COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 234,874: 36,903 47,088 45,726 127,837 125,883 210,466 218,697: 24,407 16,177
Old : 103,684: 15,175 42,364 11,098 65,614 41,203 91,888 94,666: 11,796 9,018
Other: 131,189: 27,062 10,057 29,293 62,223 84,680 118,578 124,031: 12,611 7,158
: : :
: : Changes in Commitments from: May 30, 2006 :
: 2,416: 171 -12,703 2,457 283 13,483 2,910 3,236: -494 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.0 19.5 54.4 53.6 89.6 93.1: 10.4 6.9
Old : 100.0: 14.6 40.9 10.7 63.3 39.7 88.6 91.3: 11.4 8.7
Other: 100.0: 20.6 7.7 22.3 47.4 64.5 90.4 94.5: 9.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 93 89 82 85 61 223 199:
Old : 239: 70 94 49 69 39 166 155:
Other: 208: 70 46 58 72 59 179 132:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 32.3 30.7 40.3 19.4 23.7 28.1 29.9
Old : 33.0 35.9 45.0 44.1 33.0 35.6 44.5 43.8
Other: 19.4 32.1 29.7 45.1 14.1 24.9 21.6 33.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 48,175: 13,264 1,082 15,215 11,932 28,140 40,412 44,438: 7,763 3,737
Old : 42,574: 13,010 1,670 12,161 10,087 25,331 35,259 39,162: 7,315 3,412
Other: 5,601: 1,273 432 2,035 1,845 2,809 5,153 5,275: 448 326
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,029: -2,079 -46 -251 265 -1,729 -2,065 -2,027: 1,036 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 2.2 31.6 24.8 58.4 83.9 92.2: 16.1 7.8
Old : 100.0: 30.6 3.9 28.6 23.7 59.5 82.8 92.0: 17.2 8.0
Other: 100.0: 22.7 7.7 36.3 32.9 50.2 92.0 94.2: 8.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 61 25 30 18 22 96 62:
Old : 115: 59 28 29 18 22 96 61:
Other: 31: 11 9 15 5 7 22 25:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 51.3 37.0 65.8 12.3 39.2 19.4 44.9
Old : 21.8 51.3 32.9 65.0 11.8 39.4 19.8 45.7
Other: 56.9 60.4 77.6 78.0 34.3 39.8 43.0 45.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 153,748: 36,186 30,482 10,833 94,379 101,942 141,398 143,257: 12,350 10,491
Old : 93,115: 27,589 30,681 5,781 49,360 47,647 82,730 84,109: 10,385 9,006
Other: 60,633: 10,967 2,171 2,682 45,019 54,295 58,668 59,148: 1,965 1,485
: : :
: : Changes in Commitments from: May 30, 2006 :
: 2,979: 796 2,238 -2,377 2,991 -353 1,410 -492: 1,569 3,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 19.8 7.0 61.4 66.3 92.0 93.2: 8.0 6.8
Old : 100.0: 29.6 32.9 6.2 53.0 51.2 88.8 90.3: 11.2 9.7
Other: 100.0: 18.1 3.6 4.4 74.2 89.5 96.8 97.6: 3.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 53 47 30 53 43 127 109:
Old : 169: 57 45 25 50 40 118 102:
Other: 75: 15 17 11 34 30 59 48:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 29.3 36.9 43.3 16.4 18.0 26.7 28.8
Old : 19.7 30.6 31.9 45.7 16.6 23.9 27.4 37.1
Other: 39.6 48.6 61.7 67.9 30.1 43.0 46.3 54.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 706,317: 101,550 13,732 188,080 337,730 438,085 627,361 639,897: 78,957 66,420
Old : 706,317: 101,550 13,732 188,080 337,730 438,085 627,361 639,897: 78,957 66,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,253: -3,386 -1,541 1,775 693 -10,257 -918 -10,024: -2,336 6,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.9 26.6 47.8 62.0 88.8 90.6: 11.2 9.4
Old : 100.0: 14.4 1.9 26.6 47.8 62.0 88.8 90.6: 11.2 9.4
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 : 188: 68 39 77 71 65 176 146:
Old : 188: 68 39 77 71 65 176 146:
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 : 16.8 27.7 26.7 39.2 12.9 18.2 19.2 26.5
Old : 16.8 27.7 26.7 39.2 12.9 18.2 19.2 26.5
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, June 6, 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 : 162,075: 24,383 37,072 41,527 82,739 74,278 148,649 152,878: 13,426 9,197
Old : 130,611: 22,588 37,200 27,050 69,432 58,541 119,071 122,792: 11,541 7,820
Other: 31,464: 6,126 4,203 10,146 13,306 15,737 29,579 30,086: 1,885 1,377
: : :
: : Changes in Commitments from: May 30, 2006 :
: 10,646: 682 5,077 756 9,113 4,802 10,552 10,636: 94 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 22.9 25.6 51.0 45.8 91.7 94.3: 8.3 5.7
Old : 100.0: 17.3 28.5 20.7 53.2 44.8 91.2 94.0: 8.8 6.0
Other: 100.0: 19.5 13.4 32.2 42.3 50.0 94.0 95.6: 6.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 125 124 112 109 95 292 281:
Old : 371: 129 117 101 103 83 277 261:
Other: 181: 53 38 53 68 64 146 130:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 25.1 27.9 34.7 13.4 13.3 20.5 19.2
Old : 21.4 28.1 31.4 35.6 16.0 17.3 24.4 23.9
Other: 24.2 31.4 37.6 44.7 16.3 23.5 23.7 30.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 6, 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 : 41,578: 10,296 17,930 3,946 25,802 14,884 40,044 36,759: 1,534 4,818
Old : 41,578: 10,296 17,930 3,946 25,802 14,884 40,044 36,759: 1,534 4,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,070: -281 -1,119 508 -1,186 -511 -959 -1,122: -111 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 43.1 9.5 62.1 35.8 96.3 88.4: 3.7 11.6
Old : 100.0: 24.8 43.1 9.5 62.1 35.8 96.3 88.4: 3.7 11.6
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 36 14 8 9 25 57:
Old : 64: 13 36 14 8 9 25 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 : 77.6 52.8 89.9 66.4 76.5 51.9 83.4 62.6
Old : 77.6 52.8 89.9 66.4 76.5 51.9 83.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006