COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 210,042: 32,770 41,565 37,056 119,254 118,237 189,080 196,858: 20,962 13,183
Old : 25,891: 2,833 7,859 0 17,914 16,394 20,747 24,253: 5,144 1,638
Other: 184,151: 31,460 35,229 35,533 101,340 101,843 168,333 172,605: 15,818 11,545
: : :
: : Changes in Commitments from: June 13, 2006 :
: -24,475: -1,342 -2,355 -11,981 -7,077 -7,077 -20,400 -21,414: -4,075 -3,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 19.8 17.6 56.8 56.3 90.0 93.7: 10.0 6.3
Old : 100.0: 10.9 30.4 0.0 69.2 63.3 80.1 93.7: 19.9 6.3
Other: 100.0: 17.1 19.1 19.3 55.0 55.3 91.4 93.7: 8.6 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 89 81 71 79 58 202 184:
Old : 93: 29 16 0 43 12 72 28:
Other: 252: 85 78 67 69 58 188 176:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 32.4 33.5 41.9 21.7 25.0 31.6 32.1
Old : 36.4 70.4 47.1 83.5 36.0 68.4 46.6 81.5
Other: 22.3 28.3 35.7 39.0 22.3 21.2 33.4 29.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 44,353: 13,587 1,032 12,567 10,678 27,894 36,831 41,494: 7,521 2,859
Old : 38,482: 13,699 2,151 8,904 8,944 24,781 31,546 35,835: 6,936 2,646
Other: 5,871: 1,498 492 2,053 1,734 3,113 5,285 5,658: 586 213
: : :
: : Changes in Commitments from: June 13, 2006 :
: -4,508: -137 -81 -3,425 -1,922 -965 -5,484 -4,471: 976 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.3 28.3 24.1 62.9 83.0 93.6: 17.0 6.4
Old : 100.0: 35.6 5.6 23.1 23.2 64.4 82.0 93.1: 18.0 6.9
Other: 100.0: 25.5 8.4 35.0 29.5 53.0 90.0 96.4: 10.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 70 17 27 19 21 100 55:
Old : 114: 66 22 25 19 21 99 54:
Other: 33: 13 8 16 6 8 25 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 : 22.9 51.7 34.4 67.7 11.3 41.7 19.0 48.7
Old : 18.4 51.5 30.4 67.3 11.0 41.6 19.6 49.5
Other: 55.3 62.2 74.6 79.0 34.2 45.1 44.0 51.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 142,912: 38,512 28,630 10,141 84,473 98,705 133,126 137,476: 9,785 5,436
Old : 75,054: 26,688 28,561 4,413 36,455 38,024 67,556 70,998: 7,498 4,056
Other: 67,857: 13,373 1,618 4,179 48,018 60,681 65,570 66,477: 2,287 1,380
: : :
: : Changes in Commitments from: June 13, 2006 :
: -12,375: 909 -4,123 -1,839 -10,921 -4,223 -11,852 -10,185: -524 -2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 20.0 7.1 59.1 69.1 93.2 96.2: 6.8 3.8
Old : 100.0: 35.6 38.1 5.9 48.6 50.7 90.0 94.6: 10.0 5.4
Other: 100.0: 19.7 2.4 6.2 70.8 89.4 96.6 98.0: 3.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 59 38 29 50 43 125 101:
Old : 158: 56 37 16 49 36 110 85:
Other: 88: 22 18 18 33 34 69 58:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 29.7 36.8 44.8 18.9 20.0 29.4 31.7
Old : 17.8 31.9 30.8 49.9 16.8 28.5 28.8 43.9
Other: 36.6 42.7 56.2 61.1 27.5 35.5 41.5 46.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 609,248: 102,155 12,776 135,744 299,344 408,108 537,242 556,628: 72,006 52,620
Old : 609,248: 102,155 12,776 135,744 299,344 408,108 537,242 556,628: 72,006 52,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -739: 3,183 -3,516 4,934 -12,344 5,034 -4,227 6,452: 3,488 -7,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.1 22.3 49.1 67.0 88.2 91.4: 11.8 8.6
Old : 100.0: 16.8 2.1 22.3 49.1 67.0 88.2 91.4: 11.8 8.6
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 : 182: 73 27 61 74 65 168 133:
Old : 182: 73 27 61 74 65 168 133:
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 : 17.9 30.0 27.6 44.5 13.9 21.0 21.0 30.7
Old : 17.9 30.0 27.6 44.5 13.9 21.0 21.0 30.7
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, 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 : 157,556: 25,760 40,275 38,128 80,926 70,658 144,814 149,061: 12,743 8,495
Old : 117,205: 21,747 40,064 19,728 65,479 50,886 106,954 110,677: 10,250 6,528
Other: 40,351: 8,537 4,737 13,875 15,447 19,772 37,859 38,384: 2,492 1,968
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,007: 987 1,310 2,950 -3,755 -4,247 181 13: -2,188 -2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 25.6 24.2 51.4 44.8 91.9 94.6: 8.1 5.4
Old : 100.0: 18.6 34.2 16.8 55.9 43.4 91.3 94.4: 8.7 5.6
Other: 100.0: 21.2 11.7 34.4 38.3 49.0 93.8 95.1: 6.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 119 125 96 113 96 287 268:
Old : 362: 117 123 81 107 83 269 242:
Other: 199: 56 43 58 74 70 158 144:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 23.8 28.3 32.8 13.8 12.5 21.0 18.6
Old : 22.3 26.6 33.3 34.2 17.7 18.1 26.5 25.5
Other: 23.8 28.5 38.5 42.9 15.4 21.4 21.3 27.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 25,349: 7,685 15,632 3,536 12,619 3,161 23,840 22,330: 1,508 3,019
Old : 25,349: 7,685 15,632 3,536 12,619 3,161 23,840 22,330: 1,508 3,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -15,546: -927 -1,673 902 -15,117 -14,256 -15,142 -15,027: -404 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 61.7 14.0 49.8 12.5 94.0 88.1: 6.0 11.9
Old : 100.0: 30.3 61.7 14.0 49.8 12.5 94.0 88.1: 6.0 11.9
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 : 55: 16 24 8 8 8 29 36:
Old : 55: 16 24 8 8 8 29 36:
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 : 64.0 48.2 79.6 68.3 58.5 45.0 68.8 56.6
Old : 64.0 48.2 79.6 68.3 58.5 45.0 68.8 56.6
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 with Delta-adjusted Options and Futures Combined, 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 : 28,458: 13,740 260 0 9,717 24,220 23,457 24,480: 5,001 3,978
Old : 28,458: 13,740 260 0 9,717 24,220 23,457 24,480: 5,001 3,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -9,772: 1,322 -807 -97 -10,046 -8,482 -8,822 -9,386: -950 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 0.9 0.0 34.1 85.1 82.4 86.0: 17.6 14.0
Old : 100.0: 48.3 0.9 0.0 34.1 85.1 82.4 86.0: 17.6 14.0
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 : 24: 8 1 0 5 14 13 15:
Old : 24: 8 1 0 5 14 13 15:
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 : 69.5 57.8 80.3 73.7 69.5 57.5 80.3 73.1
Old : 69.5 57.8 80.3 73.7 69.5 57.5 80.3 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006