COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, May 16, 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 : 171,867: 38,537 61,352 10,160 102,558 85,456 151,255 156,968: 20,612 14,899
Old : 109,458: 22,357 58,432 85 74,553 41,643 96,995 100,160: 12,463 9,298
Other: 62,409: 23,122 9,862 3,133 28,005 43,813 54,260 56,808: 8,149 5,601
: : :
: : Changes in Commitments from: May 9, 2006 :
: 17,392: 11,428 624 606 2,761 15,110 14,795 16,340: 2,597 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 35.7 5.9 59.7 49.7 88.0 91.3: 12.0 8.7
Old : 100.0: 20.4 53.4 0.1 68.1 38.0 88.6 91.5: 11.4 8.5
Other: 100.0: 37.0 15.8 5.0 44.9 70.2 86.9 91.0: 13.1 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 86 89 47 73 46 176 171:
Old : 243: 69 99 3 58 23 128 124:
Other: 142: 52 23 30 40 42 104 86:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 31.0 39.9 40.5 25.5 24.8 37.5 33.7
Old : 35.5 34.5 50.1 43.1 35.5 34.5 50.1 43.1
Other: 29.0 34.0 41.4 50.2 26.2 31.4 37.5 47.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, May 16, 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 : 36,651: 19,031 5,358 5,001 7,793 24,266 31,825 34,625: 4,826 2,026
Old : 34,440: 19,433 4,853 3,854 6,523 23,807 29,810 32,514: 4,630 1,926
Other: 2,211: 552 1,459 193 1,270 459 2,015 2,111: 196 100
: : :
: : Changes in Commitments from: May 9, 2006 :
: -169: 849 -378 641 -1,723 -280 -233 -17: 64 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 14.6 13.6 21.3 66.2 86.8 94.5: 13.2 5.5
Old : 100.0: 56.4 14.1 11.2 18.9 69.1 86.6 94.4: 13.4 5.6
Other: 100.0: 25.0 66.0 8.7 57.4 20.8 91.1 95.5: 8.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 67 28 19 14 18 97 51:
Old : 123: 70 25 17 14 18 96 50:
Other: 28: 4 15 9 6 4 17 21:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 55.0 32.4 68.4 19.2 48.8 28.4 60.1
Old : 18.7 57.0 30.6 70.1 18.2 51.5 27.8 62.5
Other: 72.5 57.7 85.9 80.0 66.3 53.1 76.3 72.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, May 16, 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 : 129,213: 39,711 22,334 4,000 74,236 96,487 117,947 122,821: 11,266 6,392
Old : 83,871: 33,558 23,112 2,313 38,255 53,011 74,126 78,436: 9,745 5,435
Other: 45,342: 7,066 135 774 35,981 43,476 43,821 44,385: 1,521 957
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,093: 689 -8,222 1,631 -357 9,283 1,963 2,692: 130 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.3 3.1 57.5 74.7 91.3 95.1: 8.7 4.9
Old : 100.0: 40.0 27.6 2.8 45.6 63.2 88.4 93.5: 11.6 6.5
Other: 100.0: 15.6 0.3 1.7 79.4 95.9 96.6 97.9: 3.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 74 35 15 49 40 133 85:
Old : 173: 71 40 13 41 37 121 82:
Other: 59: 15 4 3 29 27 46 32:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 33.0 35.2 51.7 16.2 24.7 25.6 37.5
Old : 18.8 36.2 30.4 50.8 18.3 32.9 28.5 46.4
Other: 45.4 57.5 69.6 77.6 32.4 48.9 51.9 63.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, May 16, 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 : 496,944: 113,003 35,015 36,262 274,889 382,468 424,154 453,745: 72,790 43,199
Old : 496,944: 113,003 35,015 36,262 274,889 382,468 424,154 453,745: 72,790 43,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,381: 3,833 3,130 2,112 2,411 -688 8,356 4,554: -2,975 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 7.0 7.3 55.3 77.0 85.4 91.3: 14.6 8.7
Old : 100.0: 22.7 7.0 7.3 55.3 77.0 85.4 91.3: 14.6 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 : 183: 70 37 55 58 53 159 118:
Old : 183: 70 37 55 58 53 159 118:
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 : 22.2 33.0 35.0 50.6 17.9 27.9 26.9 38.9
Old : 22.2 33.0 35.0 50.6 17.9 27.9 26.9 38.9
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, May 16, 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 : 102,842: 26,797 23,606 10,448 54,157 60,815 91,402 94,869: 11,440 7,973
Old : 87,051: 25,554 25,448 5,244 46,381 49,626 77,179 80,318: 9,872 6,733
Other: 15,791: 5,482 2,397 965 7,776 11,189 14,223 14,551: 1,568 1,240
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,866: -889 7,219 -1,282 4,698 -4,472 2,527 1,465: 339 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 23.0 10.2 52.7 59.1 88.9 92.2: 11.1 7.8
Old : 100.0: 29.4 29.2 6.0 53.3 57.0 88.7 92.3: 11.3 7.7
Other: 100.0: 34.7 15.2 6.1 49.2 70.9 90.1 92.1: 9.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 124 78 64 96 85 247 207:
Old : 326: 123 81 45 85 78 223 191:
Other: 144: 38 26 17 53 54 101 88:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 23.7 29.9 34.1 20.1 19.6 29.4 29.9
Old : 23.6 24.1 35.2 34.6 23.6 23.2 34.5 33.7
Other: 27.2 34.5 42.8 50.6 23.0 28.8 36.7 40.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, May 16, 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 : 38,171: 11,455 15,590 2,036 23,557 16,309 37,048 33,935: 1,123 4,236
Old : 38,171: 11,455 15,590 2,036 23,557 16,309 37,048 33,935: 1,123 4,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -2,741: 1,379 -1,204 -43 -4,135 -1,447 -2,799 -2,694: 58 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 40.8 5.3 61.7 42.7 97.1 88.9: 2.9 11.1
Old : 100.0: 30.0 40.8 5.3 61.7 42.7 97.1 88.9: 2.9 11.1
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 : 67: 13 39 5 8 8 23 51:
Old : 67: 13 39 5 8 8 23 51:
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 : 76.1 55.2 89.7 67.7 73.9 54.5 84.8 64.3
Old : 76.1 55.2 89.7 67.7 73.9 54.5 84.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006