COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 234,516: 34,112 43,921 49,037 126,331 125,315 209,480 218,272: 25,037 16,244
Old : 63,077: 10,014 22,530 11,342 31,109 24,077 52,465 57,949: 10,613 5,128
Other: 171,439: 28,475 25,768 33,318 95,222 101,237 157,015 160,323: 14,424 11,116
: : :
: : Changes in Commitments from: June 6, 2006 :
: -357: -2,792 -3,167 3,311 -1,506 -569 -986 -425: 629 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.7 20.9 53.9 53.4 89.3 93.1: 10.7 6.9
Old : 100.0: 15.9 35.7 18.0 49.3 38.2 83.2 91.9: 16.8 8.1
Other: 100.0: 16.6 15.0 19.4 55.5 59.1 91.6 93.5: 8.4 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 90 94 81 85 62 223 198:
Old : 197: 61 64 48 66 39 155 123:
Other: 243: 72 79 67 73 60 192 164:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 30.7 30.5 39.5 19.5 22.9 28.3 29.1
Old : 21.6 37.2 28.7 46.3 19.8 34.7 26.1 43.0
Other: 21.9 29.8 34.8 40.8 21.8 22.4 32.6 29.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 48,861: 13,724 1,113 15,992 12,600 28,859 42,316 45,964: 6,545 2,897
Old : 43,290: 13,699 1,997 12,677 10,724 25,973 37,099 40,647: 6,191 2,643
Other: 5,571: 1,327 417 2,014 1,876 2,886 5,217 5,317: 354 254
: : :
: : Changes in Commitments from: June 6, 2006 :
: 686: 460 31 777 667 719 1,903 1,526: -1,218 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.3 32.7 25.8 59.1 86.6 94.1: 13.4 5.9
Old : 100.0: 31.6 4.6 29.3 24.8 60.0 85.7 93.9: 14.3 6.1
Other: 100.0: 23.8 7.5 36.1 33.7 51.8 93.6 95.4: 6.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 65 25 34 21 24 106 69:
Old : 124: 63 30 32 21 24 105 68:
Other: 33: 13 8 15 6 8 24 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 : 24.8 51.5 38.1 66.3 11.9 37.8 18.9 44.6
Old : 22.6 51.3 34.3 65.6 11.5 37.7 19.2 45.2
Other: 57.8 61.3 78.1 79.1 34.6 40.9 43.2 46.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 155,287: 37,604 32,753 11,980 95,394 102,928 144,978 147,661: 10,309 7,626
Old : 91,571: 28,741 32,700 5,855 48,846 46,644 83,442 85,198: 8,129 6,373
Other: 63,716: 10,935 2,126 4,053 46,548 56,284 61,536 62,463: 2,180 1,253
: : :
: : Changes in Commitments from: June 6, 2006 :
: 1,539: 1,418 2,271 1,147 1,015 986 3,580 4,404: -2,041 -2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.1 7.7 61.4 66.3 93.4 95.1: 6.6 4.9
Old : 100.0: 31.4 35.7 6.4 53.3 50.9 91.1 93.0: 8.9 7.0
Other: 100.0: 17.2 3.3 6.4 73.1 88.3 96.6 98.0: 3.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 52 56 36 54 42 132 118:
Old : 175: 56 54 31 52 38 123 110:
Other: 85: 16 24 20 34 31 67 59:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 29.5 37.8 44.4 17.8 18.1 28.1 29.9
Old : 20.3 31.7 32.3 48.4 16.7 26.7 26.9 39.2
Other: 38.5 48.1 60.2 66.4 30.3 42.3 45.5 53.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 609,988: 98,971 16,292 130,810 311,688 403,074 541,469 550,176: 68,518 59,812
Old : 609,988: 98,971 16,292 130,810 311,688 403,074 541,469 550,176: 68,518 59,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -96,330: -2,579 2,559 -57,270 -26,042 -35,010 -85,891 -89,721: -10,438 -6,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.7 21.4 51.1 66.1 88.8 90.2: 11.2 9.8
Old : 100.0: 16.2 2.7 21.4 51.1 66.1 88.8 90.2: 11.2 9.8
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 : 181: 59 35 61 76 68 168 135:
Old : 181: 59 35 61 76 68 168 135:
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 : 18.0 29.7 28.3 43.1 14.1 20.1 21.2 29.7
Old : 18.0 29.7 28.3 43.1 14.1 20.1 21.2 29.7
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 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 : 159,563: 24,773 38,965 35,178 84,681 74,905 144,632 149,048: 14,931 10,515
Old : 123,947: 22,306 38,697 17,892 70,879 58,323 111,077 114,912: 12,871 9,036
Other: 35,616: 7,158 4,959 12,596 13,802 16,582 33,556 34,137: 2,060 1,479
: : :
: : Changes in Commitments from: June 6, 2006 :
: -2,512: 390 1,893 -6,349 1,943 627 -4,017 -3,830: 1,505 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 24.4 22.0 53.1 46.9 90.6 93.4: 9.4 6.6
Old : 100.0: 18.0 31.2 14.4 57.2 47.1 89.6 92.7: 10.4 7.3
Other: 100.0: 20.1 13.9 35.4 38.8 46.6 94.2 95.8: 5.8 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 111 129 96 113 98 284 269:
Old : 359: 115 120 81 107 82 265 241:
Other: 191: 53 43 55 70 68 151 138:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 25.4 30.1 33.8 13.7 11.7 20.9 17.8
Old : 24.2 28.2 34.0 35.3 16.8 16.2 25.1 23.1
Other: 24.3 31.0 40.3 45.3 16.3 21.8 22.7 28.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 40,895: 8,612 17,305 2,634 27,736 17,418 38,983 37,357: 1,912 3,538
Old : 40,895: 8,612 17,305 2,634 27,736 17,418 38,983 37,357: 1,912 3,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -683: -1,683 -625 -1,312 1,934 2,534 -1,061 598: 378 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 42.3 6.4 67.8 42.6 95.3 91.3: 4.7 8.7
Old : 100.0: 21.1 42.3 6.4 67.8 42.6 95.3 91.3: 4.7 8.7
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 : 50: 11 23 10 9 12 24 42:
Old : 50: 11 23 10 9 12 24 42:
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 : 78.9 59.6 88.3 75.6 71.1 56.3 77.3 66.6
Old : 78.9 59.6 88.3 75.6 71.1 56.3 77.3 66.6
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 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 : 38,230: 12,418 1,067 97 19,764 32,702 32,279 33,867: 5,951 4,363
Old : 38,230: 12,418 1,067 97 19,764 32,702 32,279 33,867: 5,951 4,363
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: 32.5 2.8 0.3 51.7 85.5 84.4 88.6: 15.6 11.4
Old : 100.0: 32.5 2.8 0.3 51.7 85.5 84.4 88.6: 15.6 11.4
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 : 27: 8 2 1 10 15 19 17:
Old : 27: 8 2 1 10 15 19 17:
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 : 53.5 57.5 68.6 73.0 45.8 44.9 53.3 53.9
Old : 53.5 57.5 68.6 73.0 45.8 44.9 53.3 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006