COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 163,582 COMMITMENTS 33,228 38,826 15,877 97,203 97,692 146,308 152,395 17,274 11,187 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -989) -1,851 -8,344 1,483 -944 7,439 -1,312 578 323 -1,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 23.7 9.7 59.4 59.7 89.4 93.2 10.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 76 76 55 62 46 170 155 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,872 COMMITMENTS 13,771 4,178 2,078 9,156 20,642 25,005 26,898 3,867 1,974 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 978) 632 749 -131 731 243 1,232 861 -254 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 14.5 7.2 31.7 71.5 86.6 93.2 13.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 53 16 17 15 18 78 42 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,330 COMMITMENTS 44,000 14,405 4,947 80,679 115,435 129,626 134,787 11,704 6,543 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,814) 1,987 987 -2,292 -1,740 -289 -2,045 -1,594 231 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 10.2 3.5 57.1 81.7 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 57 22 24 48 39 118 79 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 472,069 COMMITMENTS 88,709 51,235 48,956 278,997 319,044 416,662 419,235 55,407 52,834 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,944) -9,014 2,607 1,458 14,021 -5,976 6,465 -1,911 -3,521 4,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 10.9 10.4 59.1 67.6 88.3 88.8 11.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 52 43 45 65 49 144 114 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,927 COMMITMENTS 32,113 28,353 12,728 56,561 65,330 101,402 106,411 11,525 6,516 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -7,799) -568 -11,141 -1,263 -4,909 5,792 -6,740 -6,612 -1,059 -1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 25.1 11.3 50.1 57.9 89.8 94.2 10.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 121 78 78 97 95 262 220 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,272 COMMITMENTS 7,873 9,849 2,137 7,315 2,859 17,325 14,845 947 3,427 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,596) 1,065 2,366 -25 1,897 -221 2,937 2,120 -341 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 53.9 11.7 40.0 15.6 94.8 81.2 5.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 31 4 7 7 19 41 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 34,077 COMMITMENTS 28,828 809 0 6 29,988 28,834 30,797 5,243 3,280 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,150) 16,565 44 0 -15,254 1,106 1,311 1,150 -161 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.6 2.4 0.0 0.0 88.0 84.6 90.4 15.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 1 0 1 13 10 14
Updated August 11, 2006