COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 174,187: 26,157 33,028 37,593 91,662 88,751 155,413 159,373: 18,775 14,815
Old : 144,386: 20,001 33,732 27,975 80,638 70,401 128,613 132,108: 15,772 12,278
Other: 29,802: 7,645 785 8,129 11,025 18,351 26,799 27,265: 3,003 2,537
: : :
: : Changes in Commitments from: March 14, 2006 :
: 6,674: 18 6,049 3,258 2,908 -3,232 6,183 6,075: 490 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.0 21.6 52.6 51.0 89.2 91.5: 10.8 8.5
Old : 100.0: 13.9 23.4 19.4 55.8 48.8 89.1 91.5: 10.9 8.5
Other: 100.0: 25.7 2.6 27.3 37.0 61.6 89.9 91.5: 10.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 85 77 76 74 58 192 185:
Old : 240: 79 80 66 69 54 178 174:
Other: 119: 40 23 43 40 41 100 87:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 30.4 32.5 38.2 21.6 23.0 30.4 29.5
Old : 26.1 31.8 37.9 39.5 26.1 24.6 36.0 31.2
Other: 24.7 36.2 37.6 49.1 21.4 31.0 30.8 39.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 51,858: 18,162 1,644 14,056 14,896 32,965 47,114 48,665: 4,744 3,193
Old : 48,818: 18,670 1,954 12,100 13,392 31,597 44,163 45,652: 4,655 3,166
Other: 3,040: 440 638 1,007 1,504 1,368 2,951 3,013: 89 27
: : :
: : Changes in Commitments from: March 14, 2006 :
: 2,079: 1,125 -76 926 -124 1,117 1,927 1,967: 152 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 3.2 27.1 28.7 63.6 90.9 93.8: 9.1 6.2
Old : 100.0: 38.2 4.0 24.8 27.4 64.7 90.5 93.5: 9.5 6.5
Other: 100.0: 14.5 21.0 33.1 49.5 45.0 97.1 99.1: 2.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 86 23 38 22 23 122 73:
Old : 142: 86 24 38 22 23 122 73:
Other: 23: 8 8 12 2 6 15 21:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 45.1 36.2 60.1 14.9 33.6 21.7 44.1
Old : 19.9 45.5 34.0 61.2 14.2 34.8 21.4 45.5
Other: 77.3 61.7 92.1 82.3 47.6 37.1 49.7 48.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 141,719: 29,978 21,693 10,905 90,724 102,959 131,606 135,557: 10,113 6,162
Old : 103,092: 28,562 21,807 9,645 55,420 65,786 93,627 97,239: 9,465 5,853
Other: 38,628: 2,331 801 344 35,304 37,173 37,979 38,318: 649 309
: : :
: : Changes in Commitments from: March 14, 2006 :
: 413: -1,467 -2,034 923 574 1,217 30 106: 383 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.3 7.7 64.0 72.7 92.9 95.7: 7.1 4.3
Old : 100.0: 27.7 21.2 9.4 53.8 63.8 90.8 94.3: 9.2 5.7
Other: 100.0: 6.0 2.1 0.9 91.4 96.2 98.3 99.2: 1.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 65 37 36 54 44 133 107:
Old : 165: 64 39 33 53 41 129 101:
Other: 54: 10 11 12 23 25 39 42:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 32.1 37.0 48.0 16.0 24.0 25.2 33.4
Old : 19.0 28.8 33.3 44.1 18.4 25.1 29.8 37.9
Other: 56.0 65.5 79.7 83.0 36.4 44.9 50.7 57.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 715,129: 93,630 12,444 195,658 341,954 461,986 631,242 670,088: 83,887 45,041
Old : 715,129: 93,630 12,444 195,658 341,954 461,986 631,242 670,088: 83,887 45,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 18,449: 6,891 -226 3,640 -3,223 11,583 7,308 14,997: 11,141 3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 1.7 27.4 47.8 64.6 88.3 93.7: 11.7 6.3
Old : 100.0: 13.1 1.7 27.4 47.8 64.6 88.3 93.7: 11.7 6.3
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 : 172: 60 32 72 68 62 162 136:
Old : 172: 60 32 72 68 62 162 136:
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 : 15.5 25.8 27.1 40.2 11.9 15.6 18.3 24.0
Old : 15.5 25.8 27.1 40.2 11.9 15.6 18.3 24.0
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, March 21, 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 : 132,235: 20,100 14,376 40,075 61,236 69,449 121,411 123,901: 10,824 8,334
Old : 118,734: 20,946 15,555 33,121 54,540 63,033 108,606 111,708: 10,128 7,026
Other: 13,500: 2,390 2,057 3,719 6,696 6,416 12,805 12,192: 696 1,308
: : :
: : Changes in Commitments from: March 14, 2006 :
: 4,743: 1,592 -385 1,898 1,143 2,833 4,633 4,346: 110 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.9 30.3 46.3 52.5 91.8 93.7: 8.2 6.3
Old : 100.0: 17.6 13.1 27.9 45.9 53.1 91.5 94.1: 8.5 5.9
Other: 100.0: 17.7 15.2 27.5 49.6 47.5 94.8 90.3: 5.2 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 126 85 105 97 92 272 244:
Old : 336: 129 86 100 94 90 267 238:
Other: 129: 27 30 40 47 56 95 105:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 20.5 27.6 31.7 15.7 13.6 23.0 20.8
Old : 18.0 21.9 29.1 33.7 17.4 16.5 25.6 25.0
Other: 32.3 22.9 47.4 35.5 25.4 14.2 34.7 23.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 28,121: 11,338 4,503 2,135 13,170 18,488 26,643 25,126: 1,479 2,996
Old : 28,121: 11,338 4,503 2,135 13,170 18,488 26,643 25,126: 1,479 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,101: -7,142 1,713 -97 7,157 -3,457 -82 -1,841: -1,019 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 16.0 7.6 46.8 65.7 94.7 89.3: 5.3 10.7
Old : 100.0: 40.3 16.0 7.6 46.8 65.7 94.7 89.3: 5.3 10.7
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 : 52: 21 17 9 7 9 32 32:
Old : 52: 21 17 9 7 9 32 32:
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 : 60.5 67.6 82.3 79.3 58.2 63.9 74.6 72.3
Old : 60.5 67.6 82.3 79.3 58.2 63.9 74.6 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006