COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 232,458: 36,733 59,791 43,269 127,554 112,401 207,556 215,461: 24,902 16,997
Old : 123,566: 19,520 58,289 11,758 79,591 43,401 110,868 113,448: 12,697 10,118
Other: 108,892: 24,454 8,743 24,271 47,963 68,999 96,688 102,013: 12,204 6,879
: : :
: : Changes in Commitments from: May 23, 2006 :
: 3,087: 1,318 -1,980 1,090 -597 3,127 1,812 2,238: 1,276 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.7 18.6 54.9 48.4 89.3 92.7: 10.7 7.3
Old : 100.0: 15.8 47.2 9.5 64.4 35.1 89.7 91.8: 10.3 8.2
Other: 100.0: 22.5 8.0 22.3 44.0 63.4 88.8 93.7: 11.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 90 103 74 88 62 216 208:
Old : 256: 69 109 50 73 38 168 171:
Other: 189: 64 41 54 70 58 165 123:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 29.2 31.4 36.6 20.0 20.6 29.0 26.8
Old : 30.5 31.4 43.4 38.4 30.5 31.0 43.2 38.0
Other: 21.8 30.3 32.0 42.8 15.2 22.5 23.4 31.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 49,204: 15,343 1,128 15,467 11,667 29,870 42,477 46,465: 6,727 2,740
Old : 43,533: 15,173 1,914 12,171 9,850 26,987 37,193 41,071: 6,340 2,462
Other: 5,671: 1,381 425 2,086 1,817 2,883 5,284 5,393: 387 277
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,849: -169 -46 1,005 -246 585 589 1,543: 1,260 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 2.3 31.4 23.7 60.7 86.3 94.4: 13.7 5.6
Old : 100.0: 34.9 4.4 28.0 22.6 62.0 85.4 94.3: 14.6 5.7
Other: 100.0: 24.4 7.5 36.8 32.0 50.8 93.2 95.1: 6.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 69 25 32 17 17 105 58:
Old : 121: 67 28 31 17 17 105 57:
Other: 32: 11 10 15 6 6 24 24:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 54.2 37.6 69.5 11.5 40.7 18.3 46.6
Old : 22.5 54.5 33.9 68.8 11.9 41.1 19.5 47.4
Other: 57.6 60.9 78.3 79.4 34.8 41.0 42.4 46.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 150,769: 35,390 28,244 13,210 91,388 102,295 139,988 143,749: 10,781 7,020
Old : 94,174: 27,958 28,333 8,793 48,347 51,058 85,098 88,184: 9,076 5,990
Other: 56,595: 9,304 1,782 2,545 43,042 51,237 54,890 55,564: 1,705 1,031
: : :
: : Changes in Commitments from: May 23, 2006 :
: 7,657: -2,051 7,822 1,558 9,199 -1,742 8,706 7,638: -1,049 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.7 8.8 60.6 67.8 92.8 95.3: 7.2 4.7
Old : 100.0: 29.7 30.1 9.3 51.3 54.2 90.4 93.6: 9.6 6.4
Other: 100.0: 16.4 3.1 4.5 76.1 90.5 97.0 98.2: 3.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 59 41 34 52 42 129 104:
Old : 164: 63 36 29 50 40 122 98:
Other: 69: 10 16 13 34 30 57 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 : 21.0 29.8 35.6 44.9 15.7 19.4 25.6 29.8
Old : 18.0 31.0 29.4 45.8 16.8 25.0 27.5 38.8
Other: 39.8 50.4 61.7 68.6 29.3 44.2 47.8 56.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 709,571: 104,936 15,273 186,306 337,037 448,342 628,278 649,921: 81,292 59,649
Old : 709,571: 104,936 15,273 186,306 337,037 448,342 628,278 649,921: 81,292 59,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,257: 323 -323 4,661 -795 -6,727 4,189 -2,389: -5,445 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.2 26.3 47.5 63.2 88.5 91.6: 11.5 8.4
Old : 100.0: 14.8 2.2 26.3 47.5 63.2 88.5 91.6: 11.5 8.4
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 : 185: 66 40 71 69 62 171 140:
Old : 185: 66 40 71 69 62 171 140:
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 : 17.6 27.3 27.5 40.0 12.8 18.4 19.0 26.9
Old : 17.6 27.3 27.5 40.0 12.8 18.4 19.0 26.9
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 with Delta-adjusted Options and Futures Combined, May 30, 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 : 151,429: 23,701 31,995 40,771 73,625 69,476 138,097 142,242: 13,332 9,187
Old : 122,501: 22,642 33,000 26,762 61,438 54,794 110,841 114,556: 11,660 7,945
Other: 28,928: 5,621 3,557 9,447 12,188 14,682 27,256 27,686: 1,672 1,242
: : :
: : Changes in Commitments from: May 23, 2006 :
: 8,672: 84 3,903 1,308 7,076 3,408 8,468 8,620: 204 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 21.1 26.9 48.6 45.9 91.2 93.9: 8.8 6.1
Old : 100.0: 18.5 26.9 21.8 50.2 44.7 90.5 93.5: 9.5 6.5
Other: 100.0: 19.4 12.3 32.7 42.1 50.8 94.2 95.7: 5.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 133 107 105 111 96 293 267:
Old : 365: 133 105 98 108 85 284 249:
Other: 172: 43 42 54 65 62 137 129:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 22.2 25.0 32.1 14.3 14.7 22.0 21.4
Old : 17.6 23.4 27.9 32.5 17.3 18.0 26.3 25.3
Other: 23.5 31.3 36.0 45.3 15.0 23.9 24.0 31.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 42,647: 10,576 19,049 3,438 26,988 15,394 41,002 37,881: 1,645 4,767
Old : 42,647: 10,576 19,049 3,438 26,988 15,394 41,002 37,881: 1,645 4,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,556: -32 1,801 265 1,600 -186 1,833 1,879: -277 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 44.7 8.1 63.3 36.1 96.1 88.8: 3.9 11.2
Old : 100.0: 24.8 44.7 8.1 63.3 36.1 96.1 88.8: 3.9 11.2
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 : 64: 13 37 13 7 9 25 56:
Old : 64: 13 37 13 7 9 25 56:
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 : 77.8 51.1 90.0 64.3 75.5 50.1 83.7 61.0
Old : 77.8 51.1 90.0 64.3 75.5 50.1 83.7 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006