COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,184 COMMITMENTS 30,969 51,024 39,334 116,655 100,969 186,958 191,326 18,226 13,858 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -4,858) -1,801 9,458 2,278 -2,599 -17,269 -2,122 -5,532 -2,736 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 24.9 19.2 56.9 49.2 91.1 93.2 8.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 65 105 68 79 56 185 196 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,601 COMMITMENTS 15,833 1,380 12,916 11,252 30,964 40,002 45,260 7,599 2,341 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,248) 2,247 347 349 575 3,070 3,170 3,766 78 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 2.9 27.1 23.6 65.0 84.0 95.1 16.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 80 20 26 18 19 112 52 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,852 COMMITMENTS 37,754 25,285 10,122 81,480 98,279 129,356 133,686 11,496 7,166 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -2,060) -759 -3,345 -18 -2,993 -426 -3,770 -3,789 1,710 1,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 18.0 7.2 57.8 69.8 91.8 94.9 8.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 57 40 30 48 41 125 98 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 609,094 COMMITMENTS 103,769 12,854 136,806 290,310 400,723 530,886 550,383 78,208 58,711 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -155) 1,615 78 1,062 -9,033 -7,385 -6,357 -6,245 6,202 6,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 2.1 22.5 47.7 65.8 87.2 90.4 12.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 58 32 56 74 64 159 126 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 154,667 COMMITMENTS 27,082 43,478 40,469 74,574 62,746 142,126 146,693 12,541 7,974 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -2,889) 1,323 3,203 2,341 -6,352 -7,912 -2,687 -2,367 -201 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 28.1 26.2 48.2 40.6 91.9 94.8 8.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 132 115 98 118 99 299 269 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,600 COMMITMENTS 10,392 13,457 2,409 7,118 2,872 19,919 18,738 1,681 2,862 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -3,749) 2,706 -2,175 -1,127 -5,501 -290 -3,922 -3,592 173 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 62.3 11.2 33.0 13.3 92.2 86.7 7.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 20 26 10 9 8 35 39 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 31,223 COMMITMENTS 15,741 346 0 10,738 27,521 26,479 27,867 4,745 3,357 CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 2,765) 2,001 85 0 1,020 3,301 3,021 3,386 -256 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 1.1 0.0 34.4 88.1 84.8 89.2 15.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 1 0 5 15 14 16
Updated June 30, 2006