COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,068 COMMITMENTS 39,467 53,528 13,007 91,006 84,150 143,480 150,685 18,588 11,383 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,904) -794 -5,186 1,180 351 5,048 737 1,042 1,167 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 33.0 8.0 56.2 51.9 88.5 93.0 11.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 82 81 43 56 51 165 154 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,022 COMMITMENTS 11,248 5,355 2,354 10,907 18,002 24,509 25,711 5,513 4,311 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,234) -1,414 1,856 -351 206 -2,771 -1,559 -1,266 2,793 2,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 17.8 7.8 36.3 60.0 81.6 85.6 18.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 46 26 21 19 19 82 53 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,596 COMMITMENTS 41,628 13,291 3,129 80,505 113,005 125,262 129,425 11,334 7,171 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,525) 2,041 -14,029 1,061 -2,366 14,088 736 1,120 789 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 9.7 2.3 58.9 82.7 91.7 94.8 8.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 58 32 18 53 41 124 82 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 564,627 COMMITMENTS 90,543 70,809 51,255 342,861 370,785 484,659 492,849 79,968 71,778 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 14,484) 4,377 10,916 -3,213 4,712 -9,472 5,876 -1,769 8,608 16,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.5 9.1 60.7 65.7 85.8 87.3 14.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 46 54 44 73 59 146 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,449 COMMITMENTS 48,346 22,618 7,385 54,548 85,812 110,279 115,815 13,170 7,634 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 4,861) 2,048 -992 -285 1,872 4,681 3,635 3,404 1,226 1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 18.3 6.0 44.2 69.5 89.3 93.8 10.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 174 48 56 87 96 291 183 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,967 COMMITMENTS 12,528 24,955 3,787 29,540 13,747 45,855 42,489 1,112 4,478 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 7,285) -5,457 3,613 1,086 11,637 2,543 7,266 7,242 19 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 53.1 8.1 62.9 29.3 97.6 90.5 2.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 46 12 8 11 23 65 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 FUTURES ONLY POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 50,062 COMMITMENTS 28,769 719 29 14,096 43,988 42,894 44,736 7,168 5,326 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -32) -2,972 -40 29 1,655 -1,995 -1,288 -2,006 1,256 1,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 1.4 0.1 28.2 87.9 85.7 89.4 14.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 1 1 8 13 17 15
Updated December 15, 2006