COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, 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 : 160,702: 39,759 56,386 10,325 94,537 80,462 144,621 147,173: 16,081 13,529
Old : 157,646: 39,919 56,779 9,188 93,112 78,312 142,219 144,279: 15,427 13,367
Other: 3,056: 624 391 353 1,425 2,150 2,402 2,894: 654 162
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,693: 1,132 3,617 865 -1,063 -3,689 934 793: 759 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 35.1 6.4 58.8 50.1 90.0 91.6: 10.0 8.4
Old : 100.0: 25.3 36.0 5.8 59.1 49.7 90.2 91.5: 9.8 8.5
Other: 100.0: 20.4 12.8 11.6 46.6 70.4 78.6 94.7: 21.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 76 90 52 62 41 161 175:
Old : 254: 77 92 49 62 41 160 173:
Other: 29: 8 4 4 9 11 20 17:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 29.8 41.9 40.0 28.7 27.3 41.9 36.3
Old : 29.2 29.5 42.4 39.8 29.2 27.2 42.4 36.4
Other: 41.8 74.5 63.3 91.2 41.8 74.5 57.9 80.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, 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 : 28,580: 15,573 3,893 1,910 6,619 20,893 24,102 26,696: 4,478 1,884
Old : 26,168: 15,893 3,561 738 5,480 20,099 22,111 24,398: 4,057 1,770
Other: 2,412: 616 1,268 236 1,139 794 1,991 2,298: 421 114
: : :
: : Changes in Commitments from: June 27, 2006 :
: 230: 695 -718 -141 -466 1,100 88 241: 142 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 13.6 6.7 23.2 73.1 84.3 93.4: 15.7 6.6
Old : 100.0: 60.7 13.6 2.8 20.9 76.8 84.5 93.2: 15.5 6.8
Other: 100.0: 25.5 52.6 9.8 47.2 32.9 82.5 95.3: 17.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 63 17 16 14 20 88 43:
Old : 108: 64 17 10 14 20 84 41:
Other: 29: 6 13 7 4 6 15 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 : 22.1 57.3 34.3 73.4 22.1 56.1 34.3 70.3
Old : 20.7 60.1 34.1 75.5 20.7 58.8 34.1 73.5
Other: 68.3 55.2 79.1 76.1 66.7 48.6 72.5 68.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, 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 : 133,951: 41,783 17,409 4,194 76,161 105,733 122,138 127,336: 11,813 6,615
Old : 65,443: 29,747 19,221 163 26,029 41,249 55,939 60,633: 9,504 4,810
Other: 68,508: 14,526 678 1,541 50,132 64,484 66,199 66,703: 2,309 1,805
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,872: 2,607 -8,352 1,260 -2,559 9,563 1,308 2,471: 1,564 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 13.0 3.1 56.9 78.9 91.2 95.1: 8.8 4.9
Old : 100.0: 45.5 29.4 0.2 39.8 63.0 85.5 92.7: 14.5 7.3
Other: 100.0: 21.2 1.0 2.2 73.2 94.1 96.6 97.4: 3.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 73 31 20 51 40 137 85:
Old : 161: 64 36 2 38 32 102 70:
Other: 84: 25 6 10 36 34 65 48:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 34.1 36.5 50.6 18.3 23.3 26.7 37.3
Old : 16.5 36.5 28.8 52.1 16.5 33.6 28.4 47.9
Other: 38.9 43.3 57.4 64.9 28.0 37.0 41.0 50.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, 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 : 427,937: 90,999 38,281 28,379 247,477 321,409 366,855 388,069: 61,082 39,868
Old : 427,937: 90,999 38,281 28,379 247,477 321,409 366,855 388,069: 61,082 39,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -5,431: -1,725 2,153 1,004 -3,352 39 -4,073 3,196: -1,358 -8,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.9 6.6 57.8 75.1 85.7 90.7: 14.3 9.3
Old : 100.0: 21.3 8.9 6.6 57.8 75.1 85.7 90.7: 14.3 9.3
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 : 163: 48 37 39 63 48 138 98:
Old : 163: 48 37 39 63 48 138 98:
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 : 23.8 37.4 37.3 52.7 19.3 26.8 29.0 39.2
Old : 23.8 37.4 37.3 52.7 19.3 26.8 29.0 39.2
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, 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 : 115,862: 31,203 36,940 12,427 60,563 59,977 104,193 109,344: 11,669 6,518
Old : 82,646: 25,502 38,208 1,603 46,139 38,319 73,244 78,130: 9,402 4,516
Other: 33,216: 13,350 6,381 3,175 14,424 21,658 30,949 31,214: 2,267 2,002
: : :
: : Changes in Commitments from: June 27, 2006 :
: -1,901: -1,028 -5,723 2,227 -3,454 2,665 -2,255 -831: 354 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 31.9 10.7 52.3 51.8 89.9 94.4: 10.1 5.6
Old : 100.0: 30.9 46.2 1.9 55.8 46.4 88.6 94.5: 11.4 5.5
Other: 100.0: 40.2 19.2 9.6 43.4 65.2 93.2 94.0: 6.8 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 121 87 58 103 85 249 211:
Old : 321: 117 87 12 76 58 198 152:
Other: 190: 50 38 21 67 71 128 120:
:----------------------------------------------------------------------------------------------------
: 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 23.5 29.0 33.9 18.2 17.2 27.8 25.8
Old : 24.6 29.1 35.9 40.1 24.6 27.0 35.9 37.5
Other: 28.6 28.7 46.2 41.9 22.7 27.4 33.6 36.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, 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 : 18,821: 7,089 11,135 2,087 8,711 2,884 17,887 16,106: 934 2,715
Old : 18,821: 7,089 11,135 2,087 8,711 2,884 17,887 16,106: 934 2,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -1,963: -3,087 -2,199 49 1,606 23 -1,432 -2,127: -531 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 59.2 11.1 46.3 15.3 95.0 85.6: 5.0 14.4
Old : 100.0: 37.7 59.2 11.1 46.3 15.3 95.0 85.6: 5.0 14.4
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 : 51: 14 21 5 10 7 26 32:
Old : 51: 14 21 5 10 7 26 32:
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 : 63.7 47.2 81.1 66.6 58.4 43.9 71.7 57.9
Old : 63.7 47.2 81.1 66.6 58.4 43.9 71.7 57.9
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, 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 : 32,715: 16,260 0 0 11,307 28,527 27,567 28,527: 5,148 4,188
Old : 32,715: 16,260 0 0 11,307 28,527 27,567 28,527: 5,148 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,842: 519 0 0 790 1,006 1,309 1,006: 533 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 0.0 0.0 34.6 87.2 84.3 87.2: 15.7 12.8
Old : 100.0: 49.7 0.0 0.0 34.6 87.2 84.3 87.2: 15.7 12.8
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 : 24: 8 0 0 3 15 11 15:
Old : 24: 8 0 0 3 15 11 15:
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 : 74.7 62.0 83.0 76.5 74.7 62.0 83.0 76.5
Old : 74.7 62.0 83.0 76.5 74.7 62.0 83.0 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006