COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 220,348: 30,356 48,001 49,670 119,680 107,856 199,707 205,527: 20,641 14,821
Old : 215,963: 30,395 48,502 48,420 117,356 104,488 196,172 201,410: 19,791 14,553
Other: 4,385: 801 339 410 2,324 3,368 3,535 4,117: 850 268
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,088: -1,614 -6,595 3,476 2,713 7,437 4,575 4,318: -487 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 21.8 22.5 54.3 48.9 90.6 93.3: 9.4 6.7
Old : 100.0: 14.1 22.5 22.4 54.3 48.4 90.8 93.3: 9.2 6.7
Other: 100.0: 18.3 7.7 9.4 53.0 76.8 80.6 93.9: 19.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 77 94 75 83 57 206 190:
Old : 271: 78 94 72 83 57 205 188:
Other: 31: 6 5 4 10 14 19 20:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 30.6 34.0 39.2 20.8 22.8 30.8 29.4
Old : 21.3 30.9 34.0 39.1 21.0 22.6 31.0 29.4
Other: 43.4 67.0 64.6 86.8 43.3 66.9 61.6 79.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 47,151: 11,223 1,670 14,056 13,514 29,265 38,793 44,991: 8,358 2,160
Old : 37,438: 10,778 3,897 8,789 10,233 22,900 29,800 35,585: 7,639 1,853
Other: 9,713: 3,023 351 2,690 3,281 6,365 8,993 9,405: 719 308
: : :
: : Changes in Commitments from: July 18, 2006 :
: 3,006: 434 -764 1,153 118 2,928 1,705 3,317: 1,301 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.5 29.8 28.7 62.1 82.3 95.4: 17.7 4.6
Old : 100.0: 28.8 10.4 23.5 27.3 61.2 79.6 95.1: 20.4 4.9
Other: 100.0: 31.1 3.6 27.7 33.8 65.5 92.6 96.8: 7.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 71 17 25 20 20 101 54:
Old : 115: 60 28 24 19 20 98 53:
Other: 38: 20 4 15 8 10 30 27:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 48.1 36.4 65.1 10.5 35.7 17.0 45.7
Old : 18.9 46.2 30.6 63.5 11.5 39.9 19.3 49.2
Other: 47.9 70.0 69.3 82.0 24.6 53.5 38.5 55.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 159,118: 43,092 10,037 19,208 83,700 123,739 146,000 152,984: 13,118 6,135
Old : 69,301: 32,201 17,534 3,847 25,401 43,940 61,449 65,322: 7,852 3,979
Other: 89,817: 19,893 1,505 6,358 58,299 79,798 84,551 87,662: 5,266 2,155
: : :
: : Changes in Commitments from: July 18, 2006 :
: -13,130: -11,300 84 -1,836 1,861 -9,248 -11,275 -11,001: -1,855 -2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.3 12.1 52.6 77.8 91.8 96.1: 8.2 3.9
Old : 100.0: 46.5 25.3 5.6 36.7 63.4 88.7 94.3: 11.3 5.7
Other: 100.0: 22.1 1.7 7.1 64.9 88.8 94.1 97.6: 5.9 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 66 25 48 50 50 141 110:
Old : 148: 54 36 23 39 35 102 85:
Other: 117: 43 16 32 37 43 93 79:
:----------------------------------------------------------------------------------------------------
: 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 36.2 35.6 49.3 18.9 24.5 27.1 34.2
Old : 28.6 36.9 41.0 51.4 28.2 36.8 38.5 50.6
Other: 33.5 40.5 52.0 59.8 25.3 30.0 35.6 44.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 630,918: 101,341 17,526 149,196 305,354 407,249 555,891 573,970: 75,027 56,948
Old : 630,918: 101,341 17,526 149,196 305,354 407,249 555,891 573,970: 75,027 56,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,774: -4,459 -2,841 7,774 2,121 -3,135 5,435 1,797: -661 2,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.8 23.6 48.4 64.5 88.1 91.0: 11.9 9.0
Old : 100.0: 16.1 2.8 23.6 48.4 64.5 88.1 91.0: 11.9 9.0
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 : 178: 57 37 61 70 63 161 131:
Old : 178: 57 37 61 70 63 161 131:
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 : 17.9 29.7 28.8 42.4 13.5 21.1 20.9 29.6
Old : 17.9 29.7 28.8 42.4 13.5 21.1 20.9 29.6
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 with Delta-adjusted Options and Futures Combined, July 25, 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 : 155,756: 28,156 40,379 42,536 71,775 63,654 142,468 146,569: 13,288 9,187
Old : 94,159: 20,273 43,796 15,088 49,407 28,450 84,769 87,334: 9,390 6,825
Other: 61,598: 15,463 4,163 19,869 22,368 35,204 57,699 59,236: 3,898 2,362
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,320: -318 4,130 1,084 3,746 -1,392 4,512 3,822: -192 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.9 27.3 46.1 40.9 91.5 94.1: 8.5 5.9
Old : 100.0: 21.5 46.5 16.0 52.5 30.2 90.0 92.8: 10.0 7.2
Other: 100.0: 25.1 6.8 32.3 36.3 57.2 93.7 96.2: 6.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 137 116 107 110 102 295 286:
Old : 367: 125 120 80 99 77 262 239:
Other: 237: 69 51 69 86 86 186 177:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 17.1 25.4 26.4 15.7 12.3 23.0 19.4
Old : 20.6 18.8 31.9 30.6 20.6 16.8 31.2 27.8
Other: 20.9 28.8 33.4 42.8 14.4 20.4 20.5 28.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 17,788: 8,290 7,947 3,085 4,748 3,897 16,123 14,930: 1,665 2,858
Old : 17,788: 8,290 7,947 3,085 4,748 3,897 16,123 14,930: 1,665 2,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -382: -809 11 -240 939 221 -111 -9: -270 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 44.7 17.3 26.7 21.9 90.6 83.9: 9.4 16.1
Old : 100.0: 46.6 44.7 17.3 26.7 21.9 90.6 83.9: 9.4 16.1
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 : 61: 20 26 15 7 9 37 41:
Old : 61: 20 26 15 7 9 37 41:
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 : 63.8 45.1 73.9 60.6 56.2 38.6 62.5 50.0
Old : 63.8 45.1 73.9 60.6 56.2 38.6 62.5 50.0
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 25, 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 : 34,873: 13,959 875 0 15,512 30,845 29,471 31,720: 5,401 3,152
Old : 34,873: 13,959 875 0 15,512 30,845 29,471 31,720: 5,401 3,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -284: -731 61 0 1,817 797 1,086 858: -1,370 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 2.5 0.0 44.5 88.5 84.5 91.0: 15.5 9.0
Old : 100.0: 40.0 2.5 0.0 44.5 88.5 84.5 91.0: 15.5 9.0
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 : 25: 8 2 0 5 14 13 16:
Old : 25: 8 2 0 5 14 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 : 74.3 63.1 82.3 77.7 74.3 62.7 82.3 76.9
Old : 74.3 63.1 82.3 77.7 74.3 62.7 82.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006