COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 219,665: 34,304 54,454 48,443 113,708 100,248 196,455 203,145: 23,210 16,520
Old : 197,782: 28,755 55,689 41,488 106,063 84,504 176,305 181,681: 21,476 16,100
Other: 21,883: 7,734 949 4,770 7,645 15,744 20,149 21,463: 1,734 420
: : :
: : Changes in Commitments from: November 7, 2006 :
: -38,946: -608 4,253 -22,375 -13,023 -19,636 -36,005 -37,758: -2,941 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 24.8 22.1 51.8 45.6 89.4 92.5: 10.6 7.5
Old : 100.0: 14.5 28.2 21.0 53.6 42.7 89.1 91.9: 10.9 8.1
Other: 100.0: 35.3 4.3 21.8 34.9 71.9 92.1 98.1: 7.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 82 101 69 70 55 186 198:
Old : 268: 84 102 68 69 55 183 198:
Other: 88: 32 17 32 26 23 76 55:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 28.6 32.6 37.5 19.5 21.9 29.4 29.2
Old : 20.4 26.9 33.3 35.2 19.9 19.5 30.3 26.6
Other: 37.9 51.7 54.8 68.5 37.9 50.3 53.1 64.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 49,008: 10,868 1,577 12,358 19,933 31,657 43,159 45,593: 5,849 3,415
Old : 48,945: 10,854 1,582 12,340 19,913 31,611 43,107 45,534: 5,838 3,411
Other: 63: 21 2 11 20 46 52 59: 11 4
: : :
: : Changes in Commitments from: November 7, 2006 :
: -107: -1,243 -160 39 627 -744 -577 -864: 469 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.2 25.2 40.7 64.6 88.1 93.0: 11.9 7.0
Old : 100.0: 22.2 3.2 25.2 40.7 64.6 88.1 93.0: 11.9 7.0
Other: 100.0: 33.3 3.2 17.5 31.7 73.0 82.5 93.7: 17.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 58 35 39 25 22 99 85:
Old : 132: 57 37 39 25 22 99 85:
Other: 7: 3 1 2 1 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 46.4 37.3 61.9 10.2 30.4 16.8 39.7
Old : 24.3 46.3 37.4 61.9 10.3 30.4 16.8 39.7
Other: 81.0 93.7 82.5 93.7 65.1 76.2 65.1 76.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 133,286: 34,280 24,694 8,611 79,568 91,885 122,459 125,189: 10,827 8,096
Old : 115,308: 33,853 24,024 7,602 63,235 75,821 104,690 107,447: 10,618 7,861
Other: 17,978: 1,017 1,259 419 16,333 16,064 17,769 17,742: 209 236
: : :
: : Changes in Commitments from: November 7, 2006 :
: -18,706: 315 -7,507 -2,730 -13,889 -8,573 -16,304 -18,810: -2,402 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 18.5 6.5 59.7 68.9 91.9 93.9: 8.1 6.1
Old : 100.0: 29.4 20.8 6.6 54.8 65.8 90.8 93.2: 9.2 6.8
Other: 100.0: 5.7 7.0 2.3 90.9 89.4 98.8 98.7: 1.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 48 44 30 50 42 116 101:
Old : 154: 48 44 29 50 41 114 99:
Other: 34: 5 7 7 12 15 22 24:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 33.5 41.9 49.1 19.7 22.5 30.2 30.9
Old : 23.8 32.5 39.8 46.7 20.3 22.5 32.5 31.2
Other: 68.0 76.1 85.2 87.3 45.4 57.0 62.6 65.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 686,189: 93,151 38,246 154,837 363,526 425,559 611,513 618,642: 74,675 67,547
Old : 686,189: 93,151 38,246 154,837 363,526 425,559 611,513 618,642: 74,675 67,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 8,904: -2,652 -4,529 -2,256 12,088 13,765 7,181 6,980: 1,724 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.6 22.6 53.0 62.0 89.1 90.2: 10.9 9.8
Old : 100.0: 13.6 5.6 22.6 53.0 62.0 89.1 90.2: 10.9 9.8
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 : 189: 61 41 53 79 69 163 142:
Old : 189: 61 41 53 79 69 163 142:
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 : 19.8 29.0 31.6 43.8 12.4 14.6 19.5 22.0
Old : 19.8 29.0 31.6 43.8 12.4 14.6 19.5 22.0
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, November 14, 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 : 155,363: 39,905 16,987 42,289 59,289 88,539 141,483 147,815: 13,880 7,548
Old : 143,911: 39,089 17,343 37,406 53,872 81,919 130,367 136,667: 13,544 7,244
Other: 11,452: 2,532 1,361 3,167 5,417 6,621 11,116 11,148: 336 303
: : :
: : Changes in Commitments from: November 7, 2006 :
: -10,210: 3,640 -3,600 -8,891 -6,131 1,804 -11,382 -10,687: 1,172 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.9 27.2 38.2 57.0 91.1 95.1: 8.9 4.9
Old : 100.0: 27.2 12.1 26.0 37.4 56.9 90.6 95.0: 9.4 5.0
Other: 100.0: 22.1 11.9 27.7 47.3 57.8 97.1 97.4: 2.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 169 71 116 103 116 334 260:
Old : 395: 176 69 114 103 115 333 257:
Other: 76: 12 24 25 23 30 54 60:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 24.1 24.3 34.6 13.0 14.8 18.5 23.4
Old : 14.5 22.6 23.9 33.3 14.0 17.5 19.9 26.0
Other: 51.6 58.8 70.6 68.3 41.2 39.5 49.1 44.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 35,231: 12,731 13,295 2,777 18,268 15,914 33,776 31,986: 1,455 3,245
Old : 35,231: 12,731 13,295 2,777 18,268 15,914 33,776 31,986: 1,455 3,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 31: -275 3,054 -1,045 2,418 -1,738 1,099 270: -1,067 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 37.7 7.9 51.9 45.2 95.9 90.8: 4.1 9.2
Old : 100.0: 36.1 37.7 7.9 51.9 45.2 95.9 90.8: 4.1 9.2
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 : 67: 16 36 12 5 11 24 57:
Old : 67: 16 36 12 5 11 24 57:
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 : 66.9 57.5 85.8 70.5 64.7 55.3 79.8 66.8
Old : 66.9 57.5 85.8 70.5 64.7 55.3 79.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 43,300: 34,984 937 1 2,691 39,218 37,676 40,156: 5,624 3,144
Old : 43,300: 34,984 937 1 2,691 39,218 37,676 40,156: 5,624 3,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -307: 1,061 -269 0 -203 1,337 858 1,068: -1,165 -1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 2.2 0.0 6.2 90.6 87.0 92.7: 13.0 7.3
Old : 100.0: 80.8 2.2 0.0 6.2 90.6 87.0 92.7: 13.0 7.3
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 : 23: 8 2 1 4 10 12 13:
Old : 23: 8 2 1 4 10 12 13:
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 : 75.5 80.0 83.7 88.1 75.5 80.0 83.7 88.1
Old : 75.5 80.0 83.7 88.1 75.5 80.0 83.7 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006