COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 173,161 COMMITMENTS 36,360 47,177 17,577 102,537 94,943 156,474 159,697 16,687 13,464 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 2,978) 1,054 6,196 -316 1,874 -3,835 2,612 2,045 366 933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 27.2 10.2 59.2 54.8 90.4 92.2 9.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 75 90 52 59 46 159 175 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,239 COMMITMENTS 14,684 2,070 1,600 8,144 22,438 24,428 26,108 3,811 2,131 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,596) -317 -240 -734 -1,071 -1,615 -2,122 -2,589 -474 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 7.3 5.7 28.8 79.5 86.5 92.5 13.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 60 14 18 17 16 87 40 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 134,548 COMMITMENTS 33,580 24,845 2,351 87,894 99,935 123,825 127,131 10,723 7,417 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 5,745) 90 3,263 -135 5,736 1,804 5,691 4,932 54 813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 18.5 1.7 65.3 74.3 92.0 94.5 8.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 50 42 13 45 35 103 86 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 505,361 COMMITMENTS 95,058 73,453 45,727 300,001 325,262 440,786 444,442 64,575 60,919 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 11,303) 5,072 10,019 -3,496 5,627 5,459 7,203 11,982 4,100 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 14.5 9.0 59.4 64.4 87.2 87.9 12.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 47 62 45 67 50 147 127 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 101,785 COMMITMENTS 31,035 25,567 9,049 51,599 61,671 91,683 96,287 10,102 5,498 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,952) 707 1,109 -117 760 1,338 1,350 2,330 602 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 25.1 8.9 50.7 60.6 90.1 94.6 9.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 117 72 46 85 92 226 190 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,114 COMMITMENTS 8,207 11,635 2,314 8,575 3,237 19,096 17,186 1,018 2,928 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 429) -326 574 53 621 -30 348 597 81 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 57.8 11.5 42.6 16.1 94.9 85.4 5.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 35 7 8 8 21 46 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 38,687 COMMITMENTS 33,791 0 0 738 35,981 34,529 35,981 4,158 2,706 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -292) 1,130 0 0 10 338 1,140 338 -1,432 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.3 0.0 0.0 1.9 93.0 89.3 93.0 10.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 0 0 3 15 15 15 EURO FX/BRITISH POUND XRATE - NEW YORK BOARD OF TRADE Code-599661 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 14,971 COMMITMENTS 1,722 7,827 47 10,946 2,746 12,715 10,620 2,256 4,351 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 52.3 0.3 73.1 18.3 84.9 70.9 15.1 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 2 11 3 15 9
Updated September 8, 2006