COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, June 20, 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 : 166,340: 38,095 43,704 9,994 100,465 100,733 148,554 154,431: 17,786 11,909
Old : 25,891: 2,833 7,859 0 17,914 16,394 20,747 24,253: 5,144 1,638
Other: 140,449: 36,751 37,334 8,505 82,551 84,339 127,807 130,178: 12,642 10,271
: : :
: : Changes in Commitments from: June 13, 2006 :
: -10,215: -955 -2,971 -3,801 -3,199 -1,606 -7,955 -8,378: -2,260 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 26.3 6.0 60.4 60.6 89.3 92.8: 10.7 7.2
Old : 100.0: 10.9 30.4 0.0 69.2 63.3 80.1 93.7: 19.9 6.3
Other: 100.0: 26.2 26.6 6.1 58.8 60.0 91.0 92.7: 9.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 82 71 53 67 47 175 157:
Old : 93: 29 16 0 43 12 72 28:
Other: 226: 80 67 46 45 46 146 148:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 34.4 39.7 45.8 26.8 30.8 39.3 40.7
Old : 36.4 70.4 47.1 83.5 36.0 68.4 46.6 81.5
Other: 28.5 29.4 43.1 42.7 28.5 26.9 43.1 38.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, June 20, 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 : 27,534: 13,184 4,573 2,517 6,960 18,150 22,661 25,240: 4,873 2,294
Old : 25,159: 13,542 4,044 1,390 5,792 17,536 20,724 22,970: 4,435 2,189
Other: 2,375: 562 1,449 207 1,168 614 1,937 2,270: 438 105
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,273: -343 501 -2,114 -831 -947 -3,288 -2,560: 1,015 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 16.6 9.1 25.3 65.9 82.3 91.7: 17.7 8.3
Old : 100.0: 53.8 16.1 5.5 23.0 69.7 82.4 91.3: 17.6 8.7
Other: 100.0: 23.7 61.0 8.7 49.2 25.9 81.6 95.6: 18.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 57 16 19 15 20 81 47:
Old : 100: 56 18 13 15 20 76 46:
Other: 28: 5 14 8 5 4 17 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 : 21.1 53.7 33.5 69.6 21.1 52.0 33.5 66.8
Old : 19.6 54.2 33.1 71.4 19.6 52.7 33.1 70.0
Other: 67.4 61.4 76.9 81.3 65.7 56.2 72.5 75.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, June 20, 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 : 133,010: 39,459 28,700 3,122 81,741 96,510 124,322 128,332: 8,688 4,678
Old : 68,946: 26,800 28,822 138 35,318 36,534 62,256 65,494: 6,690 3,452
Other: 64,064: 14,007 1,226 1,636 46,423 59,976 62,066 62,838: 1,998 1,226
: : :
: : Changes in Commitments from: June 13, 2006 :
: -12,767: 619 -4,490 -1,603 -11,140 -4,380 -12,124 -10,473: -643 -2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 21.6 2.3 61.5 72.6 93.5 96.5: 6.5 3.5
Old : 100.0: 38.9 41.8 0.2 51.2 53.0 90.3 95.0: 9.7 5.0
Other: 100.0: 21.9 1.9 2.6 72.5 93.6 96.9 98.1: 3.1 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 57 35 17 50 40 117 89:
Old : 156: 55 36 3 45 31 101 70:
Other: 78: 21 9 8 33 33 60 46:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 31.3 38.3 47.0 19.6 21.5 30.6 34.0
Old : 19.2 33.8 32.2 53.4 18.3 30.3 30.0 47.4
Other: 38.7 45.2 59.2 63.9 29.0 38.5 43.7 49.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, June 20, 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 : 448,012: 92,870 34,518 33,991 261,112 334,802 387,973 403,311: 60,039 44,701
Old : 448,012: 92,870 34,518 33,991 261,112 334,802 387,973 403,311: 60,039 44,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -7,779: -850 -2,715 2,509 -11,851 -727 -10,192 -933: 2,413 -6,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 7.7 7.6 58.3 74.7 86.6 90.0: 13.4 10.0
Old : 100.0: 20.7 7.7 7.6 58.3 74.7 86.6 90.0: 13.4 10.0
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 : 171: 54 38 48 70 54 152 114:
Old : 171: 54 38 48 70 54 152 114:
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 : 22.7 36.9 34.6 51.5 18.4 27.3 26.8 39.9
Old : 22.7 36.9 34.6 51.5 18.4 27.3 26.8 39.9
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, June 20, 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 : 121,700: 31,047 39,915 8,658 70,578 65,267 110,283 113,840: 11,417 7,860
Old : 94,786: 24,948 39,444 2,615 58,003 46,709 85,566 88,768: 9,220 6,018
Other: 26,914: 10,370 4,742 1,772 12,575 18,558 24,717 25,072: 2,197 1,842
: : :
: : Changes in Commitments from: June 13, 2006 :
: -5,241: 966 1,254 404 -4,431 -5,006 -3,061 -3,348: -2,180 -1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 32.8 7.1 58.0 53.6 90.6 93.5: 9.4 6.5
Old : 100.0: 26.3 41.6 2.8 61.2 49.3 90.3 93.7: 9.7 6.3
Other: 100.0: 38.5 17.6 6.6 46.7 69.0 91.8 93.2: 8.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 113 98 56 107 83 245 218:
Old : 328: 112 97 19 92 64 212 172:
Other: 180: 46 37 22 67 65 125 114:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 29.1 34.4 37.6 17.8 16.5 26.7 24.1
Old : 27.5 32.0 39.6 41.1 21.6 22.1 32.3 31.3
Other: 30.4 36.8 45.7 50.1 24.4 31.3 34.4 40.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, June 20, 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 : 24,660: 7,476 15,555 3,259 12,605 3,151 23,340 21,965: 1,320 2,695
Old : 24,660: 7,476 15,555 3,259 12,605 3,151 23,340 21,965: 1,320 2,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -15,509: -950 -1,678 895 -15,118 -14,255 -15,173 -15,038: -336 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 63.1 13.2 51.1 12.8 94.6 89.1: 5.4 10.9
Old : 100.0: 30.3 63.1 13.2 51.1 12.8 94.6 89.1: 5.4 10.9
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 : 50: 15 21 5 8 7 26 31:
Old : 50: 15 21 5 8 7 26 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 : 65.0 49.5 81.1 70.2 60.0 46.3 70.4 58.2
Old : 65.0 49.5 81.1 70.2 60.0 46.3 70.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 28,196: 13,740 0 0 9,551 24,220 23,291 24,220: 4,905 3,976
Old : 28,196: 13,740 0 0 9,551 24,220 23,291 24,220: 4,905 3,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -9,768: 1,322 -901 0 -10,044 -8,482 -8,722 -9,383: -1,046 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 0.0 0.0 33.9 85.9 82.6 85.9: 17.4 14.1
Old : 100.0: 48.7 0.0 0.0 33.9 85.9 82.6 85.9: 17.4 14.1
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 : 23: 8 0 0 3 14 11 14:
Old : 23: 8 0 0 3 14 11 14:
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 : 70.1 58.3 81.0 74.4 70.1 58.3 81.0 74.4
Old : 70.1 58.3 81.0 74.4 70.1 58.3 81.0 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006