COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 215,913: 42,088 49,433 48,355 103,011 106,549 193,454 204,337: 22,459 11,576
Old : 187,450: 34,736 51,742 38,409 94,159 86,344 167,304 176,494: 20,146 10,956
Other: 28,463: 10,545 884 6,753 8,853 20,206 26,151 27,843: 2,313 620
: : :
: : Changes in Commitments from: November 28, 2006 :
: 7,530: 4,852 -3,123 2,808 -2,542 8,783 5,118 8,468: 2,412 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.9 22.4 47.7 49.3 89.6 94.6: 10.4 5.4
Old : 100.0: 18.5 27.6 20.5 50.2 46.1 89.3 94.2: 10.7 5.8
Other: 100.0: 37.0 3.1 23.7 31.1 71.0 91.9 97.8: 8.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 104 84 68 69 63 199 193:
Old : 275: 93 94 67 68 61 195 191:
Other: 94: 41 9 32 29 28 80 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 : 20.4 29.4 31.6 38.5 20.4 24.8 30.4 32.4
Old : 21.6 26.8 32.9 35.3 21.6 21.7 32.3 29.2
Other: 30.7 51.5 46.0 67.1 30.7 48.7 44.5 61.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 47,941: 12,445 1,532 13,608 17,625 30,017 43,678 45,157: 4,263 2,784
Old : 47,868: 12,445 1,560 13,566 17,605 29,961 43,616 45,087: 4,252 2,781
Other: 73: 31 3 11 20 56 62 70: 11 3
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,855: 1,137 -231 -809 -1,432 -180 -1,105 -1,220: -751 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.2 28.4 36.8 62.6 91.1 94.2: 8.9 5.8
Old : 100.0: 26.0 3.3 28.3 36.8 62.6 91.1 94.2: 8.9 5.8
Other: 100.0: 42.5 4.1 15.1 27.4 76.7 84.9 95.9: 15.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 65 44 42 22 25 103 100:
Old : 146: 66 45 42 22 25 103 100:
Other: 8: 3 2 2 1 1 5 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 : 23.6 41.1 36.8 55.9 10.0 27.5 17.0 36.7
Old : 23.7 41.1 36.9 55.9 10.0 27.5 17.1 36.6
Other: 83.6 94.5 84.9 95.9 69.9 80.8 69.9 80.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 144,167: 37,682 27,298 8,756 85,004 100,495 131,443 136,550: 12,725 7,618
Old : 124,727: 37,074 26,437 7,802 67,368 83,125 112,245 117,365: 12,482 7,362
Other: 19,441: 959 1,212 603 17,636 17,370 19,198 19,185: 243 256
: : :
: : Changes in Commitments from: November 28, 2006 :
: 4,632: 4,339 -4,031 961 -2,119 6,756 3,181 3,687: 1,451 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.9 6.1 59.0 69.7 91.2 94.7: 8.8 5.3
Old : 100.0: 29.7 21.2 6.3 54.0 66.6 90.0 94.1: 10.0 5.9
Other: 100.0: 4.9 6.2 3.1 90.7 89.3 98.8 98.7: 1.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 53 47 30 53 42 121 105:
Old : 163: 55 44 29 52 41 118 103:
Other: 36: 4 7 7 13 16 22 25:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 33.8 41.9 51.8 19.6 24.6 29.0 32.6
Old : 24.6 32.1 38.4 50.7 20.7 23.8 30.6 33.2
Other: 63.1 74.1 83.7 85.6 40.9 53.2 60.3 62.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 756,391: 93,059 43,948 173,703 407,515 475,780 674,277 693,431: 82,114 62,960
Old : 756,391: 93,059 43,948 173,703 407,515 475,780 674,277 693,431: 82,114 62,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 31,510: -867 7,547 7,702 19,252 15,544 26,087 30,794: 5,423 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.8 23.0 53.9 62.9 89.1 91.7: 10.9 8.3
Old : 100.0: 12.3 5.8 23.0 53.9 62.9 89.1 91.7: 10.9 8.3
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 : 200: 60 50 61 83 72 176 152:
Old : 200: 60 50 61 83 72 176 152:
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 : 22.6 29.8 33.2 43.8 11.4 14.9 17.6 21.7
Old : 22.6 29.8 33.2 43.8 11.4 14.9 17.6 21.7
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, December 5, 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 : 171,839: 45,869 18,001 50,738 61,215 95,342 157,821 164,081: 14,018 7,758
Old : 159,291: 44,007 18,471 46,061 55,716 87,433 145,785 151,965: 13,506 7,325
Other: 12,549: 3,013 680 3,525 5,499 7,910 12,037 12,116: 512 433
: : :
: : Changes in Commitments from: November 28, 2006 :
: 9,003: 2,856 1,019 4,195 1,201 3,875 8,253 9,089: 750 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.5 29.5 35.6 55.5 91.8 95.5: 8.2 4.5
Old : 100.0: 27.6 11.6 28.9 35.0 54.9 91.5 95.4: 8.5 4.6
Other: 100.0: 24.0 5.4 28.1 43.8 63.0 95.9 96.5: 4.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 183 87 113 111 121 354 269:
Old : 419: 183 90 111 111 120 351 267:
Other: 84: 25 11 28 23 38 58 69:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 23.3 26.5 35.3 12.7 15.1 19.0 23.1
Old : 15.5 21.8 26.6 33.8 13.8 17.1 20.1 25.1
Other: 52.7 50.7 66.6 61.4 39.4 36.6 45.1 41.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 41,275: 18,343 21,761 3,096 18,405 11,206 39,844 36,062: 1,431 5,212
Old : 41,275: 18,343 21,761 3,096 18,405 11,206 39,844 36,062: 1,431 5,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,800: 7,677 3,919 503 -4,727 -1,661 3,453 2,761: -653 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 52.7 7.5 44.6 27.1 96.5 87.4: 3.5 12.6
Old : 100.0: 44.4 52.7 7.5 44.6 27.1 96.5 87.4: 3.5 12.6
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 : 76: 13 47 11 6 10 24 65:
Old : 76: 13 47 11 6 10 24 65:
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 : 73.7 40.8 88.8 57.6 73.1 40.7 84.8 55.6
Old : 73.7 40.8 88.8 57.6 73.1 40.7 84.8 55.6
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, December 5, 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 : 50,987: 31,741 759 0 12,754 46,240 44,495 46,999: 6,493 3,989
Old : 50,987: 31,741 759 0 12,754 46,240 44,495 46,999: 6,493 3,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 6,464: -2,338 -244 -1 7,935 6,017 5,596 5,772: 869 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 1.5 0.0 25.0 90.7 87.3 92.2: 12.7 7.8
Old : 100.0: 62.3 1.5 0.0 25.0 90.7 87.3 92.2: 12.7 7.8
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 : 26: 9 1 0 8 12 17 13:
Old : 26: 9 1 0 8 12 17 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 : 71.1 75.8 79.2 86.9 57.7 64.1 64.6 71.2
Old : 71.1 75.8 79.2 86.9 57.7 64.1 64.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006