COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 7, 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 : 123,559: 22,510 24,343 9,598 76,092 77,393 108,200 111,334: 15,359 12,225
Old : 108,809: 19,573 26,347 5,851 70,146 66,531 95,570 98,729: 13,239 10,080
Other: 14,750: 5,746 805 938 5,946 10,862 12,630 12,605: 2,120 2,145
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,196: -4,253 7,777 2,248 2,551 -10,611 546 -586: 650 1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.7 7.8 61.6 62.6 87.6 90.1: 12.4 9.9
Old : 100.0: 18.0 24.2 5.4 64.5 61.1 87.8 90.7: 12.2 9.3
Other: 100.0: 39.0 5.5 6.4 40.3 73.6 85.6 85.5: 14.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 72 63 57 58 45 160 142:
Old : 209: 64 70 37 52 42 137 133:
Other: 94: 37 14 12 24 28 68 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 : 30.4 35.1 43.8 44.7 30.4 29.4 41.8 37.3
Old : 34.5 36.5 49.7 45.3 34.5 31.4 47.5 39.6
Other: 32.6 47.1 46.5 64.1 26.2 47.0 39.9 57.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 7, 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 : 34,665: 15,502 8,082 3,133 12,320 21,008 30,955 32,223: 3,710 2,442
Old : 33,030: 15,835 7,397 2,396 11,122 20,812 29,353 30,605: 3,677 2,425
Other: 1,635: 163 1,181 241 1,198 196 1,602 1,618: 33 17
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,248: 408 -171 -154 -1,429 -1,305 -1,175 -1,630: -73 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 23.3 9.0 35.5 60.6 89.3 93.0: 10.7 7.0
Old : 100.0: 47.9 22.4 7.3 33.7 63.0 88.9 92.7: 11.1 7.3
Other: 100.0: 10.0 72.2 14.7 73.3 12.0 98.0 99.0: 2.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 68 30 16 17 19 94 58:
Old : 130: 69 30 16 17 19 94 58:
Other: 18: 1 12 4 2 4 6 17:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 42.1 41.0 60.2 21.6 36.9 31.8 49.5
Old : 27.8 43.7 39.4 61.9 20.4 38.4 31.2 52.0
Other: 91.1 66.5 98.0 88.2 81.2 58.0 81.2 76.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 7, 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 : 129,621: 31,947 24,802 1,877 87,402 99,273 121,226 125,952: 8,395 3,669
Old : 91,674: 30,608 24,800 1,310 51,873 61,990 83,791 88,100: 7,883 3,574
Other: 37,947: 1,818 481 88 35,529 37,283 37,435 37,852: 512 95
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,845: -1,355 3,650 -379 4,031 -983 2,297 2,288: 548 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 19.1 1.4 67.4 76.6 93.5 97.2: 6.5 2.8
Old : 100.0: 33.4 27.1 1.4 56.6 67.6 91.4 96.1: 8.6 3.9
Other: 100.0: 4.8 1.3 0.2 93.6 98.3 98.7 99.7: 1.3 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 67 35 15 54 43 126 91:
Old : 167: 66 36 14 54 38 123 85:
Other: 47: 8 7 6 22 23 34 32:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 32.6 40.4 50.6 17.2 25.2 26.8 35.6
Old : 22.6 28.9 37.4 45.5 20.5 24.7 32.1 39.6
Other: 55.5 65.5 81.0 83.6 35.8 43.9 50.2 56.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 7, 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 : 458,466: 105,980 34,106 28,988 267,024 370,440 401,992 433,534: 56,474 24,932
Old : 458,466: 105,980 34,106 28,988 267,024 370,440 401,992 433,534: 56,474 24,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -5,860: -2,014 -2,128 454 -2,875 -875 -4,435 -2,549: -1,425 -3,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.4 6.3 58.2 80.8 87.7 94.6: 12.3 5.4
Old : 100.0: 23.1 7.4 6.3 58.2 80.8 87.7 94.6: 12.3 5.4
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 : 163: 61 25 48 60 49 143 106:
Old : 163: 61 25 48 60 49 143 106:
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 : 20.3 37.6 34.5 52.5 17.1 27.4 25.6 39.9
Old : 20.3 37.6 34.5 52.5 17.1 27.4 25.6 39.9
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, March 7, 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 : 97,499: 22,683 14,067 13,673 50,523 62,206 86,879 89,946: 10,620 7,553
Old : 89,235: 23,304 15,348 10,267 45,544 57,018 79,115 82,633: 10,120 6,602
Other: 8,264: 1,808 1,148 977 4,979 5,188 7,764 7,313: 500 951
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,721: 78 281 2,329 1,055 324 3,462 2,934: -741 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.4 14.0 51.8 63.8 89.1 92.3: 10.9 7.7
Old : 100.0: 26.1 17.2 11.5 51.0 63.9 88.7 92.6: 11.3 7.4
Other: 100.0: 21.9 13.9 11.8 60.2 62.8 93.9 88.5: 6.1 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 104 67 61 87 83 226 192:
Old : 299: 110 69 56 83 82 219 188:
Other: 96: 17 17 12 36 45 61 66:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 23.2 33.4 34.2 21.0 17.8 29.9 27.6
Old : 22.9 24.6 35.3 36.3 22.9 21.4 32.7 32.1
Other: 48.2 31.2 63.0 46.1 39.4 22.2 50.4 33.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 7, 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 : 32,565: 17,143 2,597 3,978 9,302 23,515 30,423 30,090: 2,142 2,475
Old : 32,565: 17,143 2,597 3,978 9,302 23,515 30,423 30,090: 2,142 2,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,176: -1,003 -196 1,866 1,247 360 2,110 2,030: 66 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 8.0 12.2 28.6 72.2 93.4 92.4: 6.6 7.6
Old : 100.0: 52.6 8.0 12.2 28.6 72.2 93.4 92.4: 6.6 7.6
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 : 54: 27 13 7 5 11 39 25:
Old : 54: 27 13 7 5 11 39 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 : 50.5 66.8 71.0 83.1 42.0 55.5 53.0 61.0
Old : 50.5 66.8 71.0 83.1 42.0 55.5 53.0 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006