COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 174,187 COMMITMENTS 26,157 33,028 37,593 91,662 88,751 155,413 159,373 18,775 14,815 CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 6,674) 18 6,049 3,258 2,908 -3,232 6,183 6,075 490 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 19.0 21.6 52.6 51.0 89.2 91.5 10.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 85 77 76 74 58 192 185 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 51,858 COMMITMENTS 18,162 1,644 14,056 14,896 32,965 47,114 48,665 4,744 3,193 CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 2,079) 1,125 -76 926 -124 1,117 1,927 1,967 152 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 3.2 27.1 28.7 63.6 90.9 93.8 9.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 86 23 38 22 23 122 73 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,719 COMMITMENTS 29,978 21,693 10,905 90,724 102,959 131,606 135,557 10,113 6,162 CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 413) -1,467 -2,034 923 574 1,217 30 106 383 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 15.3 7.7 64.0 72.7 92.9 95.7 7.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 65 37 36 54 44 133 107 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 715,129 COMMITMENTS 93,630 12,444 195,658 341,954 461,986 631,242 670,088 83,887 45,041 CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 18,449) 6,891 -226 3,640 -3,223 11,583 7,308 14,997 11,141 3,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 1.7 27.4 47.8 64.6 88.3 93.7 11.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 60 32 72 68 62 162 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 132,235 COMMITMENTS 20,100 14,376 40,075 61,236 69,449 121,411 123,901 10,824 8,334 CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 4,743) 1,592 -385 1,898 1,143 2,833 4,633 4,346 110 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 10.9 30.3 46.3 52.5 91.8 93.7 8.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 126 85 105 97 92 272 244 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,121 COMMITMENTS 11,338 4,503 2,135 13,170 18,488 26,643 25,126 1,479 2,996 CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,101) -7,142 1,713 -97 7,157 -3,457 -82 -1,841 -1,019 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 16.0 7.6 46.8 65.7 94.7 89.3 5.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 17 9 7 9 32 32
Updated March 24, 2006