COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 209,953 COMMITMENTS 31,421 54,418 42,477 116,799 98,224 190,697 195,119 19,256 14,834 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 4,769) 452 3,394 3,143 144 -2,744 3,739 3,792 1,030 977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 25.9 20.2 55.6 46.8 90.8 92.9 9.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 66 113 72 80 54 193 204 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,267 COMMITMENTS 16,742 952 12,759 10,788 32,153 40,289 45,863 7,979 2,404 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 667) 909 -428 -158 -464 1,189 287 603 380 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 2.0 26.4 22.4 66.6 83.5 95.0 16.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 86 15 24 16 21 110 52 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,277 COMMITMENTS 40,929 16,707 12,096 78,501 108,570 131,526 137,373 13,752 7,904 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 4,426) 3,175 -8,578 1,973 -2,979 10,291 2,170 3,687 2,256 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 11.5 8.3 54.0 74.7 90.5 94.6 9.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 75 35 33 51 45 147 99 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 609,997 COMMITMENTS 102,392 12,246 142,859 287,694 405,347 532,945 560,452 77,052 49,545 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 903) -1,378 -608 6,053 -2,616 4,624 2,059 10,070 -1,156 -9,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 2.0 23.4 47.2 66.5 87.4 91.9 12.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 60 33 58 71 62 159 126 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 157,478 COMMITMENTS 28,307 37,387 45,709 70,239 67,030 144,255 150,127 13,222 7,351 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,810) 1,225 -6,091 5,240 -4,336 4,285 2,129 3,433 681 -623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 23.7 29.0 44.6 42.6 91.6 95.3 8.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 128 122 112 113 100 299 279 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,802 COMMITMENTS 7,387 11,217 2,535 8,739 2,893 18,662 16,646 1,140 3,156 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -1,798) -3,004 -2,239 126 1,621 21 -1,257 -2,092 -541 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 56.6 12.8 44.1 14.6 94.2 84.1 5.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 25 9 10 8 28 40 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 33,093 COMMITMENTS 16,260 374 0 11,546 28,527 27,806 28,901 5,288 4,192 CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,870) 519 29 0 808 1,006 1,327 1,035 543 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 1.1 0.0 34.9 86.2 84.0 87.3 16.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 1 0 5 15 13 16
Updated July 7, 2006