COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 159,009 COMMITMENTS 38,627 52,769 9,460 95,600 84,151 143,687 146,380 15,322 12,629 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -7,331) 532 9,065 -534 -4,865 -16,582 -4,867 -8,051 -2,464 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 33.2 5.9 60.1 52.9 90.4 92.1 9.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 70 86 46 62 43 152 167 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,350 COMMITMENTS 14,878 4,611 2,051 7,085 19,793 24,014 26,455 4,336 1,895 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 816) 1,694 38 -466 125 1,643 1,353 1,215 -537 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 16.3 7.2 25.0 69.8 84.7 93.3 15.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 63 18 18 16 18 91 44 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,079 COMMITMENTS 39,176 25,761 2,934 78,720 96,170 120,830 124,865 10,249 6,214 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,931) -283 -2,939 -188 -3,021 -340 -3,492 -3,467 1,561 1,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 19.7 2.2 60.1 73.4 92.2 95.3 7.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 57 34 17 48 38 118 83 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 433,368 COMMITMENTS 92,724 36,128 27,375 250,829 321,370 370,928 384,873 62,440 48,495 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -14,644) -146 1,610 -6,616 -10,283 -13,432 -17,045 -18,438 2,401 3,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 8.3 6.3 57.9 74.2 85.6 88.8 14.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 46 34 40 70 52 142 102 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 117,763 COMMITMENTS 32,231 42,663 10,200 64,017 57,312 106,448 110,175 11,315 7,588 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -3,937) 1,184 2,748 1,542 -6,561 -7,955 -3,835 -3,665 -102 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 36.2 8.7 54.4 48.7 90.4 93.6 9.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 123 89 53 107 83 250 212 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,784 COMMITMENTS 10,176 13,334 2,038 7,105 2,861 19,319 18,233 1,465 2,551 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -3,876) 2,700 -2,221 -1,221 -5,500 -290 -4,021 -3,732 145 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 64.2 9.8 34.2 13.8 93.0 87.7 7.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 19 22 6 9 7 32 32 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 30,873 COMMITMENTS 15,741 0 0 10,517 27,521 26,258 27,521 4,615 3,352 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 2,677) 2,001 0 0 966 3,301 2,967 3,301 -290 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 0.0 0.0 34.1 89.1 85.1 89.1 14.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 0 0 3 15 12 15
Updated June 30, 2006