COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 228,129 COMMITMENTS 32,503 35,583 54,318 120,881 123,755 207,703 213,656 20,426 14,472 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 51) 440 259 756 640 -2,337 1,836 -1,322 -1,785 1,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 15.6 23.8 53.0 54.2 91.0 93.7 9.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 91 81 80 80 58 210 189 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 53,705 COMMITMENTS 12,573 2,146 16,168 17,975 32,373 46,715 50,688 6,990 3,017 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,453) 178 -42 455 1,337 1,053 1,969 1,466 -517 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.0 30.1 33.5 60.3 87.0 94.4 13.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 70 26 27 21 21 105 60 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,506 COMMITMENTS 45,787 14,345 10,101 74,573 110,537 130,461 134,982 11,045 6,523 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -8,594) 2,624 -345 -1,257 -7,875 -6,286 -6,508 -7,888 -2,086 -706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 10.1 7.1 52.7 78.1 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 52 34 37 46 42 122 97 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 664,127 COMMITMENTS 97,959 36,123 155,516 341,345 404,695 594,820 596,333 69,307 67,794 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 21,825) 2,898 4,533 3,845 12,037 9,447 18,780 17,825 3,045 4,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 5.4 23.4 51.4 60.9 89.6 89.8 10.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 64 48 59 75 66 167 145 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,945 COMMITMENTS 26,910 22,616 32,369 62,626 71,888 121,905 126,872 13,040 8,072 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -18,961) -3,116 -2,047 -15,048 -786 -2,168 -18,949 -19,263 -12 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 16.8 24.0 46.4 53.3 90.3 94.0 9.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 110 82 98 102 99 263 240 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,553 COMMITMENTS 7,913 10,183 2,505 7,975 2,950 18,393 15,638 1,160 3,915 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 141) -564 231 51 577 88 64 370 77 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 52.1 12.8 40.8 15.1 94.1 80.0 5.9 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 11 34 12 7 9 25 49 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 36,897 COMMITMENTS 30,915 1,190 0 341 31,997 31,256 33,187 5,641 3,710 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,332) 2,087 -105 0 25 2,009 2,112 1,904 220 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.8 3.2 0.0 0.9 86.7 84.7 89.9 15.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 2 0 3 13 12 15
Updated August 18, 2006