COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 29, 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 : 170,183: 35,306 40,981 17,893 100,663 98,778 153,862 157,652: 16,321 12,531
Old : 161,787: 32,854 41,415 16,608 96,848 91,698 146,310 149,721: 15,477 12,066
Other: 8,396: 3,201 315 536 3,815 7,080 7,552 7,931: 844 465
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,159: -66 1,085 -282 1,370 302 1,022 1,105: 137 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 24.1 10.5 59.1 58.0 90.4 92.6: 9.6 7.4
Old : 100.0: 20.3 25.6 10.3 59.9 56.7 90.4 92.5: 9.6 7.5
Other: 100.0: 38.1 3.8 6.4 45.4 84.3 89.9 94.5: 10.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 71 83 57 60 45 161 169:
Old : 243: 72 82 55 59 44 158 167:
Other: 42: 12 6 4 12 17 28 23:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 35.8 40.4 45.7 26.0 31.3 38.6 39.6
Old : 26.4 35.9 40.9 45.2 26.4 31.1 39.0 39.6
Other: 52.6 68.9 72.1 84.5 52.6 68.9 72.1 81.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 29, 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 : 30,835: 15,001 2,310 2,334 9,215 24,053 26,550 28,697: 4,285 2,138
Old : 24,384: 13,173 2,909 768 6,762 18,808 20,703 22,485: 3,681 1,899
Other: 6,451: 3,174 747 220 2,453 5,245 5,847 6,212: 604 239
: : :
: : Changes in Commitments from: August 22, 2006 :
: 180: 870 -126 717 -1,569 -559 18 32: 162 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 7.5 7.6 29.9 78.0 86.1 93.1: 13.9 6.9
Old : 100.0: 54.0 11.9 3.1 27.7 77.1 84.9 92.2: 15.1 7.8
Other: 100.0: 49.2 11.6 3.4 38.0 81.3 90.6 96.3: 9.4 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 58 15 19 18 20 89 45:
Old : 105: 58 16 12 17 19 83 40:
Other: 43: 22 6 9 9 8 33 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 : 18.9 62.2 30.3 75.1 18.9 58.6 30.3 70.7
Old : 19.9 65.0 33.2 76.0 19.9 65.0 33.2 75.4
Other: 40.9 86.6 63.1 92.9 40.9 85.4 60.6 89.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 29, 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 : 128,803: 33,490 21,582 2,486 82,158 98,131 118,134 122,199: 10,669 6,604
Old : 377: 23 0 0 329 354 352 354: 25 23
Other: 128,426: 33,467 21,582 2,486 81,829 97,777 117,782 121,845: 10,644 6,581
: : :
: : Changes in Commitments from: August 22, 2006 :
: -173: -11,363 5,667 -564 9,880 -6,776 -2,047 -1,673: 1,874 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.8 1.9 63.8 76.2 91.7 94.9: 8.3 5.1
Old : 100.0: 6.1 0.0 0.0 87.3 93.9 93.4 93.9: 6.6 6.1
Other: 100.0: 26.1 16.8 1.9 63.7 76.1 91.7 94.9: 8.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 52 33 14 47 35 106 78:
Old : 8: 2 0 0 3 3 5 3:
Other: 146: 52 33 14 47 35 106 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 : 27.3 39.3 42.4 55.2 22.1 24.4 31.8 37.4
Old : 92.6 93.9 93.4 93.9 92.6 93.9 93.4 93.9
Other: 27.1 39.3 42.4 55.2 22.1 24.6 31.9 37.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 29, 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 : 494,058: 89,986 63,434 49,223 294,374 319,803 433,583 432,460: 60,475 61,598
Old : 494,058: 89,986 63,434 49,223 294,374 319,803 433,583 432,460: 60,475 61,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 17,887: 2,435 2,112 1,741 12,407 10,246 16,583 14,099: 1,304 3,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.8 10.0 59.6 64.7 87.8 87.5: 12.2 12.5
Old : 100.0: 18.2 12.8 10.0 59.6 64.7 87.8 87.5: 12.2 12.5
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 : 180: 46 55 46 67 49 147 121:
Old : 180: 46 55 46 67 49 147 121:
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 : 20.0 32.1 32.5 43.5 18.6 25.1 27.3 33.7
Old : 20.0 32.1 32.5 43.5 18.6 25.1 27.3 33.7
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 29, 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 : 99,833: 30,328 24,458 9,166 50,839 60,333 90,333 93,957: 9,500 5,876
Old : 287: 220 42 0 25 127 245 169: 42 118
Other: 99,546: 30,317 24,625 8,957 50,814 60,206 90,088 93,788: 9,458 5,758
: : :
: : Changes in Commitments from: August 22, 2006 :
: -2,127: -102 1,912 -827 513 -1,964 -416 -879: -1,711 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.5 9.2 50.9 60.4 90.5 94.1: 9.5 5.9
Old : 100.0: 76.7 14.6 0.0 8.7 44.3 85.4 58.9: 14.6 41.1
Other: 100.0: 30.5 24.7 9.0 51.0 60.5 90.5 94.2: 9.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 107 72 49 84 94 216 195:
Old : 20: 3 2 0 4 11 7 13:
Other: 308: 105 73 48 83 94 214 195:
:----------------------------------------------------------------------------------------------------
: 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 25.8 34.7 37.6 22.4 18.7 33.0 28.7
Old : 82.6 44.6 85.4 55.1 82.6 44.6 85.4 55.1
Other: 22.5 25.8 34.8 37.7 22.5 19.0 33.1 29.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 29, 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 : 19,685: 8,533 11,061 2,261 7,954 3,267 18,748 16,589: 937 3,096
Old : 19,685: 8,533 11,061 2,261 7,954 3,267 18,748 16,589: 937 3,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 511: 1,229 512 40 -745 9 524 561: -13 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 56.2 11.5 40.4 16.6 95.2 84.3: 4.8 15.7
Old : 100.0: 43.3 56.2 11.5 40.4 16.6 95.2 84.3: 4.8 15.7
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 : 60: 12 33 6 8 8 23 45:
Old : 60: 12 33 6 8 8 23 45:
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 : 64.7 41.3 84.0 55.9 59.8 36.0 73.8 46.9
Old : 64.7 41.3 84.0 55.9 59.8 36.0 73.8 46.9
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 29, 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 : 38,979: 32,661 0 0 728 35,643 33,389 35,643: 5,590 3,336
Old : 38,979: 32,661 0 0 728 35,643 33,389 35,643: 5,590 3,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,225: 1,754 -751 0 722 3,675 2,476 2,924: -251 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 0.0 0.0 1.9 91.4 85.7 91.4: 14.3 8.6
Old : 100.0: 83.8 0.0 0.0 1.9 91.4 85.7 91.4: 14.3 8.6
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 : 26: 11 0 0 2 15 13 15:
Old : 26: 11 0 0 2 15 13 15:
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 : 70.5 59.8 80.4 77.3 70.5 59.8 80.1 77.3
Old : 70.5 59.8 80.4 77.3 70.5 59.8 80.1 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2006