COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 205,184: 30,969 51,024 39,334 116,655 100,969 186,958 191,326: 18,226 13,858
Old : 612: 0 36 0 540 265 540 301: 72 311
Other: 204,572: 30,996 51,015 39,307 116,115 100,704 186,418 191,025: 18,154 13,547
: : :
: : Changes in Commitments from: June 20, 2006 :
: -4,858: -1,801 9,458 2,278 -2,599 -17,269 -2,122 -5,532: -2,736 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.9 19.2 56.9 49.2 91.1 93.2: 8.9 6.8
Old : 100.0: 0.0 5.9 0.0 88.2 43.3 88.2 49.2: 11.8 50.8
Other: 100.0: 15.2 24.9 19.2 56.8 49.2 91.1 93.4: 8.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 65 105 68 79 56 185 196:
Old : 7: 0 2 0 2 3 2 5:
Other: 265: 65 105 68 79 56 185 196:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 28.4 35.5 37.9 22.9 21.4 33.3 28.2
Old : 88.2 47.7 88.2 49.2 88.2 47.7 88.2 49.2
Other: 23.0 28.4 35.6 37.9 23.0 21.3 33.4 28.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 47,601: 15,833 1,380 12,916 11,252 30,964 40,002 45,260: 7,599 2,341
Old : 41,160: 15,558 2,490 9,109 9,479 27,445 34,145 39,044: 7,014 2,116
Other: 6,441: 1,835 450 2,247 1,774 3,519 5,857 6,216: 585 225
: : :
: : Changes in Commitments from: June 20, 2006 :
: 3,248: 2,247 347 349 575 3,070 3,170 3,766: 78 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 2.9 27.1 23.6 65.0 84.0 95.1: 16.0 4.9
Old : 100.0: 37.8 6.0 22.1 23.0 66.7 83.0 94.9: 17.0 5.1
Other: 100.0: 28.5 7.0 34.9 27.5 54.6 90.9 96.5: 9.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 80 20 26 18 19 112 52:
Old : 127: 75 26 25 18 19 112 51:
Other: 34: 14 7 16 6 10 25 28:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 51.5 34.8 68.1 10.2 40.2 17.5 49.4
Old : 18.9 51.3 30.7 68.2 10.7 40.0 19.0 50.8
Other: 54.7 61.1 75.0 77.5 31.2 43.8 41.5 49.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 140,852: 37,754 25,285 10,122 81,480 98,279 129,356 133,686: 11,496 7,166
Old : 71,679: 25,958 25,583 4,350 33,036 35,949 63,345 65,883: 8,335 5,797
Other: 69,172: 13,116 1,023 4,451 48,444 62,330 66,011 67,804: 3,161 1,369
: : :
: : Changes in Commitments from: June 20, 2006 :
: -2,060: -759 -3,345 -18 -2,993 -426 -3,770 -3,789: 1,710 1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.0 7.2 57.8 69.8 91.8 94.9: 8.2 5.1
Old : 100.0: 36.2 35.7 6.1 46.1 50.2 88.4 91.9: 11.6 8.1
Other: 100.0: 19.0 1.5 6.4 70.0 90.1 95.4 98.0: 4.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 57 40 30 48 41 125 98:
Old : 154: 58 36 15 44 35 107 81:
Other: 87: 23 17 21 32 34 69 59:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 33.3 37.1 48.8 18.7 22.1 29.2 34.8
Old : 18.8 37.8 31.9 52.7 16.9 35.3 29.0 48.1
Other: 37.5 41.5 55.7 61.4 27.1 34.6 40.0 45.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 609,094: 103,769 12,854 136,806 290,310 400,723 530,886 550,383: 78,208 58,711
Old : 609,094: 103,769 12,854 136,806 290,310 400,723 530,886 550,383: 78,208 58,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -155: 1,615 78 1,062 -9,033 -7,385 -6,357 -6,245: 6,202 6,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.1 22.5 47.7 65.8 87.2 90.4: 12.8 9.6
Old : 100.0: 17.0 2.1 22.5 47.7 65.8 87.2 90.4: 12.8 9.6
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 : 172: 58 32 56 74 64 159 126:
Old : 172: 58 32 56 74 64 159 126:
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 : 18.1 30.6 28.1 44.6 14.0 20.3 21.6 30.5
Old : 18.1 30.6 28.1 44.6 14.0 20.3 21.6 30.5
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, June 27, 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 : 154,667: 27,082 43,478 40,469 74,574 62,746 142,126 146,693: 12,541 7,974
Old : 110,863: 22,649 44,125 19,698 58,281 40,901 100,629 104,724: 10,234 6,138
Other: 43,805: 9,750 4,670 15,454 16,293 21,845 41,497 41,969: 2,307 1,836
: : :
: : Changes in Commitments from: June 20, 2006 :
: -2,889: 1,323 3,203 2,341 -6,352 -7,912 -2,687 -2,367: -201 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 28.1 26.2 48.2 40.6 91.9 94.8: 8.1 5.2
Old : 100.0: 20.4 39.8 17.8 52.6 36.9 90.8 94.5: 9.2 5.5
Other: 100.0: 22.3 10.7 35.3 37.2 49.9 94.7 95.8: 5.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 132 115 98 118 99 299 269:
Old : 367: 134 109 76 106 80 273 232:
Other: 210: 53 48 58 78 77 160 155:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 20.7 24.3 30.4 14.0 13.9 21.5 20.2
Old : 18.8 24.1 29.3 32.4 18.8 21.5 28.3 29.3
Other: 22.8 27.2 38.3 40.3 14.9 20.2 20.6 26.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 21,600: 10,392 13,457 2,409 7,118 2,872 19,919 18,738: 1,681 2,862
Old : 21,600: 10,392 13,457 2,409 7,118 2,872 19,919 18,738: 1,681 2,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -3,749: 2,706 -2,175 -1,127 -5,501 -290 -3,922 -3,592: 173 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 62.3 11.2 33.0 13.3 92.2 86.7: 7.8 13.3
Old : 100.0: 48.1 62.3 11.2 33.0 13.3 92.2 86.7: 7.8 13.3
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 : 62: 20 26 10 9 8 35 39:
Old : 62: 20 26 10 9 8 35 39:
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 : 51.8 47.0 76.1 65.1 48.1 44.2 66.7 57.7
Old : 51.8 47.0 76.1 65.1 48.1 44.2 66.7 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 31,223: 15,741 346 0 10,738 27,521 26,479 27,867: 4,745 3,357
Old : 31,223: 15,741 346 0 10,738 27,521 26,479 27,867: 4,745 3,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,765: 2,001 85 0 1,020 3,301 3,021 3,386: -256 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 1.1 0.0 34.4 88.1 84.8 89.2: 15.2 10.8
Old : 100.0: 50.4 1.1 0.0 34.4 88.1 84.8 89.2: 15.2 10.8
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 : 26: 9 1 0 5 15 14 16:
Old : 26: 9 1 0 5 15 14 16:
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 : 72.6 59.8 81.4 76.6 72.6 59.5 81.4 75.9
Old : 72.6 59.8 81.4 76.6 72.6 59.5 81.4 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2006