COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 253,572 COMMITMENTS 31,449 54,119 70,624 128,665 112,358 230,737 237,101 22,835 16,472 CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -838) 181 -1,944 305 -3,605 201 -3,119 -1,438 2,281 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 21.3 27.9 50.7 44.3 91.0 93.5 9.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 95 106 81 84 60 220 213 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,412 COMMITMENTS 10,596 1,226 11,272 20,910 33,350 42,778 45,848 5,634 2,563 CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -10,366) 435 -340 -6,713 -3,184 -2,247 -9,461 -9,299 -904 -1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 2.5 23.3 43.2 68.9 88.4 94.7 11.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 62 26 35 25 22 99 73 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 173,480 COMMITMENTS 32,716 47,189 15,321 110,037 101,223 158,075 163,733 15,406 9,748 CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 5,096) 3,180 3,650 1,820 45 -878 5,044 4,592 52 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 27.2 8.8 63.4 58.3 91.1 94.4 8.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 61 55 42 59 38 139 124 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 643,592 COMMITMENTS 95,252 37,957 153,986 329,397 385,126 578,635 577,069 64,957 66,523 CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 6,290) -2,133 2,308 -2,848 12,192 9,269 7,211 8,729 -921 -2,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 5.9 23.9 51.2 59.8 89.9 89.7 10.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 57 40 54 72 66 154 137 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 143,758 COMMITMENTS 29,002 28,011 35,846 67,180 73,323 132,027 137,180 11,730 6,578 CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 4,413) 1,985 -5,004 1,798 -948 7,393 2,835 4,187 1,578 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 19.5 24.9 46.7 51.0 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 121 104 112 104 105 287 271 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,556 COMMITMENTS 21,865 7,630 2,881 5,977 21,682 30,723 32,193 3,833 2,364 CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -2,987) -2,877 -512 93 -443 -2,785 -3,227 -3,204 240 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.3 22.1 8.3 17.3 62.7 88.9 93.2 11.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 41 21 9 5 11 52 36
Updated October 27, 2006