COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, March 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 : 126,520: 23,763 29,081 11,790 75,515 72,969 111,068 113,840: 15,452 12,680
Old : 109,355: 18,754 30,544 7,919 69,333 60,308 96,006 98,771: 13,349 10,584
Other: 17,165: 7,933 1,461 947 6,182 12,661 15,062 15,069: 2,103 2,096
: : :
: : Changes in Commitments from: March 7, 2006 :
: 2,961: 1,253 4,738 2,192 -577 -4,424 2,868 2,506: 93 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 23.0 9.3 59.7 57.7 87.8 90.0: 12.2 10.0
Old : 100.0: 17.1 27.9 7.2 63.4 55.1 87.8 90.3: 12.2 9.7
Other: 100.0: 46.2 8.5 5.5 36.0 73.8 87.7 87.8: 12.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 73 67 54 55 45 153 148:
Old : 212: 66 74 36 49 43 133 139:
Other: 95: 36 17 11 24 29 66 51:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 33.5 43.0 42.3 29.6 28.3 41.2 36.4
Old : 34.3 34.7 49.4 43.1 34.3 29.5 47.2 37.4
Other: 35.0 46.6 50.6 61.1 29.3 46.3 44.5 59.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, March 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 : 36,270: 16,642 8,094 3,444 12,306 22,301 32,392 33,839: 3,878 2,431
Old : 34,592: 16,991 7,365 2,706 11,058 22,105 30,755 32,176: 3,837 2,416
Other: 1,678: 151 1,229 238 1,248 196 1,637 1,663: 41 15
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,605: 1,140 12 311 -14 1,293 1,437 1,616: 168 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 22.3 9.5 33.9 61.5 89.3 93.3: 10.7 6.7
Old : 100.0: 49.1 21.3 7.8 32.0 63.9 88.9 93.0: 11.1 7.0
Other: 100.0: 9.0 73.2 14.2 74.4 11.7 97.6 99.1: 2.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 66 30 19 19 18 99 56:
Old : 129: 67 29 19 19 18 99 56:
Other: 19: 1 13 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 : 27.1 43.2 40.4 60.8 22.2 36.3 33.4 50.2
Old : 24.8 44.9 38.5 63.2 21.0 37.8 32.8 53.9
Other: 90.9 65.1 97.6 86.7 81.3 56.5 81.3 74.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, March 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 : 129,988: 31,916 23,745 2,302 86,987 98,752 121,205 124,799: 8,783 5,189
Old : 92,721: 30,311 23,739 2,011 52,153 62,096 84,475 87,846: 8,246 4,875
Other: 37,267: 1,813 214 83 34,834 36,656 36,730 36,953: 537 314
: : :
: : Changes in Commitments from: March 7, 2006 :
: 367: -31 -1,057 425 -415 -521 -21 -1,153: 388 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.3 1.8 66.9 76.0 93.2 96.0: 6.8 4.0
Old : 100.0: 32.7 25.6 2.2 56.2 67.0 91.1 94.7: 8.9 5.3
Other: 100.0: 4.9 0.6 0.2 93.5 98.4 98.6 99.2: 1.4 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 64 35 12 57 45 126 90:
Old : 166: 64 34 11 56 40 122 84:
Other: 47: 8 5 5 24 24 35 31:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 33.8 39.3 50.5 17.2 26.3 27.1 36.6
Old : 20.3 30.5 34.1 45.8 20.3 26.5 31.5 41.1
Other: 57.0 67.7 81.5 85.5 37.5 46.2 52.2 59.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, March 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 : 454,610: 105,243 32,187 26,843 266,065 367,714 398,151 426,744: 56,459 27,866
Old : 454,610: 105,243 32,187 26,843 266,065 367,714 398,151 426,744: 56,459 27,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,856: -737 -1,919 -2,145 -959 -2,726 -3,841 -6,790: -15 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.1 5.9 58.5 80.9 87.6 93.9: 12.4 6.1
Old : 100.0: 23.2 7.1 5.9 58.5 80.9 87.6 93.9: 12.4 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 : 164: 58 30 54 61 52 143 115:
Old : 164: 58 30 54 61 52 143 115:
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 : 19.8 36.7 33.9 53.5 17.2 27.2 26.1 39.4
Old : 19.8 36.7 33.9 53.5 17.2 27.2 26.1 39.4
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 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 : 97,433: 21,541 15,223 13,382 53,273 61,704 88,196 90,309: 9,237 7,124
Old : 88,612: 22,436 16,470 9,692 47,786 56,254 79,914 82,416: 8,698 6,196
Other: 8,821: 1,893 1,541 902 5,487 5,450 8,282 7,893: 539 928
: : :
: : Changes in Commitments from: March 7, 2006 :
: -66: -1,142 1,156 -291 2,750 -502 1,317 363: -1,383 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 15.6 13.7 54.7 63.3 90.5 92.7: 9.5 7.3
Old : 100.0: 25.3 18.6 10.9 53.9 63.5 90.2 93.0: 9.8 7.0
Other: 100.0: 21.5 17.5 10.2 62.2 61.8 93.9 89.5: 6.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 99 73 58 86 84 217 195:
Old : 295: 104 72 53 83 82 211 190:
Other: 96: 16 17 11 39 44 62 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 : 21.1 23.6 34.0 35.1 21.0 17.7 30.1 26.9
Old : 23.0 25.1 36.2 37.2 23.0 20.9 33.1 31.5
Other: 43.8 30.7 60.1 44.4 37.8 23.6 50.0 35.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, March 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 : 28,833: 18,310 2,801 2,071 6,012 21,918 26,393 26,790: 2,440 2,043
Old : 28,833: 18,310 2,801 2,071 6,012 21,918 26,393 26,790: 2,440 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,732: 1,167 204 -1,907 -3,290 -1,597 -4,030 -3,300: 298 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 9.7 7.2 20.9 76.0 91.5 92.9: 8.5 7.1
Old : 100.0: 63.5 9.7 7.2 20.9 76.0 91.5 92.9: 8.5 7.1
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 : 61: 34 10 7 9 9 46 24:
Old : 61: 34 10 7 9 9 46 24:
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 : 45.3 77.0 68.0 85.9 43.2 72.9 61.1 79.3
Old : 45.3 77.0 68.0 85.9 43.2 72.9 61.1 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006