COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 196,920: 27,583 58,024 33,712 113,899 89,612 175,194 181,348: 21,726 15,572
Old : 124,640: 18,170 56,600 12,215 80,778 45,136 111,163 113,952: 13,477 10,688
Other: 72,280: 16,098 8,108 14,813 33,121 44,476 64,031 67,397: 8,249 4,884
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,775: -154 4 1,234 2,508 4,520 3,588 5,759: 2,187 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.5 17.1 57.8 45.5 89.0 92.1: 11.0 7.9
Old : 100.0: 14.6 45.4 9.8 64.8 36.2 89.2 91.4: 10.8 8.6
Other: 100.0: 22.3 11.2 20.5 45.8 61.5 88.6 93.2: 11.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 78 102 67 79 61 186 206:
Old : 252: 61 111 46 66 43 150 177:
Other: 159: 51 34 51 58 53 132 115:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 26.9 34.8 34.5 22.1 19.7 32.3 26.4
Old : 31.9 29.3 44.4 36.3 31.9 28.6 44.4 35.7
Other: 24.5 30.0 35.7 42.4 19.6 27.0 29.3 36.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 52,752: 19,088 1,734 14,654 12,826 33,669 46,567 50,057: 6,185 2,695
Old : 47,593: 18,944 2,569 11,567 11,159 30,972 41,670 45,108: 5,922 2,485
Other: 5,160: 1,653 676 1,577 1,666 2,697 4,897 4,950: 263 210
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,546: 1,477 205 480 1,366 3,140 3,323 3,826: 223 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 3.3 27.8 24.3 63.8 88.3 94.9: 11.7 5.1
Old : 100.0: 39.8 5.4 24.3 23.4 65.1 87.6 94.8: 12.4 5.2
Other: 100.0: 32.0 13.1 30.6 32.3 52.3 94.9 95.9: 5.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 84 25 31 22 23 116 71:
Old : 142: 80 30 30 22 23 116 70:
Other: 31: 13 7 14 6 6 22 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 : 24.9 52.0 37.4 65.3 11.9 37.7 18.1 45.1
Old : 23.1 51.9 34.6 65.1 12.2 37.6 18.9 45.6
Other: 59.7 60.4 79.9 80.2 37.9 42.9 47.0 52.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 137,961: 38,248 30,715 9,565 76,910 89,266 124,723 129,546: 13,238 8,415
Old : 94,056: 33,302 31,458 7,539 41,402 48,044 82,243 87,041: 11,813 7,015
Other: 43,905: 5,997 308 975 35,508 41,222 42,480 42,505: 1,425 1,400
: : :
: : Changes in Commitments from: May 2, 2006 :
: -3,339: 2,920 -5,419 -2,243 -4,832 3,433 -4,155 -4,228: 817 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.3 6.9 55.7 64.7 90.4 93.9: 9.6 6.1
Old : 100.0: 35.4 33.4 8.0 44.0 51.1 87.4 92.5: 12.6 7.5
Other: 100.0: 13.7 0.7 2.2 80.9 93.9 96.8 96.8: 3.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 69 45 29 52 43 136 103:
Old : 176: 67 45 26 47 40 127 99:
Other: 62: 12 9 8 29 29 47 40:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 28.8 34.1 45.4 16.1 21.1 25.7 32.5
Old : 18.5 28.8 29.6 43.7 17.7 27.2 28.2 40.5
Other: 45.5 58.7 68.5 77.4 31.8 48.5 50.5 60.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 720,510: 114,213 16,058 179,650 327,662 468,624 621,526 664,332: 98,985 56,178
Old : 720,510: 114,213 16,058 179,650 327,662 468,624 621,526 664,332: 98,985 56,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 6,144: 6,240 4,918 -1,676 -111 3,748 4,453 6,990: 1,691 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.2 24.9 45.5 65.0 86.3 92.2: 13.7 7.8
Old : 100.0: 15.9 2.2 24.9 45.5 65.0 86.3 92.2: 13.7 7.8
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 : 183: 72 35 67 65 63 171 133:
Old : 183: 72 35 67 65 63 171 133:
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 : 17.2 26.3 27.7 41.7 12.8 18.6 19.4 27.7
Old : 17.2 26.3 27.7 41.7 12.8 18.6 19.4 27.7
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 9, 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 : 131,932: 25,734 16,372 36,234 57,111 71,791 119,080 124,397: 12,852 7,535
Old : 108,070: 24,250 17,532 24,311 48,111 59,903 96,672 101,746: 11,398 6,325
Other: 23,862: 6,323 3,678 7,085 9,000 11,887 22,408 22,651: 1,454 1,211
: : :
: : Changes in Commitments from: May 2, 2006 :
: -221: -1,736 1,561 598 876 -2,212 -261 -53: 41 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.4 27.5 43.3 54.4 90.3 94.3: 9.7 5.7
Old : 100.0: 22.4 16.2 22.5 44.5 55.4 89.5 94.1: 10.5 5.9
Other: 100.0: 26.5 15.4 29.7 37.7 49.8 93.9 94.9: 6.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 130 98 107 104 101 298 249:
Old : 360: 148 82 100 101 97 288 242:
Other: 171: 32 49 53 56 69 126 133:
:----------------------------------------------------------------------------------------------------
: 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 21.5 24.5 30.2 15.6 17.2 22.8 25.1
Old : 18.9 23.0 28.1 32.7 18.9 20.3 27.7 29.4
Other: 23.4 24.0 37.1 37.5 20.9 16.9 31.4 24.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 43,593: 11,214 17,783 2,437 28,606 18,219 42,257 38,439: 1,336 5,155
Old : 43,593: 11,214 17,783 2,437 28,606 18,219 42,257 38,439: 1,336 5,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,448: 1,443 2,711 14 1,960 247 3,417 2,973: -970 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 40.8 5.6 65.6 41.8 96.9 88.2: 3.1 11.8
Old : 100.0: 25.7 40.8 5.6 65.6 41.8 96.9 88.2: 3.1 11.8
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 : 73: 14 39 9 10 12 26 59:
Old : 73: 14 39 9 10 12 26 59:
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 : 73.1 52.2 90.0 66.1 71.4 51.8 84.5 63.4
Old : 73.1 52.2 90.0 66.1 71.4 51.8 84.5 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006