COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 19, 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 : 181,639: 36,668 55,472 20,280 107,528 90,376 164,476 166,128: 17,163 15,511
Old : 172,036: 34,141 56,021 18,642 103,208 82,381 155,991 157,044: 16,045 14,992
Other: 9,603: 3,646 570 519 4,320 7,995 8,485 9,084: 1,118 519
: : :
: : Changes in Commitments from: September 12, 2006 :
: 5,766: -344 2,707 2,168 3,519 506 5,343 5,381: 423 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 30.5 11.2 59.2 49.8 90.6 91.5: 9.4 8.5
Old : 100.0: 19.8 32.6 10.8 60.0 47.9 90.7 91.3: 9.3 8.7
Other: 100.0: 38.0 5.9 5.4 45.0 83.3 88.4 94.6: 11.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 71 98 54 67 48 166 189:
Old : 263: 71 101 53 67 47 165 188:
Other: 43: 7 12 3 13 17 22 31:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 31.9 37.8 40.5 23.9 27.0 35.8 34.3
Old : 24.1 32.1 38.1 40.1 24.1 26.7 35.9 33.8
Other: 57.3 65.5 74.8 80.6 57.3 65.5 73.8 77.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 19, 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 : 29,924: 13,390 2,385 2,226 10,787 22,984 26,403 27,595: 3,521 2,329
Old : 20,440: 11,192 3,111 49 6,595 15,399 17,836 18,559: 2,604 1,881
Other: 9,484: 3,665 741 710 4,192 7,585 8,567 9,036: 917 448
: : :
: : Changes in Commitments from: September 12, 2006 :
: 256: -1,169 288 284 1,236 -399 351 173: -95 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 8.0 7.4 36.0 76.8 88.2 92.2: 11.8 7.8
Old : 100.0: 54.8 15.2 0.2 32.3 75.3 87.3 90.8: 12.7 9.2
Other: 100.0: 38.6 7.8 7.5 44.2 80.0 90.3 95.3: 9.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 47 16 19 20 16 76 42:
Old : 90: 43 17 1 18 15 61 33:
Other: 46: 24 4 12 11 9 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 : 21.5 60.0 33.8 73.8 20.3 54.8 32.2 66.7
Old : 20.7 64.4 36.9 75.6 20.7 64.3 36.4 75.6
Other: 46.9 70.4 63.0 86.2 42.3 70.4 56.0 81.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 19, 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 : 146,140: 30,522 33,105 4,330 99,811 100,123 134,663 137,558: 11,477 8,582
Old : 135,697: 30,332 33,601 3,552 90,491 89,966 124,375 127,119: 11,322 8,578
Other: 10,443: 951 265 17 9,320 10,157 10,288 10,439: 155 4
: : :
: : Changes in Commitments from: September 12, 2006 :
: 7,551: -2,440 7,358 2,013 7,934 -2,423 7,507 6,948: 44 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.7 3.0 68.3 68.5 92.1 94.1: 7.9 5.9
Old : 100.0: 22.4 24.8 2.6 66.7 66.3 91.7 93.7: 8.3 6.3
Other: 100.0: 9.1 2.5 0.2 89.2 97.3 98.5 100.0: 1.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 55 48 25 48 34 114 101:
Old : 165: 54 50 24 48 33 113 99:
Other: 30: 7 4 1 10 11 17 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 : 28.8 35.8 45.3 51.1 21.3 19.4 29.3 30.4
Old : 27.4 33.7 44.9 49.2 20.7 20.7 30.7 32.6
Other: 71.4 88.6 88.4 98.9 49.2 73.4 66.2 77.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 19, 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 : 500,233: 96,650 56,701 45,684 298,486 339,866 440,820 442,251: 59,413 57,982
Old : 500,233: 96,650 56,701 45,684 298,486 339,866 440,820 442,251: 59,413 57,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -10,128: -593 -7,707 5,119 -10,117 877 -5,591 -1,711: -4,537 -8,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.3 9.1 59.7 67.9 88.1 88.4: 11.9 11.6
Old : 100.0: 19.3 11.3 9.1 59.7 67.9 88.1 88.4: 11.9 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 : 177: 45 49 44 71 52 144 123:
Old : 177: 45 49 44 71 52 144 123:
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 : 20.1 34.0 34.1 48.3 18.3 24.9 27.7 32.6
Old : 20.1 34.0 34.1 48.3 18.3 24.9 27.7 32.6
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 19, 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 : 107,299: 30,477 34,258 11,016 56,176 54,769 97,669 100,043: 9,630 7,256
Old : 101,979: 31,488 34,888 6,962 54,080 53,182 92,530 95,032: 9,449 6,947
Other: 5,320: 1,145 1,526 1,898 2,096 1,587 5,139 5,011: 181 309
: : :
: : Changes in Commitments from: September 12, 2006 :
: 3,200: -426 4,297 597 2,776 -2,283 2,947 2,611: 253 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 31.9 10.3 52.4 51.0 91.0 93.2: 9.0 6.8
Old : 100.0: 30.9 34.2 6.8 53.0 52.1 90.7 93.2: 9.3 6.8
Other: 100.0: 21.5 28.7 35.7 39.4 29.8 96.6 94.2: 3.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 104 90 52 96 86 229 209:
Old : 329: 106 93 50 96 86 227 208:
Other: 27: 8 8 6 8 4 20 14:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 23.6 34.6 35.3 22.2 17.5 31.6 26.5
Old : 23.4 24.3 34.6 34.4 23.4 19.7 33.3 29.2
Other: 78.2 89.6 90.0 92.6 42.7 46.0 49.1 47.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 19, 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 : 17,288: 6,876 7,225 3,020 4,834 5,059 14,730 15,304: 2,558 1,984
Old : 17,288: 6,876 7,225 3,020 4,834 5,059 14,730 15,304: 2,558 1,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -4,879: -5,041 -1,790 -18 171 -2,541 -4,888 -4,349: 9 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 41.8 17.5 28.0 29.3 85.2 88.5: 14.8 11.5
Old : 100.0: 39.8 41.8 17.5 28.0 29.3 85.2 88.5: 14.8 11.5
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 : 60: 26 21 8 5 8 35 34:
Old : 60: 26 21 8 5 8 35 34:
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 : 53.8 48.2 63.8 66.8 41.0 43.6 48.7 54.1
Old : 53.8 48.2 63.8 66.8 41.0 43.6 48.7 54.1
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 19, 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 : 31,933: 25,610 762 1 1,112 28,456 26,723 29,219: 5,210 2,714
Old : 31,933: 25,610 762 1 1,112 28,456 26,723 29,219: 5,210 2,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -11,065: 1,314 -698 -8 -12,573 -10,177 -11,267 -10,883: 202 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 2.4 0.0 3.5 89.1 83.7 91.5: 16.3 8.5
Old : 100.0: 80.2 2.4 0.0 3.5 89.1 83.7 91.5: 16.3 8.5
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 : 20: 10 1 1 1 8 11 10:
Old : 20: 10 1 1 1 8 11 10:
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 : 70.3 78.4 80.8 90.0 70.3 78.4 80.8 90.0
Old : 70.3 78.4 80.8 90.0 70.3 78.4 80.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006