COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 228,078 COMMITMENTS 32,063 35,325 53,562 120,242 126,092 205,866 214,979 22,211 13,099 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,555) -73 -8,488 1,919 -554 9,608 1,292 3,039 263 -1,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 15.5 23.5 52.7 55.3 90.3 94.3 9.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 88 83 78 80 59 215 183 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 52,252 COMMITMENTS 12,395 2,188 15,713 16,638 31,320 44,746 49,222 7,506 3,031 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -675) 151 494 -466 1,169 -823 855 -795 -1,529 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 4.2 30.1 31.8 59.9 85.6 94.2 14.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 73 21 25 21 23 104 60 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,100 COMMITMENTS 43,163 14,690 11,358 82,448 116,823 136,968 142,870 13,132 7,230 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -6,589) 2,050 1,607 -5,234 -3,195 -2,229 -6,379 -5,856 -210 -733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 9.8 7.6 54.9 77.8 91.3 95.2 8.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 54 32 37 50 41 127 93 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 642,302 COMMITMENTS 95,061 31,589 151,670 329,309 395,248 576,040 578,508 66,262 63,794 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 9,692) -7,382 3,381 4,649 17,692 -3,595 14,959 4,435 -5,267 5,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 4.9 23.6 51.3 61.5 89.7 90.1 10.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 64 42 61 72 67 165 143 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 153,905 COMMITMENTS 30,025 24,663 47,417 63,411 74,055 140,854 146,135 13,052 7,770 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 730) 1,227 -13,096 5,620 -5,148 8,995 1,699 1,519 -970 -790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 16.0 30.8 41.2 48.1 91.5 95.0 8.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 141 101 122 115 112 317 285 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,412 COMMITMENTS 8,477 9,952 2,454 7,398 2,862 18,329 15,268 1,083 4,144 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,579) 1,366 2,637 -321 1,902 -222 2,948 2,094 -369 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 51.3 12.6 38.1 14.7 94.4 78.7 5.6 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 33 10 7 8 24 47 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 34,565 COMMITMENTS 28,828 1,296 0 316 29,988 29,144 31,284 5,421 3,282 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,212) 16,565 107 0 -15,214 1,106 1,351 1,213 -139 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.4 3.7 0.0 0.9 86.8 84.3 90.5 15.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 2 0 3 13 12 15
Updated August 11, 2006