COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, May 30, 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 : 176,377: 38,469 61,502 11,542 105,867 88,555 155,878 161,599: 20,499 14,778
Old : 105,227: 19,966 59,724 82 74,218 36,302 94,266 96,108: 10,961 9,119
Other: 71,150: 27,316 10,591 2,647 31,649 52,253 61,612 65,491: 9,538 5,659
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,695: 799 -2,123 1,081 -284 3,154 1,596 2,112: 1,099 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 34.9 6.5 60.0 50.2 88.4 91.6: 11.6 8.4
Old : 100.0: 19.0 56.8 0.1 70.5 34.5 89.6 91.3: 10.4 8.7
Other: 100.0: 38.4 14.9 3.7 44.5 73.4 86.6 92.0: 13.4 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 87 88 56 77 48 185 182:
Old : 241: 61 110 2 59 18 121 129:
Other: 161: 66 23 29 47 45 121 91:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 30.8 38.6 40.2 25.8 25.1 37.6 33.6
Old : 35.8 34.2 50.7 42.5 35.8 34.2 50.7 42.5
Other: 25.3 34.5 37.1 50.7 22.5 31.8 33.8 46.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, May 30, 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 : 31,476: 14,771 4,005 5,034 7,150 20,507 26,955 29,546: 4,521 1,930
Old : 29,239: 15,008 3,436 3,996 5,898 19,987 24,902 27,419: 4,337 1,820
Other: 2,237: 568 1,374 233 1,252 520 2,053 2,127: 184 110
: : :
: : Changes in Commitments from: May 23, 2006 :
: -409: -65 -8 1 -666 -775 -730 -782: 321 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 12.7 16.0 22.7 65.2 85.6 93.9: 14.4 6.1
Old : 100.0: 51.3 11.8 13.7 20.2 68.4 85.2 93.8: 14.8 6.2
Other: 100.0: 25.4 61.4 10.4 56.0 23.2 91.8 95.1: 8.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 58 21 20 13 15 85 45:
Old : 106: 59 21 17 13 15 83 44:
Other: 28: 6 13 8 6 4 17 20:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 55.8 33.6 70.7 20.5 51.5 31.2 62.7
Old : 20.7 58.1 32.3 72.1 19.0 54.2 30.5 64.8
Other: 72.7 65.1 85.1 82.3 65.1 58.9 71.8 70.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, May 30, 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 : 139,343: 36,857 28,786 4,082 88,682 100,204 129,621 133,072: 9,722 6,271
Old : 85,343: 28,524 28,762 1,852 46,794 49,400 77,170 80,014: 8,173 5,329
Other: 54,000: 9,576 1,267 987 41,888 50,804 52,451 53,058: 1,549 942
: : :
: : Changes in Commitments from: May 23, 2006 :
: 7,189: -1,307 7,730 506 8,715 -1,479 7,914 6,757: -725 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 20.7 2.9 63.6 71.9 93.0 95.5: 7.0 4.5
Old : 100.0: 33.4 33.7 2.2 54.8 57.9 90.4 93.8: 9.6 6.2
Other: 100.0: 17.7 2.3 1.8 77.6 94.1 97.1 98.3: 2.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 58 36 19 52 40 122 88:
Old : 160: 61 34 14 47 36 115 79:
Other: 65: 12 10 7 34 29 53 39:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 31.6 37.4 47.7 15.8 20.8 26.5 32.0
Old : 19.5 33.3 30.9 49.6 18.0 26.8 27.9 42.0
Other: 41.7 52.8 64.3 71.9 30.8 47.2 49.8 60.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, May 30, 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 : 485,191: 99,708 42,126 40,885 279,360 355,031 419,953 438,042: 65,238 47,149
Old : 485,191: 99,708 42,126 40,885 279,360 355,031 419,953 438,042: 65,238 47,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -5,732: 141 3,984 97 -3,177 -10,664 -2,939 -6,583: -2,793 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.7 8.4 57.6 73.2 86.6 90.3: 13.4 9.7
Old : 100.0: 20.6 8.7 8.4 57.6 73.2 86.6 90.3: 13.4 9.7
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 : 179: 54 42 57 62 53 153 124:
Old : 179: 54 42 57 62 53 153 124:
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 : 22.5 32.1 35.5 46.8 18.9 25.6 27.9 35.7
Old : 22.5 32.1 35.5 46.8 18.9 25.6 27.9 35.7
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, May 30, 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 : 112,292: 28,793 31,669 9,525 62,566 62,989 100,884 104,183: 11,408 8,109
Old : 93,697: 26,630 32,990 4,434 52,571 49,157 83,635 86,581: 10,062 7,116
Other: 18,595: 6,400 2,916 854 9,995 13,832 17,249 17,602: 1,346 993
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,775: 527 3,684 -772 5,963 2,945 5,718 5,857: 57 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 28.2 8.5 55.7 56.1 89.8 92.8: 10.2 7.2
Old : 100.0: 28.4 35.2 4.7 56.1 52.5 89.3 92.4: 10.7 7.6
Other: 100.0: 34.4 15.7 4.6 53.8 74.4 92.8 94.7: 7.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 118 88 64 101 83 248 216:
Old : 330: 115 93 44 90 70 225 191:
Other: 148: 38 28 19 57 55 104 93:
:----------------------------------------------------------------------------------------------------
: 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 27.1 31.3 36.5 19.2 18.6 28.9 27.8
Old : 22.9 28.1 35.2 37.7 22.6 23.4 33.4 32.9
Other: 27.1 41.4 42.3 57.8 21.0 37.2 34.7 48.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, May 30, 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 : 39,881: 10,388 18,663 2,212 26,005 15,090 38,605 35,965: 1,276 3,916
Old : 39,881: 10,388 18,663 2,212 26,005 15,090 38,605 35,965: 1,276 3,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,686: 131 1,828 122 1,546 -180 1,799 1,770: -113 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 46.8 5.5 65.2 37.8 96.8 90.2: 3.2 9.8
Old : 100.0: 26.0 46.8 5.5 65.2 37.8 96.8 90.2: 3.2 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 : 61: 15 33 8 6 8 23 49:
Old : 61: 15 33 8 6 8 23 49:
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 : 79.6 54.2 91.2 68.4 77.7 53.7 85.9 65.2
Old : 79.6 54.2 91.2 68.4 77.7 53.7 85.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006