COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 8, 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 : 163,582: 33,228 38,826 15,877 97,203 97,692 146,308 152,395: 17,274 11,187
Old : 157,457: 31,846 39,148 15,024 94,017 92,500 140,887 146,672: 16,570 10,785
Other: 6,125: 1,759 55 476 3,186 5,192 5,421 5,723: 704 402
: : :
: : Changes in Commitments from: August 1, 2006 :
: -989: -1,851 -8,344 1,483 -944 7,439 -1,312 578: 323 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 23.7 9.7 59.4 59.7 89.4 93.2: 10.6 6.8
Old : 100.0: 20.2 24.9 9.5 59.7 58.7 89.5 93.2: 10.5 6.8
Other: 100.0: 28.7 0.9 7.8 52.0 84.8 88.5 93.4: 11.5 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 76 76 55 62 46 170 155:
Old : 239: 76 77 53 61 45 167 153:
Other: 34: 9 2 3 11 17 22 20:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 36.5 40.9 46.5 27.3 32.8 40.5 41.5
Old : 27.5 36.0 41.3 46.3 27.5 32.5 40.9 41.7
Other: 53.9 73.2 74.9 86.3 53.8 73.0 73.1 80.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 8, 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 : 28,872: 13,771 4,178 2,078 9,156 20,642 25,005 26,898: 3,867 1,974
Old : 23,828: 12,963 3,759 858 6,606 17,396 20,427 22,013: 3,401 1,815
Other: 5,044: 1,868 1,479 160 2,550 3,246 4,578 4,885: 466 159
: : :
: : Changes in Commitments from: August 1, 2006 :
: 978: 632 749 -131 731 243 1,232 861: -254 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 14.5 7.2 31.7 71.5 86.6 93.2: 13.4 6.8
Old : 100.0: 54.4 15.8 3.6 27.7 73.0 85.7 92.4: 14.3 7.6
Other: 100.0: 37.0 29.3 3.2 50.6 64.4 90.8 96.8: 9.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 53 16 17 15 18 78 42:
Old : 97: 49 20 11 13 18 71 40:
Other: 34: 11 11 5 7 6 20 20:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 58.6 35.2 72.1 23.1 55.3 34.4 68.6
Old : 21.6 62.7 34.7 72.3 21.6 62.7 34.7 72.1
Other: 58.4 75.4 77.2 88.1 57.3 73.7 75.3 85.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 8, 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 : 141,330: 44,000 14,405 4,947 80,679 115,435 129,626 134,787: 11,704 6,543
Old : 29,253: 8,307 7,118 5 15,420 20,276 23,732 27,399: 5,521 1,854
Other: 112,077: 38,495 10,089 2,140 65,259 95,159 105,894 107,388: 6,183 4,689
: : :
: : Changes in Commitments from: August 1, 2006 :
: -1,814: 1,987 987 -2,292 -1,740 -289 -2,045 -1,594: 231 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 10.2 3.5 57.1 81.7 91.7 95.4: 8.3 4.6
Old : 100.0: 28.4 24.3 0.0 52.7 69.3 81.1 93.7: 18.9 6.3
Other: 100.0: 34.3 9.0 1.9 58.2 84.9 94.5 95.8: 5.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 57 22 24 48 39 118 79:
Old : 97: 30 16 1 34 21 65 37:
Other: 126: 49 19 15 39 36 96 65:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 40.7 39.9 55.3 22.3 27.1 32.6 38.6
Old : 24.3 54.3 36.3 67.5 19.6 50.7 30.5 62.4
Other: 32.8 40.7 50.2 58.7 28.1 27.7 39.4 40.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 8, 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 : 472,069: 88,709 51,235 48,956 278,997 319,044 416,662 419,235: 55,407 52,834
Old : 472,069: 88,709 51,235 48,956 278,997 319,044 416,662 419,235: 55,407 52,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,944: -9,014 2,607 1,458 14,021 -5,976 6,465 -1,911: -3,521 4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.9 10.4 59.1 67.6 88.3 88.8: 11.7 11.2
Old : 100.0: 18.8 10.9 10.4 59.1 67.6 88.3 88.8: 11.7 11.2
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 : 175: 52 43 45 65 49 144 114:
Old : 175: 52 43 45 65 49 144 114:
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 : 20.6 33.8 34.5 45.7 19.0 26.6 29.4 36.6
Old : 20.6 33.8 34.5 45.7 19.0 26.6 29.4 36.6
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, August 8, 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 : 112,927: 32,113 28,353 12,728 56,561 65,330 101,402 106,411: 11,525 6,516
Old : 52,000: 18,653 25,733 1,145 24,815 21,857 44,613 48,735: 7,387 3,265
Other: 60,927: 19,622 8,782 5,421 31,746 43,473 56,789 57,676: 4,138 3,251
: : :
: : Changes in Commitments from: August 1, 2006 :
: -7,799: -568 -11,141 -1,263 -4,909 5,792 -6,740 -6,612: -1,059 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 25.1 11.3 50.1 57.9 89.8 94.2: 10.2 5.8
Old : 100.0: 35.9 49.5 2.2 47.7 42.0 85.8 93.7: 14.2 6.3
Other: 100.0: 32.2 14.4 8.9 52.1 71.4 93.2 94.7: 6.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 121 78 78 97 95 262 220:
Old : 308: 114 71 11 72 59 193 134:
Other: 251: 74 55 32 80 83 173 153:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 21.2 30.4 32.4 19.7 16.9 28.8 26.8
Old : 21.6 26.0 33.3 42.2 21.6 24.6 33.3 40.2
Other: 21.0 30.4 35.0 43.8 19.9 25.8 31.1 35.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 8, 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 : 18,272: 7,873 9,849 2,137 7,315 2,859 17,325 14,845: 947 3,427
Old : 18,272: 7,873 9,849 2,137 7,315 2,859 17,325 14,845: 947 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,596: 1,065 2,366 -25 1,897 -221 2,937 2,120: -341 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 53.9 11.7 40.0 15.6 94.8 81.2: 5.2 18.8
Old : 100.0: 43.1 53.9 11.7 40.0 15.6 94.8 81.2: 5.2 18.8
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 : 54: 10 31 4 7 7 19 41:
Old : 54: 10 31 4 7 7 19 41:
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 : 72.4 41.9 85.3 57.4 64.3 32.8 72.4 44.9
Old : 72.4 41.9 85.3 57.4 64.3 32.8 72.4 44.9
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, August 8, 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 : 34,077: 28,828 809 0 6 29,988 28,834 30,797: 5,243 3,280
Old : 34,077: 28,828 809 0 6 29,988 28,834 30,797: 5,243 3,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,150: 16,565 44 0 -15,254 1,106 1,311 1,150: -161 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 2.4 0.0 0.0 88.0 84.6 90.4: 15.4 9.6
Old : 100.0: 84.6 2.4 0.0 0.0 88.0 84.6 90.4: 15.4 9.6
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 : 23: 9 1 0 1 13 10 14:
Old : 23: 9 1 0 1 13 10 14:
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 : 74.5 64.0 83.4 79.2 74.5 64.0 83.4 79.1
Old : 74.5 64.0 83.4 79.2 74.5 64.0 83.4 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006