COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 231,154: 31,581 43,940 54,816 124,556 117,487 210,953 216,244: 20,202 14,911
Old : 222,342: 28,615 44,329 53,815 120,614 109,737 203,044 207,881: 19,299 14,462
Other: 8,812: 3,434 80 533 3,942 7,750 7,909 8,363: 903 449
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,806: -956 6,071 1,207 1,750 -6,273 2,001 1,005: -195 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.0 23.7 53.9 50.8 91.3 93.5: 8.7 6.5
Old : 100.0: 12.9 19.9 24.2 54.2 49.4 91.3 93.5: 8.7 6.5
Other: 100.0: 39.0 0.9 6.1 44.7 87.9 89.8 94.9: 10.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 86 100 77 78 58 204 203:
Old : 281: 84 101 76 78 58 202 203:
Other: 40: 10 5 6 12 17 26 25:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 33.4 34.0 42.0 19.7 23.3 29.1 29.9
Old : 20.8 33.6 34.1 41.7 19.7 22.8 29.0 29.3
Other: 53.2 72.0 72.1 85.7 53.2 72.0 72.1 84.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 51,707: 12,064 968 14,176 19,014 33,187 45,253 48,330: 6,453 3,376
Old : 33,146: 11,567 2,529 6,770 9,473 21,126 27,811 30,426: 5,335 2,720
Other: 18,561: 2,644 585 5,259 9,540 12,061 17,443 17,905: 1,118 656
: : :
: : Changes in Commitments from: August 29, 2006 :
: -3,414: -829 -124 -595 -1,178 -2,655 -2,602 -3,373: -812 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 1.9 27.4 36.8 64.2 87.5 93.5: 12.5 6.5
Old : 100.0: 34.9 7.6 20.4 28.6 63.7 83.9 91.8: 16.1 8.2
Other: 100.0: 14.2 3.2 28.3 51.4 65.0 94.0 96.5: 6.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 73 22 33 22 22 108 66:
Old : 117: 59 28 25 20 20 95 57:
Other: 58: 25 14 22 14 13 46 42:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 46.8 41.9 65.1 9.3 31.3 15.6 36.7
Old : 21.5 48.6 32.8 64.7 12.3 38.7 21.3 47.8
Other: 51.0 60.3 68.5 79.3 20.4 36.6 28.4 38.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 143,552: 31,833 24,728 9,328 90,245 101,210 131,406 135,267: 12,145 8,285
Old : 134,177: 31,729 25,413 8,147 82,407 92,334 122,282 125,894: 11,895 8,283
Other: 9,375: 857 68 429 7,838 8,876 9,124 9,373: 251 2
: : :
: : Changes in Commitments from: August 29, 2006 :
: 4,504: 226 2,918 -1,062 5,244 1,771 4,408 3,628: 96 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 17.2 6.5 62.9 70.5 91.5 94.2: 8.5 5.8
Old : 100.0: 23.6 18.9 6.1 61.4 68.8 91.1 93.8: 8.9 6.2
Other: 100.0: 9.1 0.7 4.6 83.6 94.7 97.3 100.0: 2.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 51 48 32 47 37 115 104:
Old : 160: 49 50 30 47 37 113 103:
Other: 24: 5 2 4 10 9 17 13:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 35.0 41.4 50.4 19.8 19.7 28.5 29.8
Old : 24.9 32.9 40.6 48.4 18.7 20.9 28.0 31.2
Other: 65.3 86.5 83.3 98.0 49.8 76.7 66.4 77.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 708,389: 105,028 45,675 170,232 356,777 417,527 632,038 633,435: 76,352 74,955
Old : 708,389: 105,028 45,675 170,232 356,777 417,527 632,038 633,435: 76,352 74,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 15,165: 3,747 7,247 1,712 6,911 7,775 12,370 16,734: 2,795 -1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.4 24.0 50.4 58.9 89.2 89.4: 10.8 10.6
Old : 100.0: 14.8 6.4 24.0 50.4 58.9 89.2 89.4: 10.8 10.6
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 : 200: 66 52 61 76 67 171 152:
