COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 229,371 COMMITMENTS 35,414 61,771 42,179 128,151 109,274 205,745 213,223 23,626 16,147 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 3,659) -829 2,150 1,385 4,515 956 5,071 4,491 -1,412 -832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 26.9 18.4 55.9 47.6 89.7 93.0 10.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 87 109 72 87 63 210 215 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,355 COMMITMENTS 15,513 1,174 14,462 11,913 29,285 41,888 44,921 5,467 2,434 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -6,845) -3,900 -365 -1,657 -570 -4,295 -6,127 -6,316 -718 -529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 2.5 30.5 25.2 61.8 88.5 94.9 11.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 73 18 30 18 18 102 58 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,112 COMMITMENTS 37,442 20,422 11,652 82,189 104,037 131,283 136,111 11,829 7,001 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,576) -1,775 -1,767 260 5,641 5,213 4,126 3,706 -1,550 -1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 14.3 8.1 57.4 72.7 91.7 95.1 8.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 65 39 30 49 43 131 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 710,827 COMMITMENTS 104,614 15,597 181,645 337,832 455,069 624,090 652,311 86,737 58,517 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -288) -12,476 1,534 7,944 10,316 -13,082 5,785 -3,605 -6,073 3,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 2.2 25.6 47.5 64.0 87.8 91.8 12.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 71 36 72 67 62 173 140 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,757 COMMITMENTS 23,617 28,092 39,463 66,549 66,068 129,629 133,622 13,128 9,134 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 8,045) 761 4,628 3,219 4,189 -0 8,169 7,847 -124 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 19.7 27.6 46.6 46.3 90.8 93.6 9.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 131 109 106 110 92 294 261 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,092 COMMITMENTS 10,609 17,248 3,173 25,387 15,581 39,169 36,002 1,923 5,090 CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2) -1,210 1,526 -123 912 -1,219 -420 184 418 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 42.0 7.7 61.8 37.9 95.3 87.6 4.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 40 10 6 10 21 57
Updated May 26, 2006