COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 225,712 COMMITMENTS 36,243 59,621 40,794 123,636 108,317 200,674 208,732 25,038 16,979 CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 28,792) 8,660 1,597 7,082 9,737 18,705 25,479 27,384 3,312 1,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 26.4 18.1 54.8 48.0 88.9 92.5 11.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 86 103 68 83 61 202 203 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 54,200 COMMITMENTS 19,412 1,539 16,119 12,484 33,580 48,015 51,237 6,185 2,963 CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,448) 325 -196 1,465 -342 -89 1,448 1,180 0 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 2.8 29.7 23.0 62.0 88.6 94.5 11.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 77 28 32 17 19 111 64 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,536 COMMITMENTS 39,216 22,189 11,392 76,548 98,825 127,156 132,405 13,380 8,131 CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,574) 969 -8,526 1,826 -362 9,559 2,433 2,859 141 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 15.8 8.1 54.5 70.3 90.5 94.2 9.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 74 40 30 50 42 140 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 711,115 COMMITMENTS 117,089 14,063 173,701 327,515 468,151 618,305 655,915 92,810 55,200 CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -9,395) 2,876 -1,995 -5,949 -147 -472 -3,221 -8,417 -6,174 -978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 2.0 24.4 46.1 65.8 86.9 92.2 13.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 83 30 73 65 63 175 140 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,712 COMMITMENTS 22,857 23,463 36,243 62,360 66,068 121,460 125,775 13,252 8,937 CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,780) -2,878 7,092 9 5,248 -5,722 2,380 1,379 401 1,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 17.4 26.9 46.3 49.0 90.2 93.4 9.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 135 99 107 107 94 295 253 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,094 COMMITMENTS 11,819 15,722 3,296 24,475 16,800 39,590 35,818 1,504 5,276 CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -2,499) 605 -2,061 859 -4,131 -1,419 -2,667 -2,621 168 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 38.3 8.0 59.6 40.9 96.3 87.2 3.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 12 42 11 9 10 26 59
Updated May 19, 2006