COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 209,953: 31,421 54,418 42,477 116,799 98,224 190,697 195,119: 19,256 14,834
Old : 206,889: 31,589 54,811 41,332 115,374 96,074 188,295 192,217: 18,594 14,672
Other: 3,064: 616 391 361 1,425 2,150 2,402 2,902: 662 162
: : :
: : Changes in Commitments from: June 27, 2006 :
: 4,769: 452 3,394 3,143 144 -2,744 3,739 3,792: 1,030 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 25.9 20.2 55.6 46.8 90.8 92.9: 9.2 7.1
Old : 100.0: 15.3 26.5 20.0 55.8 46.4 91.0 92.9: 9.0 7.1
Other: 100.0: 20.1 12.8 11.8 46.5 70.2 78.4 94.7: 21.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 66 113 72 80 54 193 204:
Old : 278: 67 115 69 80 54 192 202:
Other: 29: 7 5 5 9 11 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 : 22.5 28.4 35.1 37.4 22.5 20.6 32.6 27.6
Old : 22.8 28.4 35.3 37.2 22.8 20.7 32.9 27.5
Other: 41.7 74.3 63.1 90.9 41.6 74.3 57.7 80.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 48,267: 16,742 952 12,759 10,788 32,153 40,289 45,863: 7,979 2,404
Old : 41,774: 16,333 2,047 9,091 9,010 28,471 34,433 39,609: 7,341 2,165
Other: 6,493: 1,915 410 2,162 1,778 3,682 5,855 6,254: 638 240
: : :
: : Changes in Commitments from: June 27, 2006 :
: 667: 909 -428 -158 -464 1,189 287 603: 380 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 2.0 26.4 22.4 66.6 83.5 95.0: 16.5 5.0
Old : 100.0: 39.1 4.9 21.8 21.6 68.2 82.4 94.8: 17.6 5.2
Other: 100.0: 29.5 6.3 33.3 27.4 56.7 90.2 96.3: 9.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 86 15 24 16 21 110 52:
Old : 128: 78 23 23 16 21 110 51:
Other: 32: 15 5 14 5 10 23 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 : 22.5 52.5 34.6 69.2 10.5 41.3 17.8 51.3
Old : 19.0 51.9 31.0 69.2 11.3 41.4 19.5 52.1
Other: 53.2 60.6 74.6 77.1 30.6 44.3 41.5 50.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 145,277: 40,929 16,707 12,096 78,501 108,570 131,526 137,373: 13,752 7,904
Old : 72,474: 29,337 18,792 4,883 27,430 43,017 61,650 66,692: 10,825 5,782
Other: 72,803: 14,447 769 4,358 51,072 65,554 69,876 70,681: 2,927 2,122
: : :
: : Changes in Commitments from: June 27, 2006 :
: 4,426: 3,175 -8,578 1,973 -2,979 10,291 2,170 3,687: 2,256 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 11.5 8.3 54.0 74.7 90.5 94.6: 9.5 5.4
Old : 100.0: 40.5 25.9 6.7 37.8 59.4 85.1 92.0: 14.9 8.0
Other: 100.0: 19.8 1.1 6.0 70.2 90.0 96.0 97.1: 4.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 75 35 33 51 45 147 99:
Old : 165: 63 41 17 43 39 119 84:
Other: 94: 30 11 22 36 36 76 61:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 31.9 34.3 47.8 16.9 21.5 24.5 34.3
Old : 15.0 33.5 26.2 47.6 14.2 30.5 24.4 42.5
Other: 36.9 41.2 54.5 61.9 26.4 34.1 38.6 47.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 609,997: 102,392 12,246 142,859 287,694 405,347 532,945 560,452: 77,052 49,545
Old : 609,997: 102,392 12,246 142,859 287,694 405,347 532,945 560,452: 77,052 49,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 903: -1,378 -608 6,053 -2,616 4,624 2,059 10,070: -1,156 -9,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.0 23.4 47.2 66.5 87.4 91.9: 12.6 8.1
Old : 100.0: 16.8 2.0 23.4 47.2 66.5 87.4 91.9: 12.6 8.1
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 : 174: 60 33 58 71 62 159 126:
Old : 174: 60 33 58 71 62 159 126:
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 : 18.2 30.5 28.5 44.5 13.8 19.7 21.5 29.5
Old : 18.2 30.5 28.5 44.5 13.8 19.7 21.5 29.5
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, July 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 : 157,478: 28,307 37,387 45,709 70,239 67,030 144,255 150,127: 13,222 7,351
Old : 107,858: 23,491 38,227 20,971 52,847 43,435 97,309 102,632: 10,549 5,226
Other: 49,619: 12,130 6,474 17,425 17,392 23,595 46,946 47,494: 2,673 2,125
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,810: 1,225 -6,091 5,240 -4,336 4,285 2,129 3,433: 681 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.7 29.0 44.6 42.6 91.6 95.3: 8.4 4.7
Old : 100.0: 21.8 35.4 19.4 49.0 40.3 90.2 95.2: 9.8 4.8
Other: 100.0: 24.4 13.0 35.1 35.1 47.6 94.6 95.7: 5.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 128 122 112 113 100 299 279:
Old : 361: 133 106 88 102 83 270 242:
Other: 217: 53 54 61 76 78 162 161:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 18.7 23.8 28.5 13.5 12.1 20.5 19.1
Old : 18.9 23.6 28.1 32.0 18.9 20.6 27.5 28.7
Other: 21.6 22.9 36.9 36.0 15.6 18.9 22.2 25.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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 : 19,802: 7,387 11,217 2,535 8,739 2,893 18,662 16,646: 1,140 3,156
Old : 19,802: 7,387 11,217 2,535 8,739 2,893 18,662 16,646: 1,140 3,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -1,798: -3,004 -2,239 126 1,621 21 -1,257 -2,092: -541 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 56.6 12.8 44.1 14.6 94.2 84.1: 5.8 15.9
Old : 100.0: 37.3 56.6 12.8 44.1 14.6 94.2 84.1: 5.8 15.9
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 : 57: 15 25 9 10 8 28 40:
Old : 57: 15 25 9 10 8 28 40:
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 : 61.9 44.9 79.9 63.4 56.0 41.7 69.9 55.0
Old : 61.9 44.9 79.9 63.4 56.0 41.7 69.9 55.0
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 with Delta-adjusted Options and Futures Combined, July 3, 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 : 33,093: 16,260 374 0 11,546 28,527 27,806 28,901: 5,288 4,192
Old : 33,093: 16,260 374 0 11,546 28,527 27,806 28,901: 5,288 4,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,870: 519 29 0 808 1,006 1,327 1,035: 543 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 1.1 0.0 34.9 86.2 84.0 87.3: 16.0 12.7
Old : 100.0: 49.1 1.1 0.0 34.9 86.2 84.0 87.3: 16.0 12.7
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 : 25: 8 1 0 5 15 13 16:
Old : 25: 8 1 0 5 15 13 16:
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 : 73.8 61.3 82.1 75.7 73.8 61.0 82.1 75.0
Old : 73.8 61.3 82.1 75.7 73.8 61.0 82.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006