COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, July 11, 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 : 161,577: 38,203 59,186 11,562 95,469 76,636 145,234 147,384: 16,343 14,193
Old : 158,446: 38,391 59,540 10,514 94,022 74,386 142,927 144,440: 15,519 14,006
Other: 3,131: 548 382 312 1,447 2,250 2,307 2,944: 824 187
: : :
: : Changes in Commitments from: July 3, 2006 :
: 875: -1,556 2,800 1,237 932 -3,826 613 211: 262 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 36.6 7.2 59.1 47.4 89.9 91.2: 10.1 8.8
Old : 100.0: 24.2 37.6 6.6 59.3 46.9 90.2 91.2: 9.8 8.8
Other: 100.0: 17.5 12.2 10.0 46.2 71.9 73.7 94.0: 26.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 79 100 51 64 41 167 181:
Old : 267: 81 102 48 64 41 166 179:
Other: 26: 7 3 3 9 11 17 16:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 28.7 42.1 38.7 28.6 26.2 42.1 34.9
Old : 29.2 28.3 42.6 38.4 29.2 26.0 42.6 35.0
Other: 42.4 75.9 62.7 90.9 42.4 75.9 57.2 82.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, July 11, 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 : 26,813: 13,960 3,065 2,252 6,801 19,994 23,013 25,311: 3,800 1,502
Old : 24,060: 13,981 2,287 1,201 5,541 19,220 20,723 22,708: 3,337 1,352
Other: 2,753: 825 1,624 205 1,260 774 2,290 2,603: 463 150
: : :
: : Changes in Commitments from: July 3, 2006 :
: -1,767: -1,613 -828 342 182 -899 -1,089 -1,385: -678 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 11.4 8.4 25.4 74.6 85.8 94.4: 14.2 5.6
Old : 100.0: 58.1 9.5 5.0 23.0 79.9 86.1 94.4: 13.9 5.6
Other: 100.0: 30.0 59.0 7.4 45.8 28.1 83.2 94.6: 16.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 53 13 17 15 18 78 40:
Old : 97: 55 13 12 14 18 75 37:
Other: 29: 5 14 7 5 6 15 22:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 57.2 37.7 72.3 23.4 57.0 36.1 71.8
Old : 22.2 61.0 36.3 75.5 21.9 61.0 35.0 75.5
Other: 63.1 54.3 78.2 74.1 61.3 49.7 73.6 67.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, July 11, 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 : 162,683: 62,029 13,315 8,251 79,464 133,521 149,744 155,087: 12,939 7,596
Old : 85,463: 51,783 18,948 138 23,143 60,737 75,064 79,823: 10,399 5,640
Other: 77,220: 17,272 1,393 1,087 56,321 72,784 74,680 75,264: 2,540 1,956
: : :
: : Changes in Commitments from: July 3, 2006 :
: 28,732: 20,246 -4,094 4,057 3,303 27,788 27,606 27,751: 1,126 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 8.2 5.1 48.8 82.1 92.0 95.3: 8.0 4.7
Old : 100.0: 60.6 22.2 0.2 27.1 71.1 87.8 93.4: 12.2 6.6
Other: 100.0: 22.4 1.8 1.4 72.9 94.3 96.7 97.5: 3.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 79 43 28 49 46 152 98:
Old : 178: 72 45 2 33 35 106 81:
Other: 100: 34 10 8 36 40 73 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 : 22.0 36.8 36.1 51.0 17.7 24.7 25.5 34.4
Old : 26.8 40.0 37.2 52.0 26.8 39.8 36.9 51.7
Other: 40.5 41.8 61.2 63.3 26.7 31.6 40.6 46.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, July 11, 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 : 455,705: 97,847 46,897 33,499 257,392 340,989 388,738 421,385: 66,967 34,320
Old : 455,705: 97,847 46,897 33,499 257,392 340,989 388,738 421,385: 66,967 34,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 27,768: 6,848 8,616 5,120 9,915 19,580 21,883 33,316: 5,885 -5,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.3 7.4 56.5 74.8 85.3 92.5: 14.7 7.5
Old : 100.0: 21.5 10.3 7.4 56.5 74.8 85.3 92.5: 14.7 7.5
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 : 175: 55 38 43 63 51 148 106:
Old : 175: 55 38 43 63 51 148 106:
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 : 22.9 36.6 37.2 52.4 18.7 26.6 29.0 38.7
Old : 22.9 36.6 37.2 52.4 18.7 26.6 29.0 38.7
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 11, 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 : 118,855: 31,808 36,327 13,755 61,209 60,758 106,772 110,840: 12,083 8,015
Old : 82,477: 24,857 39,152 1,616 46,146 35,720 72,619 76,488: 9,858 5,989
Other: 36,378: 15,474 5,698 3,616 15,063 25,038 34,153 34,352: 2,225 2,026
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,993: 605 -613 1,328 646 781 2,579 1,496: 414 1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 30.6 11.6 51.5 51.1 89.8 93.3: 10.2 6.7
Old : 100.0: 30.1 47.5 2.0 56.0 43.3 88.0 92.7: 12.0 7.3
Other: 100.0: 42.5 15.7 9.9 41.4 68.8 93.9 94.4: 6.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 127 92 62 103 85 259 218:
Old : 337: 126 93 10 78 59 209 157:
Other: 199: 51 41 18 69 74 131 124:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 21.5 30.0 32.7 18.7 15.9 27.6 24.7
Old : 24.9 27.1 36.3 39.2 24.9 25.3 36.3 36.7
Other: 30.7 29.0 47.9 42.8 23.0 26.2 34.4 36.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, July 11, 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 : 20,530: 7,920 12,524 2,096 9,408 2,922 19,424 17,542: 1,106 2,988
Old : 20,530: 7,920 12,524 2,096 9,408 2,922 19,424 17,542: 1,106 2,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,709: 831 1,389 9 697 38 1,537 1,436: 172 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 61.0 10.2 45.8 14.2 94.6 85.4: 5.4 14.6
Old : 100.0: 38.6 61.0 10.2 45.8 14.2 94.6 85.4: 5.4 14.6
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 : 55: 14 27 6 8 7 24 39:
Old : 55: 14 27 6 8 7 24 39:
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 43.6 82.1 62.6 59.9 40.0 72.8 54.8
Old : 63.7 43.6 82.1 62.6 59.9 40.0 72.8 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006