COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 170,557: 36,450 7,639 27,254 85,347 123,298 149,051 158,191: 21,506 12,365
Old : 151,899: 32,590 8,024 21,990 78,045 111,560 132,625 141,574: 19,274 10,325
Other: 18,658: 4,647 402 4,477 7,302 11,739 16,426 16,618: 2,232 2,040
: : :
: : Changes in Commitments from: February 7, 2006 :
: -12,738: -2,649 1,409 -14,541 3,633 69 -13,557 -13,064: 820 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.5 16.0 50.0 72.3 87.4 92.8: 12.6 7.2
Old : 100.0: 21.5 5.3 14.5 51.4 73.4 87.3 93.2: 12.7 6.8
Other: 100.0: 24.9 2.2 24.0 39.1 62.9 88.0 89.1: 12.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 99 39 62 64 61 197 134:
Old : 218: 98 39 58 61 59 188 129:
Other: 98: 28 23 32 25 37 72 73:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 41.5 33.6 50.8 20.9 33.2 28.9 41.2
Old : 25.7 43.5 37.1 52.0 23.5 36.3 32.4 43.8
Other: 29.7 34.0 45.4 49.5 26.1 29.0 38.1 40.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 52,503: 13,568 2,175 13,429 21,174 33,600 48,171 49,204: 4,332 3,299
Old : 50,096: 13,757 2,223 12,148 19,896 32,477 45,801 46,849: 4,295 3,248
Other: 2,407: 339 479 754 1,278 1,122 2,370 2,355: 37 52
: : :
: : Changes in Commitments from: February 7, 2006 :
: 503: 2,650 -149 -514 -1,415 917 721 254: -218 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.1 25.6 40.3 64.0 91.7 93.7: 8.3 6.3
Old : 100.0: 27.5 4.4 24.2 39.7 64.8 91.4 93.5: 8.6 6.5
Other: 100.0: 14.1 19.9 31.3 53.1 46.6 98.5 97.9: 1.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 73 27 31 26 25 111 72:
Old : 135: 72 28 31 26 25 111 72:
Other: 20: 4 9 10 2 6 13 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 : 28.9 48.3 42.8 62.3 12.2 28.4 18.3 35.0
Old : 27.5 48.7 41.2 62.3 11.4 28.9 17.7 35.7
Other: 81.1 69.0 95.7 85.9 53.9 42.8 54.4 51.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 132,326: 34,525 12,246 9,317 78,720 106,005 122,562 127,568: 9,763 4,758
Old : 95,573: 32,926 12,691 7,922 45,501 70,552 86,349 91,164: 9,224 4,409
Other: 36,752: 2,420 376 574 33,219 35,453 36,213 36,404: 539 348
: : :
: : Changes in Commitments from: February 7, 2006 :
: -13,696: -1,040 -222 -218 -9,302 -11,252 -10,560 -11,693: -3,136 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.3 7.0 59.5 80.1 92.6 96.4: 7.4 3.6
Old : 100.0: 34.5 13.3 8.3 47.6 73.8 90.3 95.4: 9.7 4.6
Other: 100.0: 6.6 1.0 1.6 90.4 96.5 98.5 99.1: 1.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 67 29 28 53 42 134 89:
Old : 161: 67 31 25 52 39 131 84:
Other: 50: 11 8 12 20 25 37 39:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 38.8 39.4 54.9 17.7 25.2 26.7 35.8
Old : 23.2 33.9 37.7 50.2 22.0 24.4 33.2 40.5
Other: 57.2 65.4 81.9 81.3 35.1 43.1 49.7 54.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 749,685: 91,053 14,226 207,857 361,600 478,415 660,510 700,498: 89,175 49,188
Old : 749,685: 91,053 14,226 207,857 361,600 478,415 660,510 700,498: 89,175 49,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -88,025: -7,058 975 -31,946 -44,671 -54,268 -83,675 -85,239: -4,350 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.9 27.7 48.2 63.8 88.1 93.4: 11.9 6.6
Old : 100.0: 12.1 1.9 27.7 48.2 63.8 88.1 93.4: 11.9 6.6
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 : 164: 62 28 63 66 57 157 123:
Old : 164: 62 28 63 66 57 157 123:
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 : 15.4 25.5 27.1 39.1 10.8 14.4 17.2 23.3
Old : 15.4 25.5 27.1 39.1 10.8 14.4 17.2 23.3
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 127,993: 26,465 10,128 36,146 53,466 74,491 116,077 120,764: 11,915 7,228
Old : 118,575: 27,335 11,280 31,138 48,572 69,729 107,045 112,147: 11,530 6,428
Other: 9,418: 1,657 1,375 2,481 4,894 4,762 9,032 8,618: 385 800
: : :
: : Changes in Commitments from: February 7, 2006 :
: -15,838: -6,132 544 -8,544 1,936 -6,005 -12,740 -14,006: -3,098 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 7.9 28.2 41.8 58.2 90.7 94.4: 9.3 5.6
Old : 100.0: 23.1 9.5 26.3 41.0 58.8 90.3 94.6: 9.7 5.4
Other: 100.0: 17.6 14.6 26.3 52.0 50.6 95.9 91.5: 4.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 136 62 110 95 96 281 230:
Old : 327: 148 55 105 95 96 279 227:
Other: 108: 13 32 33 35 54 73 94:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 21.0 27.8 31.1 15.2 14.2 21.5 22.2
Old : 18.6 22.2 29.3 32.6 16.4 17.2 23.2 25.9
Other: 46.1 28.1 62.1 42.1 38.2 21.6 46.0 28.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 30,040: 15,269 3,082 2,425 9,795 22,122 27,488 27,628: 2,552 2,412
Old : 30,040: 15,269 3,082 2,425 9,795 22,122 27,488 27,628: 2,552 2,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,391: 4,207 -1,928 68 -2,011 4,614 2,265 2,755: 126 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 10.3 8.1 32.6 73.6 91.5 92.0: 8.5 8.0
Old : 100.0: 50.8 10.3 8.1 32.6 73.6 91.5 92.0: 8.5 8.0
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 : 51: 28 9 8 6 10 39 23:
Old : 51: 28 9 8 6 10 39 23:
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 : 59.4 61.0 73.1 78.9 50.0 59.1 61.7 70.7
Old : 59.4 61.0 73.1 78.9 50.0 59.1 61.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006