COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 161,505: 34,738 7,858 26,551 82,950 116,254 144,240 150,663: 17,265 10,841
Old : 142,305: 31,140 8,199 20,912 75,202 104,590 127,254 133,701: 15,051 8,604
Other: 19,200: 4,485 546 4,752 7,748 11,664 16,986 16,962: 2,214 2,237
: : :
: : Changes in Commitments from: February 14, 2006 :
: -9,052: -1,712 219 -703 -2,396 -7,044 -4,811 -7,528: -4,241 -1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.9 16.4 51.4 72.0 89.3 93.3: 10.7 6.7
Old : 100.0: 21.9 5.8 14.7 52.8 73.5 89.4 94.0: 10.6 6.0
Other: 100.0: 23.4 2.8 24.8 40.4 60.8 88.5 88.3: 11.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 81 39 55 65 59 180 125:
Old : 200: 83 37 52 61 56 170 120:
Other: 101: 26 26 35 28 38 78 75:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 40.8 35.0 50.1 22.4 33.0 31.0 40.9
Old : 26.3 43.2 38.7 51.9 25.4 36.2 35.2 44.1
Other: 27.9 31.8 43.2 47.8 24.2 26.1 35.3 37.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 47,570: 13,847 2,673 9,889 19,485 31,563 43,221 44,125: 4,349 3,445
Old : 44,979: 14,163 2,850 8,297 18,208 30,441 40,667 41,587: 4,312 3,392
Other: 2,591: 469 609 807 1,278 1,122 2,554 2,538: 37 53
: : :
: : Changes in Commitments from: February 14, 2006 :
: -4,933: 279 498 -3,540 -1,689 -2,037 -4,950 -5,079: 17 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.6 20.8 41.0 66.3 90.9 92.8: 9.1 7.2
Old : 100.0: 31.5 6.3 18.4 40.5 67.7 90.4 92.5: 9.6 7.5
Other: 100.0: 18.1 23.5 31.2 49.3 43.3 98.6 98.0: 1.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 72 21 29 26 24 110 66:
Old : 131: 69 24 29 26 24 110 66:
Other: 21: 4 10 11 2 6 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 48.6 39.4 61.3 14.0 31.7 20.8 38.9
Old : 24.9 49.3 38.2 62.5 13.2 32.6 20.4 40.0
Other: 77.4 66.0 94.1 86.7 52.5 44.3 55.6 53.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 136,007: 32,818 15,487 10,648 82,552 104,184 126,018 130,319: 9,988 5,688
Old : 97,977: 31,264 16,014 9,158 48,049 67,870 88,471 93,042: 9,506 4,935
Other: 38,030: 2,547 465 497 34,503 36,314 37,548 37,277: 482 753
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,681: -1,707 3,240 1,331 3,832 -1,820 3,456 2,751: 225 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 11.4 7.8 60.7 76.6 92.7 95.8: 7.3 4.2
Old : 100.0: 31.9 16.3 9.3 49.0 69.3 90.3 95.0: 9.7 5.0
Other: 100.0: 6.7 1.2 1.3 90.7 95.5 98.7 98.0: 1.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 65 30 33 55 43 132 98:
Old : 159: 63 33 30 55 39 129 92:
Other: 55: 14 10 14 21 24 41 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 : 24.2 35.9 39.4 51.3 17.8 22.8 27.1 33.1
Old : 23.0 31.0 37.6 46.5 21.5 21.5 32.8 36.7
Other: 55.1 63.7 79.9 80.0 33.9 41.3 48.1 53.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 748,834: 92,814 16,708 207,095 367,940 477,264 667,849 701,066: 80,985 47,768
Old : 748,834: 92,814 16,708 207,095 367,940 477,264 667,849 701,066: 80,985 47,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -851: 1,761 2,482 -761 6,339 -1,151 7,339 569: -8,190 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.2 27.7 49.1 63.7 89.2 93.6: 10.8 6.4
Old : 100.0: 12.4 2.2 27.7 49.1 63.7 89.2 93.6: 10.8 6.4
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 : 170: 62 34 61 68 59 159 126:
Old : 170: 62 34 61 68 59 159 126:
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 39.9 11.1 14.5 17.7 23.4
Old : 15.5 25.8 27.1 39.9 11.1 14.5 17.7 23.4
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 with Delta-adjusted Options and Futures Combined, February 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 : 124,528: 20,199 11,370 36,532 55,631 68,890 112,362 116,792: 12,166 7,736
Old : 114,327: 21,106 12,556 31,171 50,407 63,799 102,683 107,525: 11,644 6,802
Other: 10,201: 1,709 1,430 2,746 5,224 5,091 9,680 9,267: 522 934
: : :
: : Changes in Commitments from: February 14, 2006 :
: -3,464: -6,266 1,242 386 2,165 -5,600 -3,715 -3,972: 251 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 9.1 29.3 44.7 55.3 90.2 93.8: 9.8 6.2
Old : 100.0: 18.5 11.0 27.3 44.1 55.8 89.8 94.1: 10.2 5.9
Other: 100.0: 16.8 14.0 26.9 51.2 49.9 94.9 90.8: 5.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 134 60 100 100 95 273 225:
Old : 325: 142 58 96 100 95 271 223:
Other: 110: 16 28 32 39 53 77 91:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 19.1 27.0 29.3 15.9 12.6 22.8 20.5
Old : 17.3 19.9 28.1 30.7 17.3 15.5 24.8 24.0
Other: 43.1 27.5 59.8 41.2 35.4 19.4 44.4 27.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 32,976: 19,108 4,053 2,383 9,217 24,201 30,708 30,637: 2,268 2,339
Old : 32,976: 19,108 4,053 2,383 9,217 24,201 30,708 30,637: 2,268 2,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,936: 3,839 971 -42 -578 2,079 3,219 3,009: -283 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 12.3 7.2 27.9 73.4 93.1 92.9: 6.9 7.1
Old : 100.0: 57.9 12.3 7.2 27.9 73.4 93.1 92.9: 6.9 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 : 54: 26 12 9 8 10 42 24:
Old : 54: 26 12 9 8 10 42 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 : 53.0 61.4 71.3 78.7 46.9 59.7 61.9 71.3
Old : 53.0 61.4 71.3 78.7 46.9 59.7 61.9 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006