COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 28, 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 : 158,274: 35,606 63,566 11,550 95,727 71,628 142,883 146,744: 15,391 11,530
Old : 139,976: 30,200 65,938 7,248 89,037 55,739 126,485 128,925: 13,491 11,051
Other: 18,298: 9,044 1,266 664 6,690 15,889 16,398 17,819: 1,900 479
: : :
: : Changes in Commitments from: November 21, 2006 :
: 3,396: 2,327 -3,775 682 550 7,472 3,559 4,379: -163 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.2 7.3 60.5 45.3 90.3 92.7: 9.7 7.3
Old : 100.0: 21.6 47.1 5.2 63.6 39.8 90.4 92.1: 9.6 7.9
Other: 100.0: 49.4 6.9 3.6 36.6 86.8 89.6 97.4: 10.4 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 66 98 43 59 48 155 166:
Old : 253: 62 105 37 55 45 145 163:
Other: 78: 35 9 10 19 21 59 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 : 26.9 27.8 40.7 37.4 26.9 25.8 40.4 35.1
Old : 28.2 24.6 42.6 33.5 28.2 22.3 42.6 31.3
Other: 39.8 71.3 56.0 86.7 39.8 70.6 56.0 85.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 28, 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 : 30,160: 11,698 3,191 3,993 11,084 21,183 26,775 28,367: 3,385 1,793
Old : 30,087: 11,698 3,218 3,952 11,064 21,127 26,714 28,297: 3,373 1,790
Other: 73: 30 3 11 20 56 61 70: 12 3
: : :
: : Changes in Commitments from: November 21, 2006 :
: 129: -197 -184 606 -189 -433 220 -11: -91 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 10.6 13.2 36.8 70.2 88.8 94.1: 11.2 5.9
Old : 100.0: 38.9 10.7 13.1 36.8 70.2 88.8 94.1: 11.2 5.9
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 : 108: 49 21 28 18 19 88 55:
Old : 108: 50 22 27 18 19 87 55:
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 : 23.4 46.5 35.1 65.9 23.4 43.5 34.4 60.3
Old : 23.4 46.4 35.1 65.9 23.4 43.5 34.5 60.3
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 28, 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 : 131,990: 35,182 31,645 1,698 85,190 92,604 122,070 125,947: 9,920 6,043
Old : 113,403: 34,487 30,737 1,178 68,129 75,680 103,794 107,595: 9,609 5,808
Other: 18,587: 1,048 1,261 167 17,061 16,924 18,276 18,352: 311 235
: : :
: : Changes in Commitments from: November 21, 2006 :
: 2,623: 228 3,874 -669 2,669 128 2,228 3,333: 395 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 24.0 1.3 64.5 70.2 92.5 95.4: 7.5 4.6
Old : 100.0: 30.4 27.1 1.0 60.1 66.7 91.5 94.9: 8.5 5.1
Other: 100.0: 5.6 6.8 0.9 91.8 91.1 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 47 44 12 51 35 104 88:
Old : 154: 48 44 12 50 34 102 86:
Other: 34: 6 5 3 12 15 20 21:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 33.9 44.8 53.0 20.9 24.4 31.4 35.5
Old : 24.2 32.3 41.3 52.4 21.9 25.0 34.1 35.7
Other: 65.3 76.8 85.3 88.6 41.0 53.8 59.6 62.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 28, 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 : 524,037: 85,511 58,689 46,462 328,351 366,110 460,324 471,261: 63,713 52,776
Old : 524,037: 85,511 58,689 46,462 328,351 366,110 460,324 471,261: 63,713 52,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 16,200: 3,069 -2,130 2,356 7,088 17,023 12,513 17,249: 3,687 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.2 8.9 62.7 69.9 87.8 89.9: 12.2 10.1
Old : 100.0: 16.3 11.2 8.9 62.7 69.9 87.8 89.9: 12.2 10.1
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 : 180: 42 52 44 73 57 146 126:
Old : 180: 42 52 44 73 57 146 126:
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 : 23.3 32.4 37.1 47.3 16.1 18.5 24.8 26.9
Old : 23.3 32.4 37.1 47.3 16.1 18.5 24.8 26.9
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 28, 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 : 114,569: 43,699 22,391 7,454 51,852 78,275 103,005 108,120: 11,564 6,449
Old : 105,146: 42,787 23,047 4,642 46,560 71,408 93,989 99,097: 11,157 6,049
Other: 9,423: 1,910 342 1,814 5,292 6,867 9,016 9,023: 407 400
: : :
: : Changes in Commitments from: November 21, 2006 :
: 2,889: 2,150 871 -87 71 1,959 2,134 2,743: 755 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 19.5 6.5 45.3 68.3 89.9 94.4: 10.1 5.6
Old : 100.0: 40.7 21.9 4.4 44.3 67.9 89.4 94.2: 10.6 5.8
Other: 100.0: 20.3 3.6 19.3 56.2 72.9 95.7 95.8: 4.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 169 48 53 86 97 283 180:
Old : 359: 167 52 48 85 94 279 173:
Other: 70: 22 6 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 : 17.8 28.3 28.3 41.2 17.8 21.7 25.9 32.9
Old : 19.4 28.5 29.1 41.2 19.4 26.3 28.2 38.6
Other: 55.0 59.3 71.4 69.5 44.3 47.8 52.4 53.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 28, 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 : 37,290: 10,311 17,632 2,293 22,858 12,867 35,462 32,792: 1,828 4,498
Old : 37,290: 10,311 17,632 2,293 22,858 12,867 35,462 32,792: 1,828 4,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 3,708: -2,268 5,583 -92 5,655 -3,178 3,295 2,313: 413 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 47.3 6.1 61.3 34.5 95.1 87.9: 4.9 12.1
Old : 100.0: 27.7 47.3 6.1 61.3 34.5 95.1 87.9: 4.9 12.1
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 : 66: 12 38 5 7 9 20 52:
Old : 66: 12 38 5 7 9 20 52:
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 : 75.2 49.4 87.1 62.0 73.8 47.8 81.8 59.0
Old : 75.2 49.4 87.1 62.0 73.8 47.8 81.8 59.0
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 28, 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 : 43,629: 33,498 453 1 4,506 39,966 38,005 40,420: 5,624 3,209
Old : 43,629: 33,498 453 1 4,506 39,966 38,005 40,420: 5,624 3,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 798: -1,247 31 0 1,814 736 567 767: 231 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 1.0 0.0 10.3 91.6 87.1 92.6: 12.9 7.4
Old : 100.0: 76.8 1.0 0.0 10.3 91.6 87.1 92.6: 12.9 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 : 27: 9 1 1 6 13 15 15:
Old : 27: 9 1 1 6 13 15 15:
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 : 71.7 77.4 81.1 85.8 71.7 77.4 80.6 85.6
Old : 71.7 77.4 81.1 85.8 71.7 77.4 80.6 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006