COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,367 COMMITMENTS 36,492 54,297 21,544 107,929 91,758 165,965 167,599 16,402 14,768 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 728) -176 -1,175 1,264 401 1,382 1,489 1,471 -761 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 29.8 11.8 59.2 50.3 91.0 91.9 9.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 71 100 54 64 49 163 187 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,005 COMMITMENTS 12,986 2,077 2,521 10,279 21,823 25,786 26,421 3,219 2,584 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -919) -404 -308 295 -508 -1,161 -617 -1,174 -302 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 7.2 8.7 35.4 75.2 88.9 91.1 11.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 45 16 21 20 15 74 44 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,798 COMMITMENTS 30,065 25,580 2,818 97,365 103,595 130,248 131,993 10,550 8,805 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -5,342) -457 -7,525 -1,512 -2,446 3,472 -4,415 -5,565 -927 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 18.2 2.0 69.2 73.6 92.5 93.7 7.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 48 39 20 48 34 103 88 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 473,478 COMMITMENTS 91,428 56,474 41,414 289,562 324,474 422,404 422,362 51,074 51,116 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -26,755) -5,222 -227 -4,270 -8,924 -15,392 -18,416 -19,889 -8,339 -6,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 11.9 8.7 61.2 68.5 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 43 55 38 67 52 134 121 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 105,801 COMMITMENTS 29,371 32,009 10,857 55,387 56,075 95,615 98,941 10,186 6,860 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,498) -1,106 -2,249 -159 -789 1,306 -2,054 -1,102 556 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 30.3 10.3 52.4 53.0 90.4 93.5 9.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 98 87 53 94 89 223 207 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,545 COMMITMENTS 7,482 8,148 2,682 7,500 6,399 17,664 17,229 1,881 2,316 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,257) 606 923 -338 2,666 1,340 2,934 1,925 -677 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 41.7 13.7 38.4 32.7 90.4 88.2 9.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 23 24 6 6 8 33 35 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 31,712 COMMITMENTS 24,919 833 1 1,615 28,083 26,535 28,917 5,177 2,795 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -221) -691 71 0 503 -373 -188 -302 -33 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.6 2.6 0.0 5.1 88.6 83.7 91.2 16.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 1 1 3 8 12 10
Updated September 29, 2006