COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 229,349: 32,536 37,870 53,609 122,806 123,760 208,952 215,239: 20,397 14,110
Old : 220,847: 30,052 38,300 52,298 118,953 116,603 201,303 207,202: 19,543 13,645
Other: 8,502: 3,222 307 573 3,854 7,157 7,648 8,037: 854 465
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,489: -406 1,151 -164 2,074 480 1,505 1,468: -16 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.5 23.4 53.5 54.0 91.1 93.8: 8.9 6.2
Old : 100.0: 13.6 17.3 23.7 53.9 52.8 91.2 93.8: 8.8 6.2
Other: 100.0: 37.9 3.6 6.7 45.3 84.2 90.0 94.5: 10.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 94 83 82 81 59 210 197:
Old : 272: 94 82 80 81 59 208 196:
Other: 43: 12 6 7 13 17 30 25:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 34.5 33.6 43.3 19.7 25.3 29.1 31.9
Old : 20.4 34.7 33.5 42.8 19.7 24.9 29.0 31.4
Other: 52.4 68.0 71.7 84.3 52.4 68.0 71.7 80.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 55,120: 12,893 1,092 14,771 20,191 35,842 47,855 51,704: 7,265 3,417
Old : 37,447: 12,308 3,179 7,427 11,403 23,931 31,138 34,537: 6,309 2,909
Other: 17,674: 3,112 439 4,817 8,788 11,910 16,717 17,167: 957 507
: : :
: : Changes in Commitments from: August 22, 2006 :
: 627: 986 95 553 -614 -283 925 366: -298 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.0 26.8 36.6 65.0 86.8 93.8: 13.2 6.2
Old : 100.0: 32.9 8.5 19.8 30.5 63.9 83.2 92.2: 16.8 7.8
Other: 100.0: 17.6 2.5 27.3 49.7 67.4 94.6 97.1: 5.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 67 24 33 22 24 107 67:
Old : 117: 57 28 30 22 22 100 60:
Other: 56: 27 10 19 12 15 43 40:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 47.2 39.8 64.7 8.1 30.0 14.0 36.5
Old : 21.2 47.8 32.8 63.0 12.2 38.0 20.8 46.8
Other: 51.0 63.2 67.8 81.9 16.1 39.3 26.1 40.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 139,048: 31,607 21,810 10,390 85,001 99,439 126,998 131,639: 12,050 7,409
Old : 377: 23 0 0 329 354 352 354: 25 23
Other: 138,671: 31,604 21,830 10,370 84,672 99,085 126,646 131,285: 12,025 7,386
: : :
: : Changes in Commitments from: August 22, 2006 :
: 576: -11,661 5,861 -51 10,392 -6,840 -1,321 -1,030: 1,896 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.7 7.5 61.1 71.5 91.3 94.7: 8.7 5.3
Old : 100.0: 6.1 0.0 0.0 87.3 93.9 93.4 93.9: 6.6 6.1
Other: 100.0: 22.8 15.7 7.5 61.1 71.5 91.3 94.7: 8.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 53 38 31 49 38 115 96:
Old : 8: 2 0 0 3 3 5 3:
Other: 153: 53 38 31 49 38 115 96:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 36.7 39.8 51.5 20.6 21.7 29.9 33.7
Old : 92.6 93.9 93.4 93.9 92.6 93.9 93.4 93.9
Other: 25.1 36.6 39.7 51.5 20.7 21.8 30.0 33.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 693,224: 101,281 38,428 168,520 349,866 409,752 619,668 616,701: 73,557 76,524
Old : 693,224: 101,281 38,428 168,520 349,866 409,752 619,668 616,701: 73,557 76,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 22,000: 2,531 3,471 3,089 12,508 9,479 18,128 16,040: 3,872 5,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.5 24.3 50.5 59.1 89.4 89.0: 10.6 11.0
Old : 100.0: 14.6 5.5 24.3 50.5 59.1 89.4 89.0: 10.6 11.0
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 : 195: 61 50 60 76 68 169 148:
Old : 195: 61 50 60 76 68 169 148:
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 : 15.0 28.8 25.7 39.8 13.3 19.5 20.3 26.4
Old : 15.0 28.8 25.7 39.8 13.3 19.5 20.3 26.4
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, August 29, 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 : 130,003: 27,550 23,087 33,686 57,842 66,235 119,078 123,008: 10,926 6,995
Old : 287: 220 42 0 25 127 245 169: 42 118
Other: 129,716: 27,550 23,265 33,466 57,817 66,108 118,833 122,839: 10,884 6,877
: : :
: : Changes in Commitments from: August 22, 2006 :
: -3,669: -768 1,512 -1,904 740 -2,025 -1,931 -2,417: -1,738 -1,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.8 25.9 44.5 50.9 91.6 94.6: 8.4 5.4
Old : 100.0: 76.7 14.6 0.0 8.7 44.3 85.4 58.9: 14.6 41.1
Other: 100.0: 21.2 17.9 25.8 44.6 51.0 91.6 94.7: 8.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 111 101 105 99 102 263 259:
Old : 20: 3 2 0 4 11 7 13:
Other: 346: 111 101 105 99 102 263 259:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 21.1 28.8 31.1 17.5 13.5 25.3 21.2
Old : 82.6 44.6 85.4 55.1 82.6 44.6 85.4 55.1
Other: 17.5 21.1 28.9 31.2 17.5 13.5 25.4 21.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 20,738: 9,067 11,191 2,601 8,032 3,273 19,700 17,065: 1,038 3,674
Old : 20,738: 9,067 11,191 2,601 8,032 3,273 19,700 17,065: 1,038 3,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 530: 1,265 515 41 -740 8 565 563: -35 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 54.0 12.5 38.7 15.8 95.0 82.3: 5.0 17.7
Old : 100.0: 43.7 54.0 12.5 38.7 15.8 95.0 82.3: 5.0 17.7
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 : 66: 15 35 13 8 9 28 53:
Old : 66: 15 35 13 8 9 28 53:
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 : 63.1 39.2 82.1 53.1 57.5 34.1 71.8 44.4
Old : 63.1 39.2 82.1 53.1 57.5 34.1 71.8 44.4
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, August 29, 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 : 39,529: 32,661 550 0 1,078 35,643 33,739 36,193: 5,790 3,336
Old : 39,529: 32,661 550 0 1,078 35,643 33,739 36,193: 5,790 3,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,225: 1,754 -751 0 722 3,675 2,476 2,924: -251 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 1.4 0.0 2.7 90.2 85.4 91.6: 14.6 8.4
Old : 100.0: 82.6 1.4 0.0 2.7 90.2 85.4 91.6: 14.6 8.4
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 : 27: 11 1 0 4 15 15 16:
Old : 27: 11 1 0 4 15 15 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 : 69.6 58.9 79.3 76.2 69.6 58.5 79.0 75.3
Old : 69.6 58.9 79.3 76.2 69.6 58.5 79.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2006