COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 238,708: 31,796 50,682 58,379 129,070 113,413 219,245 222,474: 19,463 16,234
Old : 226,022: 28,846 51,875 54,671 124,227 103,753 207,744 210,299: 18,278 15,723
Other: 12,686: 4,583 440 2,075 4,843 9,660 11,501 12,175: 1,185 511
: : :
: : Changes in Commitments from: September 19, 2006 :
: -57: 1,259 -1,692 871 -1,383 1,497 747 677: -804 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.2 24.5 54.1 47.5 91.8 93.2: 8.2 6.8
Old : 100.0: 12.8 23.0 24.2 55.0 45.9 91.9 93.0: 8.1 7.0
Other: 100.0: 36.1 3.5 16.4 38.2 76.1 90.7 96.0: 9.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 96 100 82 83 59 213 215:
Old : 295: 92 106 81 83 59 212 215:
Other: 52: 20 7 18 14 18 39 39:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 32.7 32.5 40.7 18.5 21.8 27.6 28.1
Old : 20.1 32.6 32.9 40.1 18.5 21.0 27.5 27.2
Other: 49.9 60.5 65.0 73.1 49.9 60.4 64.5 71.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 52,695: 8,661 1,843 16,010 22,476 30,949 47,148 48,802: 5,547 3,893
Old : 26,488: 7,655 2,686 5,668 10,245 15,393 23,568 23,747: 2,920 2,741
Other: 26,207: 3,171 1,322 8,178 12,231 15,556 23,580 25,055: 2,627 1,152
: : :
: : Changes in Commitments from: September 19, 2006 :
: 392: -681 -38 1,085 -379 -1,003 25 44: 367 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.5 30.4 42.7 58.7 89.5 92.6: 10.5 7.4
Old : 100.0: 28.9 10.1 21.4 38.7 58.1 89.0 89.7: 11.0 10.3
Other: 100.0: 12.1 5.0 31.2 46.7 59.4 90.0 95.6: 10.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 50 34 33 25 22 94 71:
Old : 100: 43 26 25 23 18 78 57:
Other: 75: 25 24 24 18 18 58 51:
:----------------------------------------------------------------------------------------------------
: 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 : 31.9 44.4 44.6 63.4 10.8 30.3 17.6 33.7
Old : 22.8 50.1 37.3 63.7 15.8 38.5 27.7 46.2
Other: 46.4 48.4 60.5 67.0 20.8 31.0 26.9 36.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 150,960: 27,570 24,870 11,298 100,280 105,251 139,147 141,419: 11,813 9,541
Old : 138,670: 26,731 24,263 10,705 89,574 94,271 127,010 129,239: 11,660 9,432
Other: 12,290: 991 760 440 10,706 10,980 12,137 12,180: 153 110
: : :
: : Changes in Commitments from: September 19, 2006 :
: -5,800: -1,387 -8,568 -756 -2,753 3,282 -4,897 -6,043: -904 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.5 7.5 66.4 69.7 92.2 93.7: 7.8 6.3
Old : 100.0: 19.3 17.5 7.7 64.6 68.0 91.6 93.2: 8.4 6.8
Other: 100.0: 8.1 6.2 3.6 87.1 89.3 98.8 99.1: 1.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 49 45 35 50 38 116 103:
Old : 154: 49 45 34 50 38 114 102:
Other: 28: 4 6 6 11 10 19 18:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 35.8 43.5 49.3 19.9 18.5 27.6 27.6
Old : 25.8 34.1 42.9 47.9 19.8 19.7 28.4 29.2
Other: 67.3 82.0 83.1 94.2 41.9 61.0 56.8 65.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 636,649: 95,311 44,144 145,231 335,260 386,141 575,802 575,516: 60,847 61,133
Old : 636,649: 95,311 44,144 145,231 335,260 386,141 575,802 575,516: 60,847 61,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -8,377: -5,441 2,936 8,129 -1,666 -12,226 1,022 -1,161: -9,399 -7,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.9 22.8 52.7 60.7 90.4 90.4: 9.6 9.6
Old : 100.0: 15.0 6.9 22.8 52.7 60.7 90.4 90.4: 9.6 9.6
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 : 184: 51 52 53 74 64 155 139:
Old : 184: 51 52 53 74 64 155 139:
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 : 16.4 29.4 29.2 42.3 14.9 19.5 22.0 27.3
Old : 16.4 29.4 29.2 42.3 14.9 19.5 22.0 27.3
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 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 : 136,541: 26,461 29,327 36,134 62,299 63,135 124,895 128,596: 11,646 7,945
Old : 130,371: 27,063 29,638 32,115 59,807 60,959 118,985 122,712: 11,385 7,659
Other: 6,170: 1,485 1,776 1,932 2,492 2,176 5,909 5,884: 261 286
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,758: 167 -3,055 -447 -2,192 1,812 -2,472 -1,689: 714 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 21.5 26.5 45.6 46.2 91.5 94.2: 8.5 5.8
Old : 100.0: 20.8 22.7 24.6 45.9 46.8 91.3 94.1: 8.7 5.9
Other: 100.0: 24.1 28.8 31.3 40.4 35.3 95.8 95.4: 4.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 109 109 102 105 97 269 260:
Old : 352: 112 108 101 104 96 267 258:
Other: 39: 6 15 9 12 7 27 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 : 18.0 19.5 28.9 29.8 17.9 13.1 25.1 19.2
Old : 18.8 19.9 29.0 29.4 18.7 15.1 26.3 21.9
Other: 74.0 84.7 85.7 91.0 50.1 53.1 57.1 56.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 20,217: 7,702 8,174 2,958 7,540 6,410 18,199 17,542: 2,017 2,675
Old : 20,217: 7,702 8,174 2,958 7,540 6,410 18,199 17,542: 2,017 2,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,368: 701 1,020 -387 2,668 1,351 2,983 1,985: -615 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 40.4 14.6 37.3 31.7 90.0 86.8: 10.0 13.2
Old : 100.0: 38.1 40.4 14.6 37.3 31.7 90.0 86.8: 10.0 13.2
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 : 65: 24 27 11 7 8 38 40:
Old : 65: 24 27 11 7 8 38 40:
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 : 65.4 47.7 73.7 64.9 54.3 43.7 61.1 54.4
Old : 65.4 47.7 73.7 64.9 54.3 43.7 61.1 54.4
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 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 : 32,055: 25,261 1,163 1 1,615 28,083 26,877 29,247: 5,178 2,808
Old : 32,055: 25,261 1,163 1 1,615 28,083 26,877 29,247: 5,178 2,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -236: -706 56 0 503 -373 -203 -317: -33 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 3.6 0.0 5.0 87.6 83.8 91.2: 16.2 8.8
Old : 100.0: 78.8 3.6 0.0 5.0 87.6 83.8 91.2: 16.2 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 : 21: 9 2 1 4 8 13 11:
Old : 21: 9 2 1 4 8 13 11:
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 : 68.5 76.8 79.7 88.8 68.5 76.8 79.7 88.8
Old : 68.5 76.8 79.7 88.8 68.5 76.8 79.7 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006