COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, December 12, 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 : 162,068: 39,467 53,528 13,007 91,006 84,150 143,480 150,685: 18,588 11,383
Old : 142,373: 33,817 55,112 8,935 83,550 67,707 126,302 131,754: 16,071 10,619
Other: 19,695: 9,102 1,868 620 7,456 16,443 17,178 18,931: 2,517 764
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,904: -794 -5,186 1,180 351 5,048 737 1,042: 1,167 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.0 8.0 56.2 51.9 88.5 93.0: 11.5 7.0
Old : 100.0: 23.8 38.7 6.3 58.7 47.6 88.7 92.5: 11.3 7.5
Other: 100.0: 46.2 9.5 3.1 37.9 83.5 87.2 96.1: 12.8 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 82 81 43 56 51 165 154:
Old : 248: 81 83 38 52 48 156 150:
Other: 81: 29 16 9 19 26 54 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 : 27.7 29.5 40.9 38.4 27.7 27.9 40.7 36.8
Old : 29.1 26.4 43.0 34.8 29.1 24.6 43.0 32.8
Other: 39.1 67.0 56.7 81.5 39.1 65.9 56.7 79.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, December 12, 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 : 30,022: 11,248 5,355 2,354 10,907 18,002 24,509 25,711: 5,513 4,311
Old : 29,949: 11,233 5,368 2,327 10,887 17,946 24,447 25,641: 5,502 4,308
Other: 73: 31 3 11 20 56 62 70: 11 3
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,234: -1,414 1,856 -351 206 -2,771 -1,559 -1,266: 2,793 2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 17.8 7.8 36.3 60.0 81.6 85.6: 18.4 14.4
Old : 100.0: 37.5 17.9 7.8 36.4 59.9 81.6 85.6: 18.4 14.4
Other: 100.0: 42.5 4.1 15.1 27.4 76.7 84.9 95.9: 15.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 46 26 21 19 19 82 53:
Old : 107: 46 27 20 19 19 81 53:
Other: 8: 3 2 2 1 1 5 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 : 22.0 40.0 33.7 53.7 22.0 36.8 33.7 48.1
Old : 22.0 39.9 33.8 53.7 22.0 36.9 33.8 48.0
Other: 83.6 94.5 84.9 95.9 69.9 80.8 69.9 80.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, December 12, 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 : 136,596: 41,628 13,291 3,129 80,505 113,005 125,262 129,425: 11,334 7,171
Old : 117,184: 40,564 12,831 2,424 63,167 95,093 106,155 110,348: 11,029 6,836
Other: 19,412: 1,534 930 235 17,338 17,912 19,107 19,077: 305 335
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,525: 2,041 -14,029 1,061 -2,366 14,088 736 1,120: 789 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.7 2.3 58.9 82.7 91.7 94.8: 8.3 5.2
Old : 100.0: 34.6 10.9 2.1 53.9 81.1 90.6 94.2: 9.4 5.8
Other: 100.0: 7.9 4.8 1.2 89.3 92.3 98.4 98.3: 1.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 58 32 18 53 41 124 82:
Old : 160: 55 35 18 53 40 123 80:
Other: 38: 11 3 3 11 17 22 23:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 42.1 43.0 60.1 20.2 32.4 29.1 39.3
Old : 26.3 42.8 41.1 60.8 22.0 33.3 30.5 42.1
Other: 62.7 65.1 82.6 83.9 48.6 53.4 68.1 68.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, December 12, 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 : 564,627: 90,543 70,809 51,255 342,861 370,785 484,659 492,849: 79,968 71,778
Old : 564,627: 90,543 70,809 51,255 342,861 370,785 484,659 492,849: 79,968 71,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 14,484: 4,377 10,916 -3,213 4,712 -9,472 5,876 -1,769: 8,608 16,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.5 9.1 60.7 65.7 85.8 87.3: 14.2 12.7
Old : 100.0: 16.0 12.5 9.1 60.7 65.7 85.8 87.3: 14.2 12.7
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 : 191: 46 54 44 73 59 146 136:
Old : 191: 46 54 44 73 59 146 136:
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 : 23.0 31.4 36.4 44.8 15.7 18.1 24.2 25.8
Old : 23.0 31.4 36.4 44.8 15.7 18.1 24.2 25.8
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, December 12, 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 : 123,449: 48,346 22,618 7,385 54,548 85,812 110,279 115,815: 13,170 7,634
Old : 112,232: 47,045 23,017 5,169 47,565 77,064 99,779 105,250: 12,453 6,982
Other: 11,217: 2,008 308 1,509 6,983 8,748 10,500 10,565: 717 652
: : :
: : Changes in Commitments from: December 5, 2006 :
: 4,861: 2,048 -992 -285 1,872 4,681 3,635 3,404: 1,226 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 18.3 6.0 44.2 69.5 89.3 93.8: 10.7 6.2
Old : 100.0: 41.9 20.5 4.6 42.4 68.7 88.9 93.8: 11.1 6.2
Other: 100.0: 17.9 2.7 13.5 62.3 78.0 93.6 94.2: 6.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 174 48 56 87 96 291 183:
Old : 364: 173 54 52 87 94 288 179:
Other: 71: 22 4 15 18 35 44 53:
:----------------------------------------------------------------------------------------------------
: 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 28.5 30.9 42.1 18.1 21.3 26.3 33.0
Old : 20.3 28.0 31.5 41.2 19.9 26.5 29.0 39.4
Other: 60.2 56.5 75.5 68.6 42.5 41.9 49.6 47.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, December 12, 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 : 46,967: 12,528 24,955 3,787 29,540 13,747 45,855 42,489: 1,112 4,478
Old : 46,967: 12,528 24,955 3,787 29,540 13,747 45,855 42,489: 1,112 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 7,285: -5,457 3,613 1,086 11,637 2,543 7,266 7,242: 19 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 53.1 8.1 62.9 29.3 97.6 90.5: 2.4 9.5
Old : 100.0: 26.7 53.1 8.1 62.9 29.3 97.6 90.5: 2.4 9.5
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 : 72: 9 46 12 8 11 23 65:
Old : 72: 9 46 12 8 11 23 65:
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 : 71.9 38.2 90.3 57.7 66.8 35.4 77.6 51.1
Old : 71.9 38.2 90.3 57.7 66.8 35.4 77.6 51.1
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, December 12, 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 : 50,062: 28,769 719 29 14,096 43,988 42,894 44,736: 7,168 5,326
Old : 50,062: 28,769 719 29 14,096 43,988 42,894 44,736: 7,168 5,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -32: -2,972 -40 29 1,655 -1,995 -1,288 -2,006: 1,256 1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 1.4 0.1 28.2 87.9 85.7 89.4: 14.3 10.6
Old : 100.0: 57.5 1.4 0.1 28.2 87.9 85.7 89.4: 14.3 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 : 26: 9 1 1 8 13 17 15:
Old : 26: 9 1 1 8 13 17 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 : 66.3 71.3 74.5 84.2 52.6 58.7 59.4 65.6
Old : 66.3 71.3 74.5 84.2 52.6 58.7 59.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006