COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 238,765: 30,537 52,374 57,508 130,453 111,915 218,498 221,797: 20,267 16,968
Old : 228,287: 27,686 52,976 55,564 125,896 103,298 209,146 211,838: 19,141 16,449
Other: 10,478: 3,718 265 1,076 4,557 8,617 9,352 9,959: 1,126 519
: : :
: : Changes in Commitments from: September 12, 2006 :
: 5,589: -1,150 2,637 2,490 4,076 127 5,416 5,254: 174 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 21.9 24.1 54.6 46.9 91.5 92.9: 8.5 7.1
Old : 100.0: 12.1 23.2 24.3 55.1 45.2 91.6 92.8: 8.4 7.2
Other: 100.0: 35.5 2.5 10.3 43.5 82.2 89.3 95.0: 10.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 85 110 80 84 60 213 216:
Old : 296: 83 114 79 84 60 212 216:
Other: 45: 13 6 11 15 18 32 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 : 19.7 31.5 32.4 39.5 18.5 20.7 27.6 27.0
Old : 19.9 31.6 32.6 39.1 18.4 20.2 27.3 26.2
Other: 52.9 64.0 69.0 78.1 52.9 62.2 68.1 73.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 52,302: 9,343 1,881 14,925 22,855 31,952 47,123 48,758: 5,180 3,544
Old : 29,074: 9,364 3,366 5,476 10,314 17,592 25,154 26,434: 3,920 2,640
Other: 23,229: 2,469 1,005 6,959 12,541 14,360 21,968 22,324: 1,260 905
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,603: -2,121 587 -234 1,411 -1,959 -944 -1,605: -658 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 3.6 28.5 43.7 61.1 90.1 93.2: 9.9 6.8
Old : 100.0: 32.2 11.6 18.8 35.5 60.5 86.5 90.9: 13.5 9.1
Other: 100.0: 10.6 4.3 30.0 54.0 61.8 94.6 96.1: 5.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 47 37 29 25 22 92 68:
Old : 102: 43 27 21 23 20 77 57:
Other: 67: 24 19 22 17 16 50 48:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 45.9 45.3 64.4 10.4 30.2 17.0 34.1
Old : 21.0 50.9 33.8 63.5 14.2 39.8 25.2 47.5
Other: 52.9 52.9 68.0 72.0 21.9 33.4 28.1 36.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 156,761: 28,957 33,439 12,054 103,033 101,969 144,044 147,462: 12,716 9,299
Old : 146,071: 28,965 34,133 10,832 93,713 91,812 133,510 136,777: 12,561 9,294
Other: 10,690: 784 98 430 9,320 10,157 10,534 10,685: 156 5
: : :
: : Changes in Commitments from: September 12, 2006 :
: 8,651: -2,201 7,686 2,391 8,464 -1,981 8,654 8,097: -3 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.3 7.7 65.7 65.0 91.9 94.1: 8.1 5.9
Old : 100.0: 19.8 23.4 7.4 64.2 62.9 91.4 93.6: 8.6 6.4
Other: 100.0: 7.3 0.9 4.0 87.2 95.0 98.5 100.0: 1.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 56 56 40 50 37 125 118:
Old : 175: 53 60 38 50 36 123 116:
Other: 30: 6 5 5 10 11 18 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 33.7 43.0 48.2 20.1 17.3 27.7 27.6
Old : 25.5 31.6 42.5 46.3 19.5 18.4 28.9 29.5
Other: 69.8 86.6 86.4 96.6 48.1 71.8 64.7 73.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 645,026: 100,752 41,208 137,102 336,926 398,367 574,780 576,677: 70,246 68,348
Old : 645,026: 100,752 41,208 137,102 336,926 398,367 574,780 576,677: 70,246 68,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,384: -879 -8,131 15,075 -9,500 1,664 4,697 8,608: -3,312 -7,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 6.4 21.3 52.2 61.8 89.1 89.4: 10.9 10.6
Old : 100.0: 15.6 6.4 21.3 52.2 61.8 89.1 89.4: 10.9 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 : 185: 53 45 59 78 65 163 143:
Old : 185: 53 45 59 78 65 163 143:
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 : 16.1 30.4 28.5 43.7 14.2 20.5 21.9 28.5
Old : 16.1 30.4 28.5 43.7 14.2 20.5 21.9 28.5
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 19, 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 : 138,298: 26,295 32,381 36,581 64,491 61,323 127,367 130,285: 10,932 8,013
Old : 132,822: 27,431 33,016 32,366 62,289 59,736 122,086 125,118: 10,735 7,704
Other: 5,477: 1,145 1,647 1,933 2,202 1,587 5,281 5,168: 196 309
: : :
: : Changes in Commitments from: September 12, 2006 :
: 6,267: -775 3,917 3,013 3,648 -1,299 5,885 5,631: 381 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.4 26.5 46.6 44.3 92.1 94.2: 7.9 5.8
Old : 100.0: 20.7 24.9 24.4 46.9 45.0 91.9 94.2: 8.1 5.8
Other: 100.0: 20.9 30.1 35.3 40.2 29.0 96.4 94.4: 3.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 115 109 100 106 96 270 264:
Old : 361: 120 108 100 106 96 269 264:
Other: 35: 8 14 10 10 4 26 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 : 17.8 19.3 28.7 29.2 17.3 12.6 24.6 18.9
Old : 18.1 19.1 28.7 28.5 18.0 14.0 25.6 20.7
Other: 76.3 87.0 87.7 91.0 41.5 44.6 48.5 47.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 17,849: 7,000 7,153 3,345 4,872 5,059 15,217 15,557: 2,632 2,292
Old : 17,849: 7,000 7,153 3,345 4,872 5,059 15,217 15,557: 2,632 2,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -4,900: -5,212 -1,947 125 169 -2,541 -4,918 -4,362: 18 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 40.1 18.7 27.3 28.3 85.3 87.2: 14.7 12.8
Old : 100.0: 39.2 40.1 18.7 27.3 28.3 85.3 87.2: 14.7 12.8
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: 26 26 11 6 8 39 39:
Old : 65: 26 26 11 6 8 39 39:
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 : 53.1 46.7 62.8 64.7 40.2 42.2 47.7 52.3
Old : 53.1 46.7 62.8 64.7 40.2 42.2 47.7 52.3
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, September 19, 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 : 32,290: 25,966 1,107 1 1,112 28,456 27,080 29,564: 5,211 2,726
Old : 32,290: 25,966 1,107 1 1,112 28,456 27,080 29,564: 5,211 2,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -11,077: 1,670 -343 -377 -12,573 -10,177 -11,279 -10,897: 203 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 3.4 0.0 3.4 88.1 83.9 91.6: 16.1 8.4
Old : 100.0: 80.4 3.4 0.0 3.4 88.1 83.9 91.6: 16.1 8.4
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 : 21: 10 2 1 2 8 12 11:
Old : 21: 10 2 1 2 8 12 11:
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 : 69.5 77.5 79.9 89.0 69.5 77.5 79.9 89.0
Old : 69.5 77.5 79.9 89.0 69.5 77.5 79.9 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006