COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 21, 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 : 154,878: 33,279 67,341 10,868 95,177 64,156 139,324 142,365: 15,554 12,513
Old : 137,398: 28,522 69,522 6,819 88,439 48,993 123,780 125,334: 13,618 12,064
Other: 17,480: 8,161 1,223 645 6,738 15,163 15,544 17,031: 1,936 449
: : :
: : Changes in Commitments from: November 14, 2006 :
: -17,811: 452 -1,795 -4,535 -10,175 -8,560 -14,258 -14,890: -3,553 -2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 43.5 7.0 61.5 41.4 90.0 91.9: 10.0 8.1
Old : 100.0: 20.8 50.6 5.0 64.4 35.7 90.1 91.2: 9.9 8.8
Other: 100.0: 46.7 7.0 3.7 38.5 86.7 88.9 97.4: 11.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 63 107 38 52 47 142 169:
Old : 249: 57 114 32 50 45 133 167:
Other: 74: 35 9 10 18 19 57 35:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 24.9 41.7 34.7 27.4 22.4 41.4 31.9
Old : 28.8 21.6 43.5 30.7 28.8 19.7 43.5 28.2
Other: 41.6 71.0 58.2 87.1 41.6 70.3 58.2 85.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 21, 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 : 30,031: 11,895 3,375 3,387 11,273 21,616 26,555 28,378: 3,476 1,653
Old : 29,958: 11,895 3,402 3,346 11,253 21,560 26,494 28,308: 3,464 1,650
Other: 73: 30 3 11 20 56 61 70: 12 3
: : :
: : Changes in Commitments from: November 14, 2006 :
: 664: 322 557 440 -156 28 606 1,025: 58 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 11.2 11.3 37.5 72.0 88.4 94.5: 11.6 5.5
Old : 100.0: 39.7 11.4 11.2 37.6 72.0 88.4 94.5: 11.6 5.5
Other: 100.0: 41.1 4.1 15.1 27.4 76.7 83.6 95.9: 16.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 50 20 25 19 19 87 52:
Old : 107: 51 21 25 19 19 87 52:
Other: 7: 2 2 2 1 1 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 48.1 34.4 67.6 23.3 45.1 34.4 62.1
Old : 23.4 48.0 34.5 67.5 23.4 45.0 34.5 62.1
Other: 83.6 94.5 83.6 95.9 68.5 80.8 68.5 80.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 21, 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 : 129,367: 34,954 27,771 2,367 82,521 92,476 119,842 122,614: 9,525 6,753
Old : 111,323: 34,315 26,987 1,739 65,956 75,882 102,010 104,608: 9,313 6,715
Other: 18,044: 1,094 1,239 173 16,565 16,594 17,832 18,006: 212 38
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,461: -1,411 2,499 33 4,889 1,715 3,511 4,247: -50 -786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 21.5 1.8 63.8 71.5 92.6 94.8: 7.4 5.2
Old : 100.0: 30.8 24.2 1.6 59.2 68.2 91.6 94.0: 8.4 6.0
Other: 100.0: 6.1 6.9 1.0 91.8 92.0 98.8 99.8: 1.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 43 42 13 49 36 100 89:
Old : 150: 44 43 13 48 36 98 88:
Other: 35: 7 5 3 12 14 22 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 : 27.6 35.1 44.4 52.8 21.3 25.2 31.9 35.0
Old : 24.0 33.3 41.2 51.6 22.1 24.1 34.4 35.0
Other: 67.8 77.6 86.0 89.5 45.0 58.3 63.1 67.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 21, 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 : 507,837: 82,442 60,819 44,106 321,263 349,087 447,811 454,012: 60,026 53,825
Old : 507,837: 82,442 60,819 44,106 321,263 349,087 447,811 454,012: 60,026 53,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 7,546: -5,328 2,576 2,250 12,352 5,421 9,274 10,247: -1,728 -2,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.0 8.7 63.3 68.7 88.2 89.4: 11.8 10.6
Old : 100.0: 16.2 12.0 8.7 63.3 68.7 88.2 89.4: 11.8 10.6
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 : 179: 42 52 42 71 58 142 126:
Old : 179: 42 52 42 71 58 142 126:
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 : 22.7 30.5 37.0 46.0 16.4 18.3 25.3 25.9
Old : 22.7 30.5 37.0 46.0 16.4 18.3 25.3 25.9
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 21, 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 : 111,680: 41,549 21,520 7,541 51,781 76,316 100,871 105,377: 10,809 6,303
Old : 102,161: 40,850 22,112 4,430 46,427 69,614 91,707 96,156: 10,454 6,005
Other: 9,519: 1,911 620 1,899 5,354 6,702 9,164 9,221: 355 298
: : :
: : Changes in Commitments from: November 14, 2006 :
: -6,893: 1,592 599 -5,690 -1,202 -1,700 -5,300 -6,791: -1,593 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.3 6.8 46.4 68.3 90.3 94.4: 9.7 5.6
Old : 100.0: 40.0 21.6 4.3 45.4 68.1 89.8 94.1: 10.2 5.9
Other: 100.0: 20.1 6.5 19.9 56.2 70.4 96.3 96.9: 3.7 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 157 50 50 86 101 274 181:
Old : 349: 160 52 46 85 97 272 173:
Other: 71: 18 11 17 19 29 45 51:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 28.1 29.1 41.1 18.3 21.6 26.3 32.6
Old : 20.0 28.8 29.5 41.6 20.0 26.3 28.8 38.5
Other: 54.4 60.5 71.8 70.7 43.8 46.8 51.9 52.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 21, 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 : 33,582: 12,579 12,049 2,385 17,203 16,045 32,167 30,479: 1,415 3,103
Old : 33,582: 12,579 12,049 2,385 17,203 16,045 32,167 30,479: 1,415 3,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -950: 13 -1,263 -48 -1,007 131 -1,042 -1,180: 92 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 35.9 7.1 51.2 47.8 95.8 90.8: 4.2 9.2
Old : 100.0: 37.5 35.9 7.1 51.2 47.8 95.8 90.8: 4.2 9.2
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 : 59: 14 30 10 4 11 21 49:
Old : 59: 14 30 10 4 11 21 49:
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 : 66.4 56.4 87.4 70.4 64.3 54.2 81.3 66.1
Old : 66.4 56.4 87.4 70.4 64.3 54.2 81.3 66.1
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 21, 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 : 42,831: 34,745 422 1 2,692 39,230 37,438 39,653: 5,393 3,178
Old : 42,831: 34,745 422 1 2,692 39,230 37,438 39,653: 5,393 3,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 63: 293 16 0 1 12 294 28: -231 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 1.0 0.0 6.3 91.6 87.4 92.6: 12.6 7.4
Old : 100.0: 81.1 1.0 0.0 6.3 91.6 87.4 92.6: 12.6 7.4
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 : 23: 9 1 1 3 10 12 12:
Old : 23: 9 1 1 3 10 12 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 : 75.9 80.8 84.0 89.2 75.9 80.8 84.0 89.2
Old : 75.9 80.8 84.0 89.2 75.9 80.8 84.0 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006