COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 FUTURES ONLY POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 168,819 COMMITMENTS 43,894 40,902 13,961 91,076 104,274 148,931 159,137 19,888 9,682 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,736) 1,658 -2,658 -284 958 7,133 2,332 4,191 404 -1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 24.2 8.3 53.9 61.8 88.2 94.3 11.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 105 70 54 56 56 194 156 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 FUTURES ONLY POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,746 COMMITMENTS 10,202 4,039 1,969 10,649 17,545 22,820 23,553 3,926 3,193 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 232) -154 -161 -99 872 612 619 352 -387 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 15.1 7.4 39.8 65.6 85.3 88.1 14.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 37 23 17 20 20 69 51 COCOA - NEW YORK BOARD OF TRADE Code-073732 FUTURES ONLY POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,508 COMMITMENTS 48,475 14,077 4,373 79,744 119,247 132,592 137,697 11,916 6,811 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -245) 155 355 -22 -301 158 -168 491 -77 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 9.7 3.0 55.2 82.5 91.8 95.3 8.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 62 38 25 57 42 139 89 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 FUTURES ONLY POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 571,200 COMMITMENTS 94,206 64,825 57,151 353,111 397,140 504,468 519,116 66,732 52,084 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 4,173) 1,802 358 1,544 2,878 16,843 6,224 18,745 -2,051 -14,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 11.3 10.0 61.8 69.5 88.3 90.9 11.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 49 49 48 69 61 145 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 FUTURES ONLY POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,443 COMMITMENTS 47,008 22,168 8,116 58,412 88,939 113,536 119,223 11,907 6,220 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 3,450) 1,017 -395 622 2,130 3,977 3,769 4,204 -319 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 17.7 6.5 46.6 70.9 90.5 95.0 9.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 162 49 64 88 94 284 187 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 FUTURES ONLY POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,824 COMMITMENTS 7,930 20,385 2,759 18,267 3,216 28,956 26,360 868 3,464 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -854) -778 -756 -23 -70 56 -871 -723 17 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 68.4 9.3 61.2 10.8 97.1 88.4 2.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 7 43 5 6 12 15 59
Updated December 29, 2006