COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 226,523 COMMITMENTS 32,136 43,812 51,643 120,796 116,485 204,575 211,940 21,948 14,583 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 6,175) 1,780 -4,189 1,973 1,116 8,629 4,868 6,413 1,307 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 19.3 22.8 53.3 51.4 90.3 93.6 9.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 92 84 78 84 59 218 190 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 52,927 COMMITMENTS 12,244 1,694 16,179 15,468 32,143 43,891 50,016 9,036 2,911 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 5,776) 1,021 24 2,123 1,955 2,879 5,098 5,026 678 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 3.2 30.6 29.2 60.7 82.9 94.5 17.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 72 20 27 21 24 102 63 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 156,689 COMMITMENTS 41,113 13,083 16,592 85,643 119,051 143,348 148,726 13,342 7,963 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -2,429) -1,979 3,046 -2,616 1,943 -4,688 -2,652 -4,258 223 1,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 8.3 10.6 54.7 76.0 91.5 94.9 8.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 59 27 43 54 50 138 107 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 632,610 COMMITMENTS 102,443 28,208 147,021 311,617 398,844 561,081 574,073 71,530 58,538 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,692) 1,102 10,682 -2,175 6,263 -8,405 5,189 102 -3,497 1,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 4.5 23.2 49.3 63.0 88.7 90.7 11.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 61 39 63 72 64 163 139 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 153,176 COMMITMENTS 28,798 37,759 41,796 68,560 65,061 139,154 144,616 14,022 8,560 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -2,580) 642 -2,621 -740 -3,216 1,407 -3,314 -1,953 734 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 24.7 27.3 44.8 42.5 90.8 94.4 9.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 143 117 114 110 107 302 296 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 16,833 COMMITMENTS 7,111 7,315 2,775 5,496 3,084 15,381 13,175 1,452 3,659 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -955) -1,179 -632 -311 748 -813 -742 -1,755 -214 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 43.5 16.5 32.6 18.3 91.4 78.3 8.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 27 13 8 8 29 43 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 33,354 COMMITMENTS 12,263 1,189 0 15,530 28,882 27,793 30,071 5,561 3,283 CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,519) -1,696 314 0 18 -1,963 -1,678 -1,649 159 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 3.6 0.0 46.6 86.6 83.3 90.2 16.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 0 4 13 11 15
Updated August 4, 2006