COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 160,164 COMMITMENTS 40,261 58,714 11,827 90,655 79,102 142,743 149,643 17,421 10,521 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,890) 4,655 -4,852 277 -5,072 7,474 -140 2,899 2,030 -1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 36.7 7.4 56.6 49.4 89.1 93.4 10.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 81 90 43 56 51 165 161 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,788 COMMITMENTS 12,662 3,499 2,705 10,701 20,773 26,068 26,977 2,720 1,811 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,372) 964 308 -1,288 -383 -410 -707 -1,390 -665 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 12.2 9.4 37.2 72.2 90.6 93.7 9.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 56 19 25 19 21 90 56 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,071 COMMITMENTS 39,587 27,320 2,068 82,871 98,917 124,526 128,305 10,545 6,766 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 3,081) 4,405 -4,325 370 -2,319 6,313 2,456 2,358 625 723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 20.2 1.5 61.4 73.2 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 49 43 12 51 38 107 87 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 550,143 COMMITMENTS 86,166 59,893 54,468 338,149 380,257 478,783 494,618 71,360 55,525 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 26,106) 655 1,204 8,006 9,798 14,147 18,459 23,357 7,647 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 10.9 9.9 61.5 69.1 87.0 89.9 13.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 48 53 48 71 61 149 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,588 COMMITMENTS 46,298 23,610 7,670 52,676 81,131 106,644 112,411 11,944 6,177 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 4,019) 2,599 1,219 216 824 2,856 3,639 4,291 380 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 19.9 6.5 44.4 68.4 89.9 94.8 10.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 172 60 59 89 103 293 198 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,682 COMMITMENTS 17,985 21,342 2,701 17,903 11,204 38,589 35,247 1,093 4,435 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,392) 7,674 3,710 408 -4,955 -1,663 3,127 2,455 -735 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 53.8 6.8 45.1 28.2 97.2 88.8 2.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 41 8 5 10 22 57 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 50,094 COMMITMENTS 31,741 759 0 12,441 45,983 44,182 46,742 5,912 3,352 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 6,465) -1,757 306 -1 7,935 6,017 6,177 6,322 288 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.4 1.5 0.0 24.8 91.8 88.2 93.3 11.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 1 0 7 12 16 13
Updated December 8, 2006