COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 166,083 COMMITMENTS 42,236 43,560 14,245 90,118 97,141 146,599 154,946 19,484 11,137 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 4,015) 2,769 -9,968 1,238 -888 12,991 3,119 4,261 896 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 26.2 8.6 54.3 58.5 88.3 93.3 11.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 99 69 52 56 53 185 150 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,514 COMMITMENTS 10,356 4,200 2,068 9,777 16,933 22,201 23,201 4,313 3,313 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -3,508) -892 -1,155 -286 -1,130 -1,069 -2,308 -2,510 -1,200 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 15.8 7.8 36.9 63.9 83.7 87.5 16.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 37 24 14 19 19 68 47 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,753 COMMITMENTS 48,320 13,722 4,395 80,045 119,089 132,760 137,206 11,993 7,547 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 8,157) 6,692 431 1,266 -460 6,084 7,498 7,781 659 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 9.5 3.0 55.3 82.3 91.7 94.8 8.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 71 30 24 55 40 143 84 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 567,027 COMMITMENTS 92,404 64,467 55,607 350,233 380,297 498,244 500,371 68,783 66,656 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,400) 1,861 -6,342 4,352 7,372 9,512 13,585 7,522 -11,185 -5,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 11.4 9.8 61.8 67.1 87.9 88.2 12.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 49 50 48 66 59 140 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,993 COMMITMENTS 45,991 22,563 7,494 56,282 84,962 109,767 115,019 12,226 6,974 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -1,456) -2,355 -55 109 1,734 -850 -512 -796 -944 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 18.5 6.1 46.1 69.6 90.0 94.3 10.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 158 47 59 90 94 279 182 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,678 COMMITMENTS 8,708 21,141 2,782 18,337 3,160 29,827 27,083 851 3,595 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -16,289) -3,820 -3,814 -1,005 -11,203 -10,587 -16,028 -15,406 -261 -883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 68.9 9.1 59.8 10.3 97.2 88.3 2.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 47 5 6 12 15 64
Updated December 22, 2006