COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 154,878 COMMITMENTS 33,279 67,341 10,868 95,177 64,156 139,324 142,365 15,554 12,513 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -17,811) 452 -1,795 -4,535 -10,175 -8,560 -14,258 -14,890 -3,553 -2,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 43.5 7.0 61.5 41.4 90.0 91.9 10.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 63 107 38 52 47 142 169 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,031 COMMITMENTS 11,895 3,375 3,387 11,273 21,616 26,555 28,378 3,476 1,653 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 664) 322 557 440 -156 28 606 1,025 58 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 11.2 11.3 37.5 72.0 88.4 94.5 11.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 50 20 25 19 19 87 52 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,367 COMMITMENTS 34,954 27,771 2,367 82,521 92,476 119,842 122,614 9,525 6,753 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,461) -1,411 2,499 33 4,889 1,715 3,511 4,247 -50 -786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 21.5 1.8 63.8 71.5 92.6 94.8 7.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 43 42 13 49 36 100 89 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 507,837 COMMITMENTS 82,442 60,819 44,106 321,263 349,087 447,811 454,012 60,026 53,825 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 7,546) -5,328 2,576 2,250 12,352 5,421 9,274 10,247 -1,728 -2,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 12.0 8.7 63.3 68.7 88.2 89.4 11.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 42 52 42 71 58 142 126 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,680 COMMITMENTS 41,549 21,520 7,541 51,781 76,316 100,871 105,377 10,809 6,303 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -6,893) 1,592 599 -5,690 -1,202 -1,700 -5,300 -6,791 -1,593 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 19.3 6.8 46.4 68.3 90.3 94.4 9.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 157 50 50 86 101 274 181 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,582 COMMITMENTS 12,579 12,049 2,385 17,203 16,045 32,167 30,479 1,415 3,103 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -950) 13 -1,263 -48 -1,007 131 -1,042 -1,180 92 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 35.9 7.1 51.2 47.8 95.8 90.8 4.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 30 10 4 11 21 49 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 11/21/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 42,831 COMMITMENTS 34,745 422 1 2,692 39,230 37,438 39,653 5,393 3,178 CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 63) 293 16 0 1 12 294 28 -231 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.1 1.0 0.0 6.3 91.6 87.4 92.6 12.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 1 1 3 10 12 12
Updated November 27, 2006