COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 5, 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 : 173,161: 36,360 47,177 17,577 102,537 94,943 156,474 159,697: 16,687 13,464
Old : 164,463: 33,430 47,568 16,603 98,637 87,277 148,670 151,448: 15,793 13,015
Other: 8,698: 3,407 86 497 3,900 7,666 7,804 8,249: 894 449
: : :
: : Changes in Commitments from: August 29, 2006 :
: 2,978: 1,054 6,196 -316 1,874 -3,835 2,612 2,045: 366 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 27.2 10.2 59.2 54.8 90.4 92.2: 9.6 7.8
Old : 100.0: 20.3 28.9 10.1 60.0 53.1 90.4 92.1: 9.6 7.9
Other: 100.0: 39.2 1.0 5.7 44.8 88.1 89.7 94.8: 10.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 75 90 52 59 46 159 175:
Old : 251: 74 90 51 58 45 156 174:
Other: 39: 10 5 3 11 17 24 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 : 25.7 34.6 40.4 44.0 25.7 29.9 38.3 37.9
Old : 26.1 34.7 40.8 43.1 26.1 29.5 38.6 37.6
Other: 53.4 72.9 72.6 86.1 53.4 72.9 72.5 84.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 5, 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 : 28,239: 14,684 2,070 1,600 8,144 22,438 24,428 26,108: 3,811 2,131
Old : 21,266: 12,823 2,462 51 5,338 17,012 18,212 19,525: 3,054 1,741
Other: 6,973: 3,044 791 366 2,806 5,426 6,216 6,583: 757 390
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,596: -317 -240 -734 -1,071 -1,615 -2,122 -2,589: -474 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 7.3 5.7 28.8 79.5 86.5 92.5: 13.5 7.5
Old : 100.0: 60.3 11.6 0.2 25.1 80.0 85.6 91.8: 14.4 8.2
Other: 100.0: 43.7 11.3 5.2 40.2 77.8 89.1 94.4: 10.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 60 14 18 17 16 87 40:
Old : 102: 58 16 2 15 15 74 32:
Other: 42: 22 6 12 10 6 34 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 : 20.8 63.4 32.9 77.2 20.8 61.8 32.9 74.5
Old : 19.8 67.7 34.7 79.1 19.8 67.3 34.7 78.1
Other: 47.0 82.9 65.6 89.0 47.0 80.4 65.3 85.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 5, 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 : 134,548: 33,580 24,845 2,351 87,894 99,935 123,825 127,131: 10,723 7,417
Old : 125,471: 33,330 25,384 1,612 80,056 91,059 114,998 118,055: 10,473 7,416
Other: 9,077: 989 200 0 7,838 8,876 8,827 9,076: 250 1
: : :
: : Changes in Commitments from: August 29, 2006 :
: 5,745: 90 3,263 -135 5,736 1,804 5,691 4,932: 54 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 18.5 1.7 65.3 74.3 92.0 94.5: 8.0 5.5
Old : 100.0: 26.6 20.2 1.3 63.8 72.6 91.7 94.1: 8.3 5.9
Other: 100.0: 10.9 2.2 0.0 86.4 97.8 97.2 100.0: 2.8 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 50 42 13 45 35 103 86:
Old : 151: 50 42 12 45 35 102 85:
Other: 24: 6 1 0 10 9 16 10:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 37.2 43.6 53.4 20.9 21.7 30.1 32.5
Old : 26.5 34.9 42.8 51.3 19.8 23.1 29.6 34.1
Other: 67.4 89.3 86.0 99.8 51.5 79.2 68.5 81.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 5, 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 : 505,361: 95,058 73,453 45,727 300,001 325,262 440,786 444,442: 64,575 60,919
Old : 505,361: 95,058 73,453 45,727 300,001 325,262 440,786 444,442: 64,575 60,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 11,303: 5,072 10,019 -3,496 5,627 5,459 7,203 11,982: 4,100 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 14.5 9.0 59.4 64.4 87.2 87.9: 12.8 12.1
Old : 100.0: 18.8 14.5 9.0 59.4 64.4 87.2 87.9: 12.8 12.1
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 : 185: 47 62 45 67 50 147 127:
