COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 160,702 COMMITMENTS 39,759 56,386 10,325 94,537 80,462 144,621 147,173 16,081 13,529 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,693) 1,132 3,617 865 -1,063 -3,689 934 793 759 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 35.1 6.4 58.8 50.1 90.0 91.6 10.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 76 90 52 62 41 161 175 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,580 COMMITMENTS 15,573 3,893 1,910 6,619 20,893 24,102 26,696 4,478 1,884 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 230) 695 -718 -141 -466 1,100 88 241 142 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 13.6 6.7 23.2 73.1 84.3 93.4 15.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 63 17 16 14 20 88 43 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,951 COMMITMENTS 41,783 17,409 4,194 76,161 105,733 122,138 127,336 11,813 6,615 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,872) 2,607 -8,352 1,260 -2,559 9,563 1,308 2,471 1,564 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 13.0 3.1 56.9 78.9 91.2 95.1 8.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 73 31 20 51 40 137 85 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 427,937 COMMITMENTS 90,999 38,281 28,379 247,477 321,409 366,855 388,069 61,082 39,868 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -5,431) -1,725 2,153 1,004 -3,352 39 -4,073 3,196 -1,358 -8,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 8.9 6.6 57.8 75.1 85.7 90.7 14.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 48 37 39 63 48 138 98 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,862 COMMITMENTS 31,203 36,940 12,427 60,563 59,977 104,193 109,344 11,669 6,518 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -1,901) -1,028 -5,723 2,227 -3,454 2,665 -2,255 -831 354 -1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 31.9 10.7 52.3 51.8 89.9 94.4 10.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 121 87 58 103 85 249 211 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,821 COMMITMENTS 7,089 11,135 2,087 8,711 2,884 17,887 16,106 934 2,715 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -1,963) -3,087 -2,199 49 1,606 23 -1,432 -2,127 -531 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 59.2 11.1 46.3 15.3 95.0 85.6 5.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 21 5 10 7 26 32 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 32,715 COMMITMENTS 16,260 0 0 11,307 28,527 27,567 28,527 5,148 4,188 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,842) 519 0 0 790 1,006 1,309 1,006 533 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.0 0.0 34.6 87.2 84.3 87.2 15.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 0 0 3 15 11 15
Updated July 7, 2006