COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 254,411 COMMITMENTS 31,267 56,063 70,319 132,270 112,156 233,857 238,539 20,554 15,872 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,245) 81 -2,470 2,971 392 4,244 3,443 4,746 1,801 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 22.0 27.6 52.0 44.1 91.9 93.8 8.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 100 109 80 85 63 220 223 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 58,777 COMMITMENTS 10,161 1,566 17,985 24,093 35,597 52,239 55,148 6,538 3,630 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 4,972) 1,850 -940 1,910 -721 4,374 3,039 5,344 1,933 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 2.7 30.6 41.0 60.6 88.9 93.8 11.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 59 35 39 27 25 103 82 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 168,384 COMMITMENTS 29,536 43,539 13,501 109,993 102,100 153,030 159,141 15,353 9,243 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 11,324) 1,200 11,108 1,816 6,514 -1,021 9,529 11,903 1,795 -579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 25.9 8.0 65.3 60.6 90.9 94.5 9.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 61 57 38 58 37 133 122 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 637,302 COMMITMENTS 97,385 35,649 156,834 317,205 375,857 571,424 568,340 65,878 68,963 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 33,012) 2,199 -8,206 10,403 12,004 29,180 24,606 31,377 8,406 1,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 5.6 24.6 49.8 59.0 89.7 89.2 10.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 58 42 53 72 65 156 135 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,345 COMMITMENTS 27,017 33,015 34,048 68,128 65,930 129,193 132,993 10,152 6,351 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -2,665) -51 2,324 -3,377 1,614 -735 -1,814 -1,788 -851 -877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 23.7 24.4 48.9 47.3 92.7 95.4 7.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 120 117 105 108 99 282 276 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,544 COMMITMENTS 24,742 8,142 2,789 6,420 24,467 33,951 35,397 3,593 2,146 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,910) 5,527 230 -452 693 6,509 5,768 6,288 143 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.9 21.7 7.4 17.1 65.2 90.4 94.3 9.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 41 25 11 6 11 54 41
Updated October 20, 2006