COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED 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: 227,860 COMMITMENTS 32,942 36,718 53,773 120,732 123,280 207,447 213,772 20,413 14,088 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -269) 439 1,135 -545 -150 -475 -256 115 -13 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 16.1 23.6 53.0 54.1 91.0 93.8 9.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 87 85 81 79 58 209 190 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED 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: 54,494 COMMITMENTS 11,908 996 14,217 20,806 36,125 46,930 51,338 7,563 3,156 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 789) -665 -1,150 -1,951 2,831 3,751 215 651 574 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 1.8 26.1 38.2 66.3 86.1 94.2 13.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 64 24 31 23 24 105 64 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED 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: 138,472 COMMITMENTS 43,268 15,949 10,441 74,610 106,279 128,319 132,668 10,153 5,804 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -3,034) -2,519 1,604 340 37 -4,258 -2,142 -2,314 -892 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 11.5 7.5 53.9 76.8 92.7 95.8 7.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 54 35 34 45 42 118 96 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED 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: 671,225 COMMITMENTS 98,750 34,957 165,431 337,358 400,273 601,540 600,660 69,685 70,564 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 7,098) 791 -1,166 9,915 -3,987 -4,422 6,719 4,327 378 2,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 5.2 24.6 50.3 59.6 89.6 89.5 10.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 63 50 60 76 67 169 147 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED 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: 133,673 COMMITMENTS 28,317 21,575 35,589 57,102 68,260 121,009 125,425 12,664 8,248 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,272) 1,408 -1,041 3,220 -5,524 -3,627 -896 -1,448 -376 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 16.1 26.6 42.7 51.1 90.5 93.8 9.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 116 80 91 102 102 261 236 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED 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: 20,208 COMMITMENTS 7,803 10,676 2,561 8,772 3,265 19,135 16,501 1,073 3,707 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 655) -111 493 56 797 314 742 863 -87 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 52.8 12.7 43.4 16.2 94.7 81.7 5.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 12 37 12 8 9 26 53 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED 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: 37,304 COMMITMENTS 30,907 1,301 0 356 31,968 31,263 33,269 6,041 4,035 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 407) -8 110 0 15 -29 7 81 400 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.9 3.5 0.0 1.0 85.7 83.8 89.2 16.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 2 0 3 12 11 14
Updated August 18, 2006