COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 182,467: 28,176 46,908 35,249 98,692 85,204 162,117 167,362: 20,350 15,105
Old : 144,136: 21,357 47,877 23,265 82,872 60,624 127,495 131,766: 16,641 12,370
Other: 38,331: 9,043 1,256 9,760 15,820 24,580 34,623 35,596: 3,708 2,735
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,201: 1,655 2,944 -1,165 1,020 712 1,510 2,492: 691 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 25.7 19.3 54.1 46.7 88.8 91.7: 11.2 8.3
Old : 100.0: 14.8 33.2 16.1 57.5 42.1 88.5 91.4: 11.5 8.6
Other: 100.0: 23.6 3.3 25.5 41.3 64.1 90.3 92.9: 9.7 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 77 93 73 73 55 184 195:
Old : 246: 64 102 61 68 48 166 182:
Other: 126: 41 26 48 42 41 105 95:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 26.9 31.3 34.8 20.9 19.5 29.8 26.1
Old : 26.4 27.2 36.5 35.5 26.4 21.8 36.0 28.7
Other: 23.7 36.8 37.5 47.9 21.6 33.7 31.0 39.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 53,298: 20,656 1,317 14,006 13,226 33,862 47,888 49,184: 5,410 4,113
Old : 49,642: 20,532 1,587 12,031 11,809 31,962 44,372 45,580: 5,270 4,062
Other: 3,655: 862 469 1,236 1,417 1,899 3,516 3,604: 140 51
: : :
: : Changes in Commitments from: March 28, 2006 :
: -1,380: 677 -100 -814 -835 -196 -972 -1,110: -408 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 2.5 26.3 24.8 63.5 89.8 92.3: 10.2 7.7
Old : 100.0: 41.4 3.2 24.2 23.8 64.4 89.4 91.8: 10.6 8.2
Other: 100.0: 23.6 12.8 33.8 38.8 52.0 96.2 98.6: 3.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 86 23 33 22 25 119 73:
Old : 143: 85 24 32 22 25 119 72:
Other: 26: 11 7 12 3 6 18 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 : 20.6 43.0 35.0 59.3 15.1 33.6 23.4 45.8
Old : 18.5 42.7 32.3 59.9 14.7 34.0 23.5 46.6
Other: 69.0 65.1 86.5 83.5 40.7 37.6 45.7 45.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 140,433: 33,249 23,600 12,581 82,646 96,088 128,475 132,268: 11,958 8,164
Old : 100,027: 30,528 23,910 8,930 49,191 59,282 88,648 92,121: 11,379 7,906
Other: 40,406: 3,504 474 2,868 33,455 36,806 39,827 40,148: 579 258
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,265: 2,168 1,285 2,098 -3,560 -1,201 707 2,182: 1,558 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.8 9.0 58.9 68.4 91.5 94.2: 8.5 5.8
Old : 100.0: 30.5 23.9 8.9 49.2 59.3 88.6 92.1: 11.4 7.9
Other: 100.0: 8.7 1.2 7.1 82.8 91.1 98.6 99.4: 1.4 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 71 41 38 58 46 147 110:
Old : 176: 68 42 35 57 44 142 105:
Other: 58: 15 8 15 26 25 47 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 : 20.6 31.4 33.7 46.8 15.5 24.1 25.5 35.3
Old : 18.0 30.4 31.0 44.2 17.6 26.2 28.3 38.2
Other: 47.9 60.1 71.4 80.4 31.4 46.1 48.4 58.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 769,412: 103,876 8,495 222,425 340,955 486,925 667,255 717,845: 102,156 51,566
Old : 769,412: 103,876 8,495 222,425 340,955 486,925 667,255 717,845: 102,156 51,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 6,475: 1,888 -3,000 5,315 -476 8,745 6,727 11,060: -253 -4,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 1.1 28.9 44.3 63.3 86.7 93.3: 13.3 6.7
Old : 100.0: 13.5 1.1 28.9 44.3 63.3 86.7 93.3: 13.3 6.7
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 : 178: 55 40 70 67 62 166 135:
Old : 178: 55 40 70 67 62 166 135:
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 : 14.9 25.6 25.8 39.7 11.4 16.8 17.1 25.0
Old : 14.9 25.6 25.8 39.7 11.4 16.8 17.1 25.0
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, April 4, 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 : 142,546: 24,136 16,806 44,108 61,682 72,501 129,927 133,416: 12,619 9,130
Old : 125,454: 24,113 17,779 35,489 53,993 64,291 113,595 117,559: 11,859 7,895
Other: 17,092: 3,584 2,588 5,058 7,689 8,210 16,332 15,857: 760 1,235
: : :
: : Changes in Commitments from: March 28, 2006 :
: 3,226: 3,097 633 1,258 -2,332 1,734 2,022 3,625: 1,204 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.8 30.9 43.3 50.9 91.1 93.6: 8.9 6.4
Old : 100.0: 19.2 14.2 28.3 43.0 51.2 90.5 93.7: 9.5 6.3
Other: 100.0: 21.0 15.1 29.6 45.0 48.0 95.6 92.8: 4.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 145 93 119 101 98 302 264:
Old : 366: 154 88 113 98 96 297 257:
Other: 143: 24 40 46 49 63 102 120:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 19.5 26.3 30.0 14.7 12.1 21.2 19.7
Old : 17.6 21.0 27.8 32.1 16.7 14.7 24.1 23.5
Other: 30.0 23.2 44.9 35.9 26.5 13.9 35.8 22.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 28,244: 11,554 4,517 2,162 12,903 19,087 26,619 25,766: 1,625 2,478
Old : 28,244: 11,554 4,517 2,162 12,903 19,087 26,619 25,766: 1,625 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 666: -2,296 1,166 -20 3,016 -654 700 492: -34 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 16.0 7.7 45.7 67.6 94.2 91.2: 5.8 8.8
Old : 100.0: 40.9 16.0 7.7 45.7 67.6 94.2 91.2: 5.8 8.8
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 : 53: 22 15 8 9 10 33 31:
Old : 53: 22 15 8 9 10 33 31:
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 : 62.3 73.3 78.2 81.9 60.1 66.3 70.7 73.9
Old : 62.3 73.3 78.2 81.9 60.1 66.3 70.7 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006