COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 233,176: 31,687 49,737 55,018 126,377 111,789 213,082 216,544: 20,094 16,632
Old : 224,095: 28,416 50,075 54,039 122,458 103,734 204,913 207,848: 19,182 16,247
Other: 9,081: 3,667 58 583 3,919 8,054 8,169 8,696: 911 385
: : :
: : Changes in Commitments from: September 5, 2006 :
: 2,021: 107 5,797 201 1,821 -5,699 2,129 300: -108 1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 21.3 23.6 54.2 47.9 91.4 92.9: 8.6 7.1
Old : 100.0: 12.7 22.3 24.1 54.6 46.3 91.4 92.7: 8.6 7.3
Other: 100.0: 40.4 0.6 6.4 43.2 88.7 90.0 95.8: 10.0 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 82 110 79 82 59 210 211:
Old : 289: 80 111 77 82 59 208 210:
Other: 42: 10 5 7 12 19 27 28:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 32.2 33.1 40.4 19.3 21.9 28.5 28.6
Old : 20.4 32.3 33.3 40.1 19.2 21.3 28.3 27.8
Other: 54.0 67.2 72.9 82.8 54.0 67.2 72.9 82.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 53,905: 11,463 1,294 15,159 21,444 33,910 48,067 50,363: 5,838 3,542
Old : 32,352: 11,398 3,036 6,225 9,989 20,269 27,612 29,531: 4,740 2,821
Other: 21,553: 2,695 886 6,305 11,456 13,641 20,455 20,833: 1,098 721
: : :
: : Changes in Commitments from: September 5, 2006 :
: 2,198: -601 326 983 2,431 723 2,813 2,033: -615 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.4 28.1 39.8 62.9 89.2 93.4: 10.8 6.6
Old : 100.0: 35.2 9.4 19.2 30.9 62.7 85.3 91.3: 14.7 8.7
Other: 100.0: 12.5 4.1 29.3 53.1 63.3 94.9 96.7: 5.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 65 31 31 23 22 102 70:
Old : 114: 53 31 23 20 20 87 60:
Other: 64: 28 13 23 15 16 48 47:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 45.7 43.3 64.0 9.3 30.4 15.6 35.6
Old : 20.7 48.9 32.2 63.8 12.6 40.0 22.4 49.1
Other: 52.5 55.3 69.3 74.6 21.7 35.1 27.9 37.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 148,109: 31,158 25,752 9,663 94,569 103,950 135,390 139,365: 12,719 8,744
Old : 137,883: 31,096 26,374 8,545 85,729 94,223 125,371 129,142: 12,512 8,741
Other: 10,227: 756 73 424 8,840 9,727 10,019 10,223: 208 4
: : :
: : Changes in Commitments from: September 5, 2006 :
: 4,558: -675 1,024 334 4,324 2,740 3,984 4,098: 574 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.4 6.5 63.9 70.2 91.4 94.1: 8.6 5.9
Old : 100.0: 22.6 19.1 6.2 62.2 68.3 90.9 93.7: 9.1 6.3
Other: 100.0: 7.4 0.7 4.1 86.4 95.1 98.0 100.0: 2.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 51 47 32 50 37 118 103:
Old : 160: 51 47 30 50 37 116 102:
Other: 25: 3 4 4 11 9 16 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 : 26.7 34.8 42.0 50.4 19.6 19.3 28.0 29.3
Old : 24.8 32.6 41.1 48.5 18.5 20.6 27.9 31.3
Other: 71.1 87.6 87.1 98.1 50.0 73.7 66.0 74.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 643,641: 101,631 49,339 122,027 346,426 396,703 570,083 568,069: 73,558 75,572
Old : 643,641: 101,631 49,339 122,027 346,426 396,703 570,083 568,069: 73,558 75,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -64,748: -3,397 3,664 -48,206 -10,352 -20,824 -61,954 -65,366: -2,794 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.7 19.0 53.8 61.6 88.6 88.3: 11.4 11.7
Old : 100.0: 15.8 7.7 19.0 53.8 61.6 88.6 88.3: 11.4 11.7
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 : 183: 52 49 48 76 63 154 136:
Old : 183: 52 49 48 76 63 154 136:
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 : 17.1 30.9 29.6 43.2 14.8 20.3 22.5 27.2
Old : 17.1 30.9 29.6 43.2 14.8 20.3 22.5 27.2
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, September 12, 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 : 132,032: 27,070 28,465 33,569 60,843 62,621 121,482 124,655: 10,550 7,377
Old : 127,420: 27,312 28,537 30,684 59,100 61,022 117,096 120,243: 10,324 7,177
Other: 4,611: 798 969 1,844 1,744 1,599 4,386 4,411: 226 200
: : :
: : Changes in Commitments from: September 5, 2006 :
: -1,015: -1,106 5,233 -1,437 2,356 -5,576 -186 -1,780: -828 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 21.6 25.4 46.1 47.4 92.0 94.4: 8.0 5.6
Old : 100.0: 21.4 22.4 24.1 46.4 47.9 91.9 94.4: 8.1 5.6
Other: 100.0: 17.3 21.0 40.0 37.8 34.7 95.1 95.7: 4.9 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 114 106 99 105 96 269 258:
Old : 356: 118 105 99 105 95 268 257:
Other: 37: 7 16 10 9 6 24 24:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 20.4 29.8 30.3 18.2 12.9 25.8 19.6
Old : 19.0 20.0 29.1 29.1 18.8 13.9 26.7 20.8
Other: 74.1 85.2 87.0 90.1 28.7 31.3 36.9 35.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 22,748: 12,212 9,100 3,219 4,703 7,600 20,135 19,919: 2,614 2,829
Old : 22,748: 12,212 9,100 3,219 4,703 7,600 20,135 19,919: 2,614 2,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 1,630: 3,469 -2,690 621 -3,947 4,361 142 2,292: 1,488 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 40.0 14.2 20.7 33.4 88.5 87.6: 11.5 12.4
Old : 100.0: 53.7 40.0 14.2 20.7 33.4 88.5 87.6: 11.5 12.4
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 : 69: 23 30 18 6 10 44 46:
Old : 69: 23 30 18 6 10 44 46:
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 : 51.9 42.2 70.6 61.7 44.3 35.3 53.0 46.5
Old : 51.9 42.2 70.6 61.7 44.3 35.3 53.0 46.5
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, September 12, 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 : 43,367: 24,296 1,450 378 13,685 38,633 38,359 40,461: 5,008 2,906
Old : 43,367: 24,296 1,450 378 13,685 38,633 38,359 40,461: 5,008 2,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 4,117: -9,495 900 378 12,597 2,652 3,480 3,930: 638 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 3.3 0.9 31.6 89.1 88.5 93.3: 11.5 6.7
Old : 100.0: 56.0 3.3 0.9 31.6 89.1 88.5 93.3: 11.5 6.7
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: 8 3 1 7 13 16 16:
Old : 24: 8 3 1 7 13 16 16:
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 : 72.4 66.1 83.2 80.8 50.7 41.3 56.0 53.6
Old : 72.4 66.1 83.2 80.8 50.7 41.3 56.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006