Old : 200: 66 52 61 76 67 171 152:
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 : 15.6 29.7 27.2 40.9 13.6 19.5 20.6 26.2
Old : 15.6 29.7 27.2 40.9 13.6 19.5 20.6 26.2
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, September 5, 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 : 133,046: 28,175 23,232 35,005 58,487 68,197 121,668 126,435: 11,379 6,612
Old : 129,819: 28,022 24,498 32,858 57,745 66,040 118,625 123,396: 11,193 6,422
Other: 3,228: 1,631 212 670 742 2,157 3,043 3,039: 185 189
: : :
: : Changes in Commitments from: August 29, 2006 :
: 3,043: 626 145 1,320 645 1,962 2,590 3,427: 453 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.5 26.3 44.0 51.3 91.4 95.0: 8.6 5.0
Old : 100.0: 21.6 18.9 25.3 44.5 50.9 91.4 95.1: 8.6 4.9
Other: 100.0: 50.5 6.6 20.7 23.0 66.8 94.3 94.1: 5.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 127 98 111 102 101 284 259:
Old : 360: 126 101 110 102 101 283 259:
Other: 34: 8 11 8 9 8 22 22:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 22.0 29.1 32.3 17.6 13.4 25.0 21.1
Old : 18.3 21.1 28.9 31.2 18.0 13.6 25.7 21.3
Other: 76.4 79.2 86.7 88.1 49.9 51.8 57.7 56.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 21,118: 8,744 11,790 2,598 8,650 3,239 19,992 17,627: 1,126 3,491
Old : 21,118: 8,744 11,790 2,598 8,650 3,239 19,992 17,627: 1,126 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 380: -323 600 -3 618 -34 292 563: 88 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 55.8 12.3 41.0 15.3 94.7 83.5: 5.3 16.5
Old : 100.0: 41.4 55.8 12.3 41.0 15.3 94.7 83.5: 5.3 16.5
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 : 64: 11 37 12 8 9 26 52:
Old : 64: 11 37 12 8 9 26 52:
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 : 65.2 37.8 83.9 54.6 59.8 32.6 73.8 45.9
Old : 65.2 37.8 83.9 54.6 59.8 32.6 73.8 45.9
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, September 5, 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 : 39,249: 33,791 550 0 1,088 35,981 34,879 36,531: 4,370 2,718
Old : 39,249: 33,791 550 0 1,088 35,981 34,879 36,531: 4,370 2,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -280: 1,130 0 0 10 338 1,140 338: -1,420 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 1.4 0.0 2.8 91.7 88.9 93.1: 11.1 6.9
Old : 100.0: 86.1 1.4 0.0 2.8 91.7 88.9 93.1: 11.1 6.9
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 : 28: 12 1 0 5 15 17 16:
Old : 28: 12 1 0 5 15 17 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 : 70.6 60.3 80.7 78.3 70.6 59.9 80.4 77.4
Old : 70.6 60.3 80.7 78.3 70.6 59.9 80.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - NEW YORK BOARD OF TRADE Code-599661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 14,986: 1,722 7,816 58 10,946 2,746 12,726 10,620: 2,260 4,366
Old : 14,986: 1,722 7,816 58 10,946 2,746 12,726 10,620: 2,260 4,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 52.2 0.4 73.0 18.3 84.9 70.9: 15.1 29.1
Old : 100.0: 11.5 52.2 0.4 73.0 18.3 84.9 70.9: 15.1 29.1
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 : 20: 2 6 2 11 3 15 9:
Old : 20: 2 6 2 11 3 15 9:
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 : 45.3 54.9 68.0 70.8 45.3 53.6 64.7 63.3
Old : 45.3 54.9 68.0 70.8 45.3 53.6 64.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006