COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 26, 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 : 182,367: 36,492 54,297 21,544 107,929 91,758 165,965 167,599: 16,402 14,768
Old : 171,591: 34,615 55,098 18,529 103,221 83,707 156,365 157,334: 15,226 14,257
Other: 10,776: 4,379 1,701 513 4,708 8,051 9,600 10,265: 1,176 511
: : :
: : Changes in Commitments from: September 19, 2006 :
: 728: -176 -1,175 1,264 401 1,382 1,489 1,471: -761 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 29.8 11.8 59.2 50.3 91.0 91.9: 9.0 8.1
Old : 100.0: 20.2 32.1 10.8 60.2 48.8 91.1 91.7: 8.9 8.3
Other: 100.0: 40.6 15.8 4.8 43.7 74.7 89.1 95.3: 10.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 71 100 54 64 49 163 187:
Old : 259: 70 103 53 64 48 162 186:
Other: 52: 9 18 3 13 18 24 38:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 33.5 38.1 41.9 23.8 28.0 35.6 35.5
Old : 24.5 33.8 38.5 41.7 24.0 28.0 35.8 35.1
Other: 57.5 61.7 75.3 74.1 57.5 61.7 74.8 72.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 26, 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 : 29,005: 12,986 2,077 2,521 10,279 21,823 25,786 26,421: 3,219 2,584
Old : 18,347: 9,431 2,926 50 6,738 13,336 16,219 16,312: 2,128 2,035
Other: 10,658: 5,293 889 733 3,541 8,487 9,567 10,109: 1,091 549
: : :
: : Changes in Commitments from: September 19, 2006 :
: -919: -404 -308 295 -508 -1,161 -617 -1,174: -302 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 7.2 8.7 35.4 75.2 88.9 91.1: 11.1 8.9
Old : 100.0: 51.4 15.9 0.3 36.7 72.7 88.4 88.9: 11.6 11.1
Other: 100.0: 49.7 8.3 6.9 33.2 79.6 89.8 94.8: 10.2 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 45 16 21 20 15 74 44:
Old : 86: 40 18 2 18 12 59 31:
Other: 52: 27 5 12 12 11 41 26:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 58.3 34.4 72.3 21.7 55.7 34.2 67.5
Old : 23.4 63.3 40.5 76.1 23.4 63.3 40.5 76.1
Other: 39.1 63.2 55.6 81.8 39.1 63.2 53.5 78.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 26, 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 : 140,798: 30,065 25,580 2,818 97,365 103,595 130,248 131,993: 10,550 8,805
Old : 128,795: 29,062 24,808 2,676 86,659 92,615 118,397 120,099: 10,398 8,696
Other: 12,003: 1,131 900 14 10,706 10,980 11,851 11,894: 152 109
: : :
: : Changes in Commitments from: September 19, 2006 :
: -5,342: -457 -7,525 -1,512 -2,446 3,472 -4,415 -5,565: -927 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.2 2.0 69.2 73.6 92.5 93.7: 7.5 6.3
Old : 100.0: 22.6 19.3 2.1 67.3 71.9 91.9 93.2: 8.1 6.8
Other: 100.0: 9.4 7.5 0.1 89.2 91.5 98.7 99.1: 1.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 48 39 20 48 34 103 88:
Old : 145: 49 38 20 48 34 102 87:
Other: 28: 5 5 2 11 10 18 15:
:----------------------------------------------------------------------------------------------------
: 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 38.2 46.0 52.2 21.2 20.6 29.3 30.4
Old : 27.6 36.5 45.4 50.8 21.2 22.1 30.2 32.3
Other: 68.9 84.0 85.0 96.4 42.9 62.5 58.1 67.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 26, 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 : 473,478: 91,428 56,474 41,414 289,562 324,474 422,404 422,362: 51,074 51,116
Old : 473,478: 91,428 56,474 41,414 289,562 324,474 422,404 422,362: 51,074 51,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -26,755: -5,222 -227 -4,270 -8,924 -15,392 -18,416 -19,889: -8,339 -6,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.9 8.7 61.2 68.5 89.2 89.2: 10.8 10.8
Old : 100.0: 19.3 11.9 8.7 61.2 68.5 89.2 89.2: 10.8 10.8
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 : 175: 43 55 38 67 52 134 121:
Old : 175: 43 55 38 67 52 134 121:
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 : 21.2 32.7 35.5 47.5 20.0 24.3 29.3 32.6
Old : 21.2 32.7 35.5 47.5 20.0 24.3 29.3 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 26, 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 : 105,801: 29,371 32,009 10,857 55,387 56,075 95,615 98,941: 10,186 6,860
Old : 99,775: 29,837 32,295 7,007 52,991 53,899 89,835 93,201: 9,940 6,574
Other: 6,026: 1,496 1,676 1,888 2,396 2,176 5,780 5,740: 246 286
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,498: -1,106 -2,249 -159 -789 1,306 -2,054 -1,102: 556 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 30.3 10.3 52.4 53.0 90.4 93.5: 9.6 6.5
Old : 100.0: 29.9 32.4 7.0 53.1 54.0 90.0 93.4: 10.0 6.6
Other: 100.0: 24.8 27.8 31.3 39.8 36.1 95.9 95.3: 4.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 98 87 53 94 89 223 207:
Old : 317: 100 87 50 94 87 221 203:
Other: 31: 7 8 5 10 7 22 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 : 22.9 23.7 34.9 36.2 22.9 18.5 32.4 27.4
Old : 24.3 25.2 35.4 36.1 24.3 21.3 34.4 31.1
Other: 75.8 86.7 87.4 93.1 51.3 54.6 58.5 58.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 26, 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 : 19,545: 7,482 8,148 2,682 7,500 6,399 17,664 17,229: 1,881 2,316
Old : 19,545: 7,482 8,148 2,682 7,500 6,399 17,664 17,229: 1,881 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,257: 606 923 -338 2,666 1,340 2,934 1,925: -677 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 41.7 13.7 38.4 32.7 90.4 88.2: 9.6 11.8
Old : 100.0: 38.3 41.7 13.7 38.4 32.7 90.4 88.2: 9.6 11.8
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 : 61: 23 24 6 6 8 33 35:
Old : 61: 23 24 6 6 8 33 35:
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 49.4 74.9 67.0 55.7 45.3 62.4 56.3
Old : 66.7 49.4 74.9 67.0 55.7 45.3 62.4 56.3
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 26, 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 : 31,712: 24,919 833 1 1,615 28,083 26,535 28,917: 5,177 2,795
Old : 31,712: 24,919 833 1 1,615 28,083 26,535 28,917: 5,177 2,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -221: -691 71 0 503 -373 -188 -302: -33 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 2.6 0.0 5.1 88.6 83.7 91.2: 16.3 8.8
Old : 100.0: 78.6 2.6 0.0 5.1 88.6 83.7 91.2: 16.3 8.8
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: 9 1 1 3 8 12 10:
Old : 20: 9 1 1 3 8 12 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 : 69.2 77.6 80.6 89.7 69.2 77.6 80.6 89.7
Old : 69.2 77.6 80.6 89.7 69.2 77.6 80.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006