COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 229,371: 35,414 61,771 42,179 128,151 109,274 205,745 213,223: 23,626 16,147
Old : 127,187: 19,730 59,370 12,101 82,348 45,815 114,180 117,286: 13,008 9,901
Other: 102,183: 22,053 8,770 23,708 45,803 63,458 91,565 95,937: 10,618 6,246
: : :
: : Changes in Commitments from: May 16, 2006 :
: 3,659: -829 2,150 1,385 4,515 956 5,071 4,491: -1,412 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 26.9 18.4 55.9 47.6 89.7 93.0: 10.3 7.0
Old : 100.0: 15.5 46.7 9.5 64.7 36.0 89.8 92.2: 10.2 7.8
Other: 100.0: 21.6 8.6 23.2 44.8 62.1 89.6 93.9: 10.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 87 109 72 87 63 210 215:
Old : 261: 79 101 49 72 42 167 176:
Other: 183: 52 44 54 69 58 159 122:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 28.6 32.2 35.9 20.2 19.4 29.3 25.5
Old : 30.3 30.4 43.0 37.3 30.3 29.9 42.6 36.8
Other: 23.2 30.2 34.0 42.7 17.3 22.1 25.6 31.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 47,355: 15,513 1,174 14,462 11,913 29,285 41,888 44,921: 5,467 2,434
Old : 41,797: 15,534 1,870 11,167 9,994 26,567 36,696 39,604: 5,102 2,193
Other: 5,558: 1,270 595 2,003 1,919 2,718 5,193 5,317: 365 241
: : :
: : Changes in Commitments from: May 16, 2006 :
: -6,845: -3,900 -365 -1,657 -570 -4,295 -6,127 -6,316: -718 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 2.5 30.5 25.2 61.8 88.5 94.9: 11.5 5.1
Old : 100.0: 37.2 4.5 26.7 23.9 63.6 87.8 94.8: 12.2 5.2
Other: 100.0: 22.9 10.7 36.0 34.5 48.9 93.4 95.7: 6.6 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 73 18 30 18 18 102 58:
Old : 119: 72 20 29 18 18 102 57:
Other: 32: 9 12 16 6 6 23 26:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 55.7 38.1 70.1 12.4 42.1 19.5 47.6
Old : 23.1 56.4 34.9 70.2 12.4 43.2 20.3 49.2
Other: 57.7 58.3 78.1 76.6 34.5 37.7 42.4 44.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 143,112: 37,442 20,422 11,652 82,189 104,037 131,283 136,111: 11,829 7,001
Old : 90,235: 29,190 20,774 8,555 42,229 54,742 79,974 84,070: 10,261 6,165
Other: 52,877: 9,116 513 2,232 39,960 49,295 51,308 52,041: 1,568 836
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,576: -1,775 -1,767 260 5,641 5,213 4,126 3,706: -1,550 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 14.3 8.1 57.4 72.7 91.7 95.1: 8.3 4.9
Old : 100.0: 32.3 23.0 9.5 46.8 60.7 88.6 93.2: 11.4 6.8
Other: 100.0: 17.2 1.0 4.2 75.6 93.2 97.0 98.4: 3.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 65 39 30 49 43 131 101:
Old : 167: 65 39 27 44 39 121 96:
Other: 65: 12 11 10 31 30 51 43:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 30.5 33.5 47.6 15.7 22.0 25.3 33.0
Old : 17.7 32.6 29.3 46.4 16.6 29.1 27.6 41.2
Other: 41.5 53.8 63.8 72.2 29.6 46.1 48.3 59.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 710,827: 104,614 15,597 181,645 337,832 455,069 624,090 652,311: 86,737 58,517
Old : 710,827: 104,614 15,597 181,645 337,832 455,069 624,090 652,311: 86,737 58,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -288: -12,476 1,534 7,944 10,316 -13,082 5,785 -3,605: -6,073 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 2.2 25.6 47.5 64.0 87.8 91.8: 12.2 8.2
Old : 100.0: 14.7 2.2 25.6 47.5 64.0 87.8 91.8: 12.2 8.2
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 : 186: 71 36 72 67 62 173 140:
Old : 186: 71 36 72 67 62 173 140:
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 : 17.8 27.0 28.0 40.1 12.8 17.7 19.0 26.7
Old : 17.8 27.0 28.0 40.1 12.8 17.7 19.0 26.7
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, May 23, 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 : 142,757: 23,617 28,092 39,463 66,549 66,068 129,629 133,622: 13,128 9,134
Old : 115,675: 22,536 29,092 26,307 55,428 52,565 104,271 107,963: 11,404 7,712
Other: 27,082: 5,978 3,897 8,259 11,121 13,503 25,358 25,659: 1,724 1,423
: : :
: : Changes in Commitments from: May 16, 2006 :
: 8,045: 761 4,628 3,219 4,189 -0 8,169 7,847: -124 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.7 27.6 46.6 46.3 90.8 93.6: 9.2 6.4
Old : 100.0: 19.5 25.1 22.7 47.9 45.4 90.1 93.3: 9.9 6.7
Other: 100.0: 22.1 14.4 30.5 41.1 49.9 93.6 94.7: 6.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 131 109 106 110 92 294 261:
Old : 365: 139 99 100 107 85 286 248:
Other: 169: 42 44 52 62 60 133 127:
:----------------------------------------------------------------------------------------------------
: 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 20.6 25.4 30.1 14.9 14.8 23.0 22.2
Old : 18.2 21.3 28.2 30.9 18.1 18.3 27.5 25.9
Other: 24.0 30.6 35.9 44.4 15.9 22.5 25.7 30.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 41,092: 10,609 17,248 3,173 25,387 15,581 39,169 36,002: 1,923 5,090
Old : 41,092: 10,609 17,248 3,173 25,387 15,581 39,169 36,002: 1,923 5,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2: -1,210 1,526 -123 912 -1,219 -420 184: 418 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 42.0 7.7 61.8 37.9 95.3 87.6: 4.7 12.4
Old : 100.0: 25.8 42.0 7.7 61.8 37.9 95.3 87.6: 4.7 12.4
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 : 65: 11 40 10 6 10 21 57:
Old : 65: 11 40 10 6 10 21 57:
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 : 78.2 49.3 90.8 63.4 75.9 48.3 83.8 60.5
Old : 78.2 49.3 90.8 63.4 75.9 48.3 83.8 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006