COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 1, 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 : 164,571: 35,079 47,170 14,394 98,147 90,253 147,620 151,817: 16,951 12,754
Old : 159,526: 34,536 47,484 13,352 95,524 86,287 143,412 147,123: 16,114 12,403
Other: 5,045: 1,151 294 434 2,623 3,966 4,208 4,694: 837 351
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,875: 286 -3,611 957 1,075 6,161 2,318 3,507: 557 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 28.7 8.7 59.6 54.8 89.7 92.3: 10.3 7.7
Old : 100.0: 21.6 29.8 8.4 59.9 54.1 89.9 92.2: 10.1 7.8
Other: 100.0: 22.8 5.8 8.6 52.0 78.6 83.4 93.0: 16.6 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 81 79 54 64 45 173 161:
Old : 249: 82 80 51 63 45 171 159:
Other: 32: 8 4 3 10 13 20 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 : 27.2 33.0 40.8 42.8 27.2 29.3 40.3 37.9
Old : 27.5 32.7 41.1 42.7 27.5 29.2 40.7 38.1
Other: 47.6 70.8 70.5 86.8 47.5 69.8 67.3 80.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 1, 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 : 27,894: 13,139 3,429 2,209 8,425 20,399 23,773 26,037: 4,121 1,857
Old : 23,287: 12,391 3,166 915 6,305 17,463 19,611 21,544: 3,676 1,743
Other: 4,607: 1,885 1,400 157 2,120 2,936 4,162 4,493: 445 114
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,810: 1,470 390 -112 197 1,333 1,555 1,611: 255 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 12.3 7.9 30.2 73.1 85.2 93.3: 14.8 6.7
Old : 100.0: 53.2 13.6 3.9 27.1 75.0 84.2 92.5: 15.8 7.5
Other: 100.0: 40.9 30.4 3.4 46.0 63.7 90.3 97.5: 9.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 52 15 20 15 20 78 46:
Old : 98: 49 20 14 13 20 72 44:
Other: 36: 11 12 4 7 7 20 21:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 59.4 36.1 72.6 24.0 57.2 36.1 69.9
Old : 22.5 63.8 36.0 72.5 22.5 63.8 36.0 72.5
Other: 54.6 75.8 71.6 88.6 54.2 73.7 70.9 85.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 1, 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 : 143,144: 42,013 13,418 7,239 82,419 115,724 131,671 136,381: 11,473 6,763
Old : 47,127: 19,027 14,098 222 21,475 28,610 40,724 42,930: 6,403 4,197
Other: 96,017: 28,527 4,861 1,476 60,944 87,114 90,947 93,451: 5,070 2,566
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,495: -1,336 2,964 -3,708 1,530 -4,650 -3,514 -5,394: 19 1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.4 5.1 57.6 80.8 92.0 95.3: 8.0 4.7
Old : 100.0: 40.4 29.9 0.5 45.6 60.7 86.4 91.1: 13.6 8.9
Other: 100.0: 29.7 5.1 1.5 63.5 90.7 94.7 97.3: 5.3 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 58 19 31 52 45 128 90:
Old : 132: 42 32 3 36 27 80 60:
Other: 116: 44 12 10 40 39 90 56:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 40.0 39.3 53.4 21.9 27.1 31.3 37.2
Old : 29.7 42.2 40.3 55.4 28.1 42.2 37.9 52.9
Other: 32.5 42.8 51.3 61.5 26.9 30.9 37.8 44.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 1, 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 : 469,125: 97,723 48,628 47,498 264,976 325,020 410,197 421,146: 58,928 47,979
Old : 469,125: 97,723 48,628 47,498 264,976 325,020 410,197 421,146: 58,928 47,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 5,091: 2,177 8,309 1,839 3,812 -6,713 7,828 3,435: -2,737 1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.4 10.1 56.5 69.3 87.4 89.8: 12.6 10.2
Old : 100.0: 20.8 10.4 10.1 56.5 69.3 87.4 89.8: 12.6 10.2
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 : 172: 51 41 44 65 53 144 114:
Old : 172: 51 41 44 65 53 144 114:
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 : 21.2 34.2 35.5 46.8 19.3 26.7 29.9 37.6
Old : 21.2 34.2 35.5 46.8 19.3 26.7 29.9 37.6
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 - Futures Only, August 1, 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 : 120,726: 32,681 39,494 13,991 61,470 59,538 108,142 113,023: 12,584 7,703
Old : 69,242: 20,426 41,616 1,215 39,302 21,275 60,943 64,106: 8,299 5,136
Other: 51,484: 19,793 5,416 5,238 22,168 38,263 47,199 48,917: 4,285 2,567
: : :
: : Changes in Commitments from: July 25, 2006 :
: -2,280: -1,168 -2,106 -329 -1,451 979 -2,948 -1,456: 668 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 32.7 11.6 50.9 49.3 89.6 93.6: 10.4 6.4
Old : 100.0: 29.5 60.1 1.8 56.8 30.7 88.0 92.6: 12.0 7.4
Other: 100.0: 38.4 10.5 10.2 43.1 74.3 91.7 95.0: 8.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 124 92 69 98 90 251 231:
Old : 325: 107 99 8 78 53 189 156:
Other: 221: 67 41 28 73 83 151 143:
:----------------------------------------------------------------------------------------------------
: 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 21.6 31.4 33.5 19.5 16.8 28.4 25.3
Old : 25.6 24.2 39.7 37.4 25.6 23.4 39.7 36.5
Other: 23.4 40.5 36.2 53.5 19.3 32.8 29.0 42.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 1, 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 : 15,676: 6,808 7,483 2,162 5,418 3,080 14,388 12,725: 1,288 2,951
Old : 15,676: 6,808 7,483 2,162 5,418 3,080 14,388 12,725: 1,288 2,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,202: -1,397 -582 -311 723 -809 -985 -1,702: -217 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 47.7 13.8 34.6 19.6 91.8 81.2: 8.2 18.8
Old : 100.0: 43.4 47.7 13.8 34.6 19.6 91.8 81.2: 8.2 18.8
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 : 49: 12 23 6 7 7 23 33:
Old : 49: 12 23 6 7 7 23 33:
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 : 74.0 51.2 81.3 62.6 62.9 43.8 69.2 51.3
Old : 74.0 51.2 81.3 62.6 62.9 43.8 69.2 51.3
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 - Futures Only, August 1, 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 : 32,927: 12,263 765 0 15,260 28,882 27,523 29,647: 5,404 3,280
Old : 32,927: 12,263 765 0 15,260 28,882 27,523 29,647: 5,404 3,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,494: -1,696 339 0 34 -1,963 -1,662 -1,624: 168 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 2.3 0.0 46.3 87.7 83.6 90.0: 16.4 10.0
Old : 100.0: 37.2 2.3 0.0 46.3 87.7 83.6 90.0: 16.4 10.0
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 : 22: 7 1 0 2 13 9 14:
Old : 22: 7 1 0 2 13 9 14:
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 : 74.8 65.3 83.6 79.1 74.8 65.3 83.6 79.1
Old : 74.8 65.3 83.6 79.1 74.8 65.3 83.6 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006