COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 122,363: 26,763 16,566 7,350 73,541 88,004 107,654 111,920: 14,709 10,443
Old : 109,440: 24,693 18,411 3,888 67,912 78,499 96,493 100,798: 12,947 8,642
Other: 12,923: 4,392 477 1,140 5,629 9,505 11,161 11,122: 1,762 1,801
: : :
: : Changes in Commitments from: February 21, 2006 :
: -2,068: -5,379 3,250 1,800 1,196 -8,392 -2,383 -3,342: 315 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 13.5 6.0 60.1 71.9 88.0 91.5: 12.0 8.5
Old : 100.0: 22.6 16.8 3.6 62.1 71.7 88.2 92.1: 11.8 7.9
Other: 100.0: 34.0 3.7 8.8 43.6 73.6 86.4 86.1: 13.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 66 56 49 53 50 155 128:
Old : 202: 59 64 33 48 47 133 123:
Other: 89: 33 15 10 19 28 58 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 39.6 43.6 50.0 30.3 33.7 41.7 43.1
Old : 33.9 41.5 48.7 51.3 33.9 36.8 46.7 45.8
Other: 34.2 45.1 49.4 63.7 27.3 45.1 40.4 55.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 35,913: 15,094 8,253 3,287 13,749 22,313 32,130 33,853: 3,783 2,060
Old : 34,276: 15,510 7,653 2,463 12,551 22,117 30,524 32,233: 3,752 2,043
Other: 1,637: 292 1,308 116 1,198 196 1,606 1,620: 31 17
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,590: 1,634 627 331 -3,557 -1,785 -1,592 -827: 2 -763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.0 9.2 38.3 62.1 89.5 94.3: 10.5 5.7
Old : 100.0: 45.3 22.3 7.2 36.6 64.5 89.1 94.0: 10.9 6.0
Other: 100.0: 17.8 79.9 7.1 73.2 12.0 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 63 31 18 23 20 99 59:
Old : 130: 65 30 18 23 20 99 59:
Other: 19: 2 12 4 2 4 6 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 42.8 37.5 60.8 19.6 32.8 29.4 45.6
Old : 24.5 44.5 35.8 62.3 18.4 34.3 28.7 49.0
Other: 91.3 67.9 98.1 87.8 88.9 61.0 88.9 81.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 126,776: 33,302 21,152 2,256 83,371 100,256 118,929 123,664: 7,847 3,112
Old : 88,894: 32,046 21,195 1,544 47,894 63,225 81,484 85,964: 7,410 2,930
Other: 37,882: 1,857 558 111 35,477 37,031 37,445 37,700: 437 182
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,878: -583 5,703 -478 4,039 -1,553 2,978 3,672: -1,100 -1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 16.7 1.8 65.8 79.1 93.8 97.5: 6.2 2.5
Old : 100.0: 36.0 23.8 1.7 53.9 71.1 91.7 96.7: 8.3 3.3
Other: 100.0: 4.9 1.5 0.3 93.7 97.8 98.8 99.5: 1.2 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 60 33 19 53 41 123 91:
Old : 161: 61 36 16 53 36 120 83:
Other: 49: 10 7 8 22 23 37 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.2 40.2 52.2 17.6 25.2 27.0 34.8
Old : 21.6 29.7 36.5 47.0 21.1 24.9 32.7 39.3
Other: 56.0 64.8 81.4 82.6 36.4 43.1 50.7 56.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 464,326: 107,994 36,234 28,534 269,899 371,315 406,427 436,083: 57,899 28,243
Old : 464,326: 107,994 36,234 28,534 269,899 371,315 406,427 436,083: 57,899 28,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -23,003: -3,963 3,400 -4,719 -12,120 -17,774 -20,802 -19,093: -2,201 -3,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.8 6.1 58.1 80.0 87.5 93.9: 12.5 6.1
Old : 100.0: 23.3 7.8 6.1 58.1 80.0 87.5 93.9: 12.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 65 25 45 58 46 138 104:
Old : 159: 65 25 45 58 46 138 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 38.1 34.7 53.8 16.6 26.1 25.0 39.2
Old : 21.1 38.1 34.7 53.8 16.6 26.1 25.0 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 94,778: 22,605 13,786 11,344 49,468 61,882 83,417 87,012: 11,361 7,766
Old : 86,756: 23,232 14,960 7,997 44,704 56,887 75,933 79,844: 10,823 6,912
Other: 8,022: 1,681 1,134 1,039 4,764 4,995 7,484 7,168: 538 854
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,241: -445 1,849 -1,473 -142 -2,429 -2,060 -2,053: 819 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 14.5 12.0 52.2 65.3 88.0 91.8: 12.0 8.2
Old : 100.0: 26.8 17.2 9.2 51.5 65.6 87.5 92.0: 12.5 8.0
Other: 100.0: 21.0 14.1 13.0 59.4 62.3 93.3 89.4: 6.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 109 51 56 88 86 222 180:
Old : 288: 111 53 51 83 84 215 175:
Other: 93: 16 14 9 35 46 57 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 21.3 32.5 33.2 21.3 16.5 30.0 26.9
Old : 23.2 22.8 34.2 35.4 23.2 20.1 32.8 31.4
Other: 50.5 32.1 65.5 47.9 42.1 23.2 52.4 35.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 30,389: 18,146 2,793 2,112 8,055 23,155 28,313 28,060: 2,076 2,329
Old : 30,389: 18,146 2,793 2,112 8,055 23,155 28,313 28,060: 2,076 2,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,923: -881 -1,247 31 -1,127 -968 -1,977 -2,184: 54 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 9.2 6.9 26.5 76.2 93.2 92.3: 6.8 7.7
Old : 100.0: 59.7 9.2 6.9 26.5 76.2 93.2 92.3: 6.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 28 14 7 5 10 40 25:
Old : 56: 28 14 7 5 10 40 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 66.5 71.9 81.1 46.0 62.6 61.4 70.8
Old : 52.5 66.5 71.9 81.1 46.0 62.6 61.4 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006