COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 232,458 COMMITMENTS 36,733 59,791 43,269 127,554 112,401 207,556 215,461 24,902 16,997 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 3,087) 1,318 -1,980 1,090 -597 3,127 1,812 2,238 1,276 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 25.7 18.6 54.9 48.4 89.3 92.7 10.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 90 103 74 88 62 216 208 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,204 COMMITMENTS 15,343 1,128 15,467 11,667 29,870 42,477 46,465 6,727 2,740 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,849) -169 -46 1,005 -246 585 589 1,543 1,260 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 2.3 31.4 23.7 60.7 86.3 94.4 13.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 69 25 32 17 17 105 58 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,769 COMMITMENTS 35,390 28,244 13,210 91,388 102,295 139,988 143,749 10,781 7,020 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 7,657) -2,051 7,822 1,558 9,199 -1,742 8,706 7,638 -1,049 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 18.7 8.8 60.6 67.8 92.8 95.3 7.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 59 41 34 52 42 129 104 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 709,571 COMMITMENTS 104,936 15,273 186,306 337,037 448,342 628,278 649,921 81,292 59,649 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,257) 323 -323 4,661 -795 -6,727 4,189 -2,389 -5,445 1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 2.2 26.3 47.5 63.2 88.5 91.6 11.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 66 40 71 69 62 171 140 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,429 COMMITMENTS 23,701 31,995 40,771 73,625 69,476 138,097 142,242 13,332 9,187 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 8,672) 84 3,903 1,308 7,076 3,408 8,468 8,620 204 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 21.1 26.9 48.6 45.9 91.2 93.9 8.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 133 107 105 111 96 293 267 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,647 COMMITMENTS 10,576 19,049 3,438 26,988 15,394 41,002 37,881 1,645 4,767 CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,556) -32 1,801 265 1,600 -186 1,833 1,879 -277 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 44.7 8.1 63.3 36.1 96.1 88.8 3.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 37 13 7 9 25 56
Updated June 2, 2006