COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 3, 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 : 184,683: 32,826 58,406 22,242 110,604 86,951 165,672 167,599: 19,011 17,084
Old : 173,581: 30,351 58,837 19,814 105,386 78,350 155,551 157,001: 18,030 16,580
Other: 11,102: 4,540 1,634 363 5,218 8,601 10,121 10,598: 981 504
: : :
: : Changes in Commitments from: September 26, 2006 :
: 2,316: -3,666 4,109 698 2,675 -4,807 -293 0: 2,609 2,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 31.6 12.0 59.9 47.1 89.7 90.7: 10.3 9.3
Old : 100.0: 17.5 33.9 11.4 60.7 45.1 89.6 90.4: 10.4 9.6
Other: 100.0: 40.9 14.7 3.3 47.0 77.5 91.2 95.5: 8.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 68 108 53 69 52 167 194:
Old : 266: 66 111 52 69 50 166 191:
Other: 54: 10 16 5 13 19 26 39:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 31.5 37.9 39.7 23.6 26.0 35.4 33.4
Old : 24.1 31.5 38.1 39.3 23.7 25.8 35.5 32.7
Other: 57.2 64.3 76.7 74.7 57.2 64.3 76.7 74.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 3, 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 : 30,584: 13,487 1,709 2,035 10,720 23,309 26,242 27,053: 4,342 3,531
Old : 17,401: 7,899 1,994 53 6,514 12,586 14,466 14,633: 2,935 2,768
Other: 13,183: 6,769 896 801 4,206 10,723 11,776 12,420: 1,407 763
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,579: 501 -368 -486 441 1,486 456 632: 1,123 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 5.6 6.7 35.1 76.2 85.8 88.5: 14.2 11.5
Old : 100.0: 45.4 11.5 0.3 37.4 72.3 83.1 84.1: 16.9 15.9
Other: 100.0: 51.3 6.8 6.1 31.9 81.3 89.3 94.2: 10.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 45 13 21 22 19 73 48:
Old : 80: 34 15 1 17 15 51 31:
Other: 58: 28 6 13 13 13 44 29:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 56.0 34.7 69.7 21.6 54.7 33.6 65.5
Old : 24.1 60.3 43.7 71.5 24.1 60.3 43.7 71.5
Other: 36.0 57.2 52.8 79.4 36.0 57.2 52.3 79.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 3, 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 : 146,930: 31,504 30,520 3,352 98,460 101,772 133,316 135,644: 13,614 11,286
Old : 134,084: 30,879 29,834 3,186 86,569 89,792 120,634 122,812: 13,450 11,272
Other: 12,846: 777 838 14 11,891 11,980 12,682 12,832: 164 14
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,132: 1,439 4,940 534 1,095 -1,823 3,068 3,651: 3,064 2,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.8 2.3 67.0 69.3 90.7 92.3: 9.3 7.7
Old : 100.0: 23.0 22.3 2.4 64.6 67.0 90.0 91.6: 10.0 8.4
Other: 100.0: 6.0 6.5 0.1 92.6 93.3 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 50 45 22 50 36 109 99:
Old : 159: 53 44 22 50 35 109 97:
Other: 30: 6 5 2 11 11 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 : 28.1 36.5 44.2 50.2 20.3 19.6 28.1 29.0
Old : 26.8 35.0 43.0 48.3 19.7 21.4 28.5 31.0
Other: 72.0 85.5 87.8 97.1 48.6 66.0 63.3 71.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 3, 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 : 432,984: 90,108 61,469 38,452 252,811 277,201 381,371 377,122: 51,613 55,862
Old : 432,984: 90,108 61,469 38,452 252,811 277,201 381,371 377,122: 51,613 55,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -40,494: -1,320 4,995 -2,962 -36,751 -47,273 -41,033 -45,240: 539 4,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.2 8.9 58.4 64.0 88.1 87.1: 11.9 12.9
Old : 100.0: 20.8 14.2 8.9 58.4 64.0 88.1 87.1: 11.9 12.9
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 : 182: 41 60 41 63 54 133 130:
Old : 182: 41 60 41 63 54 133 130:
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 : 21.6 30.6 36.1 43.2 21.5 23.4 31.9 33.9
Old : 21.6 30.6 36.1 43.2 21.5 23.4 31.9 33.9
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, October 3, 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 : 110,868: 30,475 32,380 10,729 58,483 58,410 99,687 101,519: 11,181 9,349
Old : 104,184: 30,822 33,027 6,864 55,542 55,320 93,228 95,211: 10,956 8,973
Other: 6,684: 1,555 1,255 1,963 2,941 3,090 6,459 6,308: 225 376
: : :
: : Changes in Commitments from: September 26, 2006 :
: 5,067: 1,104 371 -128 3,096 2,335 4,072 2,578: 995 2,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 29.2 9.7 52.8 52.7 89.9 91.6: 10.1 8.4
Old : 100.0: 29.6 31.7 6.6 53.3 53.1 89.5 91.4: 10.5 8.6
Other: 100.0: 23.3 18.8 29.4 44.0 46.2 96.6 94.4: 3.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 102 85 48 95 91 227 206:
Old : 324: 108 83 45 95 90 225 203:
Other: 31: 5 9 5 9 8 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 : 22.3 24.3 34.5 35.6 22.0 18.0 31.2 26.7
Old : 23.8 25.4 35.3 35.7 23.5 21.4 34.1 30.9
Other: 81.9 83.9 90.9 90.5 59.7 57.7 65.2 61.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 3, 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 : 24,522: 13,482 8,270 3,102 5,596 10,808 22,180 22,180: 2,342 2,342
Old : 24,522: 13,482 8,270 3,102 5,596 10,808 22,180 22,180: 2,342 2,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,977: 6,000 122 420 -1,904 4,409 4,516 4,951: 461 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 33.7 12.6 22.8 44.1 90.4 90.4: 9.6 9.6
Old : 100.0: 55.0 33.7 12.6 22.8 44.1 90.4 90.4: 9.6 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 : 66: 26 25 4 6 9 35 36:
Old : 66: 26 25 4 6 9 35 36:
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 : 56.5 54.8 72.8 69.8 53.6 51.6 62.3 62.1
Old : 56.5 54.8 72.8 69.8 53.6 51.6 62.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2006