COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 170,183 COMMITMENTS 35,306 40,981 17,893 100,663 98,778 153,862 157,652 16,321 12,531 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,159) -66 1,085 -282 1,370 302 1,022 1,105 137 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 24.1 10.5 59.1 58.0 90.4 92.6 9.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 71 83 57 60 45 161 169 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,835 COMMITMENTS 15,001 2,310 2,334 9,215 24,053 26,550 28,697 4,285 2,138 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 180) 870 -126 717 -1,569 -559 18 32 162 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 7.5 7.6 29.9 78.0 86.1 93.1 13.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 58 15 19 18 20 89 45 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,803 COMMITMENTS 33,490 21,582 2,486 82,158 98,131 118,134 122,199 10,669 6,604 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -173) -11,363 5,667 -564 9,880 -6,776 -2,047 -1,673 1,874 1,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 16.8 1.9 63.8 76.2 91.7 94.9 8.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 52 33 14 47 35 106 78 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 494,058 COMMITMENTS 89,986 63,434 49,223 294,374 319,803 433,583 432,460 60,475 61,598 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 17,887) 2,435 2,112 1,741 12,407 10,246 16,583 14,099 1,304 3,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 12.8 10.0 59.6 64.7 87.8 87.5 12.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 46 55 46 67 49 147 121 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 99,833 COMMITMENTS 30,328 24,458 9,166 50,839 60,333 90,333 93,957 9,500 5,876 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -2,127) -102 1,912 -827 513 -1,964 -416 -879 -1,711 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 24.5 9.2 50.9 60.4 90.5 94.1 9.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 107 72 49 84 94 216 195 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,685 COMMITMENTS 8,533 11,061 2,261 7,954 3,267 18,748 16,589 937 3,096 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 511) 1,229 512 40 -745 9 524 561 -13 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 56.2 11.5 40.4 16.6 95.2 84.3 4.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 12 33 6 8 8 23 45 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 38,979 COMMITMENTS 32,661 0 0 728 35,643 33,389 35,643 5,590 3,336 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,225) 1,754 -751 0 722 3,675 2,476 2,924 -251 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.8 0.0 0.0 1.9 91.4 85.7 91.4 14.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 0 0 2 15 13 15
Updated September 1, 2006