COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 238,765 COMMITMENTS 30,537 52,374 57,508 130,453 111,915 218,498 221,797 20,267 16,968 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 5,589) -1,150 2,637 2,490 4,076 127 5,416 5,254 174 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 21.9 24.1 54.6 46.9 91.5 92.9 8.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 85 110 80 84 60 213 216 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 52,302 COMMITMENTS 9,343 1,881 14,925 22,855 31,952 47,123 48,758 5,180 3,544 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,603) -2,121 587 -234 1,411 -1,959 -944 -1,605 -658 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 3.6 28.5 43.7 61.1 90.1 93.2 9.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 47 37 29 25 22 92 68 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 156,761 COMMITMENTS 28,957 33,439 12,054 103,033 101,969 144,044 147,462 12,716 9,299 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 8,651) -2,201 7,686 2,391 8,464 -1,981 8,654 8,097 -3 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 21.3 7.7 65.7 65.0 91.9 94.1 8.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 56 56 40 50 37 125 118 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 645,026 COMMITMENTS 100,752 41,208 137,102 336,926 398,367 574,780 576,677 70,246 68,348 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,384) -879 -8,131 15,075 -9,500 1,664 4,697 8,608 -3,312 -7,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 6.4 21.3 52.2 61.8 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 53 45 59 78 65 163 143 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,298 COMMITMENTS 26,295 32,381 36,581 64,491 61,323 127,367 130,285 10,932 8,013 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 6,267) -775 3,917 3,013 3,648 -1,299 5,885 5,631 381 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 23.4 26.5 46.6 44.3 92.1 94.2 7.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 115 109 100 106 96 270 264 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,849 COMMITMENTS 7,000 7,153 3,345 4,872 5,059 15,217 15,557 2,632 2,292 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -4,900) -5,212 -1,947 125 169 -2,541 -4,918 -4,362 18 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 40.1 18.7 27.3 28.3 85.3 87.2 14.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 26 26 11 6 8 39 39 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 32,290 COMMITMENTS 25,966 1,107 1 1,112 28,456 27,080 29,564 5,211 2,726 CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -11,077) 1,670 -343 -377 -12,573 -10,177 -11,279 -10,897 203 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.4 3.4 0.0 3.4 88.1 83.9 91.6 16.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 1 2 8 12 11
Updated September 22, 2006