COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 181,639 COMMITMENTS 36,668 55,472 20,280 107,528 90,376 164,476 166,128 17,163 15,511 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 5,766) -344 2,707 2,168 3,519 506 5,343 5,381 423 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 30.5 11.2 59.2 49.8 90.6 91.5 9.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 71 98 54 67 48 166 189 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,924 COMMITMENTS 13,390 2,385 2,226 10,787 22,984 26,403 27,595 3,521 2,329 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 256) -1,169 288 284 1,236 -399 351 173 -95 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 8.0 7.4 36.0 76.8 88.2 92.2 11.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 47 16 19 20 16 76 42 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,140 COMMITMENTS 30,522 33,105 4,330 99,811 100,123 134,663 137,558 11,477 8,582 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 7,551) -2,440 7,358 2,013 7,934 -2,423 7,507 6,948 44 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 22.7 3.0 68.3 68.5 92.1 94.1 7.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 55 48 25 48 34 114 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 500,233 COMMITMENTS 96,650 56,701 45,684 298,486 339,866 440,820 442,251 59,413 57,982 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -10,128) -593 -7,707 5,119 -10,117 877 -5,591 -1,711 -4,537 -8,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 11.3 9.1 59.7 67.9 88.1 88.4 11.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 45 49 44 71 52 144 123 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,299 COMMITMENTS 30,477 34,258 11,016 56,176 54,769 97,669 100,043 9,630 7,256 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 3,200) -426 4,297 597 2,776 -2,283 2,947 2,611 253 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 31.9 10.3 52.4 51.0 91.0 93.2 9.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 104 90 52 96 86 229 209 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,288 COMMITMENTS 6,876 7,225 3,020 4,834 5,059 14,730 15,304 2,558 1,984 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -4,879) -5,041 -1,790 -18 171 -2,541 -4,888 -4,349 9 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 41.8 17.5 28.0 29.3 85.2 88.5 14.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 26 21 8 5 8 35 34 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 31,933 COMMITMENTS 25,610 762 1 1,112 28,456 26,723 29,219 5,210 2,714 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -11,065) 1,314 -698 -8 -12,573 -10,177 -11,267 -10,883 202 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.2 2.4 0.0 3.5 89.1 83.7 91.5 16.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 1 1 1 8 11 10
Updated September 22, 2006