COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 166,340 COMMITMENTS 38,095 43,704 9,994 100,465 100,733 148,554 154,431 17,786 11,909 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -10,215) -955 -2,971 -3,801 -3,199 -1,606 -7,955 -8,378 -2,260 -1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 26.3 6.0 60.4 60.6 89.3 92.8 10.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 82 71 53 67 47 175 157 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,534 COMMITMENTS 13,184 4,573 2,517 6,960 18,150 22,661 25,240 4,873 2,294 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,273) -343 501 -2,114 -831 -947 -3,288 -2,560 1,015 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 16.6 9.1 25.3 65.9 82.3 91.7 17.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 57 16 19 15 20 81 47 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,010 COMMITMENTS 39,459 28,700 3,122 81,741 96,510 124,322 128,332 8,688 4,678 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -12,767) 619 -4,490 -1,603 -11,140 -4,380 -12,124 -10,473 -643 -2,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 21.6 2.3 61.5 72.6 93.5 96.5 6.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 57 35 17 50 40 117 89 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 448,012 COMMITMENTS 92,870 34,518 33,991 261,112 334,802 387,973 403,311 60,039 44,701 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -7,779) -850 -2,715 2,509 -11,851 -727 -10,192 -933 2,413 -6,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 7.7 7.6 58.3 74.7 86.6 90.0 13.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 54 38 48 70 54 152 114 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,700 COMMITMENTS 31,047 39,915 8,658 70,578 65,267 110,283 113,840 11,417 7,860 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -5,241) 966 1,254 404 -4,431 -5,006 -3,061 -3,348 -2,180 -1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 32.8 7.1 58.0 53.6 90.6 93.5 9.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 113 98 56 107 83 245 218 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,660 COMMITMENTS 7,476 15,555 3,259 12,605 3,151 23,340 21,965 1,320 2,695 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -15,509) -950 -1,678 895 -15,118 -14,255 -15,173 -15,038 -336 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 63.1 13.2 51.1 12.8 94.6 89.1 5.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 21 5 8 7 26 31 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 06/20/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 28,196 COMMITMENTS 13,740 0 0 9,551 24,220 23,291 24,220 4,905 3,976 CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -9,768) 1,322 -901 0 -10,044 -8,482 -8,722 -9,383 -1,046 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 0.0 0.0 33.9 85.9 82.6 85.9 17.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 0 0 3 14 11 14
Updated June 23, 2006