COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 169,024 COMMITMENTS 35,372 39,896 18,175 99,293 98,476 152,840 156,547 16,184 12,477 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,763) 784 578 1,251 608 1,227 2,643 3,056 120 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 23.6 10.8 58.7 58.3 90.4 92.6 9.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 71 80 56 58 44 159 163 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,655 COMMITMENTS 14,131 2,436 1,617 10,784 24,612 26,532 28,665 4,123 1,990 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 407) -409 -1,806 -522 1,085 2,870 154 542 253 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 7.9 5.3 35.2 80.3 86.6 93.5 13.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 51 15 18 18 21 82 44 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,976 COMMITMENTS 44,853 15,915 3,050 72,278 104,907 120,181 123,872 8,795 5,104 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -3,421) -1,980 1,662 -267 -360 -4,191 -2,607 -2,796 -814 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 12.3 2.4 56.0 81.3 93.2 96.0 6.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 54 29 17 43 40 108 80 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 476,171 COMMITMENTS 87,551 61,322 47,482 281,967 309,557 417,000 418,361 59,171 57,810 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -3,364) -760 4,096 1,146 -4,892 -11,013 -4,506 -5,771 1,142 2,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 12.9 10.0 59.2 65.0 87.6 87.9 12.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 47 55 48 69 47 148 120 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 101,960 COMMITMENTS 30,430 22,546 9,993 50,326 62,297 90,749 94,836 11,211 7,124 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -5,869) 1,153 -1,817 193 -6,532 -4,196 -5,186 -5,820 -683 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 22.1 9.8 49.4 61.1 89.0 93.0 11.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 109 63 40 84 93 215 180 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,174 COMMITMENTS 7,304 10,549 2,221 8,699 3,258 18,224 16,028 950 3,146 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 703) -67 494 55 798 316 786 865 -83 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 55.0 11.6 45.4 17.0 95.0 83.6 5.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 34 6 8 8 21 46 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 36,754 COMMITMENTS 30,907 751 0 6 31,968 30,913 32,719 5,841 4,035 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 384) -8 87 0 0 -29 -8 58 392 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.1 2.0 0.0 0.0 87.0 84.1 89.0 15.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 1 0 1 12 9 13
Updated August 18, 2006