COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 166,261: 34,588 39,318 16,924 98,685 97,249 150,197 153,491: 16,064 12,770
Old : 158,466: 31,904 39,553 16,108 95,222 90,472 143,234 146,133: 15,232 12,333
Other: 7,795: 3,005 86 495 3,463 6,777 6,963 7,358: 832 437
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,679: 1,360 492 1,047 1,482 -443 3,889 1,096: -1,210 1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.6 10.2 59.4 58.5 90.3 92.3: 9.7 7.7
Old : 100.0: 20.1 25.0 10.2 60.1 57.1 90.4 92.2: 9.6 7.8
Other: 100.0: 38.6 1.1 6.4 44.4 86.9 89.3 94.4: 10.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 71 83 58 62 45 168 162:
Old : 241: 69 83 57 61 44 165 160:
Other: 42: 14 2 3 12 18 29 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 36.0 41.0 45.7 26.8 31.5 39.7 40.0
Old : 27.3 35.5 41.6 45.1 27.3 31.1 40.2 39.9
Other: 52.6 72.5 71.1 85.5 52.6 72.5 71.1 83.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,248: 14,540 4,242 2,139 9,699 21,742 26,378 28,123: 3,870 2,125
Old : 24,734: 13,617 3,795 961 6,800 18,111 21,378 22,867: 3,356 1,867
Other: 5,514: 1,928 1,452 173 2,899 3,631 5,000 5,256: 514 258
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,376: 769 64 61 543 1,100 1,373 1,225: 3 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 14.0 7.1 32.1 71.9 87.2 93.0: 12.8 7.0
Old : 100.0: 55.1 15.3 3.9 27.5 73.2 86.4 92.5: 13.6 7.5
Other: 100.0: 35.0 26.3 3.1 52.6 65.9 90.7 95.3: 9.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 54 18 17 15 17 78 43:
Old : 98: 50 21 11 13 17 71 41:
Other: 35: 11 12 7 7 6 21 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 59.1 34.9 72.0 21.7 55.1 33.6 67.7
Old : 21.0 63.0 34.2 72.4 21.0 63.0 34.2 72.4
Other: 60.2 73.5 79.0 86.1 56.4 71.7 74.5 82.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 132,397: 46,833 14,253 3,317 72,638 109,098 122,788 126,668: 9,609 5,729
Old : 6,957: 1,154 112 1 3,485 6,204 4,640 6,317: 2,317 640
Other: 125,440: 46,204 14,666 2,791 69,153 102,894 118,148 120,351: 7,292 5,089
: : :
: : Changes in Commitments from: August 8, 2006 :
: -8,933: 2,833 -152 -1,630 -8,041 -6,337 -6,838 -8,119: -2,095 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 10.8 2.5 54.9 82.4 92.7 95.7: 7.3 4.3
Old : 100.0: 16.6 1.6 0.0 50.1 89.2 66.7 90.8: 33.3 9.2
Other: 100.0: 36.8 11.7 2.2 55.1 82.0 94.2 95.9: 5.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 53 26 21 44 41 111 82:
Old : 49: 11 4 1 21 16 33 20:
Other: 142: 51 31 18 41 39 105 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 40.0 44.2 55.3 25.2 28.3 36.8 40.0
Old : 29.4 63.6 42.9 83.5 29.4 63.0 42.5 83.0
Other: 29.2 39.9 46.7 56.0 26.6 27.7 38.3 40.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 479,535: 88,311 57,226 46,336 286,859 320,570 421,506 424,132: 58,029 55,403
Old : 479,535: 88,311 57,226 46,336 286,859 320,570 421,506 424,132: 58,029 55,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,466: -398 5,991 -2,620 7,862 1,526 4,844 4,897: 2,622 2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 11.9 9.7 59.8 66.9 87.9 88.4: 12.1 11.6
Old : 100.0: 18.4 11.9 9.7 59.8 66.9 87.9 88.4: 12.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 45 53 46 68 48 145 117:
Old : 176: 45 53 46 68 48 145 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 33.5 32.5 45.3 18.2 26.8 27.5 36.3
Old : 19.2 33.5 32.5 45.3 18.2 26.8 27.5 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 107,829: 29,277 24,363 9,800 56,858 66,493 95,935 100,656: 11,894 7,173
Old : 26,966: 8,167 7,502 1,372 12,219 15,672 21,758 24,546: 5,208 2,420
Other: 80,863: 23,275 19,026 6,263 44,639 50,821 74,177 76,110: 6,686 4,753
: : :
: : Changes in Commitments from: August 8, 2006 :
: -5,098: -2,836 -3,990 -2,928 297 1,163 -5,467 -5,755: 369 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 22.6 9.1 52.7 61.7 89.0 93.3: 11.0 6.7
Old : 100.0: 30.3 27.8 5.1 45.3 58.1 80.7 91.0: 19.3 9.0
Other: 100.0: 28.8 23.5 7.7 55.2 62.8 91.7 94.1: 8.3 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 99 71 54 95 90 228 193:
Old : 198: 64 30 4 60 53 127 85:
Other: 268: 78 72 36 80 82 181 169:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 22.6 33.1 33.9 20.4 17.2 30.7 27.4
Old : 19.5 38.4 32.6 60.5 16.5 38.4 28.7 57.6
Other: 23.6 26.1 36.7 38.1 23.4 23.0 35.4 31.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,471: 7,371 10,055 2,166 7,901 2,942 17,438 15,163: 1,033 3,308
Old : 18,471: 7,371 10,055 2,166 7,901 2,942 17,438 15,163: 1,033 3,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 199: -502 206 29 586 83 113 318: 86 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 54.4 11.7 42.8 15.9 94.4 82.1: 5.6 17.9
Old : 100.0: 39.9 54.4 11.7 42.8 15.9 94.4 82.1: 5.6 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 31 6 7 8 20 42:
Old : 54: 9 31 6 7 8 20 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 41.5 86.5 56.7 63.3 32.2 73.9 44.8
Old : 68.2 41.5 86.5 56.7 63.3 32.2 73.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 36,370: 30,915 664 0 6 31,997 30,921 32,661: 5,449 3,709
Old : 36,370: 30,915 664 0 6 31,997 30,921 32,661: 5,449 3,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,293: 2,087 -145 0 0 2,009 2,087 1,864: 206 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 1.8 0.0 0.0 88.0 85.0 89.8: 15.0 10.2
Old : 100.0: 85.0 1.8 0.0 0.0 88.0 85.0 89.8: 15.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 1 0 1 13 10 14:
Old : 23: 9 1 0 1 13 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 63.1 83.8 79.8 74.8 63.1 83.8 79.7
Old : 74.8 63.1 83.8 79.8 74.8 63.1 83.8 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006