Old : 185: 47 62 45 67 50 147 127:
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 : 21.0 32.7 34.0 44.8 19.0 24.6 27.8 32.8
Old : 21.0 32.7 34.0 44.8 19.0 24.6 27.8 32.8
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, September 5, 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 : 101,785: 31,035 25,567 9,049 51,599 61,671 91,683 96,287: 10,102 5,498
Old : 98,691: 30,841 26,886 6,973 50,936 59,514 88,750 93,373: 9,941 5,318
Other: 3,094: 1,631 118 639 663 2,157 2,933 2,914: 161 180
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,952: 707 1,109 -117 760 1,338 1,350 2,330: 602 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 25.1 8.9 50.7 60.6 90.1 94.6: 9.9 5.4
Old : 100.0: 31.3 27.2 7.1 51.6 60.3 89.9 94.6: 10.1 5.4
Other: 100.0: 52.7 3.8 20.7 21.4 69.7 94.8 94.2: 5.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 117 72 46 85 92 226 190:
Old : 319: 115 76 44 85 92 225 189:
Other: 26: 8 5 4 7 8 16 16:
:----------------------------------------------------------------------------------------------------
: 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 26.8 34.7 38.6 22.4 19.3 32.5 28.9
Old : 23.1 26.0 34.2 37.3 23.1 19.8 33.6 29.6
Other: 79.3 82.7 90.0 91.3 52.0 54.4 59.0 58.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 5, 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 : 20,114: 8,207 11,635 2,314 8,575 3,237 19,096 17,186: 1,018 2,928
Old : 20,114: 8,207 11,635 2,314 8,575 3,237 19,096 17,186: 1,018 2,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 429: -326 574 53 621 -30 348 597: 81 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 57.8 11.5 42.6 16.1 94.9 85.4: 5.1 14.6
Old : 100.0: 40.8 57.8 11.5 42.6 16.1 94.9 85.4: 5.1 14.6
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 : 58: 8 35 7 8 8 21 46:
Old : 58: 8 35 7 8 8 21 46:
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 : 66.7 39.6 85.9 57.3 61.8 34.3 75.7 48.3
Old : 66.7 39.6 85.9 57.3 61.8 34.3 75.7 48.3
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, September 5, 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 : 38,687: 33,791 0 0 738 35,981 34,529 35,981: 4,158 2,706
Old : 38,687: 33,791 0 0 738 35,981 34,529 35,981: 4,158 2,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -292: 1,130 0 0 10 338 1,140 338: -1,432 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 0.0 0.0 1.9 93.0 89.3 93.0: 10.7 7.0
Old : 100.0: 87.3 0.0 0.0 1.9 93.0 89.3 93.0: 10.7 7.0
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 : 27: 12 0 0 3 15 15 15:
Old : 27: 12 0 0 3 15 15 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 : 71.6 61.2 81.9 79.4 71.6 61.2 81.6 79.4
Old : 71.6 61.2 81.9 79.4 71.6 61.2 81.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - NEW YORK BOARD OF TRADE Code-599661
Commitments of Traders - Futures Only, September 5, 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 : 14,971: 1,722 7,827 47 10,946 2,746 12,715 10,620: 2,256 4,351
Old : 14,971: 1,722 7,827 47 10,946 2,746 12,715 10,620: 2,256 4,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 52.3 0.3 73.1 18.3 84.9 70.9: 15.1 29.1
Old : 100.0: 11.5 52.3 0.3 73.1 18.3 84.9 70.9: 15.1 29.1
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 : 20: 2 6 2 11 3 15 9:
Old : 20: 2 6 2 11 3 15 9:
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 : 45.4 54.9 68.0 70.9 45.3 53.6 64.7 63.5
Old : 45.4 54.9 68.0 70.9 45.3 53.6 64.7 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006