COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 226,523: 32,136 43,812 51,643 120,796 116,485 204,575 211,940: 21,948 14,583
Old : 221,467: 31,603 44,126 50,591 118,173 112,519 200,367 207,236: 21,101 14,232
Other: 5,055: 1,143 296 442 2,623 3,966 4,208 4,704: 847 351
: : :
: : Changes in Commitments from: July 25, 2006 :
: 6,175: 1,780 -4,189 1,973 1,116 8,629 4,868 6,413: 1,307 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 19.3 22.8 53.3 51.4 90.3 93.6: 9.7 6.4
Old : 100.0: 14.3 19.9 22.8 53.4 50.8 90.5 93.6: 9.5 6.4
Other: 100.0: 22.6 5.9 8.7 51.9 78.5 83.2 93.1: 16.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 92 84 78 84 59 218 190:
Old : 278: 93 85 75 84 59 217 188:
Other: 33: 7 6 4 10 13 20 20:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 32.2 33.3 40.8 20.2 24.7 29.7 31.1
Old : 20.7 32.6 33.1 40.6 20.2 24.5 29.7 31.0
Other: 47.5 70.7 70.3 86.6 47.4 69.7 67.2 80.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 52,927: 12,244 1,694 16,179 15,468 32,143 43,891 50,016: 9,036 2,911
Old : 40,457: 11,430 4,056 9,921 10,820 23,892 32,171 37,869: 8,287 2,589
Other: 12,470: 3,516 340 3,556 4,648 8,251 11,720 12,148: 749 322
: : :
: : Changes in Commitments from: July 25, 2006 :
: 5,776: 1,021 24 2,123 1,955 2,879 5,098 5,026: 678 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.2 30.6 29.2 60.7 82.9 94.5: 17.1 5.5
Old : 100.0: 28.3 10.0 24.5 26.7 59.1 79.5 93.6: 20.5 6.4
Other: 100.0: 28.2 2.7 28.5 37.3 66.2 94.0 97.4: 6.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 72 20 27 21 24 102 63:
Old : 121: 57 33 25 19 24 97 61:
Other: 43: 24 4 16 9 12 34 31:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 46.4 37.6 63.2 9.0 32.1 14.8 40.7
Old : 20.2 46.0 32.1 62.0 12.0 37.5 19.5 46.5
Other: 43.6 65.3 68.0 81.6 23.5 51.0 35.8 51.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 156,689: 41,113 13,083 16,592 85,643 119,051 143,348 148,726: 13,342 7,963
Old : 52,963: 19,205 13,585 3,866 22,596 30,653 45,667 48,104: 7,296 4,859
Other: 103,726: 27,466 5,056 7,168 63,047 88,398 97,681 100,622: 6,045 3,104
: : :
: : Changes in Commitments from: July 25, 2006 :
: -2,429: -1,979 3,046 -2,616 1,943 -4,688 -2,652 -4,258: 223 1,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.3 10.6 54.7 76.0 91.5 94.9: 8.5 5.1
Old : 100.0: 36.3 25.7 7.3 42.7 57.9 86.2 90.8: 13.8 9.2
Other: 100.0: 26.5 4.9 6.9 60.8 85.2 94.2 97.0: 5.8 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 59 27 43 54 50 138 107:
Old : 136: 45 33 21 41 32 92 80:
Other: 128: 43 22 27 42 44 101 78:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 37.2 36.5 50.5 20.1 24.3 28.8 33.4
Old : 28.0 38.4 37.8 51.9 24.5 38.0 33.8 48.7
Other: 30.1 39.8 47.9 57.6 25.1 27.7 34.8 39.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 632,610: 102,443 28,208 147,021 311,617 398,844 561,081 574,073: 71,530 58,538
Old : 632,610: 102,443 28,208 147,021 311,617 398,844 561,081 574,073: 71,530 58,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,692: 1,102 10,682 -2,175 6,263 -8,405 5,189 102: -3,497 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.5 23.2 49.3 63.0 88.7 90.7: 11.3 9.3
Old : 100.0: 16.2 4.5 23.2 49.3 63.0 88.7 90.7: 11.3 9.3
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: 61 39 63 72 64 163 139:
Old : 183: 61 39 63 72 64 163 139:
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 : 18.2 29.6 28.9 41.3 13.8 21.0 21.2 29.0
Old : 18.2 29.6 28.9 41.3 13.8 21.0 21.2 29.0
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, August 1, 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 : 153,176: 28,798 37,759 41,796 68,560 65,061 139,154 144,616: 14,022 8,560
Old : 82,593: 17,389 39,215 13,694 42,481 24,175 73,564 77,085: 9,028 5,508
Other: 70,583: 18,105 5,240 21,406 26,079 40,886 65,590 67,531: 4,994 3,052
: : :
: : Changes in Commitments from: July 25, 2006 :
: -2,580: 642 -2,621 -740 -3,216 1,407 -3,314 -1,953: 734 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 24.7 27.3 44.8 42.5 90.8 94.4: 9.2 5.6
Old : 100.0: 21.1 47.5 16.6 51.4 29.3 89.1 93.3: 10.9 6.7
Other: 100.0: 25.7 7.4 30.3 36.9 57.9 92.9 95.7: 7.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 143 117 114 110 107 302 296:
Old : 368: 132 111 85 99 78 259 246:
Other: 256: 76 60 72 87 92 199 190:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 18.2 26.6 28.1 15.5 12.4 22.4 19.2
Old : 21.6 20.6 33.5 31.7 20.8 18.4 32.5 29.3
Other: 19.3 31.1 30.3 44.2 12.9 23.2 19.6 30.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 16,833: 7,111 7,315 2,775 5,496 3,084 15,381 13,175: 1,452 3,659
Old : 16,833: 7,111 7,315 2,775 5,496 3,084 15,381 13,175: 1,452 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -955: -1,179 -632 -311 748 -813 -742 -1,755: -214 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 43.5 16.5 32.6 18.3 91.4 78.3: 8.6 21.7
Old : 100.0: 42.2 43.5 16.5 32.6 18.3 91.4 78.3: 8.6 21.7
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 : 57: 15 27 13 8 8 29 43:
Old : 57: 15 27 13 8 8 29 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 : 70.8 47.7 79.1 58.5 60.0 40.6 65.8 47.1
Old : 70.8 47.7 79.1 58.5 60.0 40.6 65.8 47.1
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, August 1, 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 : 33,354: 12,263 1,189 0 15,530 28,882 27,793 30,071: 5,561 3,283
Old : 33,354: 12,263 1,189 0 15,530 28,882 27,793 30,071: 5,561 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,519: -1,696 314 0 18 -1,963 -1,678 -1,649: 159 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 3.6 0.0 46.6 86.6 83.3 90.2: 16.7 9.8
Old : 100.0: 36.8 3.6 0.0 46.6 86.6 83.3 90.2: 16.7 9.8
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 : 23: 7 2 0 4 13 11 15:
Old : 23: 7 2 0 4 13 11 15:
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 : 73.8 64.5 82.5 78.1 73.8 64.1 82.5 77.3
Old : 73.8 64.5 82.5 78.1 73.8 64.1 82.5 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006