COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 12, 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 : 175,873: 37,012 52,765 18,112 104,009 89,870 159,133 160,747: 16,740 15,126
Old : 166,910: 33,776 53,106 17,165 100,131 81,898 151,072 152,169: 15,838 14,741
Other: 8,963: 3,642 65 541 3,878 7,972 8,061 8,578: 902 385
: : :
: : Changes in Commitments from: September 5, 2006 :
: 2,712: 652 5,588 535 1,472 -5,073 2,659 1,050: 53 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 30.0 10.3 59.1 51.1 90.5 91.4: 9.5 8.6
Old : 100.0: 20.2 31.8 10.3 60.0 49.1 90.5 91.2: 9.5 8.8
Other: 100.0: 40.6 0.7 6.0 43.3 88.9 89.9 95.7: 10.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 73 93 55 63 47 162 182:
Old : 253: 72 94 53 63 46 160 180:
Other: 41: 10 5 4 11 19 24 27:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 32.6 39.2 41.8 25.0 28.2 37.3 36.2
Old : 25.3 32.8 39.4 41.2 25.3 27.8 37.4 35.5
Other: 54.3 68.1 73.4 83.2 54.3 68.1 73.4 82.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 12, 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 : 29,668: 14,559 2,097 1,942 9,551 23,383 26,052 27,422: 3,616 2,246
Old : 21,713: 12,619 2,795 46 6,172 16,987 18,837 19,828: 2,876 1,885
Other: 7,955: 3,368 730 468 3,379 6,396 7,215 7,594: 740 361
: : :
: : Changes in Commitments from: September 5, 2006 :
: 1,429: -125 27 342 1,407 945 1,624 1,314: -195 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 7.1 6.5 32.2 78.8 87.8 92.4: 12.2 7.6
Old : 100.0: 58.1 12.9 0.2 28.4 78.2 86.8 91.3: 13.2 8.7
Other: 100.0: 42.3 9.2 5.9 42.5 80.4 90.7 95.5: 9.3 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 56 16 20 19 16 85 43:
Old : 99: 51 20 1 16 15 68 35:
Other: 45: 23 4 13 11 8 37 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 : 19.8 61.8 31.6 75.2 19.8 59.1 31.6 71.6
Old : 19.4 66.6 34.4 77.8 19.4 66.6 34.4 77.6
Other: 44.1 77.4 62.7 88.6 42.3 77.1 58.3 82.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 12, 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 : 138,589: 32,962 25,747 2,317 91,877 102,546 127,156 130,610: 11,433 7,979
Old : 128,642: 32,729 26,197 1,650 83,037 92,819 117,416 120,666: 11,226 7,976
Other: 9,947: 900 217 0 8,840 9,727 9,740 9,944: 207 3
: : :
: : Changes in Commitments from: September 5, 2006 :
: 4,041: -618 902 -34 3,983 2,611 3,331 3,479: 710 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.6 1.7 66.3 74.0 91.8 94.2: 8.2 5.8
Old : 100.0: 25.4 20.4 1.3 64.5 72.2 91.3 93.8: 8.7 6.2
Other: 100.0: 9.0 2.2 0.0 88.9 97.8 97.9 100.0: 2.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 49 41 14 47 34 104 86:
Old : 151: 50 40 13 47 34 103 85:
Other: 25: 4 3 0 11 9 15 12:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 37.0 44.3 53.5 20.7 21.4 29.5 32.1
Old : 26.5 34.7 43.3 51.6 19.7 22.9 29.5 34.4
Other: 73.1 90.1 89.6 99.6 51.4 75.8 67.8 78.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 12, 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 : 510,361: 97,243 64,408 40,565 308,603 338,989 446,411 443,962: 63,950 66,399
Old : 510,361: 97,243 64,408 40,565 308,603 338,989 446,411 443,962: 63,950 66,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 5,000: 2,185 -9,045 -5,162 8,602 13,727 5,625 -480: -625 5,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.6 7.9 60.5 66.4 87.5 87.0: 12.5 13.0
Old : 100.0: 19.1 12.6 7.9 60.5 66.4 87.5 87.0: 12.5 13.0
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 : 174: 43 53 33 69 48 136 113:
Old : 174: 43 53 33 69 48 136 113:
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 : 20.9 33.7 35.2 47.9 18.6 24.3 27.8 32.0
Old : 20.9 33.7 35.2 47.9 18.6 24.3 27.8 32.0
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 12, 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 : 104,099: 30,903 29,961 10,419 53,400 57,052 94,722 97,432: 9,377 6,667
Old : 99,639: 30,974 29,978 7,741 51,758 55,453 90,473 93,172: 9,166 6,467
Other: 4,460: 798 852 1,809 1,642 1,599 4,249 4,260: 211 200
: : :
: : Changes in Commitments from: September 5, 2006 :
: 2,314: -132 4,394 1,370 1,801 -4,619 3,039 1,145: -725 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 28.8 10.0 51.3 54.8 91.0 93.6: 9.0 6.4
Old : 100.0: 31.1 30.1 7.8 51.9 55.7 90.8 93.5: 9.2 6.5
Other: 100.0: 17.9 19.1 40.6 36.8 35.9 95.3 95.5: 4.7 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 106 82 49 93 86 224 201:
Old : 320: 108 84 47 93 84 222 198:
Other: 29: 7 10 6 7 6 18 18:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 24.8 35.3 35.7 22.9 17.9 32.6 26.3
Old : 24.0 25.0 34.6 34.4 24.0 19.4 34.1 28.1
Other: 76.3 88.0 89.6 92.5 29.7 32.7 36.9 36.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 12, 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 : 22,167: 11,917 9,015 3,038 4,663 7,600 19,618 19,653: 2,549 2,514
Old : 22,167: 11,917 9,015 3,038 4,663 7,600 19,618 19,653: 2,549 2,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 2,053: 3,710 -2,620 724 -3,912 4,363 522 2,467: 1,531 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 40.7 13.7 21.0 34.3 88.5 88.7: 11.5 11.3
Old : 100.0: 53.8 40.7 13.7 21.0 34.3 88.5 88.7: 11.5 11.3
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 : 65: 24 25 16 5 10 42 41:
Old : 65: 24 25 16 5 10 42 41:
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 : 52.4 43.3 71.3 63.3 44.7 36.3 53.6 47.8
Old : 52.4 43.3 71.3 63.3 44.7 36.3 53.6 47.8
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, September 12, 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 : 42,998: 24,296 1,460 9 13,685 38,633 37,990 40,102: 5,008 2,896
Old : 42,998: 24,296 1,460 9 13,685 38,633 37,990 40,102: 5,008 2,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 4,311: -9,495 1,460 9 12,947 2,652 3,461 4,121: 850 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 3.4 0.0 31.8 89.8 88.4 93.3: 11.6 6.7
Old : 100.0: 56.5 3.4 0.0 31.8 89.8 88.4 93.3: 11.6 6.7
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 : 23: 8 2 1 7 13 16 15:
Old : 23: 8 2 1 7 13 16 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 : 73.0 66.6 83.9 81.5 51.2 41.6 56.5 54.1
Old : 73.0 66.6 83.9 81.5 51.2 41.6 56.5 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006