COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 191,145: 27,737 58,020 32,478 111,391 85,092 171,606 175,590: 19,539 15,556
Old : 124,605: 18,424 56,088 12,761 80,677 44,696 111,863 113,545: 12,742 11,060
Other: 66,540: 15,035 7,653 13,995 30,714 40,397 59,744 62,044: 6,797 4,496
: : :
: : Changes in Commitments from: April 25, 2006 :
: 10,728: 1,625 914 3,247 5,707 6,949 10,579 11,110: 148 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 30.4 17.0 58.3 44.5 89.8 91.9: 10.2 8.1
Old : 100.0: 14.8 45.0 10.2 64.7 35.9 89.8 91.1: 10.2 8.9
Other: 100.0: 22.6 11.5 21.0 46.2 60.7 89.8 93.2: 10.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 68 113 66 79 60 187 205:
Old : 253: 59 113 49 67 44 152 181:
Other: 159: 49 35 51 56 51 132 113:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 26.0 35.6 33.5 22.5 18.8 33.0 25.4
Old : 32.4 28.4 44.9 35.6 32.4 27.4 44.9 34.7
Other: 26.1 30.7 37.0 43.5 22.5 28.7 32.5 39.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 49,207: 17,610 1,529 14,174 11,460 30,529 43,244 46,232: 5,963 2,975
Old : 44,616: 17,597 2,135 11,463 9,852 28,163 38,913 41,761: 5,703 2,855
Other: 4,591: 1,181 562 1,542 1,608 2,366 4,331 4,470: 259 120
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,705: 1,647 -206 782 -3,104 -301 -675 275: -1,030 -1,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 3.1 28.8 23.3 62.0 87.9 94.0: 12.1 6.0
Old : 100.0: 39.4 4.8 25.7 22.1 63.1 87.2 93.6: 12.8 6.4
Other: 100.0: 25.7 12.2 33.6 35.0 51.5 94.4 97.4: 5.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 85 18 30 22 22 117 63:
Old : 137: 84 21 30 22 22 117 63:
Other: 31: 13 7 13 6 6 21 24:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 52.9 36.6 67.5 13.1 41.4 19.6 47.4
Old : 22.4 52.9 33.2 67.3 12.6 41.9 19.8 48.4
Other: 61.3 61.1 78.2 81.7 35.6 42.0 45.3 51.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 141,300: 35,328 36,134 11,808 81,742 85,832 128,878 133,774: 12,422 7,526
Old : 97,902: 31,191 36,449 9,157 46,446 45,698 86,795 91,304: 11,107 6,598
Other: 43,398: 5,499 1,047 1,289 35,296 40,134 42,084 42,471: 1,314 927
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,205: 1,390 -3,111 -130 -2,503 2,624 -1,243 -617: 37 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.6 8.4 57.9 60.7 91.2 94.7: 8.8 5.3
Old : 100.0: 31.9 37.2 9.4 47.4 46.7 88.7 93.3: 11.3 6.7
Other: 100.0: 12.7 2.4 3.0 81.3 92.5 97.0 97.9: 3.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 64 47 36 52 41 135 108:
Old : 174: 67 44 28 48 37 127 98:
Other: 65: 10 16 12 28 27 49 44:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 26.8 34.8 42.3 16.3 18.0 26.8 30.7
Old : 19.4 27.4 31.0 43.3 17.1 25.5 27.7 40.0
Other: 45.3 58.9 67.5 77.8 32.4 49.0 50.8 61.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 714,366: 107,973 11,141 181,326 327,773 464,875 617,072 657,342: 97,294 57,024
Old : 714,366: 107,973 11,141 181,326 327,773 464,875 617,072 657,342: 97,294 57,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 26,322: 7,272 410 12,623 1,114 19,068 21,009 32,100: 5,313 -5,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.6 25.4 45.9 65.1 86.4 92.0: 13.6 8.0
Old : 100.0: 15.1 1.6 25.4 45.9 65.1 86.4 92.0: 13.6 8.0
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 : 184: 71 33 61 68 65 170 131:
Old : 184: 71 33 61 68 65 170 131:
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 : 16.7 26.8 27.3 42.3 12.7 18.7 19.1 27.8
Old : 16.7 26.8 27.3 42.3 12.7 18.7 19.1 27.8
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 with Delta-adjusted Options and Futures Combined, May 2, 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 : 132,153: 27,470 14,811 35,636 56,235 74,003 119,341 124,450: 12,811 7,703
Old : 108,618: 26,062 16,037 23,514 47,521 62,690 97,097 102,241: 11,521 6,377
Other: 23,535: 6,800 4,166 6,730 8,714 11,313 22,245 22,209: 1,290 1,326
: : :
: : Changes in Commitments from: April 25, 2006 :
: 2,475: 248 -1,162 3,499 -1,555 -107 2,193 2,230: 282 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 11.2 27.0 42.6 56.0 90.3 94.2: 9.7 5.8
Old : 100.0: 24.0 14.8 21.6 43.8 57.7 89.4 94.1: 10.6 5.9
Other: 100.0: 28.9 17.7 28.6 37.0 48.1 94.5 94.4: 5.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 145 76 105 100 101 295 239:
Old : 349: 155 68 96 95 97 284 229:
Other: 168: 31 48 50 55 68 120 133:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 22.5 24.4 31.7 15.4 18.4 23.1 26.3
Old : 18.6 24.6 28.0 34.8 18.6 22.1 27.5 31.3
Other: 27.5 24.1 40.4 38.6 25.0 17.1 33.7 25.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 41,145: 9,770 15,071 2,423 26,647 17,972 38,840 35,466: 2,306 5,680
Old : 41,145: 9,770 15,071 2,423 26,647 17,972 38,840 35,466: 2,306 5,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 7,601: -2,016 6,252 149 8,356 336 6,489 6,738: 1,111 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 36.6 5.9 64.8 43.7 94.4 86.2: 5.6 13.8
Old : 100.0: 23.7 36.6 5.9 64.8 43.7 94.4 86.2: 5.6 13.8
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 : 70: 15 36 8 11 10 27 54:
Old : 70: 15 36 8 11 10 27 54:
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 : 72.4 53.5 87.0 65.6 70.7 52.3 81.4 62.5
Old : 72.4 53.5 87.0 65.6 70.7 52.3 81.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006