COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 228,078: 32,063 35,325 53,562 120,242 126,092 205,866 214,979: 22,211 13,099
Old : 221,942: 30,691 35,646 52,699 117,056 120,900 200,445 209,245: 21,497 12,697
Other: 6,135: 1,751 57 484 3,186 5,192 5,421 5,733: 714 402
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,555: -73 -8,488 1,919 -554 9,608 1,292 3,039: 263 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.5 23.5 52.7 55.3 90.3 94.3: 9.7 5.7
Old : 100.0: 13.8 16.1 23.7 52.7 54.5 90.3 94.3: 9.7 5.7
Other: 100.0: 28.5 0.9 7.9 51.9 84.6 88.4 93.4: 11.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 88 83 78 80 59 215 183:
Old : 269: 89 83 76 80 59 213 182:
Other: 35: 8 4 4 11 17 22 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 : 21.1 35.2 33.5 43.9 20.0 27.2 29.5 33.6
Old : 20.9 35.5 33.4 43.7 20.0 26.9 29.4 33.4
Other: 53.8 73.1 74.8 86.2 53.8 72.9 73.0 80.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 52,252: 12,395 2,188 15,713 16,638 31,320 44,746 49,222: 7,506 3,031
Old : 39,150: 11,845 4,101 9,298 11,265 23,100 32,407 36,499: 6,743 2,651
Other: 13,102: 2,814 350 4,152 5,373 8,220 12,339 12,722: 764 380
: : :
: : Changes in Commitments from: August 1, 2006 :
: -675: 151 494 -466 1,169 -823 855 -795: -1,529 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.2 30.1 31.8 59.9 85.6 94.2: 14.4 5.8
Old : 100.0: 30.3 10.5 23.7 28.8 59.0 82.8 93.2: 17.2 6.8
Other: 100.0: 21.5 2.7 31.7 41.0 62.7 94.2 97.1: 5.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 73 21 25 21 23 104 60:
Old : 121: 60 31 23 19 23 98 58:
Other: 40: 21 5 16 9 11 32 30:
:----------------------------------------------------------------------------------------------------
: 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 46.7 37.9 64.0 9.2 32.2 15.0 39.3
Old : 20.4 47.1 32.2 62.1 11.9 38.0 19.6 46.2
Other: 45.7 63.8 69.0 82.1 22.3 47.9 34.4 48.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 150,100: 43,163 14,690 11,358 82,448 116,823 136,968 142,870: 13,132 7,230
Old : 29,253: 8,307 7,118 5 15,420 20,276 23,732 27,399: 5,521 1,854
Other: 120,847: 37,798 10,514 8,411 67,028 96,547 113,236 115,471: 7,611 5,376
: : :
: : Changes in Commitments from: August 1, 2006 :
: -6,589: 2,050 1,607 -5,234 -3,195 -2,229 -6,379 -5,856: -210 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.8 7.6 54.9 77.8 91.3 95.2: 8.7 4.8
Old : 100.0: 28.4 24.3 0.0 52.7 69.3 81.1 93.7: 18.9 6.3
Other: 100.0: 31.3 8.7 7.0 55.5 79.9 93.7 95.6: 6.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 54 32 37 50 41 127 93:
Old : 97: 30 16 1 34 21 65 37:
Other: 135: 46 29 32 41 39 105 85:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 38.5 38.1 52.7 21.1 25.1 30.8 35.9
Old : 24.3 54.3 36.3 67.5 19.6 50.7 30.5 62.4
Other: 30.4 38.0 46.8 55.2 26.2 25.3 36.7 37.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 642,302: 95,061 31,589 151,670 329,309 395,248 576,040 578,508: 66,262 63,794
Old : 642,302: 95,061 31,589 151,670 329,309 395,248 576,040 578,508: 66,262 63,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 9,692: -7,382 3,381 4,649 17,692 -3,595 14,959 4,435: -5,267 5,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.9 23.6 51.3 61.5 89.7 90.1: 10.3 9.9
Old : 100.0: 14.8 4.9 23.6 51.3 61.5 89.7 90.1: 10.3 9.9
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 : 188: 64 42 61 72 67 165 143:
Old : 188: 64 42 61 72 67 165 143:
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 : 17.4 29.2 28.0 40.9 13.6 20.9 21.1 28.4
Old : 17.4 29.2 28.0 40.9 13.6 20.9 21.1 28.4
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, August 8, 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 : 153,905: 30,025 24,663 47,417 63,411 74,055 140,854 146,135: 13,052 7,770
Old : 67,536: 16,599 21,687 16,116 27,014 25,990 59,730 63,793: 7,807 3,744
Other: 86,369: 19,311 8,861 25,416 36,397 48,066 81,124 82,342: 5,245 4,027
: : :
: : Changes in Commitments from: August 1, 2006 :
: 730: 1,227 -13,096 5,620 -5,148 8,995 1,699 1,519: -970 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 16.0 30.8 41.2 48.1 91.5 95.0: 8.5 5.0
Old : 100.0: 24.6 32.1 23.9 40.0 38.5 88.4 94.5: 11.6 5.5
Other: 100.0: 22.4 10.3 29.4 42.1 55.7 93.9 95.3: 6.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 141 101 122 115 112 317 285:
Old : 347: 132 86 84 98 85 264 221:
Other: 289: 87 73 81 95 94 223 209:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 17.4 25.7 26.3 14.8 11.6 21.3 19.4
Old : 19.1 21.9 30.0 34.8 16.6 18.5 24.6 28.5
Other: 16.5 23.1 27.9 35.1 14.4 18.0 21.2 25.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 19,412: 8,477 9,952 2,454 7,398 2,862 18,329 15,268: 1,083 4,144
Old : 19,412: 8,477 9,952 2,454 7,398 2,862 18,329 15,268: 1,083 4,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,579: 1,366 2,637 -321 1,902 -222 2,948 2,094: -369 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 51.3 12.6 38.1 14.7 94.4 78.7: 5.6 21.3
Old : 100.0: 43.7 51.3 12.6 38.1 14.7 94.4 78.7: 5.6 21.3
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 : 59: 12 33 10 7 8 24 47:
Old : 59: 12 33 10 7 8 24 47:
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 : 69.8 39.5 82.4 54.0 61.4 30.7 70.5 42.2
Old : 69.8 39.5 82.4 54.0 61.4 30.7 70.5 42.2
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 34,565: 28,828 1,296 0 316 29,988 29,144 31,284: 5,421 3,282
Old : 34,565: 28,828 1,296 0 316 29,988 29,144 31,284: 5,421 3,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,212: 16,565 107 0 -15,214 1,106 1,351 1,213: -139 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 3.7 0.0 0.9 86.8 84.3 90.5: 15.7 9.5
Old : 100.0: 83.4 3.7 0.0 0.9 86.8 84.3 90.5: 15.7 9.5
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 : 24: 9 2 0 3 13 12 15:
Old : 24: 9 2 0 3 13 12 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 : 73.4 63.1 82.2 78.0 73.4 62.7 82.2 77.1
Old : 73.4 63.1 82.2 78.0 73.4 62.7 82.2 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006