COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 214,301 COMMITMENTS 31,753 57,136 45,265 117,231 96,300 194,250 198,701 20,051 15,600 CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 4,348) 332 2,719 2,788 432 -1,925 3,553 3,582 795 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 26.7 21.1 54.7 44.9 90.6 92.7 9.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 76 118 72 79 54 198 211 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,976 COMMITMENTS 13,206 1,261 12,989 11,772 28,580 37,967 42,830 7,010 2,146 CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -3,291) -3,536 309 230 984 -3,572 -2,322 -3,033 -969 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 2.8 28.9 26.2 63.5 84.4 95.2 15.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 73 17 24 21 21 104 53 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 174,984 COMMITMENTS 62,019 11,513 17,212 80,987 137,103 160,218 165,827 14,766 9,157 CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 29,706) 21,090 -5,194 5,116 2,485 28,532 28,692 28,454 1,015 1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 6.6 9.8 46.3 78.4 91.6 94.8 8.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 85 45 43 49 50 164 113 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 638,156 COMMITMENTS 109,230 18,611 148,066 297,768 425,830 555,064 592,507 83,092 45,649 CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 28,159) 6,838 6,365 5,207 10,074 20,483 22,119 32,055 6,040 -3,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 2.9 23.2 46.7 66.7 87.0 92.8 13.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 68 32 60 70 64 165 132 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 154,188 COMMITMENTS 28,308 35,628 42,802 69,556 66,992 140,666 145,421 13,523 8,767 CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -3,289) 0 -1,759 -2,908 -682 -39 -3,590 -4,705 300 1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 23.1 27.8 45.1 43.4 91.2 94.3 8.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 138 116 115 113 99 307 282 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,508 COMMITMENTS 8,322 12,658 2,470 9,435 2,930 20,227 18,058 1,281 3,450 CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,706) 934 1,440 -65 696 37 1,565 1,412 140 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 58.9 11.5 43.9 13.6 94.0 84.0 6.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 32 11 8 8 26 49
Updated July 14, 2006