COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 185,353: 32,175 62,025 24,526 109,747 84,878 166,448 171,429: 18,905 13,924
Old : 172,895: 28,532 61,670 22,802 103,887 74,974 155,221 159,446: 17,674 13,449
Other: 12,458: 5,061 1,773 306 5,860 9,904 11,227 11,983: 1,231 475
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,583: 1,607 -2,166 16 650 4,981 2,273 2,831: -690 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 33.5 13.2 59.2 45.8 89.8 92.5: 10.2 7.5
Old : 100.0: 16.5 35.7 13.2 60.1 43.4 89.8 92.2: 10.2 7.8
Other: 100.0: 40.6 14.2 2.5 47.0 79.5 90.1 96.2: 9.9 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 67 104 62 72 50 176 191:
Old : 264: 65 108 62 71 49 175 190:
Other: 67: 16 21 7 18 21 38 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 30.0 37.1 38.7 22.7 24.4 34.6 31.9
Old : 23.6 29.6 37.2 38.5 22.6 23.8 34.6 30.5
Other: 58.3 62.6 77.9 76.1 58.3 61.5 77.9 75.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 29,911: 12,168 2,311 2,683 11,758 23,288 26,609 28,282: 3,302 1,629
Old : 2,731: 56 112 0 2,603 2,458 2,659 2,570: 72 161
Other: 27,180: 12,271 2,358 2,524 9,155 20,830 23,950 25,712: 3,230 1,468
: : :
: : Changes in Commitments from: October 24, 2006 :
: -683: 946 724 -647 -826 -772 -527 -695: -156 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 7.7 9.0 39.3 77.9 89.0 94.6: 11.0 5.4
Old : 100.0: 2.1 4.1 0.0 95.3 90.0 97.4 94.1: 2.6 5.9
Other: 100.0: 45.1 8.7 9.3 33.7 76.6 88.1 94.6: 11.9 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 50 21 20 21 18 87 47:
Old : 18: 3 3 0 9 3 12 6:
Other: 106: 52 21 18 18 18 83 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 55.7 36.1 72.3 23.2 51.7 34.9 65.6
Old : 79.9 93.2 93.5 94.1 79.9 93.2 93.5 94.1
Other: 24.4 52.7 37.3 70.9 24.4 52.2 37.3 68.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 155,081: 36,749 40,467 6,742 99,283 99,705 142,774 146,914: 12,307 8,167
Old : 138,113: 36,190 39,522 6,439 83,579 84,270 126,208 130,231: 11,905 7,882
Other: 16,968: 828 1,214 34 15,704 15,435 16,566 16,683: 402 285
: : :
: : Changes in Commitments from: October 24, 2006 :
: -6,368: 11 -7,489 1,852 -6,914 -234 -5,051 -5,871: -1,317 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 26.1 4.3 64.0 64.3 92.1 94.7: 7.9 5.3
Old : 100.0: 26.2 28.6 4.7 60.5 61.0 91.4 94.3: 8.6 5.7
Other: 100.0: 4.9 7.2 0.2 92.6 91.0 97.6 98.3: 2.4 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 51 55 27 53 37 124 107:
Old : 172: 54 53 27 52 37 123 106:
Other: 31: 6 5 2 12 12 20 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 35.5 45.1 53.6 19.2 24.3 28.6 33.3
Old : 31.2 34.8 43.7 52.8 19.7 27.4 31.2 37.5
Other: 69.0 80.0 87.2 91.9 44.7 59.4 62.9 67.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 472,934: 91,922 58,402 37,131 288,777 322,094 417,830 417,627: 55,104 55,307
Old : 472,934: 91,922 58,402 37,131 288,777 322,094 417,830 417,627: 55,104 55,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 15,761: 929 2,569 747 11,287 11,817 12,963 15,133: 2,798 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.3 7.9 61.1 68.1 88.3 88.3: 11.7 11.7
Old : 100.0: 19.4 12.3 7.9 61.1 68.1 88.3 88.3: 11.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 42 51 38 66 55 134 119:
Old : 172: 42 51 38 66 55 134 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 30.0 37.2 44.9 19.1 20.8 28.7 29.6
Old : 21.6 30.0 37.2 44.9 19.1 20.8 28.7 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 116,804: 31,703 28,301 14,539 59,130 68,341 105,372 111,181: 11,432 5,623
Old : 107,757: 31,537 28,860 10,930 54,137 62,719 96,604 102,509: 11,153 5,248
Other: 9,047: 1,852 1,127 1,923 4,993 5,622 8,768 8,672: 279 375
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,128: 1,500 -2,603 3,309 -1,887 3,371 2,922 4,077: 1,206 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 24.2 12.4 50.6 58.5 90.2 95.2: 9.8 4.8
Old : 100.0: 29.3 26.8 10.1 50.2 58.2 89.6 95.1: 10.4 4.9
Other: 100.0: 20.5 12.5 21.3 55.2 62.1 96.9 95.9: 3.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 120 82 84 92 92 264 229:
Old : 353: 127 81 80 92 91 262 225:
Other: 55: 15 11 20 14 15 43 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 26.5 32.6 36.7 19.5 18.2 28.2 27.0
Old : 21.9 25.7 33.1 35.8 21.1 22.5 31.0 32.2
Other: 57.3 65.3 74.0 74.0 46.1 49.7 54.6 55.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 32,961: 11,910 8,172 2,971 15,248 18,825 30,129 29,968: 2,832 2,993
Old : 32,961: 11,910 8,172 2,971 15,248 18,825 30,129 29,968: 2,832 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -828: -9,831 659 430 9,393 -2,857 -8 -1,768: -820 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 24.8 9.0 46.3 57.1 91.4 90.9: 8.6 9.1
Old : 100.0: 36.1 24.8 9.0 46.3 57.1 91.4 90.9: 8.6 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 23 15 7 6 9 30 31:
Old : 53: 23 15 7 6 9 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 65.9 78.2 78.5 58.2 63.7 70.6 73.9
Old : 60.6 65.9 78.2 78.5 58.2 63.7 70.6 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006