COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 245,261 COMMITMENTS 31,230 55,657 60,876 131,491 110,195 223,597 226,728 21,664 18,533 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 6,553) -566 4,975 2,497 2,422 -3,218 4,352 4,254 2,201 2,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 22.7 24.8 53.6 44.9 91.2 92.4 8.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 89 113 75 87 62 212 221 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 54,628 COMMITMENTS 8,991 1,434 15,343 23,108 32,926 47,443 49,703 7,185 4,925 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,933) 330 -410 -667 632 1,977 295 901 1,638 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 2.6 28.1 42.3 60.3 86.8 91.0 13.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 51 35 33 28 25 93 79 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 157,869 COMMITMENTS 28,366 29,530 12,810 101,785 103,486 142,961 145,826 14,908 12,043 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 6,908) 796 4,659 1,512 1,505 -1,765 3,813 4,406 3,095 2,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 18.7 8.1 64.5 65.6 90.6 92.4 9.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 48 55 40 53 38 124 114 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 607,584 COMMITMENTS 93,202 50,750 151,345 300,310 337,145 544,857 539,240 62,727 68,344 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -29,064) -2,109 6,606 6,114 -34,950 -48,996 -30,944 -36,276 1,880 7,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 8.4 24.9 49.4 55.5 89.7 88.8 10.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 52 56 55 72 67 156 149 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,062 COMMITMENTS 27,173 29,645 36,669 65,513 65,451 129,355 131,765 12,707 10,297 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 5,521) 712 318 535 3,214 2,316 4,461 3,169 1,061 2,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 20.9 25.8 46.1 46.1 91.1 92.8 8.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 117 106 108 112 102 283 271 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,193 COMMITMENTS 13,657 8,279 3,415 5,629 10,818 22,701 22,513 2,492 2,681 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,977) 5,955 106 457 -1,911 4,408 4,502 4,971 475 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 32.9 13.6 22.3 42.9 90.1 89.4 9.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 26 30 9 7 9 41 41
Updated October 6, 2006