COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 223,543: 41,951 45,188 52,050 105,010 114,019 199,011 211,257: 24,532 12,286
Old : 192,804: 34,771 47,746 41,256 94,893 92,391 170,920 181,393: 21,884 11,411
Other: 30,739: 10,807 1,069 7,167 10,117 21,628 28,091 29,864: 2,648 875
: : :
: : Changes in Commitments from: December 5, 2006 :
: 7,630: -137 -4,245 3,695 1,999 7,470 5,557 6,920: 2,073 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.2 23.3 47.0 51.0 89.0 94.5: 11.0 5.5
Old : 100.0: 18.0 24.8 21.4 49.2 47.9 88.6 94.1: 11.4 5.9
Other: 100.0: 35.2 3.5 23.3 32.9 70.4 91.4 97.2: 8.6 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 106 76 69 71 62 203 185:
Old : 269: 97 83 67 70 60 198 183:
Other: 95: 35 16 32 31 28 82 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 29.6 31.6 38.5 20.4 24.6 29.9 31.9
Old : 21.5 26.9 33.0 35.4 21.5 21.4 31.7 28.8
Other: 30.1 50.2 43.9 64.8 30.1 47.0 43.2 58.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 42,974: 11,409 1,623 11,660 13,099 23,821 36,168 37,104: 6,806 5,870
Old : 42,901: 11,394 1,636 11,633 13,079 23,765 36,106 37,034: 6,795 5,867
Other: 73: 31 3 11 20 56 62 70: 11 3
: : :
: : Changes in Commitments from: December 5, 2006 :
: -4,967: -1,036 91 -1,947 -4,527 -6,196 -7,510 -8,053: 2,543 3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.8 27.1 30.5 55.4 84.2 86.3: 15.8 13.7
Old : 100.0: 26.6 3.8 27.1 30.5 55.4 84.2 86.3: 15.8 13.7
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: 60 49 39 22 24 100 98:
Old : 146: 60 50 39 22 24 100 98:
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 : 17.7 32.0 29.0 46.8 10.9 28.8 18.9 37.6
Old : 17.8 32.0 29.1 46.7 10.9 28.8 19.0 37.6
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 12, 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 : 148,243: 41,010 13,312 11,217 82,755 115,414 134,982 139,943: 13,260 8,300
Old : 128,466: 39,906 12,809 10,192 65,417 97,502 115,515 120,503: 12,951 7,963
Other: 19,777: 1,593 991 537 17,338 17,912 19,468 19,440: 309 337
: : :
: : Changes in Commitments from: December 5, 2006 :
: 4,075: 3,328 -13,987 2,461 -2,249 14,919 3,540 3,393: 536 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 9.0 7.6 55.8 77.9 91.1 94.4: 8.9 5.6
Old : 100.0: 31.1 10.0 7.9 50.9 75.9 89.9 93.8: 10.1 6.2
Other: 100.0: 8.1 5.0 2.7 87.7 90.6 98.4 98.3: 1.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 61 38 38 56 45 141 101:
Old : 170: 58 41 37 56 44 139 99:
Other: 39: 10 5 7 11 17 23 27:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 39.7 40.0 56.3 18.9 29.8 27.2 36.4
Old : 24.1 39.4 37.9 56.5 20.4 30.4 28.3 38.5
Other: 61.5 63.9 81.1 82.3 47.7 52.4 66.8 67.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 761,757: 96,997 53,934 160,993 413,982 466,344 671,972 681,271: 89,786 80,486
Old : 761,757: 96,997 53,934 160,993 413,982 466,344 671,972 681,271: 89,786 80,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 5,366: 3,938 9,987 -12,710 6,467 -9,437 -2,306 -12,160: 7,672 17,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 7.1 21.1 54.3 61.2 88.2 89.4: 11.8 10.6
Old : 100.0: 12.7 7.1 21.1 54.3 61.2 88.2 89.4: 11.8 10.6
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 : 202: 54 56 57 84 72 172 154:
Old : 202: 54 56 57 84 72 172 154:
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 : 22.3 30.4 33.0 43.2 11.7 13.7 18.2 20.5
Old : 22.3 30.4 33.0 43.2 11.7 13.7 18.2 20.5
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 12, 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 : 170,384: 47,566 17,605 45,551 62,409 98,529 155,527 161,685: 14,858 8,699
Old : 156,423: 45,634 17,836 41,370 55,324 89,196 142,328 148,402: 14,095 8,021
Other: 13,961: 2,783 620 3,331 7,086 9,333 13,199 13,284: 762 678
: : :
: : Changes in Commitments from: December 5, 2006 :
: -1,455: 1,697 -396 -5,186 1,194 3,187 -2,295 -2,396: 840 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 10.3 26.7 36.6 57.8 91.3 94.9: 8.7 5.1
Old : 100.0: 29.2 11.4 26.4 35.4 57.0 91.0 94.9: 9.0 5.1
Other: 100.0: 19.9 4.4 23.9 50.8 66.9 94.5 95.1: 5.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 189 64 98 107 113 343 240:
Old : 398: 191 67 96 107 112 340 239:
Other: 79: 21 11 26 22 38 54 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 : 15.9 23.9 26.9 35.9 13.2 15.4 19.5 24.0
Old : 15.5 22.1 27.0 34.3 14.3 18.5 20.8 27.0
Other: 54.8 49.9 71.0 62.5 39.5 34.2 44.9 38.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 47,549: 12,854 25,112 3,887 29,611 13,749 46,352 42,747: 1,196 4,801
Old : 47,549: 12,854 25,112 3,887 29,611 13,749 46,352 42,747: 1,196 4,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 6,274: -5,489 3,351 791 11,206 2,543 6,509 6,685: -234 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 52.8 8.2 62.3 28.9 97.5 89.9: 2.5 10.1
Old : 100.0: 27.0 52.8 8.2 62.3 28.9 97.5 89.9: 2.5 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 : 76: 10 49 12 8 11 24 68:
Old : 76: 10 49 12 8 11 24 68:
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 : 71.5 37.7 90.0 57.0 66.4 34.9 77.4 50.4
Old : 71.5 37.7 90.0 57.0 66.4 34.9 77.4 50.4
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 12, 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 : 50,254: 28,769 719 29 14,271 44,132 43,069 44,880: 7,185 5,375
Old : 50,254: 28,769 719 29 14,271 44,132 43,069 44,880: 7,185 5,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -733: -2,972 -40 29 1,517 -2,108 -1,426 -2,119: 692 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 1.4 0.1 28.4 87.8 85.7 89.3: 14.3 10.7
Old : 100.0: 57.2 1.4 0.1 28.4 87.8 85.7 89.3: 14.3 10.7
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 1 9 13 18 15:
Old : 26: 9 1 1 9 13 18 15:
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 : 66.1 71.0 74.3 83.9 52.4 58.5 59.2 65.3
Old : 66.1 71.0 74.3 83.9 52.4 58.5 59.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006