COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 7, 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 : 183,796: 32,677 59,700 23,781 106,375 84,022 162,833 167,503: 20,963 16,293
Old : 170,285: 28,309 60,024 22,066 100,488 72,376 150,863 154,466: 19,422 15,819
Other: 13,511: 5,792 1,100 291 5,887 11,646 11,970 13,037: 1,541 474
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,557: 502 -2,325 -745 -3,372 -856 -3,615 -3,926: 2,058 2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 32.5 12.9 57.9 45.7 88.6 91.1: 11.4 8.9
Old : 100.0: 16.6 35.2 13.0 59.0 42.5 88.6 90.7: 11.4 9.3
Other: 100.0: 42.9 8.1 2.2 43.6 86.2 88.6 96.5: 11.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 69 105 66 76 54 190 191:
Old : 270: 64 111 66 75 53 188 190:
Other: 71: 24 16 7 18 20 46 40:
:----------------------------------------------------------------------------------------------------
: 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 29.4 37.4 38.2 22.8 24.1 34.8 31.6
Old : 24.0 28.6 37.8 37.3 22.9 22.8 35.0 29.4
Other: 53.8 66.6 73.3 82.3 53.8 65.6 73.3 81.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 7, 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 : 30,162: 12,926 3,076 3,010 11,007 22,392 26,943 28,478: 3,219 1,684
Old : 30,129: 12,926 3,094 2,988 11,007 22,366 26,921 28,448: 3,208 1,681
Other: 33: 21 3 1 0 26 22 30: 11 3
: : :
: : Changes in Commitments from: October 31, 2006 :
: 251: 758 765 327 -751 -896 334 196: -83 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 10.2 10.0 36.5 74.2 89.3 94.4: 10.7 5.6
Old : 100.0: 42.9 10.3 9.9 36.5 74.2 89.4 94.4: 10.6 5.6
Other: 100.0: 63.6 9.1 3.0 0.0 78.8 66.7 90.9: 33.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 54 20 22 20 18 89 50:
Old : 110: 54 21 22 20 18 89 50:
Other: 6: 3 2 1 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 53.2 34.1 70.8 22.5 50.7 34.1 65.5
Old : 22.6 53.2 34.1 70.8 22.6 50.7 34.1 65.5
Other: 66.7 90.9 66.7 90.9 63.6 87.9 63.6 87.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 7, 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 : 145,174: 35,564 32,821 5,587 92,090 99,281 133,241 137,689: 11,933 7,485
Old : 127,926: 35,191 31,911 5,080 75,900 83,506 116,171 120,497: 11,755 7,429
Other: 17,248: 846 1,383 34 16,190 15,775 17,070 17,192: 178 56
: : :
: : Changes in Commitments from: October 31, 2006 :
: -9,907: -1,185 -7,646 -1,155 -7,193 -424 -9,533 -9,225: -374 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 22.6 3.8 63.4 68.4 91.8 94.8: 8.2 5.2
Old : 100.0: 27.5 24.9 4.0 59.3 65.3 90.8 94.2: 9.2 5.8
Other: 100.0: 4.9 8.0 0.2 93.9 91.5 99.0 99.7: 1.0 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 52 42 24 51 39 117 97:
Old : 156: 52 43 24 51 38 117 95:
Other: 32: 6 5 2 12 15 20 20:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 34.2 46.5 51.1 18.9 22.0 29.2 31.2
Old : 30.3 33.2 44.0 49.3 19.3 25.1 30.8 34.8
Other: 70.1 78.9 88.0 90.7 46.2 58.7 64.1 67.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 7, 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 : 487,900: 91,596 63,948 37,262 298,770 332,207 427,628 433,417: 60,272 54,483
Old : 487,900: 91,596 63,948 37,262 298,770 332,207 427,628 433,417: 60,272 54,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 14,966: -326 5,546 131 9,993 10,113 9,798 15,790: 5,168 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.1 7.6 61.2 68.1 87.6 88.8: 12.4 11.2
Old : 100.0: 18.8 13.1 7.6 61.2 68.1 87.6 88.8: 12.4 11.2
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 : 175: 40 52 38 69 57 136 123:
Old : 175: 40 52 38 69 57 136 123:
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 : 21.8 31.4 37.3 46.3 18.5 20.3 27.9 29.3
Old : 21.8 31.4 37.3 46.3 18.5 20.3 27.9 29.3
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, November 7, 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 : 122,312: 37,324 25,564 17,029 56,993 74,273 111,346 116,866: 10,966 5,446
Old : 113,032: 36,833 25,826 13,606 51,937 68,463 102,376 107,895: 10,656 5,137
Other: 9,280: 1,887 1,134 2,027 5,056 5,810 8,970 8,971: 310 309
: : :
: : Changes in Commitments from: October 31, 2006 :
: 5,508: 5,621 -2,737 2,490 -2,137 5,932 5,974 5,685: -466 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 20.9 13.9 46.6 60.7 91.0 95.5: 9.0 4.5
Old : 100.0: 32.6 22.8 12.0 45.9 60.6 90.6 95.5: 9.4 4.5
Other: 100.0: 20.3 12.2 21.8 54.5 62.6 96.7 96.7: 3.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 151 71 85 93 105 298 235:
Old : 386: 159 71 83 92 102 295 231:
Other: 61: 17 12 19 15 20 43 42:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 27.7 28.8 37.7 16.7 19.7 24.5 28.7
Old : 18.5 27.1 29.1 37.2 18.0 24.0 26.6 33.7
Other: 57.2 65.5 73.5 73.9 44.9 48.8 53.2 53.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 7, 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 : 34,478: 12,826 10,235 3,481 15,780 17,652 32,087 31,368: 2,391 3,110
Old : 34,478: 12,826 10,235 3,481 15,780 17,652 32,087 31,368: 2,391 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,517: 916 2,063 510 532 -1,173 1,958 1,400: -441 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 29.7 10.1 45.8 51.2 93.1 91.0: 6.9 9.0
Old : 100.0: 37.2 29.7 10.1 45.8 51.2 93.1 91.0: 6.9 9.0
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 : 55: 19 20 10 4 12 26 40:
Old : 55: 19 20 10 4 12 26 40:
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 59.5 78.9 74.8 58.5 59.5 71.5 69.7
Old : 60.6 59.5 78.9 74.8 58.5 59.5 71.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 43,094: 33,410 695 1 2,894 37,881 36,305 38,577: 6,789 4,517
Old : 43,094: 33,410 695 1 2,894 37,881 36,305 38,577: 6,789 4,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 1.6 0.0 6.7 87.9 84.2 89.5: 15.8 10.5
Old : 100.0: 77.5 1.6 0.0 6.7 87.9 84.2 89.5: 15.8 10.5
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 : 22: 8 1 1 3 10 11 12:
Old : 22: 8 1 1 3 10 11 12:
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 : 73.4 78.2 81.5 86.3 73.4 78.2 81.5 86.3
Old : 73.4 78.2 81.5 86.3 73.4 78.2 81.5 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006