COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 210,042 COMMITMENTS 32,770 41,565 37,056 119,254 118,237 189,080 196,858 20,962 13,183 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -24,475) -1,342 -2,355 -11,981 -7,077 -7,077 -20,400 -21,414 -4,075 -3,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 19.8 17.6 56.8 56.3 90.0 93.7 10.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 89 81 71 79 58 202 184 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,353 COMMITMENTS 13,587 1,032 12,567 10,678 27,894 36,831 41,494 7,521 2,859 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -4,508) -137 -81 -3,425 -1,922 -965 -5,484 -4,471 976 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 2.3 28.3 24.1 62.9 83.0 93.6 17.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 70 17 27 19 21 100 55 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 142,912 COMMITMENTS 38,512 28,630 10,141 84,473 98,705 133,126 137,476 9,785 5,436 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -12,375) 909 -4,123 -1,839 -10,921 -4,223 -11,852 -10,185 -524 -2,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 20.0 7.1 59.1 69.1 93.2 96.2 6.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 59 38 29 50 43 125 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 609,248 COMMITMENTS 102,155 12,776 135,744 299,344 408,108 537,242 556,628 72,006 52,620 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -739) 3,183 -3,516 4,934 -12,344 5,034 -4,227 6,452 3,488 -7,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 2.1 22.3 49.1 67.0 88.2 91.4 11.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 73 27 61 74 65 168 133 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 157,556 COMMITMENTS 25,760 40,275 38,128 80,926 70,658 144,814 149,061 12,743 8,495 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,007) 987 1,310 2,950 -3,755 -4,247 181 13 -2,188 -2,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 25.6 24.2 51.4 44.8 91.9 94.6 8.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 119 125 96 113 96 287 268 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,349 COMMITMENTS 7,685 15,632 3,536 12,619 3,161 23,840 22,330 1,508 3,019 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -15,546) -927 -1,673 902 -15,117 -14,256 -15,142 -15,027 -404 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 61.7 14.0 49.8 12.5 94.0 88.1 6.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 24 8 8 8 29 36 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 28,458 COMMITMENTS 13,740 260 0 9,717 24,220 23,457 24,480 5,001 3,978 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -9,772) 1,322 -807 -97 -10,046 -8,482 -8,822 -9,386 -950 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 0.9 0.0 34.1 85.1 82.4 86.0 17.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 1 0 5 14 13 15
Updated June 23, 2006