COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, July 18, 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 : 161,267: 36,922 56,880 11,962 95,690 78,923 144,574 147,765: 16,693 13,502
Old : 157,658: 37,133 57,233 10,819 93,850 76,385 141,802 144,437: 15,856 13,221
Other: 3,609: 612 470 320 1,840 2,538 2,772 3,328: 837 281
: : :
: : Changes in Commitments from: July 11, 2006 :
: -310: -1,281 -2,306 400 221 2,287 -660 381: 350 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 35.3 7.4 59.3 48.9 89.6 91.6: 10.4 8.4
Old : 100.0: 23.6 36.3 6.9 59.5 48.4 89.9 91.6: 10.1 8.4
Other: 100.0: 17.0 13.0 8.9 51.0 70.3 76.8 92.2: 23.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 83 92 53 63 41 169 173:
Old : 261: 86 92 50 63 41 168 171:
Other: 28: 7 3 3 10 12 19 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 : 28.2 29.8 41.8 39.6 28.2 27.0 41.8 35.7
Old : 28.8 29.5 42.4 39.4 28.8 26.9 42.4 35.9
Other: 45.1 65.8 62.6 86.4 45.1 65.8 58.4 79.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, July 18, 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 : 26,413: 11,848 3,547 2,364 8,214 18,694 22,426 24,605: 3,987 1,808
Old : 23,071: 11,904 3,079 1,005 6,616 17,350 19,525 21,434: 3,546 1,637
Other: 3,342: 1,086 1,610 217 1,598 1,344 2,901 3,171: 441 171
: : :
: : Changes in Commitments from: July 11, 2006 :
: -400: -2,112 482 112 1,413 -1,300 -587 -706: 187 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 13.4 9.0 31.1 70.8 84.9 93.2: 15.1 6.8
Old : 100.0: 51.6 13.3 4.4 28.7 75.2 84.6 92.9: 15.4 7.1
Other: 100.0: 32.5 48.2 6.5 47.8 40.2 86.8 94.9: 13.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 45 19 20 15 16 72 45:
Old : 92: 45 20 12 14 16 68 40:
Other: 32: 8 13 7 6 6 16 24:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 55.0 36.9 70.8 23.4 54.0 36.3 69.4
Old : 22.0 58.2 36.1 73.2 22.0 58.2 35.7 73.2
Other: 56.8 66.2 78.1 81.9 55.3 62.4 76.0 78.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, July 18, 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 : 159,405: 53,847 11,283 12,622 79,433 128,736 145,902 152,641: 13,503 6,764
Old : 77,261: 44,092 19,735 236 23,192 52,355 67,520 72,326: 9,741 4,935
Other: 82,144: 19,298 1,091 2,843 56,241 76,381 78,382 80,315: 3,762 1,829
: : :
: : Changes in Commitments from: July 11, 2006 :
: -3,278: -8,182 -2,032 4,371 -31 -4,785 -3,842 -2,446: 564 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.1 7.9 49.8 80.8 91.5 95.8: 8.5 4.2
Old : 100.0: 57.1 25.5 0.3 30.0 67.8 87.4 93.6: 12.6 6.4
Other: 100.0: 23.5 1.3 3.5 68.5 93.0 95.4 97.8: 4.6 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 71 24 33 51 46 145 90:
Old : 160: 60 36 4 34 35 97 73:
Other: 106: 41 8 17 36 40 81 62:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 36.4 34.4 49.2 17.0 25.7 25.9 35.8
Old : 27.7 38.1 38.6 52.2 27.7 38.1 38.5 51.9
Other: 35.0 40.4 55.4 61.5 24.3 30.5 39.1 46.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, July 18, 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 : 462,175: 98,625 45,237 39,352 262,315 335,371 400,292 419,960: 61,883 42,215
Old : 462,175: 98,625 45,237 39,352 262,315 335,371 400,292 419,960: 61,883 42,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,470: 778 -1,660 5,853 4,923 -5,618 11,554 -1,425: -5,084 7,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 9.8 8.5 56.8 72.6 86.6 90.9: 13.4 9.1
Old : 100.0: 21.3 9.8 8.5 56.8 72.6 86.6 90.9: 13.4 9.1
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 : 173: 53 39 42 63 49 147 103:
Old : 173: 53 39 42 63 49 147 103:
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 : 21.9 34.9 36.1 49.9 19.0 25.5 29.5 38.1
Old : 21.9 34.9 36.1 49.9 19.0 25.5 29.5 38.1
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 18, 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 : 120,361: 33,282 37,253 14,740 60,220 60,317 108,242 112,310: 12,119 8,051
Old : 80,036: 24,527 42,790 1,458 44,972 29,985 70,957 74,233: 9,079 5,803
Other: 40,325: 18,215 3,923 3,822 15,248 30,332 37,285 38,077: 3,040 2,248
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,506: 1,474 926 985 -989 -441 1,470 1,470: 36 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 31.0 12.2 50.0 50.1 89.9 93.3: 10.1 6.7
Old : 100.0: 30.6 53.5 1.8 56.2 37.5 88.7 92.7: 11.3 7.3
Other: 100.0: 45.2 9.7 9.5 37.8 75.2 92.5 94.4: 7.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 118 96 62 101 86 250 223:
Old : 332: 116 98 11 77 54 199 157:
Other: 197: 53 38 23 70 74 132 128:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.5 30.5 31.9 19.4 16.1 28.3 24.7
Old : 25.1 24.0 37.9 36.6 25.1 22.6 37.9 35.1
Other: 28.8 32.2 44.3 48.9 23.4 26.3 34.3 40.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, July 18, 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 : 17,233: 8,847 7,854 2,895 3,761 3,667 15,503 14,416: 1,730 2,817
Old : 17,233: 8,847 7,854 2,895 3,761 3,667 15,503 14,416: 1,730 2,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -3,297: 927 -4,670 799 -5,647 745 -3,921 -3,126: 624 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 45.6 16.8 21.8 21.3 90.0 83.7: 10.0 16.3
Old : 100.0: 51.3 45.6 16.8 21.8 21.3 90.0 83.7: 10.0 16.3
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 : 59: 25 20 8 5 9 35 33:
Old : 59: 25 20 8 5 9 35 33:
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 : 60.9 46.8 75.5 63.1 56.4 40.0 61.5 48.8
Old : 60.9 46.8 75.5 63.1 56.4 40.0 61.5 48.8
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 18, 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 : 34,756: 14,690 417 0 13,442 30,048 28,132 30,465: 6,624 4,291
Old : 34,756: 14,690 417 0 13,442 30,048 28,132 30,465: 6,624 4,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,041: -1,570 417 0 2,135 1,521 565 1,938: 1,476 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 1.2 0.0 38.7 86.5 80.9 87.7: 19.1 12.3
Old : 100.0: 42.3 1.2 0.0 38.7 86.5 80.9 87.7: 19.1 12.3
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 : 23: 7 1 0 3 14 10 15:
Old : 23: 7 1 0 3 14 10 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 : 73.0 62.4 80.8 76.8 73.0 62.4 80.8 76.8
Old : 73.0 62.4 80.8 76.8 73.0 62.4 80.8 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006