COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 249,166: 31,186 58,533 67,349 131,878 107,912 230,413 233,793: 18,753 15,373
Old : 234,411: 27,574 59,079 62,947 126,096 97,440 216,618 219,466: 17,794 14,946
Other: 14,755: 5,198 1,040 2,816 5,782 10,472 13,796 14,328: 959 427
: : :
: : Changes in Commitments from: October 3, 2006 :
: 3,905: -44 2,876 6,473 387 -2,283 6,816 7,066: -2,911 -3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 23.5 27.0 52.9 43.3 92.5 93.8: 7.5 6.2
Old : 100.0: 11.8 25.2 26.9 53.8 41.6 92.4 93.6: 7.6 6.4
Other: 100.0: 35.2 7.0 19.1 39.2 71.0 93.5 97.1: 6.5 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 92 117 80 87 63 219 228:
Old : 311: 88 120 79 87 63 218 227:
Other: 63: 22 12 24 16 19 48 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 31.0 31.4 38.8 17.5 19.7 26.5 26.0
Old : 19.4 30.6 31.6 38.4 17.5 18.7 26.2 24.8
Other: 46.8 58.6 63.0 70.8 46.8 58.4 62.0 68.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 53,805: 8,311 2,507 16,074 24,815 31,223 49,200 49,804: 4,605 4,001
Old : 21,107: 4,896 2,467 4,970 9,290 11,296 19,157 18,733: 1,950 2,374
Other: 32,698: 5,334 1,958 9,185 15,525 19,927 30,044 31,071: 2,655 1,628
: : :
: : Changes in Commitments from: October 3, 2006 :
: -823: -680 1,073 731 1,706 -1,703 1,758 101: -2,580 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.7 29.9 46.1 58.0 91.4 92.6: 8.6 7.4
Old : 100.0: 23.2 11.7 23.5 44.0 53.5 90.8 88.8: 9.2 11.2
Other: 100.0: 16.3 6.0 28.1 47.5 60.9 91.9 95.0: 8.1 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 55 40 36 30 24 103 84:
Old : 100: 43 24 26 25 19 75 62:
Other: 98: 34 32 26 24 20 72 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 42.5 44.2 60.0 12.8 29.3 19.5 33.6
Old : 30.0 46.0 45.0 58.0 18.3 29.5 29.0 38.0
Other: 38.2 43.7 52.0 63.4 19.8 33.3 28.6 41.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 157,060: 28,336 32,430 11,686 103,479 103,121 143,501 147,238: 13,558 9,822
Old : 143,736: 27,775 31,819 11,165 91,507 90,953 130,448 133,938: 13,289 9,798
Other: 13,323: 641 691 441 11,972 12,168 13,054 13,300: 270 24
: : :
: : Changes in Commitments from: October 3, 2006 :
: -809: -29 2,901 -1,124 1,694 -364 540 1,412: -1,349 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 20.6 7.4 65.9 65.7 91.4 93.7: 8.6 6.3
Old : 100.0: 19.3 22.1 7.8 63.7 63.3 90.8 93.2: 9.2 6.8
Other: 100.0: 4.8 5.2 3.3 89.9 91.3 98.0 99.8: 2.0 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 48 55 35 56 40 123 115:
Old : 168: 49 54 34 56 38 122 112:
Other: 28: 3 6 6 11 12 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 34.4 42.7 49.4 19.5 18.6 27.0 27.8
Old : 26.5 32.9 41.9 47.7 19.2 20.2 28.0 29.9
Other: 70.3 82.3 86.1 93.9 47.7 63.9 63.0 69.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 604,290: 95,187 43,855 146,431 305,201 346,677 546,818 536,963: 57,472 67,327
Old : 604,290: 95,187 43,855 146,431 305,201 346,677 546,818 536,963: 57,472 67,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -3,294: 1,984 -6,896 -4,914 4,891 9,532 1,961 -2,278: -5,255 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.3 24.2 50.5 57.4 90.5 88.9: 9.5 11.1
Old : 100.0: 15.8 7.3 24.2 50.5 57.4 90.5 88.9: 9.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 53 44 52 73 66 153 137:
Old : 181: 53 44 52 73 66 153 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 26.4 29.9 40.0 15.3 16.6 23.0 23.8
Old : 17.7 26.4 29.9 40.0 15.3 16.6 23.0 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 142,009: 27,069 30,692 37,425 66,513 66,665 131,007 134,781: 11,003 7,228
Old : 134,444: 27,432 31,343 32,977 63,279 63,243 123,687 127,563: 10,757 6,881
Other: 7,565: 1,860 1,572 2,224 3,235 3,422 7,319 7,218: 246 347
: : :
: : Changes in Commitments from: October 3, 2006 :
: -53: -104 1,047 755 1,000 1,214 1,651 3,016: -1,704 -3,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.6 26.4 46.8 46.9 92.3 94.9: 7.7 5.1
Old : 100.0: 20.4 23.3 24.5 47.1 47.0 92.0 94.9: 8.0 5.1
Other: 100.0: 24.6 20.8 29.4 42.8 45.2 96.8 95.4: 3.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 114 117 107 113 97 281 271:
Old : 365: 122 112 107 112 96 280 270:
Other: 43: 5 17 11 14 10 29 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 21.1 28.5 30.3 17.0 12.4 24.1 19.0
Old : 18.5 20.3 28.6 29.8 17.9 15.0 25.4 22.5
Other: 71.2 78.9 83.3 86.7 54.6 53.8 62.3 59.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 31,633: 19,215 7,911 3,240 5,728 17,958 28,183 29,109: 3,450 2,524
Old : 31,633: 19,215 7,911 3,240 5,728 17,958 28,183 29,109: 3,450 2,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 6,440: 5,558 -368 -175 99 7,140 5,482 6,597: 958 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 25.0 10.2 18.1 56.8 89.1 92.0: 10.9 8.0
Old : 100.0: 60.7 25.0 10.2 18.1 56.8 89.1 92.0: 10.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 39 24 10 6 10 52 38:
Old : 78: 39 24 10 6 10 52 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 59.8 64.3 77.3 42.3 59.8 57.4 71.3
Old : 45.2 59.8 64.3 77.3 42.3 59.8 57.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006