COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, June 13, 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 : 176,555: 39,050 46,675 13,795 103,664 102,339 156,509 162,809: 20,046 13,746
Old : 48,716: 12,179 25,281 237 26,918 18,923 39,334 44,441: 9,382 4,275
Other: 127,839: 33,237 27,760 7,192 76,746 83,416 117,175 118,368: 10,664 9,471
: : :
: : Changes in Commitments from: June 6, 2006 :
: -436: -253 -2,500 1,728 -2,051 468 -576 -304: 140 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 26.4 7.8 58.7 58.0 88.6 92.2: 11.4 7.8
Old : 100.0: 25.0 51.9 0.5 55.3 38.8 80.7 91.2: 19.3 8.8
Other: 100.0: 26.0 21.7 5.6 60.0 65.3 91.7 92.6: 8.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 88 74 62 71 49 190 170:
Old : 177: 59 56 4 53 16 114 74:
Other: 212: 74 58 44 47 47 142 135:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 33.1 37.1 43.6 25.3 28.8 37.0 37.8
Old : 25.2 44.1 34.3 55.8 24.7 41.3 32.9 53.0
Other: 28.8 31.5 42.9 45.1 28.8 29.0 42.9 39.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, June 13, 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 : 29,807: 13,527 4,072 4,631 7,791 19,097 25,949 27,800: 3,858 2,007
Old : 27,601: 13,704 3,382 3,787 6,474 18,571 23,965 25,740: 3,636 1,861
Other: 2,206: 504 1,371 163 1,317 526 1,984 2,060: 222 146
: : :
: : Changes in Commitments from: June 6, 2006 :
: -237: 766 201 133 156 341 1,055 675: -1,292 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 13.7 15.5 26.1 64.1 87.1 93.3: 12.9 6.7
Old : 100.0: 49.7 12.3 13.7 23.5 67.3 86.8 93.3: 13.2 6.7
Other: 100.0: 22.8 62.1 7.4 59.7 23.8 89.9 93.4: 10.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 56 17 23 17 20 87 52:
Old : 106: 57 19 19 16 20 83 51:
Other: 28: 5 14 6 6 4 16 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 : 25.0 52.1 36.6 68.9 22.0 49.9 33.4 63.4
Old : 22.8 53.7 35.4 70.6 20.5 51.8 32.8 65.5
Other: 72.0 62.6 85.3 81.1 66.0 58.3 73.7 71.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, June 13, 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 : 145,777: 38,840 33,190 4,725 92,881 100,890 136,446 138,805: 9,331 6,972
Old : 85,432: 28,636 32,869 1,594 47,802 45,159 78,032 79,622: 7,400 5,810
Other: 60,345: 11,575 1,692 1,760 45,079 55,731 58,414 59,183: 1,931 1,162
: : :
: : Changes in Commitments from: June 6, 2006 :
: 687: 1,860 2,455 184 749 791 2,793 3,430: -2,106 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 22.8 3.2 63.7 69.2 93.6 95.2: 6.4 4.8
Old : 100.0: 33.5 38.5 1.9 56.0 52.9 91.3 93.2: 8.7 6.8
Other: 100.0: 19.2 2.8 2.9 74.7 92.4 96.8 98.1: 3.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 55 48 24 54 40 124 107:
Old : 173: 60 48 19 49 33 116 95:
Other: 75: 18 12 9 34 30 58 46:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 30.9 39.3 46.4 17.9 19.2 28.8 31.8
Old : 21.6 33.1 33.3 51.0 17.6 27.8 27.2 41.5
Other: 40.7 50.8 63.2 69.8 32.2 45.6 47.9 57.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, June 13, 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 : 455,791: 93,720 37,233 31,482 272,963 335,529 398,165 404,244: 57,626 51,547
Old : 455,791: 93,720 37,233 31,482 272,963 335,529 398,165 404,244: 57,626 51,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -25,849: -2,817 -467 -13,662 -1,823 -4,910 -18,302 -19,039: -7,547 -6,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.2 6.9 59.9 73.6 87.4 88.7: 12.6 11.3
Old : 100.0: 20.6 8.2 6.9 59.9 73.6 87.4 88.7: 12.6 11.3
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 : 172: 51 38 48 70 57 150 118:
Old : 172: 51 38 48 70 57 150 118:
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 : 22.6 35.2 35.0 49.3 18.3 25.0 27.2 37.7
Old : 22.6 35.2 35.0 49.3 18.3 25.0 27.2 37.7
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 - Futures Only, June 13, 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 : 126,941: 30,081 38,661 8,254 75,009 70,273 113,344 117,188: 13,597 9,753
Old : 103,810: 25,396 37,975 2,548 63,946 54,781 91,890 95,304: 11,920 8,506
Other: 23,131: 9,062 5,063 1,329 11,063 15,492 21,454 21,884: 1,677 1,247
: : :
: : Changes in Commitments from: June 6, 2006 :
: 6,409: 255 2,688 -753 4,657 2,727 4,159 4,662: 2,250 1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.5 6.5 59.1 55.4 89.3 92.3: 10.7 7.7
Old : 100.0: 24.5 36.6 2.5 61.6 52.8 88.5 91.8: 11.5 8.2
Other: 100.0: 39.2 21.9 5.7 47.8 67.0 92.7 94.6: 7.3 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 109 99 57 103 86 238 223:
Old : 325: 107 100 23 90 65 210 176:
Other: 168: 44 36 19 62 62 116 107:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 30.4 35.6 38.3 17.1 15.1 25.8 22.5
Old : 28.8 33.0 39.3 41.2 19.9 19.4 29.2 27.6
Other: 31.0 39.3 48.3 52.9 27.1 32.5 38.2 42.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, June 13, 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 : 40,169: 8,426 17,233 2,364 27,723 17,406 38,513 37,003: 1,656 3,166
Old : 40,169: 8,426 17,233 2,364 27,723 17,406 38,513 37,003: 1,656 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 1,398: -2,160 -614 86 2,918 2,841 844 2,313: 554 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 42.9 5.9 69.0 43.3 95.9 92.1: 4.1 7.9
Old : 100.0: 21.0 42.9 5.9 69.0 43.3 95.9 92.1: 4.1 7.9
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 : 45: 10 20 7 9 11 22 36:
Old : 45: 10 20 7 9 11 22 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 : 79.9 60.7 89.4 76.9 72.3 57.3 78.3 67.7
Old : 79.9 60.7 89.4 76.9 72.3 57.3 78.3 67.7
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 - Futures Only, June 13, 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 : 37,964: 12,418 901 0 19,595 32,702 32,013 33,603: 5,951 4,361
Old : 37,964: 12,418 901 0 19,595 32,702 32,013 33,603: 5,951 4,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 2.4 0.0 51.6 86.1 84.3 88.5: 15.7 11.5
Old : 100.0: 32.7 2.4 0.0 51.6 86.1 84.3 88.5: 15.7 11.5
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 : 26: 8 1 0 10 15 18 16:
Old : 26: 8 1 0 10 15 18 16:
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 : 53.9 57.9 68.8 73.5 46.1 45.5 53.7 54.7
Old : 53.9 57.9 68.8 73.5 46.1 45.5 53.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006