COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 245,261: 31,230 55,657 60,876 131,491 110,195 223,597 226,728: 21,664 18,533
Old : 231,567: 27,740 56,715 57,110 126,042 99,713 210,891 213,538: 20,676 18,029
Other: 13,694: 4,953 405 2,303 5,449 10,482 12,706 13,190: 988 504
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,553: -566 4,975 2,497 2,422 -3,218 4,352 4,254: 2,201 2,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 22.7 24.8 53.6 44.9 91.2 92.4: 8.8 7.6
Old : 100.0: 12.0 24.5 24.7 54.4 43.1 91.1 92.2: 8.9 7.8
Other: 100.0: 36.2 3.0 16.8 39.8 76.5 92.8 96.3: 7.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 89 113 75 87 62 212 221:
Old : 302: 83 119 74 87 61 211 219:
Other: 56: 16 11 21 14 20 41 43:
:----------------------------------------------------------------------------------------------------
: 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 31.0 31.7 38.8 18.1 20.1 27.3 26.3
Old : 19.7 30.7 31.8 38.3 18.1 19.2 27.0 25.1
Other: 49.2 59.9 65.1 72.2 49.2 59.8 65.0 70.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 54,628: 8,991 1,434 15,343 23,108 32,926 47,443 49,703: 7,185 4,925
Old : 25,368: 5,857 1,626 5,477 10,187 14,743 21,521 21,846: 3,847 3,521
Other: 29,260: 4,529 1,202 8,471 12,922 18,183 25,922 27,856: 3,339 1,404
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,933: 330 -410 -667 632 1,977 295 901: 1,638 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.6 28.1 42.3 60.3 86.8 91.0: 13.2 9.0
Old : 100.0: 23.1 6.4 21.6 40.2 58.1 84.8 86.1: 15.2 13.9
Other: 100.0: 15.5 4.1 29.0 44.2 62.1 88.6 95.2: 11.4 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 51 35 33 28 25 93 79:
Old : 93: 35 24 24 23 21 69 58:
Other: 85: 30 26 24 19 19 60 58:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 43.3 41.9 61.2 10.1 29.8 16.4 33.4
Old : 24.0 47.1 39.3 58.6 16.6 35.6 29.0 43.5
Other: 40.8 46.5 53.4 66.6 18.2 32.5 26.3 40.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 157,869: 28,366 29,530 12,810 101,785 103,486 142,961 145,826: 14,908 12,043
Old : 144,763: 27,932 29,035 12,193 89,894 91,506 130,020 132,734: 14,743 12,029
Other: 13,106: 619 680 431 11,891 11,980 12,941 13,091: 165 15
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,908: 796 4,659 1,512 1,505 -1,765 3,813 4,406: 3,095 2,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.7 8.1 64.5 65.6 90.6 92.4: 9.4 7.6
Old : 100.0: 19.3 20.1 8.4 62.1 63.2 89.8 91.7: 10.2 8.3
Other: 100.0: 4.7 5.2 3.3 90.7 91.4 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 48 55 40 53 38 124 114:
Old : 168: 50 55 39 53 37 123 112:
Other: 30: 5 6 6 11 11 20 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 34.2 41.7 47.4 19.1 17.5 26.5 26.2
Old : 25.2 32.7 40.6 45.5 18.4 18.9 26.7 27.8
Other: 70.6 83.8 86.1 95.2 47.6 64.7 62.0 68.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 607,584: 93,202 50,750 151,345 300,310 337,145 544,857 539,240: 62,727 68,344
Old : 607,584: 93,202 50,750 151,345 300,310 337,145 544,857 539,240: 62,727 68,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -29,064: -2,109 6,606 6,114 -34,950 -48,996 -30,944 -36,276: 1,880 7,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.4 24.9 49.4 55.5 89.7 88.8: 10.3 11.2
Old : 100.0: 15.3 8.4 24.9 49.4 55.5 89.7 88.8: 10.3 11.2
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 : 193: 52 56 55 72 67 156 149:
Old : 193: 52 56 55 72 67 156 149:
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 : 16.9 25.2 28.7 38.8 15.3 17.1 22.8 24.4
Old : 16.9 25.2 28.7 38.8 15.3 17.1 22.8 24.4
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, October 3, 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 : 142,062: 27,173 29,645 36,669 65,513 65,451 129,355 131,765: 12,707 10,297
Old : 135,217: 27,682 30,328 32,607 62,465 62,361 122,754 125,296: 12,463 9,921
Other: 6,845: 1,544 1,370 2,009 3,048 3,090 6,601 6,469: 244 376
: : :
: : Changes in Commitments from: September 26, 2006 :
: 5,521: 712 318 535 3,214 2,316 4,461 3,169: 1,061 2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.9 25.8 46.1 46.1 91.1 92.8: 8.9 7.2
Old : 100.0: 20.5 22.4 24.1 46.2 46.1 90.8 92.7: 9.2 7.3
Other: 100.0: 22.6 20.0 29.3 44.5 45.1 96.4 94.5: 3.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 117 106 108 112 102 283 271:
Old : 363: 124 102 107 111 101 281 269:
Other: 40: 4 17 9 12 8 25 26:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 20.6 28.7 29.7 17.3 12.5 24.4 19.1
Old : 18.6 20.1 28.9 29.2 18.2 14.9 25.7 22.2
Other: 80.0 81.9 88.7 88.3 58.3 56.0 64.0 60.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 25,193: 13,657 8,279 3,415 5,629 10,818 22,701 22,513: 2,492 2,681
Old : 25,193: 13,657 8,279 3,415 5,629 10,818 22,701 22,513: 2,492 2,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,977: 5,955 106 457 -1,911 4,408 4,502 4,971: 475 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 32.9 13.6 22.3 42.9 90.1 89.4: 9.9 10.6
Old : 100.0: 54.2 32.9 13.6 22.3 42.9 90.1 89.4: 9.9 10.6
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 : 71: 26 30 9 7 9 41 41:
Old : 71: 26 30 9 7 9 41 41:
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 : 55.6 53.4 71.7 68.1 52.3 50.2 61.0 60.0
Old : 55.6 53.4 71.7 68.1 52.3 50.2 61.0 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2006