COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 216,260 COMMITMENTS 31,971 54,596 46,194 116,967 100,419 195,132 201,209 21,128 15,051 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,959) 218 -2,540 929 -264 4,119 882 2,508 1,077 -549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 25.2 21.4 54.1 46.4 90.2 93.0 9.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 82 109 74 80 55 205 202 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,145 COMMITMENTS 10,789 2,434 12,903 13,395 26,337 37,088 41,674 7,057 2,471 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -832) -2,417 1,173 -85 1,623 -2,244 -879 -1,156 47 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 5.5 29.2 30.3 59.7 84.0 94.4 16.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 63 26 27 20 19 98 59 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 172,248 COMMITMENTS 54,391 9,953 21,044 81,839 132,987 157,275 163,985 14,974 8,264 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -2,735) -7,628 -1,559 3,832 853 -4,116 -2,943 -1,842 207 -893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 5.8 12.2 47.5 77.2 91.3 95.2 8.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 76 27 51 51 52 155 112 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 626,144 COMMITMENTS 105,801 20,367 141,422 303,233 410,384 550,456 572,173 75,688 53,971 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -12,012) -3,430 1,756 -6,644 5,466 -15,446 -4,608 -20,334 -7,404 8,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 3.3 22.6 48.4 65.5 87.9 91.4 12.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 59 39 58 71 64 165 129 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,436 COMMITMENTS 28,474 36,249 41,452 68,029 65,046 137,956 142,747 13,480 8,689 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -2,752) 167 621 -1,349 -1,527 -1,946 -2,710 -2,674 -43 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 23.9 27.4 44.9 43.0 91.1 94.3 8.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 134 115 109 112 100 298 281 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,170 COMMITMENTS 9,099 7,937 3,326 3,809 3,676 16,234 14,939 1,936 3,231 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -3,338) 777 -4,721 855 -5,626 747 -3,993 -3,119 655 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 43.7 18.3 21.0 20.2 89.3 82.2 10.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 24 26 14 6 10 38 43 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 35,157 COMMITMENTS 14,690 814 0 13,695 30,048 28,385 30,862 6,772 4,295 CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,063) -1,570 440 0 2,149 1,521 579 1,961 1,484 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 2.3 0.0 39.0 85.5 80.7 87.8 19.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 2 0 5 14 12 16
Updated July 21, 2006