COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, 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 : 161,696: 34,793 50,781 13,437 97,072 84,092 145,302 148,310: 16,394 13,386
Old : 157,321: 34,824 51,284 12,195 94,748 80,724 141,767 144,203: 15,554 13,118
Other: 4,375: 809 337 402 2,324 3,368 3,535 4,107: 840 268
: : :
: : Changes in Commitments from: July 18, 2006 :
: 429: -2,129 -6,099 1,475 1,382 5,169 728 545: -299 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 31.4 8.3 60.0 52.0 89.9 91.7: 10.1 8.3
Old : 100.0: 22.1 32.6 7.8 60.2 51.3 90.1 91.7: 9.9 8.3
Other: 100.0: 18.5 7.7 9.2 53.1 77.0 80.8 93.9: 19.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 71 81 52 63 44 162 162:
Old : 243: 72 81 49 62 44 160 160:
Other: 30: 7 3 3 10 14 19 18:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 31.2 41.4 41.1 27.8 28.0 41.4 36.7
Old : 28.2 31.0 41.9 41.0 28.2 27.8 41.9 36.9
Other: 43.5 67.2 64.7 87.0 43.4 67.0 61.8 79.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, 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 : 26,084: 11,669 3,039 2,321 8,228 19,066 22,218 24,426: 3,866 1,658
Old : 22,526: 11,640 2,701 988 6,454 17,313 19,082 21,002: 3,444 1,524
Other: 3,558: 1,111 1,420 251 1,774 1,753 3,136 3,424: 422 134
: : :
: : Changes in Commitments from: July 18, 2006 :
: -329: -179 -508 -43 14 372 -208 -179: -121 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 11.7 8.9 31.5 73.1 85.2 93.6: 14.8 6.4
Old : 100.0: 51.7 12.0 4.4 28.7 76.9 84.7 93.2: 15.3 6.8
Other: 100.0: 31.2 39.9 7.1 49.9 49.3 88.1 96.2: 11.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 48 14 19 13 16 72 41:
Old : 91: 48 16 13 12 16 68 38:
Other: 31: 7 13 5 6 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 : 24.5 56.8 37.4 73.0 23.9 55.2 36.8 71.0
Old : 23.0 59.9 37.0 74.7 23.0 59.9 36.9 74.7
Other: 59.1 68.1 79.7 82.2 56.8 65.3 77.0 78.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, 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 : 146,639: 43,349 10,454 10,947 80,889 120,374 135,185 141,775: 11,454 4,864
Old : 63,182: 31,738 18,117 132 24,229 41,749 56,099 59,998: 7,083 3,184
Other: 83,457: 20,780 1,506 1,646 56,660 78,625 79,086 81,777: 4,371 1,680
: : :
: : Changes in Commitments from: July 18, 2006 :
: -12,766: -10,498 -829 -1,675 1,456 -8,362 -10,717 -10,866: -2,049 -1,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.1 7.5 55.2 82.1 92.2 96.7: 7.8 3.3
Old : 100.0: 50.2 28.7 0.2 38.3 66.1 88.8 95.0: 11.2 5.0
Other: 100.0: 24.9 1.8 2.0 67.9 94.2 94.8 98.0: 5.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 62 21 31 50 45 133 90:
Old : 144: 51 35 2 34 29 86 65:
Other: 106: 41 8 14 37 39 82 58:
:----------------------------------------------------------------------------------------------------
: 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 38.4 38.0 51.7 20.4 26.9 29.3 37.4
Old : 31.1 40.0 43.2 54.2 31.1 40.0 41.9 54.2
Other: 36.0 43.2 55.6 64.1 27.4 33.3 38.7 49.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, 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 : 464,034: 95,546 40,319 45,659 261,164 331,733 402,369 417,711: 61,665 46,323
Old : 464,034: 95,546 40,319 45,659 261,164 331,733 402,369 417,711: 61,665 46,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,859: -3,079 -4,918 6,307 -1,151 -3,638 2,077 -2,249: -218 4,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.7 9.8 56.3 71.5 86.7 90.0: 13.3 10.0
Old : 100.0: 20.6 8.7 9.8 56.3 71.5 86.7 90.0: 13.3 10.0
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 : 168: 48 40 43 62 50 142 105:
Old : 168: 48 40 43 62 50 142 105:
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 : 20.9 34.7 35.3 48.7 19.3 27.2 29.7 38.9
Old : 20.9 34.7 35.3 48.7 19.3 27.2 29.7 38.9
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 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 : 123,006: 33,849 41,600 14,320 62,921 58,559 111,090 114,479: 11,916 8,527
Old : 78,820: 24,793 45,447 1,272 44,240 25,642 70,305 72,361: 8,515 6,459
Other: 44,186: 17,396 4,493 4,708 18,681 32,917 40,785 42,118: 3,401 2,068
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,645: 567 4,347 -420 2,701 -1,758 2,848 2,169: -203 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 33.8 11.6 51.2 47.6 90.3 93.1: 9.7 6.9
Old : 100.0: 31.5 57.7 1.6 56.1 32.5 89.2 91.8: 10.8 8.2
Other: 100.0: 39.4 10.2 10.7 42.3 74.5 92.3 95.3: 7.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 117 98 59 100 87 245 226:
Old : 329: 112 100 8 79 51 196 154:
Other: 205: 53 41 21 75 80 138 134:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 20.7 30.8 31.7 19.8 16.5 28.7 25.5
Old : 24.6 22.3 37.9 36.4 24.6 20.9 37.9 35.0
Other: 26.9 37.6 41.8 51.3 22.5 29.4 32.1 39.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, 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 : 16,878: 8,205 8,065 2,473 4,695 3,889 15,373 14,427: 1,505 2,451
Old : 16,878: 8,205 8,065 2,473 4,695 3,889 15,373 14,427: 1,505 2,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -355: -642 211 -422 934 222 -130 11: -225 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 47.8 14.7 27.8 23.0 91.1 85.5: 8.9 14.5
Old : 100.0: 48.6 47.8 14.7 27.8 23.0 91.1 85.5: 8.9 14.5
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 : 55: 21 20 8 5 8 32 31:
Old : 55: 21 20 8 5 8 32 31:
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 : 66.0 47.5 75.6 63.7 58.4 41.3 64.9 54.2
Old : 66.0 47.5 75.6 63.7 58.4 41.3 64.9 54.2
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 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 : 34,421: 13,959 426 0 15,226 30,845 29,185 31,271: 5,236 3,150
Old : 34,421: 13,959 426 0 15,226 30,845 29,185 31,271: 5,236 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -335: -731 9 0 1,784 797 1,053 806: -1,388 -1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 1.2 0.0 44.2 89.6 84.8 90.8: 15.2 9.2
Old : 100.0: 40.6 1.2 0.0 44.2 89.6 84.8 90.8: 15.2 9.2
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 1 0 3 14 11 15:
Old : 24: 8 1 0 3 14 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 : 75.3 63.9 83.3 78.7 75.3 63.9 83.3 78.7
Old : 75.3 63.9 83.3 78.7 75.3 63.9 83.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006