COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 231,154 COMMITMENTS 31,581 43,940 54,816 124,556 117,487 210,953 216,244 20,202 14,911 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,806) -956 6,071 1,207 1,750 -6,273 2,001 1,005 -195 801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 19.0 23.7 53.9 50.8 91.3 93.5 8.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 86 100 77 78 58 204 203 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 51,707 COMMITMENTS 12,064 968 14,176 19,014 33,187 45,253 48,330 6,453 3,376 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -3,414) -829 -124 -595 -1,178 -2,655 -2,602 -3,373 -812 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 1.9 27.4 36.8 64.2 87.5 93.5 12.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 73 22 33 22 22 108 66 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,552 COMMITMENTS 31,833 24,728 9,328 90,245 101,210 131,406 135,267 12,145 8,285 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 4,504) 226 2,918 -1,062 5,244 1,771 4,408 3,628 96 876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 17.2 6.5 62.9 70.5 91.5 94.2 8.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 51 48 32 47 37 115 104 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 708,389 COMMITMENTS 105,028 45,675 170,232 356,777 417,527 632,038 633,435 76,352 74,955 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 15,165) 3,747 7,247 1,712 6,911 7,775 12,370 16,734 2,795 -1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 6.4 24.0 50.4 58.9 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 66 52 61 76 67 171 152 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 133,046 COMMITMENTS 28,175 23,232 35,005 58,487 68,197 121,668 126,435 11,379 6,612 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 3,043) 626 145 1,320 645 1,962 2,590 3,427 453 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 17.5 26.3 44.0 51.3 91.4 95.0 8.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 127 98 111 102 101 284 259 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,118 COMMITMENTS 8,744 11,790 2,598 8,650 3,239 19,992 17,627 1,126 3,491 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 380) -323 600 -3 618 -34 292 563 88 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 55.8 12.3 41.0 15.3 94.7 83.5 5.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 37 12 8 9 26 52 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 39,249 COMMITMENTS 33,791 550 0 1,088 35,981 34,879 36,531 4,370 2,718 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -280) 1,130 0 0 10 338 1,140 338 -1,420 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.1 1.4 0.0 2.8 91.7 88.9 93.1 11.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 1 0 5 15 17 16 EURO FX/BRITISH POUND XRATE - NEW YORK BOARD OF TRADE Code-599661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 14,986 COMMITMENTS 1,722 7,816 58 10,946 2,746 12,726 10,620 2,260 4,366 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 52.2 0.4 73.0 18.3 84.9 70.9 15.1 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 2 11 3 15 9
Updated September 8, 2006