COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 238,708 COMMITMENTS 31,796 50,682 58,379 129,070 113,413 219,245 222,474 19,463 16,234 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -57) 1,259 -1,692 871 -1,383 1,497 747 677 -804 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 21.2 24.5 54.1 47.5 91.8 93.2 8.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 96 100 82 83 59 213 215 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 52,695 COMMITMENTS 8,661 1,843 16,010 22,476 30,949 47,148 48,802 5,547 3,893 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 392) -681 -38 1,085 -379 -1,003 25 44 367 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 3.5 30.4 42.7 58.7 89.5 92.6 10.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 50 34 33 25 22 94 71 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,960 COMMITMENTS 27,570 24,870 11,298 100,280 105,251 139,147 141,419 11,813 9,541 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -5,800) -1,387 -8,568 -756 -2,753 3,282 -4,897 -6,043 -904 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 16.5 7.5 66.4 69.7 92.2 93.7 7.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 49 45 35 50 38 116 103 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 636,649 COMMITMENTS 95,311 44,144 145,231 335,260 386,141 575,802 575,516 60,847 61,133 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -8,377) -5,441 2,936 8,129 -1,666 -12,226 1,022 -1,161 -9,399 -7,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 6.9 22.8 52.7 60.7 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 51 52 53 74 64 155 139 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,541 COMMITMENTS 26,461 29,327 36,134 62,299 63,135 124,895 128,596 11,646 7,945 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,758) 167 -3,055 -447 -2,192 1,812 -2,472 -1,689 714 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 21.5 26.5 45.6 46.2 91.5 94.2 8.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 109 109 102 105 97 269 260 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,217 COMMITMENTS 7,702 8,174 2,958 7,540 6,410 18,199 17,542 2,017 2,675 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,368) 701 1,020 -387 2,668 1,351 2,983 1,985 -615 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 40.4 14.6 37.3 31.7 90.0 86.8 10.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 24 27 11 7 8 38 40 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 32,055 COMMITMENTS 25,261 1,163 1 1,615 28,083 26,877 29,247 5,178 2,808 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -236) -706 56 0 503 -373 -203 -317 -33 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.8 3.6 0.0 5.0 87.6 83.8 91.2 16.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 2 1 4 8 13 11
Updated September 29, 2006