COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,267 COMMITMENTS 36,922 56,880 11,962 95,690 78,923 144,574 147,765 16,693 13,502 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -310) -1,281 -2,306 400 221 2,287 -660 381 350 -691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 35.3 7.4 59.3 48.9 89.6 91.6 10.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 83 92 53 63 41 169 173 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,413 COMMITMENTS 11,848 3,547 2,364 8,214 18,694 22,426 24,605 3,987 1,808 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -400) -2,112 482 112 1,413 -1,300 -587 -706 187 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 13.4 9.0 31.1 70.8 84.9 93.2 15.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 45 19 20 15 16 72 45 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 159,405 COMMITMENTS 53,847 11,283 12,622 79,433 128,736 145,902 152,641 13,503 6,764 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -3,278) -8,182 -2,032 4,371 -31 -4,785 -3,842 -2,446 564 -832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 7.1 7.9 49.8 80.8 91.5 95.8 8.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 71 24 33 51 46 145 90 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 462,175 COMMITMENTS 98,625 45,237 39,352 262,315 335,371 400,292 419,960 61,883 42,215 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,470) 778 -1,660 5,853 4,923 -5,618 11,554 -1,425 -5,084 7,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 9.8 8.5 56.8 72.6 86.6 90.9 13.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 53 39 42 63 49 147 103 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,361 COMMITMENTS 33,282 37,253 14,740 60,220 60,317 108,242 112,310 12,119 8,051 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,506) 1,474 926 985 -989 -441 1,470 1,470 36 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 31.0 12.2 50.0 50.1 89.9 93.3 10.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 118 96 62 101 86 250 223 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,233 COMMITMENTS 8,847 7,854 2,895 3,761 3,667 15,503 14,416 1,730 2,817 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -3,297) 927 -4,670 799 -5,647 745 -3,921 -3,126 624 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 45.6 16.8 21.8 21.3 90.0 83.7 10.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 25 20 8 5 9 35 33 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 34,756 COMMITMENTS 14,690 417 0 13,442 30,048 28,132 30,465 6,624 4,291 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,041) -1,570 417 0 2,135 1,521 565 1,938 1,476 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 1.2 0.0 38.7 86.5 80.9 87.7 19.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 1 0 3 14 10 15
Updated July 21, 2006