COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 225,712: 36,243 59,621 40,794 123,636 108,317 200,674 208,732: 25,038 16,979
Old : 129,462: 22,097 56,693 12,301 80,473 50,261 114,871 119,255: 14,591 10,207
Other: 96,250: 19,783 8,564 22,856 43,163 58,057 85,803 89,477: 10,447 6,773
: : :
: : Changes in Commitments from: May 9, 2006 :
: 28,792: 8,660 1,597 7,082 9,737 18,705 25,479 27,384: 3,312 1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.4 18.1 54.8 48.0 88.9 92.5: 11.1 7.5
Old : 100.0: 17.1 43.8 9.5 62.2 38.8 88.7 92.1: 11.3 7.9
Other: 100.0: 20.6 8.9 23.7 44.8 60.3 89.1 93.0: 10.9 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 86 103 68 83 61 202 203:
Old : 256: 67 108 47 69 45 164 172:
Other: 167: 47 40 52 63 56 142 118:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 29.6 32.6 37.1 19.8 20.1 29.1 26.9
Old : 30.0 31.9 42.3 39.2 30.0 31.3 42.3 38.6
Other: 24.8 30.5 35.4 42.8 19.0 22.2 27.1 32.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 54,200: 19,412 1,539 16,119 12,484 33,580 48,015 51,237: 6,185 2,963
Old : 48,605: 19,562 2,663 12,533 10,665 30,677 42,759 45,873: 5,845 2,732
Other: 5,596: 1,542 567 1,895 1,819 2,903 5,255 5,364: 340 231
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,448: 325 -196 1,465 -342 -89 1,448 1,180: 0 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 2.8 29.7 23.0 62.0 88.6 94.5: 11.4 5.5
Old : 100.0: 40.2 5.5 25.8 21.9 63.1 88.0 94.4: 12.0 5.6
Other: 100.0: 27.6 10.1 33.9 32.5 51.9 93.9 95.9: 6.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 77 28 32 17 19 111 64:
Old : 133: 78 27 31 17 19 111 63:
Other: 32: 10 11 16 6 6 24 25:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 54.4 37.7 67.9 11.5 39.0 17.7 45.2
Old : 23.5 54.6 34.9 67.9 12.1 39.4 18.9 45.9
Other: 58.1 59.0 79.0 77.4 35.5 39.4 43.3 47.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 140,536: 39,216 22,189 11,392 76,548 98,825 127,156 132,405: 13,380 8,131
Old : 93,297: 33,069 22,989 8,471 40,131 54,829 81,672 86,289: 11,625 7,008
Other: 47,239: 7,119 172 1,949 36,417 43,996 45,484 46,116: 1,754 1,122
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,574: 969 -8,526 1,826 -362 9,559 2,433 2,859: 141 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 15.8 8.1 54.5 70.3 90.5 94.2: 9.5 5.8
Old : 100.0: 35.4 24.6 9.1 43.0 58.8 87.5 92.5: 12.5 7.5
Other: 100.0: 15.1 0.4 4.1 77.1 93.1 96.3 97.6: 3.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 74 40 30 50 42 140 101:
Old : 178: 72 44 26 44 41 129 99:
Other: 63: 14 9 8 29 28 49 39:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 30.8 33.0 48.3 15.3 22.8 24.6 34.5
Old : 17.5 33.1 28.5 46.2 16.6 29.8 26.8 41.7
Other: 43.6 55.2 66.8 74.5 30.9 46.3 49.3 60.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 711,115: 117,089 14,063 173,701 327,515 468,151 618,305 655,915: 92,810 55,200
Old : 711,115: 117,089 14,063 173,701 327,515 468,151 618,305 655,915: 92,810 55,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -9,395: 2,876 -1,995 -5,949 -147 -472 -3,221 -8,417: -6,174 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.0 24.4 46.1 65.8 86.9 92.2: 13.1 7.8
Old : 100.0: 16.5 2.0 24.4 46.1 65.8 86.9 92.2: 13.1 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 : 188: 83 30 73 65 63 175 140:
Old : 188: 83 30 73 65 63 175 140:
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 : 17.4 26.9 28.0 42.0 12.7 19.2 19.5 28.8
Old : 17.4 26.9 28.0 42.0 12.7 19.2 19.5 28.8
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 16, 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 : 134,712: 22,857 23,463 36,243 62,360 66,068 121,460 125,775: 13,252 8,937
Old : 110,794: 22,417 24,875 24,390 52,600 54,057 99,407 103,322: 11,388 7,472
Other: 23,918: 4,932 3,081 7,361 9,760 12,011 22,053 22,453: 1,865 1,465
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,780: -2,878 7,092 9 5,248 -5,722 2,380 1,379: 401 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.4 26.9 46.3 49.0 90.2 93.4: 9.8 6.6
Old : 100.0: 20.2 22.5 22.0 47.5 48.8 89.7 93.3: 10.3 6.7
Other: 100.0: 20.6 12.9 30.8 40.8 50.2 92.2 93.9: 7.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 135 99 107 107 94 295 253:
Old : 361: 145 90 99 104 89 285 244:
Other: 170: 40 42 52 62 62 132 127:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.2 25.0 29.3 15.3 15.3 22.9 23.1
Old : 18.5 21.0 28.5 30.5 18.5 18.2 27.7 26.5
Other: 23.5 26.9 36.0 39.6 17.6 18.9 26.4 27.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 41,094: 11,819 15,722 3,296 24,475 16,800 39,590 35,818: 1,504 5,276
Old : 41,094: 11,819 15,722 3,296 24,475 16,800 39,590 35,818: 1,504 5,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -2,499: 605 -2,061 859 -4,131 -1,419 -2,667 -2,621: 168 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 38.3 8.0 59.6 40.9 96.3 87.2: 3.7 12.8
Old : 100.0: 28.8 38.3 8.0 59.6 40.9 96.3 87.2: 3.7 12.8
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 : 71: 12 42 11 9 10 26 59:
Old : 71: 12 42 11 9 10 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 : 75.0 51.7 88.4 63.3 73.1 50.6 82.4 59.7
Old : 75.0 51.7 88.4 63.3 73.1 50.6 82.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006