COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 227,860: 32,942 36,718 53,773 120,732 123,280 207,447 213,772: 20,413 14,088
Old : 219,806: 30,254 36,885 52,874 117,106 116,364 200,233 206,123: 19,573 13,683
Other: 8,053: 3,049 194 539 3,626 6,916 7,213 7,648: 840 405
: : :
: : Changes in Commitments from: August 15, 2006 :
: -269: 439 1,135 -545 -150 -475 -256 115: -13 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.1 23.6 53.0 54.1 91.0 93.8: 9.0 6.2
Old : 100.0: 13.8 16.8 24.1 53.3 52.9 91.1 93.8: 8.9 6.2
Other: 100.0: 37.9 2.4 6.7 45.0 85.9 89.6 95.0: 10.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 87 85 81 79 58 209 190:
Old : 265: 87 83 80 79 58 207 189:
Other: 40: 11 5 6 12 17 28 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 : 20.6 34.5 33.7 43.2 19.8 25.5 29.2 32.2
Old : 20.5 34.9 33.6 42.8 19.9 25.4 29.1 31.8
Other: 54.7 71.6 72.5 85.2 54.7 71.6 72.5 82.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 54,494: 11,908 996 14,217 20,806 36,125 46,930 51,338: 7,563 3,156
Old : 36,961: 11,299 3,024 6,919 12,050 24,350 30,267 34,293: 6,694 2,668
Other: 17,533: 3,098 461 4,809 8,756 11,774 16,663 17,045: 870 488
: : :
: : Changes in Commitments from: August 15, 2006 :
: 789: -665 -1,150 -1,951 2,831 3,751 215 651: 574 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 1.8 26.1 38.2 66.3 86.1 94.2: 13.9 5.8
Old : 100.0: 30.6 8.2 18.7 32.6 65.9 81.9 92.8: 18.1 7.2
Other: 100.0: 17.7 2.6 27.4 49.9 67.2 95.0 97.2: 5.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 64 24 31 23 24 105 64:
Old : 114: 54 28 26 21 24 94 59:
Other: 51: 25 9 18 12 13 41 36:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 49.4 41.1 67.1 8.5 31.4 14.3 38.0
Old : 20.7 49.5 33.1 65.7 13.7 41.0 22.0 50.4
Other: 53.5 64.6 71.1 81.8 18.1 40.4 28.2 41.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 138,472: 43,268 15,949 10,441 74,610 106,279 128,319 132,668: 10,153 5,804
Old : 933: 88 0 0 668 897 756 897: 177 36
Other: 137,539: 43,252 16,021 10,369 73,942 105,382 127,563 131,771: 9,976 5,768
: : :
: : Changes in Commitments from: August 15, 2006 :
: -3,034: -2,519 1,604 340 37 -4,258 -2,142 -2,314: -892 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.5 7.5 53.9 76.8 92.7 95.8: 7.3 4.2
Old : 100.0: 9.4 0.0 0.0 71.6 96.1 81.0 96.1: 19.0 3.9
Other: 100.0: 31.4 11.6 7.5 53.8 76.6 92.7 95.8: 7.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 54 35 34 45 42 118 96:
Old : 9: 2 0 0 4 3 6 3:
Other: 153: 54 35 34 44 42 117 96:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 37.5 40.6 52.1 22.9 25.9 35.1 37.6
Old : 75.1 96.1 81.0 96.1 75.1 96.1 81.0 96.1
Other: 26.5 37.6 40.6 52.3 23.1 26.2 35.3 38.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 671,225: 98,750 34,957 165,431 337,358 400,273 601,540 600,660: 69,685 70,564
Old : 671,225: 98,750 34,957 165,431 337,358 400,273 601,540 600,660: 69,685 70,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 7,098: 791 -1,166 9,915 -3,987 -4,422 6,719 4,327: 378 2,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.2 24.6 50.3 59.6 89.6 89.5: 10.4 10.5
Old : 100.0: 14.7 5.2 24.6 50.3 59.6 89.6 89.5: 10.4 10.5
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 : 196: 63 50 60 76 67 169 147:
Old : 196: 63 50 60 76 67 169 147:
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 : 15.2 29.1 25.9 40.6 13.7 20.4 20.8 27.6
Old : 15.2 29.1 25.9 40.6 13.7 20.4 20.8 27.6
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, August 22, 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 : 133,673: 28,317 21,575 35,589 57,102 68,260 121,009 125,425: 12,664 8,248
Old : 4,741: 2,538 451 0 661 2,851 3,199 3,302: 1,542 1,439
Other: 128,932: 28,182 23,527 33,186 56,441 65,409 117,810 122,123: 11,122 6,809
: : :
: : Changes in Commitments from: August 15, 2006 :
: -1,272: 1,408 -1,041 3,220 -5,524 -3,627 -896 -1,448: -376 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.1 26.6 42.7 51.1 90.5 93.8: 9.5 6.2
Old : 100.0: 53.5 9.5 0.0 13.9 60.1 67.5 69.6: 32.5 30.4
Other: 100.0: 21.9 18.2 25.7 43.8 50.7 91.4 94.7: 8.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 116 80 91 102 102 261 236:
Old : 58: 10 5 0 11 34 21 39:
Other: 332: 116 83 89 99 102 257 234:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 20.5 28.0 31.0 17.0 14.1 24.3 22.0
Old : 58.4 55.2 64.8 62.3 58.3 55.2 64.6 62.3
Other: 17.6 20.9 28.6 31.5 17.6 13.8 25.2 22.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 20,208: 7,803 10,676 2,561 8,772 3,265 19,135 16,501: 1,073 3,707
Old : 20,208: 7,803 10,676 2,561 8,772 3,265 19,135 16,501: 1,073 3,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 655: -111 493 56 797 314 742 863: -87 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 52.8 12.7 43.4 16.2 94.7 81.7: 5.3 18.3
Old : 100.0: 38.6 52.8 12.7 43.4 16.2 94.7 81.7: 5.3 18.3
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: 12 37 12 8 9 26 53:
Old : 65: 12 37 12 8 9 26 53:
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 : 64.4 37.9 83.6 51.8 58.1 29.7 71.6 40.9
Old : 64.4 37.9 83.6 51.8 58.1 29.7 71.6 40.9
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 22, 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 : 37,304: 30,907 1,301 0 356 31,968 31,263 33,269: 6,041 4,035
Old : 37,304: 30,907 1,301 0 356 31,968 31,263 33,269: 6,041 4,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 407: -8 110 0 15 -29 7 81: 400 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 3.5 0.0 1.0 85.7 83.8 89.2: 16.2 10.8
Old : 100.0: 82.9 3.5 0.0 1.0 85.7 83.8 89.2: 16.2 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 : 22: 8 2 0 3 12 11 14:
Old : 22: 8 2 0 3 12 11 14:
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 : 74.0 61.6 82.9 78.7 74.0 61.2 82.9 77.8
Old : 74.0 61.6 82.9 78.7 74.0 61.2 82.9 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006