COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 172,689 COMMITMENTS 32,827 69,136 15,403 105,352 72,716 153,582 157,255 19,107 15,434 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -11,107) 150 9,436 -8,378 -1,023 -11,306 -9,251 -10,248 -1,856 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 40.0 8.9 61.0 42.1 88.9 91.1 11.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 60 111 54 65 49 167 180 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,367 COMMITMENTS 11,573 2,818 2,947 11,429 21,588 25,949 27,353 3,418 2,014 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -795) -1,353 -258 -63 422 -804 -994 -1,125 199 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 9.6 10.0 38.9 73.5 88.4 93.1 11.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 48 20 21 21 18 84 49 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,906 COMMITMENTS 36,365 25,272 2,334 77,632 90,761 116,331 118,367 9,575 7,539 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -19,268) 801 -7,549 -3,253 -14,458 -8,520 -16,910 -19,322 -2,358 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 20.1 1.9 61.7 72.1 92.4 94.0 7.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 47 39 10 46 38 100 83 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 500,291 COMMITMENTS 87,770 58,243 41,856 308,911 343,666 438,537 443,765 61,754 56,526 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 12,391) -3,826 -5,705 4,594 10,141 11,459 10,909 10,348 1,482 2,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 11.6 8.4 61.7 68.7 87.7 88.7 12.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 43 52 38 71 57 140 123 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,573 COMMITMENTS 39,957 20,921 13,231 52,983 78,016 106,171 112,168 12,402 6,405 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -3,739) 2,633 -4,643 -3,798 -4,010 3,743 -5,175 -4,698 1,436 959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 17.6 11.2 44.7 65.8 89.5 94.6 10.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 153 58 74 88 105 287 212 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,532 COMMITMENTS 12,566 13,312 2,433 18,210 15,914 33,209 31,659 1,323 2,873 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 54) -260 3,077 -1,048 2,430 -1,738 1,122 291 -1,068 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 38.5 7.0 52.7 46.1 96.2 91.7 3.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 15 29 10 4 11 22 48 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 42,768 COMMITMENTS 34,452 406 1 2,691 39,218 37,144 39,625 5,624 3,143 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -326) 1,042 -289 0 -203 1,337 839 1,048 -1,165 -1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.6 0.9 0.0 6.3 91.7 86.8 92.7 13.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 1 1 3 10 11 12
Updated November 17, 2006