COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,516 COMMITMENTS 34,112 43,921 49,037 126,331 125,315 209,480 218,272 25,037 16,244 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -357) -2,792 -3,167 3,311 -1,506 -569 -986 -425 629 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 18.7 20.9 53.9 53.4 89.3 93.1 10.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 90 94 81 85 62 223 198 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,861 COMMITMENTS 13,724 1,113 15,992 12,600 28,859 42,316 45,964 6,545 2,897 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 686) 460 31 777 667 719 1,903 1,526 -1,218 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 2.3 32.7 25.8 59.1 86.6 94.1 13.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 65 25 34 21 24 106 69 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 155,287 COMMITMENTS 37,604 32,753 11,980 95,394 102,928 144,978 147,661 10,309 7,626 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,539) 1,418 2,271 1,147 1,015 986 3,580 4,404 -2,041 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 21.1 7.7 61.4 66.3 93.4 95.1 6.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 52 56 36 54 42 132 118 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 609,988 COMMITMENTS 98,971 16,292 130,810 311,688 403,074 541,469 550,176 68,518 59,812 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -96,330) -2,579 2,559 -57,270 -26,042 -35,010 -85,891 -89,721 -10,438 -6,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.7 21.4 51.1 66.1 88.8 90.2 11.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 59 35 61 76 68 168 135 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 159,563 COMMITMENTS 24,773 38,965 35,178 84,681 74,905 144,632 149,048 14,931 10,515 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -2,512) 390 1,893 -6,349 1,943 627 -4,017 -3,830 1,505 1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 24.4 22.0 53.1 46.9 90.6 93.4 9.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 111 129 96 113 98 284 269 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,895 COMMITMENTS 8,612 17,305 2,634 27,736 17,418 38,983 37,357 1,912 3,538 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -683) -1,683 -625 -1,312 1,934 2,534 -1,061 598 378 -1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 42.3 6.4 67.8 42.6 95.3 91.3 4.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 23 10 9 12 24 42 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 38,230 COMMITMENTS 12,418 1,067 97 19,764 32,702 32,279 33,867 5,951 4,363 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 2.8 0.3 51.7 85.5 84.4 88.6 15.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 2 1 10 15 19 17
Updated June 16, 2006