COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, May 23, 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 : 173,682: 37,670 63,625 10,461 106,151 85,401 154,282 159,487: 19,400 14,195
Old : 107,771: 20,231 60,922 72 76,319 37,766 96,622 98,760: 11,149 9,011
Other: 65,911: 25,211 10,475 2,617 29,832 47,635 57,660 60,727: 8,251 5,184
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,815: -867 2,273 301 3,593 -55 3,027 2,519: -1,212 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 36.6 6.0 61.1 49.2 88.8 91.8: 11.2 8.2
Old : 100.0: 18.8 56.5 0.1 70.8 35.0 89.7 91.6: 10.3 8.4
Other: 100.0: 38.3 15.9 4.0 45.3 72.3 87.5 92.1: 12.5 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 85 94 48 77 48 179 181:
Old : 246: 65 107 2 60 21 126 129:
Other: 154: 59 22 28 47 44 116 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 : 26.1 30.2 39.4 39.6 26.1 23.9 38.0 32.5
Old : 35.7 33.2 50.3 41.4 35.7 33.2 50.3 41.4
Other: 27.6 34.6 40.0 50.3 24.9 31.7 36.6 47.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, May 23, 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 : 31,885: 14,836 4,013 5,033 7,816 21,282 27,685 30,328: 4,200 1,557
Old : 29,591: 15,304 3,529 3,826 6,450 20,773 25,580 28,128: 4,011 1,463
Other: 2,294: 534 1,486 205 1,366 509 2,105 2,200: 189 94
: : :
: : Changes in Commitments from: May 16, 2006 :
: -4,766: -4,195 -1,345 32 23 -2,984 -4,140 -4,297: -626 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 12.6 15.8 24.5 66.7 86.8 95.1: 13.2 4.9
Old : 100.0: 51.7 11.9 12.9 21.8 70.2 86.4 95.1: 13.6 4.9
Other: 100.0: 23.3 64.8 8.9 59.5 22.2 91.8 95.9: 8.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 62 20 20 14 16 89 46:
Old : 110: 63 20 18 14 16 88 45:
Other: 28: 3 16 8 6 4 15 22:
:----------------------------------------------------------------------------------------------------
: 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 57.3 34.3 71.4 20.2 51.2 30.8 62.1
Old : 20.6 59.6 32.2 73.6 18.7 54.3 30.1 64.9
Other: 74.1 58.2 86.8 81.3 66.0 53.4 75.1 71.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, May 23, 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 : 132,154: 38,164 21,056 3,576 79,967 101,683 121,707 126,315: 10,447 5,839
Old : 81,426: 29,749 21,331 2,023 40,598 52,939 72,370 76,293: 9,056 5,133
Other: 50,728: 9,076 386 892 39,369 48,744 49,337 50,022: 1,391 706
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,941: -1,547 -1,278 -424 5,731 5,196 3,760 3,494: -819 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 15.9 2.7 60.5 76.9 92.1 95.6: 7.9 4.4
Old : 100.0: 36.5 26.2 2.5 49.9 65.0 88.9 93.7: 11.1 6.3
Other: 100.0: 17.9 0.8 1.8 77.6 96.1 97.3 98.6: 2.7 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 63 36 17 48 41 124 87:
Old : 163: 65 35 14 42 35 115 79:
Other: 61: 14 5 5 31 29 48 36:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 32.5 35.5 50.7 16.0 23.5 26.2 35.5
Old : 19.0 35.3 30.7 50.5 18.2 31.6 28.7 45.4
Other: 43.3 56.1 66.4 75.2 31.0 48.7 50.8 62.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, May 23, 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 : 490,923: 99,567 38,142 40,788 282,537 365,695 422,892 444,625: 68,031 46,298
Old : 490,923: 99,567 38,142 40,788 282,537 365,695 422,892 444,625: 68,031 46,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -6,021: -13,436 3,127 4,526 7,648 -16,773 -1,262 -9,120: -4,759 3,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 7.8 8.3 57.6 74.5 86.1 90.6: 13.9 9.4
Old : 100.0: 20.3 7.8 8.3 57.6 74.5 86.1 90.6: 13.9 9.4
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 : 180: 64 36 58 58 53 154 123:
Old : 180: 64 36 58 58 53 154 123:
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 : 22.9 32.2 35.9 48.1 18.6 25.7 27.5 36.2
Old : 22.9 32.2 35.9 48.1 18.6 25.7 27.5 36.2
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 23, 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 : 106,517: 28,266 27,985 10,297 56,603 60,044 95,166 98,326: 11,351 8,191
Old : 88,582: 26,427 29,566 4,626 47,598 47,403 78,651 81,595: 9,931 6,987
Other: 17,935: 6,617 3,197 893 9,005 12,641 16,515 16,731: 1,420 1,204
: : :
: : Changes in Commitments from: May 16, 2006 :
: 3,675: 1,469 4,379 -151 2,446 -771 3,764 3,457: -89 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 26.3 9.7 53.1 56.4 89.3 92.3: 10.7 7.7
Old : 100.0: 29.8 33.4 5.2 53.7 53.5 88.8 92.1: 11.2 7.9
Other: 100.0: 36.9 17.8 5.0 50.2 70.5 92.1 93.3: 7.9 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 118 88 67 98 80 247 214:
Old : 330: 116 92 47 88 71 224 194:
Other: 143: 38 28 16 52 53 98 89:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 24.5 31.1 34.7 19.9 19.2 30.1 29.1
Old : 23.6 25.2 35.6 35.5 23.6 23.9 35.0 33.8
Other: 28.2 40.6 42.5 56.0 21.1 33.8 35.1 45.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, May 23, 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 : 38,195: 10,257 16,835 2,090 24,459 15,270 36,806 34,195: 1,389 4,000
Old : 38,195: 10,257 16,835 2,090 24,459 15,270 36,806 34,195: 1,389 4,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 24: -1,198 1,245 54 902 -1,039 -242 260: 266 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 44.1 5.5 64.0 40.0 96.4 89.5: 3.6 10.5
Old : 100.0: 26.9 44.1 5.5 64.0 40.0 96.4 89.5: 3.6 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 : 62: 12 37 5 5 9 19 50:
Old : 62: 12 37 5 5 9 19 50:
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 : 80.4 52.6 92.6 67.8 78.6 52.0 86.7 65.1
Old : 80.4 52.6 92.6 67.8 78.6 52.0 86.7 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006