COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 22, 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 : 169,024: 35,372 39,896 18,175 99,293 98,476 152,840 156,547: 16,184 12,477
Old : 161,019: 32,676 40,065 17,322 95,667 91,560 145,665 148,947: 15,354 12,072
Other: 8,005: 3,054 189 495 3,626 6,916 7,175 7,600: 830 405
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,763: 784 578 1,251 608 1,227 2,643 3,056: 120 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 23.6 10.8 58.7 58.3 90.4 92.6: 9.6 7.4
Old : 100.0: 20.3 24.9 10.8 59.4 56.9 90.5 92.5: 9.5 7.5
Other: 100.0: 38.2 2.4 6.2 45.3 86.4 89.6 94.9: 10.4 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 71 80 56 58 44 159 163:
Old : 236: 71 78 55 57 43 156 161:
Other: 40: 13 3 3 12 17 28 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 : 26.2 35.9 40.8 45.9 26.2 31.1 38.8 39.6
Old : 26.6 36.2 41.3 45.3 26.6 31.1 39.2 39.4
Other: 54.6 72.1 72.5 85.7 54.6 72.1 72.5 82.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 22, 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 : 30,655: 14,131 2,436 1,617 10,784 24,612 26,532 28,665: 4,123 1,990
Old : 24,179: 12,184 2,625 411 7,990 19,335 20,585 22,371: 3,594 1,808
Other: 6,476: 2,914 778 239 2,794 5,277 5,947 6,294: 529 182
: : :
: : Changes in Commitments from: August 15, 2006 :
: 407: -409 -1,806 -522 1,085 2,870 154 542: 253 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 7.9 5.3 35.2 80.3 86.6 93.5: 13.4 6.5
Old : 100.0: 50.4 10.9 1.7 33.0 80.0 85.1 92.5: 14.9 7.5
Other: 100.0: 45.0 12.0 3.7 43.1 81.5 91.8 97.2: 8.2 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 51 15 18 18 21 82 44:
Old : 98: 50 17 8 17 21 72 41:
Other: 40: 17 8 9 9 8 29 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 : 20.7 64.3 33.0 77.4 20.1 57.3 31.1 70.0
Old : 21.5 67.0 35.4 77.6 21.1 66.9 35.0 76.7
Other: 49.5 85.9 70.6 92.9 46.8 83.2 67.8 88.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 22, 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 : 128,976: 44,853 15,915 3,050 72,278 104,907 120,181 123,872: 8,795 5,104
Old : 933: 88 0 0 668 897 756 897: 177 36
Other: 128,043: 44,837 15,987 2,978 71,610 104,010 119,425 122,975: 8,618 5,068
: : :
: : Changes in Commitments from: August 15, 2006 :
: -3,421: -1,980 1,662 -267 -360 -4,191 -2,607 -2,796: -814 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 12.3 2.4 56.0 81.3 93.2 96.0: 6.8 4.0
Old : 100.0: 9.4 0.0 0.0 71.6 96.1 81.0 96.1: 19.0 3.9
Other: 100.0: 35.0 12.5 2.3 55.9 81.2 93.3 96.0: 6.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 54 29 17 43 40 108 80:
Old : 9: 2 0 0 4 3 6 3:
Other: 146: 54 29 17 42 40 107 80:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 40.0 43.4 55.3 24.5 28.6 37.4 41.2
Old : 75.1 96.1 81.0 96.1 75.1 96.1 81.0 96.1
Other: 28.5 40.2 43.5 55.5 24.7 28.9 37.7 41.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 22, 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 : 476,171: 87,551 61,322 47,482 281,967 309,557 417,000 418,361: 59,171 57,810
Old : 476,171: 87,551 61,322 47,482 281,967 309,557 417,000 418,361: 59,171 57,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -3,364: -760 4,096 1,146 -4,892 -11,013 -4,506 -5,771: 1,142 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 12.9 10.0 59.2 65.0 87.6 87.9: 12.4 12.1
Old : 100.0: 18.4 12.9 10.0 59.2 65.0 87.6 87.9: 12.4 12.1
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 : 180: 47 55 48 69 47 148 120:
Old : 180: 47 55 48 69 47 148 120:
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 : 20.5 32.8 32.9 44.6 19.2 26.6 28.0 35.7
Old : 20.5 32.8 32.9 44.6 19.2 26.6 28.0 35.7
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, August 22, 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 : 101,960: 30,430 22,546 9,993 50,326 62,297 90,749 94,836: 11,211 7,124
Old : 4,741: 2,538 451 0 661 2,851 3,199 3,302: 1,542 1,439
Other: 97,219: 30,270 24,473 7,615 49,665 59,446 87,550 91,534: 9,669 5,685
: : :
: : Changes in Commitments from: August 15, 2006 :
: -5,869: 1,153 -1,817 193 -6,532 -4,196 -5,186 -5,820: -683 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.1 9.8 49.4 61.1 89.0 93.0: 11.0 7.0
Old : 100.0: 53.5 9.5 0.0 13.9 60.1 67.5 69.6: 32.5 30.4
Other: 100.0: 31.1 25.2 7.8 51.1 61.1 90.1 94.2: 9.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 109 63 40 84 93 215 180:
Old : 58: 10 5 0 11 34 21 39:
Other: 302: 109 66 38 81 93 211 178:
:----------------------------------------------------------------------------------------------------
: 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 25.5 33.8 37.9 21.9 19.3 32.1 29.2
Old : 58.4 55.2 64.8 62.3 58.3 55.2 64.6 62.3
Other: 23.0 26.2 34.4 38.3 23.0 19.9 33.6 30.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 22, 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 : 19,174: 7,304 10,549 2,221 8,699 3,258 18,224 16,028: 950 3,146
Old : 19,174: 7,304 10,549 2,221 8,699 3,258 18,224 16,028: 950 3,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 703: -67 494 55 798 316 786 865: -83 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 55.0 11.6 45.4 17.0 95.0 83.6: 5.0 16.4
Old : 100.0: 38.1 55.0 11.6 45.4 17.0 95.0 83.6: 5.0 16.4
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 : 59: 10 34 6 8 8 21 46:
Old : 59: 10 34 6 8 8 21 46:
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 : 66.1 40.0 86.2 54.6 60.4 31.4 74.1 43.2
Old : 66.1 40.0 86.2 54.6 60.4 31.4 74.1 43.2
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, August 22, 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 : 36,754: 30,907 751 0 6 31,968 30,913 32,719: 5,841 4,035
Old : 36,754: 30,907 751 0 6 31,968 30,913 32,719: 5,841 4,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 384: -8 87 0 0 -29 -8 58: 392 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 2.0 0.0 0.0 87.0 84.1 89.0: 15.9 11.0
Old : 100.0: 84.1 2.0 0.0 0.0 87.0 84.1 89.0: 15.9 11.0
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 : 21: 8 1 0 1 12 9 13:
Old : 21: 8 1 0 1 12 9 13:
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 : 75.1 62.5 84.1 79.9 75.1 62.5 84.1 79.9
Old : 75.1 62.5 84.1 79.9 75.1 62.5 84.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006