COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 175,873 COMMITMENTS 37,012 52,765 18,112 104,009 89,870 159,133 160,747 16,740 15,126 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,712) 652 5,588 535 1,472 -5,073 2,659 1,050 53 1,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 30.0 10.3 59.1 51.1 90.5 91.4 9.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 73 93 55 63 47 162 182 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,668 COMMITMENTS 14,559 2,097 1,942 9,551 23,383 26,052 27,422 3,616 2,246 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,429) -125 27 342 1,407 945 1,624 1,314 -195 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 7.1 6.5 32.2 78.8 87.8 92.4 12.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 56 16 20 19 16 85 43 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,589 COMMITMENTS 32,962 25,747 2,317 91,877 102,546 127,156 130,610 11,433 7,979 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 4,041) -618 902 -34 3,983 2,611 3,331 3,479 710 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 18.6 1.7 66.3 74.0 91.8 94.2 8.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 49 41 14 47 34 104 86 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 510,361 COMMITMENTS 97,243 64,408 40,565 308,603 338,989 446,411 443,962 63,950 66,399 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 5,000) 2,185 -9,045 -5,162 8,602 13,727 5,625 -480 -625 5,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 12.6 7.9 60.5 66.4 87.5 87.0 12.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 43 53 33 69 48 136 113 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 104,099 COMMITMENTS 30,903 29,961 10,419 53,400 57,052 94,722 97,432 9,377 6,667 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,314) -132 4,394 1,370 1,801 -4,619 3,039 1,145 -725 1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 28.8 10.0 51.3 54.8 91.0 93.6 9.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 106 82 49 93 86 224 201 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,167 COMMITMENTS 11,917 9,015 3,038 4,663 7,600 19,618 19,653 2,549 2,514 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,053) 3,710 -2,620 724 -3,912 4,363 522 2,467 1,531 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 40.7 13.7 21.0 34.3 88.5 88.7 11.5 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 24 25 16 5 10 42 41 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 09/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 42,998 COMMITMENTS 24,296 1,460 9 13,685 38,633 37,990 40,102 5,008 2,896 CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 4,311) -9,495 1,460 9 12,947 2,652 3,461 4,121 850 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 3.4 0.0 31.8 89.8 88.4 93.3 11.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 2 1 7 13 16 15
Updated September 15, 2006