COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 216,260: 31,971 54,596 46,194 116,967 100,419 195,132 201,209: 21,128 15,051
Old : 212,642: 32,190 54,948 45,043 115,127 97,881 192,360 197,872: 20,282 14,770
Other: 3,618: 604 471 328 1,840 2,538 2,772 3,337: 846 281
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,959: 218 -2,540 929 -264 4,119 882 2,508: 1,077 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.2 21.4 54.1 46.4 90.2 93.0: 9.8 7.0
Old : 100.0: 15.1 25.8 21.2 54.1 46.0 90.5 93.1: 9.5 6.9
Other: 100.0: 16.7 13.0 9.1 50.9 70.2 76.6 92.2: 23.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 82 109 74 80 55 205 202:
Old : 286: 84 109 71 80 55 204 200:
Other: 28: 6 4 4 10 12 19 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 29.1 34.3 37.5 21.5 21.8 31.7 28.5
Old : 21.8 29.2 34.4 37.3 21.8 21.7 31.9 28.5
Other: 45.0 65.7 62.4 86.2 45.0 65.7 58.2 79.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 44,145: 10,789 2,434 12,903 13,395 26,337 37,088 41,674: 7,057 2,471
Old : 35,669: 10,631 3,947 8,182 10,451 21,375 29,264 33,505: 6,405 2,164
Other: 8,476: 2,122 450 2,758 2,944 4,961 7,824 8,169: 652 306
: : :
: : Changes in Commitments from: July 11, 2006 :
: -832: -2,417 1,173 -85 1,623 -2,244 -879 -1,156: 47 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.5 29.2 30.3 59.7 84.0 94.4: 16.0 5.6
Old : 100.0: 29.8 11.1 22.9 29.3 59.9 82.0 93.9: 18.0 6.1
Other: 100.0: 25.0 5.3 32.5 34.7 58.5 92.3 96.4: 7.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 63 26 27 20 19 98 59:
Old : 116: 59 31 25 19 19 95 58:
Other: 37: 17 6 17 8 10 29 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 46.3 34.4 63.8 12.4 37.4 19.9 46.8
Old : 18.2 45.1 29.0 62.3 12.9 39.3 22.1 48.2
Other: 47.1 65.6 68.3 80.4 24.9 47.3 36.4 50.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 172,248: 54,391 9,953 21,044 81,839 132,987 157,275 163,985: 14,974 8,264
Old : 84,047: 44,699 18,606 4,375 24,368 55,031 73,442 78,012: 10,605 6,036
Other: 88,201: 19,161 817 7,200 57,471 77,956 83,833 85,973: 4,369 2,228
: : :
: : Changes in Commitments from: July 11, 2006 :
: -2,735: -7,628 -1,559 3,832 853 -4,116 -2,943 -1,842: 207 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 5.8 12.2 47.5 77.2 91.3 95.2: 8.7 4.8
Old : 100.0: 53.2 22.1 5.2 29.0 65.5 87.4 92.8: 12.6 7.2
Other: 100.0: 21.7 0.9 8.2 65.2 88.4 95.0 97.5: 5.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 76 27 51 51 52 155 112:
Old : 165: 62 39 26 39 42 116 93:
Other: 118: 46 14 33 36 44 93 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 34.4 31.9 46.7 15.8 23.6 23.8 33.0
Old : 25.8 35.4 36.8 50.1 25.2 35.3 35.5 49.0
Other: 32.6 38.0 51.7 57.8 22.6 27.7 35.6 42.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 626,144: 105,801 20,367 141,422 303,233 410,384 550,456 572,173: 75,688 53,971
Old : 626,144: 105,801 20,367 141,422 303,233 410,384 550,456 572,173: 75,688 53,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -12,012: -3,430 1,756 -6,644 5,466 -15,446 -4,608 -20,334: -7,404 8,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.3 22.6 48.4 65.5 87.9 91.4: 12.1 8.6
Old : 100.0: 16.9 3.3 22.6 48.4 65.5 87.9 91.4: 12.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 59 39 58 71 64 165 129:
Old : 183: 59 39 58 71 64 165 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 29.8 29.2 43.2 13.4 19.7 21.3 29.2
Old : 18.6 29.8 29.2 43.2 13.4 19.7 21.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 151,436: 28,474 36,249 41,452 68,029 65,046 137,956 142,747: 13,480 8,689
Old : 94,949: 20,753 41,397 14,548 49,580 32,709 84,882 88,654: 10,067 6,294
Other: 56,487: 16,728 3,860 17,897 18,450 32,337 53,074 54,093: 3,413 2,395
: : :
: : Changes in Commitments from: July 11, 2006 :
: -2,752: 167 621 -1,349 -1,527 -1,946 -2,710 -2,674: -43 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 23.9 27.4 44.9 43.0 91.1 94.3: 8.9 5.7
Old : 100.0: 21.9 43.6 15.3 52.2 34.4 89.4 93.4: 10.6 6.6
Other: 100.0: 29.6 6.8 31.7 32.7 57.2 94.0 95.8: 6.0 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 134 115 109 112 100 298 281:
Old : 367: 129 116 80 100 77 264 238:
Other: 226: 66 48 67 78 81 174 168:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 17.2 24.9 26.9 15.4 12.3 22.8 19.3
Old : 21.1 20.7 32.1 31.3 21.1 18.8 31.5 29.2
Other: 22.1 25.4 35.6 39.7 15.3 19.0 21.8 28.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,170: 9,099 7,937 3,326 3,809 3,676 16,234 14,939: 1,936 3,231
Old : 18,170: 9,099 7,937 3,326 3,809 3,676 16,234 14,939: 1,936 3,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -3,338: 777 -4,721 855 -5,626 747 -3,993 -3,119: 655 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 43.7 18.3 21.0 20.2 89.3 82.2: 10.7 17.8
Old : 100.0: 50.1 43.7 18.3 21.0 20.2 89.3 82.2: 10.7 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 24 26 14 6 10 38 43:
Old : 65: 24 26 14 6 10 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 44.5 73.4 59.9 54.2 37.9 59.1 46.3
Old : 59.4 44.5 73.4 59.9 54.2 37.9 59.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 35,157: 14,690 814 0 13,695 30,048 28,385 30,862: 6,772 4,295
Old : 35,157: 14,690 814 0 13,695 30,048 28,385 30,862: 6,772 4,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,063: -1,570 440 0 2,149 1,521 579 1,961: 1,484 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 2.3 0.0 39.0 85.5 80.7 87.8: 19.3 12.2
Old : 100.0: 41.8 2.3 0.0 39.0 85.5 80.7 87.8: 19.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 2 0 5 14 12 16:
Old : 24: 7 2 0 5 14 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 61.7 79.8 75.9 72.2 61.4 79.8 75.2
Old : 72.2 61.7 79.8 75.9 72.2 61.4 79.8 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006