COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 176,377 COMMITMENTS 38,469 61,502 11,542 105,867 88,555 155,878 161,599 20,499 14,778 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 2,695) 799 -2,123 1,081 -284 3,154 1,596 2,112 1,099 583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 34.9 6.5 60.0 50.2 88.4 91.6 11.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 87 88 56 77 48 185 182 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,476 COMMITMENTS 14,771 4,005 5,034 7,150 20,507 26,955 29,546 4,521 1,930 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -409) -65 -8 1 -666 -775 -730 -782 321 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 12.7 16.0 22.7 65.2 85.6 93.9 14.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 58 21 20 13 15 85 45 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 139,343 COMMITMENTS 36,857 28,786 4,082 88,682 100,204 129,621 133,072 9,722 6,271 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 7,189) -1,307 7,730 506 8,715 -1,479 7,914 6,757 -725 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 20.7 2.9 63.6 71.9 93.0 95.5 7.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 58 36 19 52 40 122 88 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 485,191 COMMITMENTS 99,708 42,126 40,885 279,360 355,031 419,953 438,042 65,238 47,149 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -5,732) 141 3,984 97 -3,177 -10,664 -2,939 -6,583 -2,793 851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 8.7 8.4 57.6 73.2 86.6 90.3 13.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 54 42 57 62 53 153 124 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,292 COMMITMENTS 28,793 31,669 9,525 62,566 62,989 100,884 104,183 11,408 8,109 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 5,775) 527 3,684 -772 5,963 2,945 5,718 5,857 57 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 28.2 8.5 55.7 56.1 89.8 92.8 10.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 118 88 64 101 83 248 216 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,881 COMMITMENTS 10,388 18,663 2,212 26,005 15,090 38,605 35,965 1,276 3,916 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,686) 131 1,828 122 1,546 -180 1,799 1,770 -113 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 46.8 5.5 65.2 37.8 96.8 90.2 3.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 33 8 6 8 23 49
Updated June 2, 2006