COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 233,176 COMMITMENTS 31,687 49,737 55,018 126,377 111,789 213,082 216,544 20,094 16,632 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,021) 107 5,797 201 1,821 -5,699 2,129 300 -108 1,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 21.3 23.6 54.2 47.9 91.4 92.9 8.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 82 110 79 82 59 210 211 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 53,905 COMMITMENTS 11,463 1,294 15,159 21,444 33,910 48,067 50,363 5,838 3,542 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,198) -601 326 983 2,431 723 2,813 2,033 -615 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 2.4 28.1 39.8 62.9 89.2 93.4 10.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 65 31 31 23 22 102 70 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 148,109 COMMITMENTS 31,158 25,752 9,663 94,569 103,950 135,390 139,365 12,719 8,744 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 4,558) -675 1,024 334 4,324 2,740 3,984 4,098 574 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 17.4 6.5 63.9 70.2 91.4 94.1 8.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 51 47 32 50 37 118 103 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 643,641 COMMITMENTS 101,631 49,339 122,027 346,426 396,703 570,083 568,069 73,558 75,572 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -64,748) -3,397 3,664 -48,206 -10,352 -20,824 -61,954 -65,366 -2,794 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.7 19.0 53.8 61.6 88.6 88.3 11.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 52 49 48 76 63 154 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 132,032 COMMITMENTS 27,070 28,465 33,569 60,843 62,621 121,482 124,655 10,550 7,377 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -1,015) -1,106 5,233 -1,437 2,356 -5,576 -186 -1,780 -828 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 21.6 25.4 46.1 47.4 92.0 94.4 8.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 114 106 99 105 96 269 258 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,748 COMMITMENTS 12,212 9,100 3,219 4,703 7,600 20,135 19,919 2,614 2,829 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,630) 3,469 -2,690 621 -3,947 4,361 142 2,292 1,488 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 40.0 14.2 20.7 33.4 88.5 87.6 11.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 23 30 18 6 10 44 46 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 43,367 COMMITMENTS 24,296 1,450 378 13,685 38,633 38,359 40,461 5,008 2,906 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 4,117) -9,495 900 378 12,597 2,652 3,480 3,930 638 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.0 3.3 0.9 31.6 89.1 88.5 93.3 11.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 1 7 13 16 16
Updated September 15, 2006