COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 229,349 COMMITMENTS 32,536 37,870 53,609 122,806 123,760 208,952 215,239 20,397 14,110 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,489) -406 1,151 -164 2,074 480 1,505 1,468 -16 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 16.5 23.4 53.5 54.0 91.1 93.8 8.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 94 83 82 81 59 210 197 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 55,120 COMMITMENTS 12,893 1,092 14,771 20,191 35,842 47,855 51,704 7,265 3,417 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 627) 986 95 553 -614 -283 925 366 -298 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 2.0 26.8 36.6 65.0 86.8 93.8 13.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 67 24 33 22 24 107 67 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 139,048 COMMITMENTS 31,607 21,810 10,390 85,001 99,439 126,998 131,639 12,050 7,409 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 576) -11,661 5,861 -51 10,392 -6,840 -1,321 -1,030 1,896 1,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 15.7 7.5 61.1 71.5 91.3 94.7 8.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 53 38 31 49 38 115 96 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 693,224 COMMITMENTS 101,281 38,428 168,520 349,866 409,752 619,668 616,701 73,557 76,524 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 22,000) 2,531 3,471 3,089 12,508 9,479 18,128 16,040 3,872 5,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 5.5 24.3 50.5 59.1 89.4 89.0 10.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 61 50 60 76 68 169 148 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 130,003 COMMITMENTS 27,550 23,087 33,686 57,842 66,235 119,078 123,008 10,926 6,995 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -3,669) -768 1,512 -1,904 740 -2,025 -1,931 -2,417 -1,738 -1,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 17.8 25.9 44.5 50.9 91.6 94.6 8.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 111 101 105 99 102 263 259 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,738 COMMITMENTS 9,067 11,191 2,601 8,032 3,273 19,700 17,065 1,038 3,674 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 530) 1,265 515 41 -740 8 565 563 -35 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 54.0 12.5 38.7 15.8 95.0 82.3 5.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 15 35 13 8 9 28 53 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 39,529 COMMITMENTS 32,661 550 0 1,078 35,643 33,739 36,193 5,790 3,336 CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,225) 1,754 -751 0 722 3,675 2,476 2,924 -251 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.6 1.4 0.0 2.7 90.2 85.4 91.6 14.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 1 0 4 15 15 16
Updated September 1, 2006