COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 220,348 COMMITMENTS 30,356 48,001 49,670 119,680 107,856 199,707 205,527 20,641 14,821 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,088) -1,614 -6,595 3,476 2,713 7,437 4,575 4,318 -487 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 21.8 22.5 54.3 48.9 90.6 93.3 9.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 77 94 75 83 57 206 190 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,151 COMMITMENTS 11,223 1,670 14,056 13,514 29,265 38,793 44,991 8,358 2,160 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 3,006) 434 -764 1,153 118 2,928 1,705 3,317 1,301 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 3.5 29.8 28.7 62.1 82.3 95.4 17.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 71 17 25 20 20 101 54 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 159,118 COMMITMENTS 43,092 10,037 19,208 83,700 123,739 146,000 152,984 13,118 6,135 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -13,130) -11,300 84 -1,836 1,861 -9,248 -11,275 -11,001 -1,855 -2,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 6.3 12.1 52.6 77.8 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 66 25 48 50 50 141 110 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 630,918 COMMITMENTS 101,341 17,526 149,196 305,354 407,249 555,891 573,970 75,027 56,948 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,774) -4,459 -2,841 7,774 2,121 -3,135 5,435 1,797 -661 2,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.8 23.6 48.4 64.5 88.1 91.0 11.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 57 37 61 70 63 161 131 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 155,756 COMMITMENTS 28,156 40,379 42,536 71,775 63,654 142,468 146,569 13,288 9,187 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,320) -318 4,130 1,084 3,746 -1,392 4,512 3,822 -192 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 25.9 27.3 46.1 40.9 91.5 94.1 8.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 137 116 107 110 102 295 286 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,788 COMMITMENTS 8,290 7,947 3,085 4,748 3,897 16,123 14,930 1,665 2,858 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -382) -809 11 -240 939 221 -111 -9 -270 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 44.7 17.3 26.7 21.9 90.6 83.9 9.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 20 26 15 7 9 37 41 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 34,873 COMMITMENTS 13,959 875 0 15,512 30,845 29,471 31,720 5,401 3,152 CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -284) -731 61 0 1,817 797 1,086 858 -1,370 -1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 2.5 0.0 44.5 88.5 84.5 91.0 15.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 2 0 5 14 13 16
Updated July 28, 2006