COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, June 27, 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 : 159,009: 38,627 52,769 9,460 95,600 84,151 143,687 146,380: 15,322 12,629
Old : 612: 0 36 0 540 265 540 301: 72 311
Other: 158,397: 38,654 52,760 9,433 95,060 83,886 143,147 146,079: 15,250 12,318
: : :
: : Changes in Commitments from: June 20, 2006 :
: -7,331: 532 9,065 -534 -4,865 -16,582 -4,867 -8,051: -2,464 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 33.2 5.9 60.1 52.9 90.4 92.1: 9.6 7.9
Old : 100.0: 0.0 5.9 0.0 88.2 43.3 88.2 49.2: 11.8 50.8
Other: 100.0: 24.4 33.3 6.0 60.0 53.0 90.4 92.2: 9.6 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 70 86 46 62 43 152 167:
Old : 7: 0 2 0 2 3 2 5:
Other: 242: 70 86 46 62 43 152 167:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 30.2 42.2 40.8 29.0 28.1 42.2 37.5
Old : 88.2 47.7 88.2 49.2 88.2 47.7 88.2 49.2
Other: 29.1 30.1 42.3 40.8 29.1 28.0 42.3 37.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, June 27, 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 : 28,350: 14,878 4,611 2,051 7,085 19,793 24,014 26,455: 4,336 1,895
Old : 25,972: 15,185 4,093 915 5,917 19,174 22,017 24,182: 3,955 1,790
Other: 2,378: 627 1,452 202 1,168 619 1,997 2,273: 381 105
: : :
: : Changes in Commitments from: June 20, 2006 :
: 816: 1,694 38 -466 125 1,643 1,353 1,215: -537 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 16.3 7.2 25.0 69.8 84.7 93.3: 15.3 6.7
Old : 100.0: 58.5 15.8 3.5 22.8 73.8 84.8 93.1: 15.2 6.9
Other: 100.0: 26.4 61.1 8.5 49.1 26.0 84.0 95.6: 16.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 63 18 18 16 18 91 44:
Old : 109: 62 21 12 16 18 87 42:
Other: 29: 6 13 8 5 5 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 : 21.3 54.4 33.5 71.2 21.3 52.7 33.5 67.7
Old : 19.8 57.3 33.1 73.3 19.8 55.4 33.1 70.9
Other: 69.3 60.5 78.9 80.0 67.6 55.1 74.4 73.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, June 27, 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 : 131,079: 39,176 25,761 2,934 78,720 96,170 120,830 124,865: 10,249 6,214
Old : 65,750: 26,416 26,170 30 31,864 34,526 58,310 60,726: 7,440 5,024
Other: 65,329: 14,106 937 1,558 46,856 61,644 62,520 64,139: 2,809 1,190
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,931: -283 -2,939 -188 -3,021 -340 -3,492 -3,467: 1,561 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 19.7 2.2 60.1 73.4 92.2 95.3: 7.8 4.7
Old : 100.0: 40.2 39.8 0.0 48.5 52.5 88.7 92.4: 11.3 7.6
Other: 100.0: 21.6 1.4 2.4 71.7 94.4 95.7 98.2: 4.3 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 57 34 17 48 38 118 83:
Old : 151: 58 33 1 40 29 98 63:
Other: 78: 23 9 10 32 32 61 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 35.2 39.0 51.4 20.0 23.8 30.5 37.5
Old : 20.3 40.4 34.3 56.7 18.7 37.9 30.9 52.1
Other: 39.5 44.0 58.8 64.4 28.7 37.6 42.3 49.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, June 27, 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 : 433,368: 92,724 36,128 27,375 250,829 321,370 370,928 384,873: 62,440 48,495
Old : 433,368: 92,724 36,128 27,375 250,829 321,370 370,928 384,873: 62,440 48,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -14,644: -146 1,610 -6,616 -10,283 -13,432 -17,045 -18,438: 2,401 3,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.3 6.3 57.9 74.2 85.6 88.8: 14.4 11.2
Old : 100.0: 21.4 8.3 6.3 57.9 74.2 85.6 88.8: 14.4 11.2
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 : 160: 46 34 40 70 52 142 102:
Old : 160: 46 34 40 70 52 142 102:
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 : 23.6 37.7 36.3 52.6 19.2 27.3 28.2 39.9
Old : 23.6 37.7 36.3 52.6 19.2 27.3 28.2 39.9
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, June 27, 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 : 117,763: 32,231 42,663 10,200 64,017 57,312 106,448 110,175: 11,315 7,588
Old : 88,049: 26,566 43,636 1,610 50,595 36,991 78,771 82,237: 9,278 5,812
Other: 29,714: 11,464 4,826 2,791 13,422 20,321 27,677 27,938: 2,037 1,776
: : :
: : Changes in Commitments from: June 20, 2006 :
: -3,937: 1,184 2,748 1,542 -6,561 -7,955 -3,835 -3,665: -102 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 36.2 8.7 54.4 48.7 90.4 93.6: 9.6 6.4
Old : 100.0: 30.2 49.6 1.8 57.5 42.0 89.5 93.4: 10.5 6.6
Other: 100.0: 38.6 16.2 9.4 45.2 68.4 93.1 94.0: 6.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 123 89 53 107 83 250 212:
Old : 330: 124 88 9 76 58 206 149:
Other: 188: 40 46 18 70 68 122 121:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 25.7 29.0 34.5 18.3 18.9 27.9 26.9
Old : 23.3 29.0 35.2 39.3 23.2 27.2 35.1 37.0
Other: 30.4 33.1 47.0 45.5 23.0 29.1 32.1 37.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, June 27, 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 : 20,784: 10,176 13,334 2,038 7,105 2,861 19,319 18,233: 1,465 2,551
Old : 20,784: 10,176 13,334 2,038 7,105 2,861 19,319 18,233: 1,465 2,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -3,876: 2,700 -2,221 -1,221 -5,500 -290 -4,021 -3,732: 145 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 64.2 9.8 34.2 13.8 93.0 87.7: 7.0 12.3
Old : 100.0: 49.0 64.2 9.8 34.2 13.8 93.0 87.7: 7.0 12.3
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 : 56: 19 22 6 9 7 32 32:
Old : 56: 19 22 6 9 7 32 32:
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 : 53.0 48.8 77.8 67.6 50.2 45.8 68.6 60.0
Old : 53.0 48.8 77.8 67.6 50.2 45.8 68.6 60.0
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 27, 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 : 30,873: 15,741 0 0 10,517 27,521 26,258 27,521: 4,615 3,352
Old : 30,873: 15,741 0 0 10,517 27,521 26,258 27,521: 4,615 3,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,677: 2,001 0 0 966 3,301 2,967 3,301: -290 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 0.0 0.0 34.1 89.1 85.1 89.1: 14.9 10.9
Old : 100.0: 51.0 0.0 0.0 34.1 89.1 85.1 89.1: 14.9 10.9
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 : 25: 9 0 0 3 15 12 15:
Old : 25: 9 0 0 3 15 12 15:
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 : 73.4 60.5 82.3 77.5 73.4 60.5 82.3 77.5
Old : 73.4 60.5 82.3 77.5 73.4 60.5 82.3 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2006