COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 214,301: 31,753 57,136 45,265 117,231 96,300 194,250 198,701: 20,051 15,600
Old : 211,162: 31,947 57,488 44,212 115,784 94,050 191,943 195,749: 19,219 15,413
Other: 3,139: 540 382 320 1,447 2,250 2,307 2,952: 832 187
: : :
: : Changes in Commitments from: July 3, 2006 :
: 4,348: 332 2,719 2,788 432 -1,925 3,553 3,582: 795 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 26.7 21.1 54.7 44.9 90.6 92.7: 9.4 7.3
Old : 100.0: 15.1 27.2 20.9 54.8 44.5 90.9 92.7: 9.1 7.3
Other: 100.0: 17.2 12.2 10.2 46.1 71.7 73.5 94.0: 26.5 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 76 118 72 79 54 198 211:
Old : 291: 77 120 69 79 54 197 209:
Other: 26: 7 3 4 9 11 17 17:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 27.9 34.7 36.5 22.1 20.4 32.3 27.2
Old : 22.4 27.9 34.8 36.3 22.4 20.2 32.5 27.1
Other: 42.3 75.7 62.6 90.7 42.3 75.7 57.1 81.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 44,976: 13,206 1,261 12,989 11,772 28,580 37,967 42,830: 7,010 2,146
Old : 37,003: 13,057 2,974 8,295 9,280 23,869 30,632 35,139: 6,370 1,864
Other: 7,974: 2,316 454 2,526 2,492 4,711 7,334 7,691: 640 282
: : :
: : Changes in Commitments from: July 3, 2006 :
: -3,291: -3,536 309 230 984 -3,572 -2,322 -3,033: -969 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 2.8 28.9 26.2 63.5 84.4 95.2: 15.6 4.8
Old : 100.0: 35.3 8.0 22.4 25.1 64.5 82.8 95.0: 17.2 5.0
Other: 100.0: 29.0 5.7 31.7 31.3 59.1 92.0 96.5: 8.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 73 17 24 21 21 104 53:
Old : 119: 67 23 23 20 21 102 52:
Other: 33: 16 5 15 6 10 25 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 : 22.4 48.6 34.2 66.5 12.1 39.1 19.1 48.8
Old : 18.2 46.4 29.8 65.9 12.5 40.1 21.0 50.5
Other: 49.2 65.1 72.1 79.7 28.8 46.9 39.1 50.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 174,984: 62,019 11,513 17,212 80,987 137,103 160,218 165,827: 14,766 9,157
Old : 92,822: 50,975 16,690 6,494 23,842 62,888 81,311 86,071: 11,511 6,751
Other: 82,162: 17,153 932 4,609 57,145 74,215 78,907 79,756: 3,255 2,406
: : :
: : Changes in Commitments from: July 3, 2006 :
: 29,706: 21,090 -5,194 5,116 2,485 28,532 28,692 28,454: 1,015 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 6.6 9.8 46.3 78.4 91.6 94.8: 8.4 5.2
Old : 100.0: 54.9 18.0 7.0 25.7 67.8 87.6 92.7: 12.4 7.3
Other: 100.0: 20.9 1.1 5.6 69.6 90.3 96.0 97.1: 4.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 85 45 43 49 50 164 113:
Old : 184: 76 47 20 39 41 128 95:
Other: 111: 39 15 23 36 43 86 71:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 34.7 33.8 48.6 16.5 23.1 23.8 32.3
Old : 24.7 37.0 34.5 48.9 24.2 36.7 32.8 48.2
Other: 38.0 40.0 57.9 60.2 25.1 29.8 38.2 43.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 638,156: 109,230 18,611 148,066 297,768 425,830 555,064 592,507: 83,092 45,649
Old : 638,156: 109,230 18,611 148,066 297,768 425,830 555,064 592,507: 83,092 45,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 28,159: 6,838 6,365 5,207 10,074 20,483 22,119 32,055: 6,040 -3,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.9 23.2 46.7 66.7 87.0 92.8: 13.0 7.2
Old : 100.0: 17.1 2.9 23.2 46.7 66.7 87.0 92.8: 13.0 7.2
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: 68 32 60 70 64 165 132:
Old : 185: 68 32 60 70 64 165 132:
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 : 18.7 30.3 29.1 44.5 13.3 19.0 20.9 28.6
Old : 18.7 30.3 29.1 44.5 13.3 19.0 20.9 28.6
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 with Delta-adjusted Options and Futures Combined, July 11, 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 : 154,188: 28,308 35,628 42,802 69,556 66,992 140,666 145,421: 13,523 8,767
Old : 101,719: 22,631 38,358 16,762 51,443 40,034 90,835 95,154: 10,884 6,565
Other: 52,469: 14,189 5,783 17,527 18,114 26,957 49,830 50,267: 2,639 2,202
: : :
: : Changes in Commitments from: July 3, 2006 :
: -3,289: 0 -1,759 -2,908 -682 -39 -3,590 -4,705: 300 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 23.1 27.8 45.1 43.4 91.2 94.3: 8.8 5.7
Old : 100.0: 22.2 37.7 16.5 50.6 39.4 89.3 93.5: 10.7 6.5
Other: 100.0: 27.0 11.0 33.4 34.5 51.4 95.0 95.8: 5.0 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 138 116 115 113 99 307 282:
Old : 373: 138 111 92 103 81 282 244:
Other: 226: 65 49 62 78 82 171 167:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 17.9 24.6 27.6 14.5 11.9 21.7 19.2
Old : 20.2 23.3 29.7 33.1 20.2 20.5 29.2 29.9
Other: 23.2 23.5 38.3 36.5 15.6 18.5 22.1 25.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 21,508: 8,322 12,658 2,470 9,435 2,930 20,227 18,058: 1,281 3,450
Old : 21,508: 8,322 12,658 2,470 9,435 2,930 20,227 18,058: 1,281 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,706: 934 1,440 -65 696 37 1,565 1,412: 140 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 58.9 11.5 43.9 13.6 94.0 84.0: 6.0 16.0
Old : 100.0: 38.7 58.9 11.5 43.9 13.6 94.0 84.0: 6.0 16.0
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 : 62: 15 32 11 8 8 26 49:
Old : 62: 15 32 11 8 8 26 49:
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 : 62.0 41.6 81.0 59.8 57.6 38.1 71.2 52.3
Old : 62.0 41.6 81.0 59.8 57.6 38.1 71.2 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006