Hmm, yeah that cable pin order is wrong. That's interesting actually, I thought they were all the same. I shall have to put some posts up to warn others. So your pin order is:
Red wire: 5V.
Black wire: GND.
White wire: RXD.
Green wire: TXD.
Yellow wire: RTS.
Blue wire: CTS.
The standard is:
Black: GND
Brown: CTS
Red: 5V
Orange: TX
Yellow: RX
Green: RTS
It's sometimes possible to change the pin order. There's a little plastic clip holding the metal pin in. Pull that back, then pull the wire and the pin comes out. Then reorder your cables: Black, Blue, Red, Green, White, Yellow.
That should fix it. There is a bonus issue - your cable is 3.3V, not 5V. I have several 3.3V cables and they all work fine, but they may become unreliable after a few months of use.