 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 3.5 26.4 30.2 64.0 90.8 93.8 9.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 82 26 38 23 20 120 71 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,306 COMMITMENTS 31,444 23,727 9,982 90,150 101,743 131,576 135,451 9,730 5,855 CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 956) 150 -1,004 844 -464 -388 531 -548 426 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 16.8 7.1 63.8 72.0 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 63 42 31 59 49 135 112 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 696,680 COMMITMENTS 86,740 12,670 192,018 345,177 450,403 623,934 655,090 72,746 41,590 CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -24,659) -2,037 -3,538 -11,917 -7,095 -9,895 -21,049 -25,350 -3,610 691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 1.8 27.6 49.5 64.6 89.6 94.0 10.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 47 43 71 69 63 159 137 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 127,491 COMMITMENTS 18,508 14,761 38,177 60,093 66,616 116,778 119,554 10,714 7,937 CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -1,373) -732 1,041 -1,825 2,548 -189 -9 -973 -1,364 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 11.6 29.9 47.1 52.3 91.6 93.8 8.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 115 85 102 97 92 264 239 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,222 COMMITMENTS 18,480 2,790 2,232 6,013 21,945 26,724 26,966 2,498 2,256 CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -3,712) 1,258 258 -1,969 -3,290 -1,607 -4,000 -3,319 288 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.2 9.5 7.6 20.6 75.1 91.5 92.3 8.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 36 10 11 10 9 50 27
Updated March 17, 2006