COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,266 COMMITMENTS 26,520 43,964 36,414 97,673 84,492 160,607 164,870 19,659 15,396 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 6,079) 364 10,935 -1,179 6,010 -4,259 5,194 5,497 884 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 24.4 20.2 54.2 46.9 89.1 91.5 10.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 79 89 73 73 58 184 195 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 54,678 COMMITMENTS 19,979 1,417 14,820 14,061 34,058 48,860 50,295 5,818 4,383 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 2,820) 1,817 -227 764 -835 1,093 1,746 1,629 1,074 1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 2.6 27.1 25.7 62.3 89.4 92.0 10.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 87 21 32 23 24 118 71 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,168 COMMITMENTS 31,080 22,315 10,482 86,205 97,289 127,768 130,086 10,400 8,082 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,552) 1,103 622 -422 -4,518 -5,671 -3,838 -5,471 286 1,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 16.2 7.6 62.4 70.4 92.5 94.2 7.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 65 41 36 56 45 137 110 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 762,937 COMMITMENTS 101,987 11,495 217,110 341,430 478,180 660,528 706,785 102,409 56,152 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 47,808) 8,357 -949 21,453 -524 16,194 29,286 36,698 18,522 11,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 1.5 28.5 44.8 62.7 86.6 92.6 13.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 65 32 68 64 57 160 128 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,320 COMMITMENTS 21,039 16,173 42,851 64,015 70,767 127,905 129,791 11,415 9,529 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 7,085) 939 1,797 2,775 2,779 1,318 6,494 5,890 591 1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 11.6 30.8 45.9 50.8 91.8 93.2 8.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 124 98 115 98 94 279 264 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,579 COMMITMENTS 13,850 3,352 2,182 9,887 19,741 25,920 25,275 1,659 2,304 CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -543) 2,512 -1,151 48 -3,282 1,253 -723 149 180 -692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 12.2 7.9 35.9 71.6 94.0 91.6 6.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 21 13 6 10 7 35 23
Updated March 31, 2006