COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 201,950: 34,583 56,934 42,698 104,905 88,749 182,185 188,380: 19,764 13,569
Old : 177,416: 28,752 58,216 34,664 96,252 71,465 159,669 164,345: 17,747 13,071
Other: 24,534: 7,997 885 5,867 8,652 17,283 22,516 24,035: 2,017 499
: : :
: : Changes in Commitments from: November 14, 2006 :
: -17,715: 279 2,480 -5,745 -8,803 -11,500 -14,269 -14,764: -3,446 -2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 28.2 21.1 51.9 43.9 90.2 93.3: 9.8 6.7
Old : 100.0: 16.2 32.8 19.5 54.3 40.3 90.0 92.6: 10.0 7.4
Other: 100.0: 32.6 3.6 23.9 35.3 70.4 91.8 98.0: 8.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 84 99 59 63 59 172 196:
Old : 267: 82 102 58 63 58 170 195:
Other: 86: 32 15 31 26 24 74 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 : 21.3 26.0 33.5 35.6 21.3 21.2 32.1 29.5
Old : 22.3 23.4 34.5 32.5 22.3 18.3 33.7 26.3
Other: 34.1 51.8 49.9 68.3 34.1 49.3 47.3 61.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 49,132: 11,514 1,578 13,254 19,321 31,261 44,089 46,093: 5,043 3,039
Old : 49,059: 11,514 1,605 13,213 19,301 31,205 44,028 46,023: 5,031 3,036
Other: 73: 30 3 11 20 56 61 70: 12 3
: : :
: : Changes in Commitments from: November 14, 2006 :
: 124: 646 0 896 -612 -396 930 500: -806 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.2 27.0 39.3 63.6 89.7 93.8: 10.3 6.2
Old : 100.0: 23.5 3.3 26.9 39.3 63.6 89.7 93.8: 10.3 6.2
Other: 100.0: 41.1 4.1 15.1 27.4 76.7 83.6 95.9: 16.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 59 41 38 22 22 99 88:
Old : 137: 60 42 38 22 22 99 88:
Other: 7: 2 2 2 1 1 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 43.7 38.1 59.3 10.1 27.5 16.9 37.9
Old : 25.1 43.6 38.1 59.3 10.2 27.4 16.9 37.8
Other: 83.6 94.5 83.6 95.9 68.5 80.8 68.5 80.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 136,439: 33,012 27,384 8,219 84,527 93,538 125,758 129,141: 10,681 7,298
Old : 118,134: 32,527 26,754 7,177 67,962 76,944 107,666 110,875: 10,468 7,259
Other: 18,305: 986 1,132 541 16,565 16,594 18,092 18,266: 213 39
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,153: -1,268 2,691 -392 4,959 1,653 3,299 3,951: -146 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.1 6.0 62.0 68.6 92.2 94.7: 7.8 5.3
Old : 100.0: 27.5 22.6 6.1 57.5 65.1 91.1 93.9: 8.9 6.1
Other: 100.0: 5.4 6.2 3.0 90.5 90.7 98.8 99.8: 1.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 49 45 32 52 42 116 109:
Old : 159: 49 47 31 52 42 114 108:
Other: 35: 6 6 7 12 14 23 23:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 33.6 42.3 50.6 20.3 23.9 30.4 33.2
Old : 22.9 31.6 39.3 49.2 20.9 22.8 32.6 33.0
Other: 66.8 76.5 84.7 88.2 44.3 57.5 62.2 66.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 698,652: 89,093 40,243 158,680 379,540 436,258 627,312 635,181: 71,340 63,471
Old : 698,652: 89,093 40,243 158,680 379,540 436,258 627,312 635,181: 71,340 63,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 12,463: -4,058 1,997 3,843 16,014 10,699 15,799 16,539: -3,336 -4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.8 22.7 54.3 62.4 89.8 90.9: 10.2 9.1
Old : 100.0: 12.8 5.8 22.7 54.3 62.4 89.8 90.9: 10.2 9.1
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 : 189: 64 37 53 80 69 165 141:
Old : 189: 64 37 53 80 69 165 141:
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 : 20.6 28.9 31.9 43.7 12.0 13.8 18.7 20.8
Old : 20.6 28.9 31.9 43.7 12.0 13.8 18.7 20.8
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, November 21, 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 : 155,139: 40,325 16,947 43,069 59,476 87,919 142,870 147,936: 12,269 7,203
Old : 143,076: 38,999 17,242 38,260 53,938 80,692 131,197 136,194: 11,879 6,882
Other: 12,063: 2,620 1,000 3,515 5,538 7,227 11,673 11,742: 390 321
: : :
: : Changes in Commitments from: November 14, 2006 :
: -224: 420 -40 780 186 -620 1,387 120: -1,611 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.9 27.8 38.3 56.7 92.1 95.4: 7.9 4.6
Old : 100.0: 27.3 12.1 26.7 37.7 56.4 91.7 95.2: 8.3 4.8
Other: 100.0: 21.7 8.3 29.1 45.9 59.9 96.8 97.3: 3.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 158 82 105 104 113 326 244:
Old : 384: 164 81 104 104 112 325 242:
Other: 82: 13 22 27 25 35 57 67:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 23.8 26.5 35.1 13.2 14.5 19.1 23.1
Old : 16.1 22.6 26.2 33.5 14.3 17.3 20.6 25.6
Other: 50.6 53.0 66.9 63.0 39.1 36.9 46.9 41.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 34,281: 12,689 12,014 2,750 17,263 16,045 32,702 30,809: 1,579 3,472
Old : 34,281: 12,689 12,014 2,750 17,263 16,045 32,702 30,809: 1,579 3,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -950: -42 -1,281 -27 -1,005 131 -1,074 -1,177: 124 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 35.0 8.0 50.4 46.8 95.4 89.9: 4.6 10.1
Old : 100.0: 37.0 35.0 8.0 50.4 46.8 95.4 89.9: 4.6 10.1
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 : 67: 14 38 12 5 11 24 57:
Old : 67: 14 38 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 : 65.7 55.3 86.3 69.0 63.5 53.0 80.1 64.8
Old : 65.7 55.3 86.3 69.0 63.5 53.0 80.1 64.8
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 21, 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 : 43,381: 35,295 972 1 2,692 39,230 37,988 40,203: 5,393 3,178
Old : 43,381: 35,295 972 1 2,692 39,230 37,988 40,203: 5,393 3,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 81: 311 34 0 1 12 312 46: -231 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 2.2 0.0 6.2 90.4 87.6 92.7: 12.4 7.3
Old : 100.0: 81.4 2.2 0.0 6.2 90.4 87.6 92.7: 12.4 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 : 24: 9 2 1 4 10 13 13:
Old : 24: 9 2 1 4 10 13 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 : 75.0 79.8 83.2 88.0 75.0 79.8 83.2 88.0
Old : 75.0 79.8 83.2 88.0 75.0 79.8 83.2 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006