COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, 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 : 176,991: 39,303 49,175 12,067 105,715 101,871 157,085 163,113: 19,906 13,878
Old : 87,151: 16,051 43,710 222 60,694 35,218 76,967 79,150: 10,184 8,001
Other: 89,840: 29,883 12,096 5,214 45,021 66,653 80,118 83,963: 9,722 5,877
: : :
: : Changes in Commitments from: May 30, 2006 :
: 614: 834 -12,327 525 -152 13,316 1,207 1,514: -593 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.8 6.8 59.7 57.6 88.8 92.2: 11.2 7.8
Old : 100.0: 18.4 50.2 0.3 69.6 40.4 88.3 90.8: 11.7 9.2
Other: 100.0: 33.3 13.5 5.8 50.1 74.2 89.2 93.5: 10.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 87 75 60 74 49 189 172:
Old : 220: 60 93 4 56 19 119 113:
Other: 176: 69 27 37 49 47 133 103:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 34.7 37.7 44.5 25.1 29.1 36.7 37.9
Old : 39.3 39.9 52.1 49.6 39.3 39.9 52.1 49.6
Other: 22.7 36.2 34.1 51.5 19.5 34.0 30.0 46.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, 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 : 30,044: 12,761 3,871 4,498 7,635 18,756 24,894 27,125: 5,150 2,919
Old : 27,808: 12,967 3,214 3,598 6,347 18,230 22,912 25,042: 4,896 2,766
Other: 2,236: 528 1,391 166 1,288 526 1,982 2,083: 254 153
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,432: -2,010 -134 -536 485 -1,751 -2,061 -2,421: 629 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 12.9 15.0 25.4 62.4 82.9 90.3: 17.1 9.7
Old : 100.0: 46.6 11.6 12.9 22.8 65.6 82.4 90.1: 17.6 9.9
Other: 100.0: 23.6 62.2 7.4 57.6 23.5 88.6 93.2: 11.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 50 21 19 15 20 79 48:
Old : 100: 52 20 16 14 20 76 47:
Other: 26: 4 14 6 5 4 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 50.6 35.9 65.9 22.1 47.9 33.4 59.3
Old : 22.2 52.9 34.6 67.3 20.6 50.4 32.8 61.1
Other: 73.1 62.6 86.3 80.9 67.1 58.2 74.0 71.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, 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 : 145,090: 36,980 30,735 4,541 92,132 100,099 133,653 135,375: 11,437 9,715
Old : 87,402: 27,487 30,848 1,873 48,328 46,279 77,688 79,000: 9,714 8,402
Other: 57,688: 11,179 1,573 982 43,804 53,820 55,965 56,375: 1,723 1,313
: : :
: : Changes in Commitments from: May 30, 2006 :
: 5,747: 123 1,949 459 3,450 -105 4,032 2,303: 1,715 3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 21.2 3.1 63.5 69.0 92.1 93.3: 7.9 6.7
Old : 100.0: 31.4 35.3 2.1 55.3 52.9 88.9 90.4: 11.1 9.6
Other: 100.0: 19.4 2.7 1.7 75.9 93.3 97.0 97.7: 3.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 52 43 21 53 41 119 101:
Old : 167: 56 44 16 48 35 112 90:
Other: 68: 15 10 5 34 29 53 40:
:----------------------------------------------------------------------------------------------------
: 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 30.5 38.1 45.2 16.4 18.9 27.2 30.3
Old : 20.8 31.8 33.3 47.9 17.9 24.8 28.3 39.1
Other: 41.6 51.1 64.5 71.0 31.9 46.0 48.4 58.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, 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 : 481,640: 96,537 37,700 45,144 274,786 340,439 416,467 423,283: 65,173 58,357
Old : 481,640: 96,537 37,700 45,144 274,786 340,439 416,467 423,283: 65,173 58,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,551: -3,171 -4,426 4,259 -4,574 -14,592 -3,486 -14,759: -65 11,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.8 9.4 57.1 70.7 86.5 87.9: 13.5 12.1
Old : 100.0: 20.0 7.8 9.4 57.1 70.7 86.5 87.9: 13.5 12.1
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: 56 44 59 62 55 155 126:
Old : 182: 56 44 59 62 55 155 126:
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 : 21.4 30.9 34.4 44.3 17.4 25.5 26.2 35.8
Old : 21.4 30.9 34.4 44.3 17.4 25.5 26.2 35.8
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 - Futures Only, 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 : 120,532: 29,826 35,973 9,007 70,352 67,546 109,185 112,526: 11,347 8,006
Old : 100,138: 26,121 35,866 4,719 59,489 52,664 90,329 93,249: 9,809 6,889
Other: 20,394: 6,928 3,330 1,065 10,863 14,882 18,856 19,277: 1,538 1,117
: : :
: : Changes in Commitments from: May 30, 2006 :
: 8,240: 1,033 4,304 -518 7,786 4,557 8,301 8,343: -61 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 29.8 7.5 58.4 56.0 90.6 93.4: 9.4 6.6
Old : 100.0: 26.1 35.8 4.7 59.4 52.6 90.2 93.1: 9.8 6.9
Other: 100.0: 34.0 16.3 5.2 53.3 73.0 92.5 94.5: 7.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 107 99 65 99 83 240 224:
Old : 328: 104 103 40 87 69 214 194:
Other: 160: 47 27 19 61 59 114 99:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 31.2 35.3 39.3 18.0 17.3 26.8 25.2
Old : 27.8 33.6 39.4 42.1 20.9 22.5 31.0 31.0
Other: 31.1 40.6 45.1 55.2 23.3 35.7 34.4 47.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, 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 : 38,771: 10,586 17,847 2,278 24,805 14,565 37,669 34,690: 1,102 4,081
Old : 38,771: 10,586 17,847 2,278 24,805 14,565 37,669 34,690: 1,102 4,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,110: 198 -816 66 -1,200 -525 -936 -1,275: -174 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 46.0 5.9 64.0 37.6 97.2 89.5: 2.8 10.5
Old : 100.0: 27.3 46.0 5.9 64.0 37.6 97.2 89.5: 2.8 10.5
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 : 59: 14 31 8 7 7 23 46:
Old : 59: 14 31 8 7 7 23 46:
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 : 79.5 56.1 91.3 70.7 79.1 55.7 87.1 67.1
Old : 79.5 56.1 91.3 70.7 79.1 55.7 87.1 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006