COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 228,129: 32,503 35,583 54,318 120,881 123,755 207,703 213,656: 20,426 14,472
Old : 220,285: 29,825 35,814 53,457 117,418 116,978 200,700 206,249: 19,584 14,035
Other: 7,844: 3,001 91 539 3,463 6,777 7,002 7,407: 842 437
: : :
: : Changes in Commitments from: August 8, 2006 :
: 51: 440 259 756 640 -2,337 1,836 -1,322: -1,785 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.6 23.8 53.0 54.2 91.0 93.7: 9.0 6.3
Old : 100.0: 13.5 16.3 24.3 53.3 53.1 91.1 93.6: 8.9 6.4
Other: 100.0: 38.3 1.2 6.9 44.1 86.4 89.3 94.4: 10.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 91 81 80 80 58 210 189:
Old : 268: 88 81 79 80 58 208 188:
Other: 42: 12 4 6 12 18 29 24:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 34.9 33.3 43.4 19.9 26.3 29.3 32.7
Old : 20.6 35.2 33.2 43.0 20.0 25.7 29.3 32.3
Other: 52.8 72.1 71.1 85.0 52.8 72.1 71.1 82.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 53,705: 12,573 2,146 16,168 17,975 32,373 46,715 50,688: 6,990 3,017
Old : 39,956: 12,252 4,408 9,344 12,227 23,702 33,823 37,454: 6,133 2,502
Other: 13,749: 2,917 335 4,227 5,748 8,671 12,892 13,233: 857 516
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,453: 178 -42 455 1,337 1,053 1,969 1,466: -517 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.0 30.1 33.5 60.3 87.0 94.4: 13.0 5.6
Old : 100.0: 30.7 11.0 23.4 30.6 59.3 84.7 93.7: 15.3 6.3
Other: 100.0: 21.2 2.4 30.7 41.8 63.1 93.8 96.2: 6.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 70 26 27 21 21 105 60:
Old : 121: 58 34 24 19 21 98 58:
Other: 41: 23 4 18 9 11 33 32:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 46.2 38.6 64.3 9.0 30.7 15.1 38.2
Old : 21.7 46.8 33.0 62.6 12.2 37.1 20.4 45.6
Other: 46.7 63.4 69.5 81.6 22.1 46.8 34.0 47.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 141,506: 45,787 14,345 10,101 74,573 110,537 130,461 134,982: 11,045 6,523
Old : 6,957: 1,154 112 1 3,485 6,204 4,640 6,317: 2,317 640
Other: 134,549: 45,158 14,758 9,575 71,088 104,333 125,821 128,665: 8,728 5,883
: : :
: : Changes in Commitments from: August 8, 2006 :
: -8,594: 2,624 -345 -1,257 -7,875 -6,286 -6,508 -7,888: -2,086 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.1 7.1 52.7 78.1 92.2 95.4: 7.8 4.6
Old : 100.0: 16.6 1.6 0.0 50.1 89.2 66.7 90.8: 33.3 9.2
Other: 100.0: 33.6 11.0 7.1 52.8 77.5 93.5 95.6: 6.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 52 34 37 46 42 122 97:
Old : 49: 11 4 1 21 16 33 20:
Other: 152: 50 40 35 43 40 116 95:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 37.6 41.6 52.5 23.6 26.0 34.5 37.0
Old : 29.4 63.6 42.9 83.5 29.4 63.0 42.5 83.0
Other: 27.2 37.4 43.8 53.0 24.8 25.4 35.9 37.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 664,127: 97,959 36,123 155,516 341,345 404,695 594,820 596,333: 69,307 67,794
Old : 664,127: 97,959 36,123 155,516 341,345 404,695 594,820 596,333: 69,307 67,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 21,825: 2,898 4,533 3,845 12,037 9,447 18,780 17,825: 3,045 4,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.4 23.4 51.4 60.9 89.6 89.8: 10.4 10.2
Old : 100.0: 14.8 5.4 23.4 51.4 60.9 89.6 89.8: 10.4 10.2
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 : 194: 64 48 59 75 66 167 145:
Old : 194: 64 48 59 75 66 167 145:
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 : 15.4 29.2 26.4 41.0 13.3 20.5 20.5 27.9
Old : 15.4 29.2 26.4 41.0 13.3 20.5 20.5 27.9
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 15, 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 : 134,945: 26,910 22,616 32,369 62,626 71,888 121,905 126,872: 13,040 8,072
Old : 26,966: 8,167 7,502 1,372 12,219 15,672 21,758 24,546: 5,208 2,420
Other: 107,979: 21,040 17,411 28,700 50,407 56,216 100,147 102,326: 7,832 5,652
: : :
: : Changes in Commitments from: August 8, 2006 :
: -18,961: -3,116 -2,047 -15,048 -786 -2,168 -18,949 -19,263: -12 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 16.8 24.0 46.4 53.3 90.3 94.0: 9.7 6.0
Old : 100.0: 30.3 27.8 5.1 45.3 58.1 80.7 91.0: 19.3 9.0
Other: 100.0: 19.5 16.1 26.6 46.7 52.1 92.7 94.8: 7.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 110 82 98 102 99 263 240:
Old : 198: 64 30 4 60 53 127 85:
Other: 300: 87 88 82 94 95 227 221:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 18.6 27.8 28.4 16.5 13.3 24.7 21.6
Old : 19.5 38.4 32.6 60.5 16.5 38.4 28.7 57.6
Other: 18.2 20.9 29.4 31.9 17.8 16.9 26.5 23.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 19,553: 7,913 10,183 2,505 7,975 2,950 18,393 15,638: 1,160 3,915
Old : 19,553: 7,913 10,183 2,505 7,975 2,950 18,393 15,638: 1,160 3,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 141: -564 231 51 577 88 64 370: 77 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 52.1 12.8 40.8 15.1 94.1 80.0: 5.9 20.0
Old : 100.0: 40.5 52.1 12.8 40.8 15.1 94.1 80.0: 5.9 20.0
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 : 60: 11 34 12 7 9 25 49:
Old : 60: 11 34 12 7 9 25 49:
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 : 66.0 39.2 83.7 53.6 60.5 30.3 71.2 42.2
Old : 66.0 39.2 83.7 53.6 60.5 30.3 71.2 42.2
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 15, 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 : 36,897: 30,915 1,190 0 341 31,997 31,256 33,187: 5,641 3,710
Old : 36,897: 30,915 1,190 0 341 31,997 31,256 33,187: 5,641 3,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,332: 2,087 -105 0 25 2,009 2,112 1,904: 220 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 3.2 0.0 0.9 86.7 84.7 89.9: 15.3 10.1
Old : 100.0: 83.8 3.2 0.0 0.9 86.7 84.7 89.9: 15.3 10.1
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: 9 2 0 3 13 12 15:
Old : 24: 9 2 0 3 13 12 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 62.2 82.6 78.6 73.8 61.8 82.6 77.7
Old : 73.8 62.2 82.6 78.6 73.8 61.8 82.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006