COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 257,078 COMMITMENTS 33,556 51,539 71,384 129,812 118,880 234,752 241,803 22,327 15,275 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,506) 2,107 -2,580 760 1,147 6,523 4,014 4,702 -508 -1,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 20.0 27.8 50.5 46.2 91.3 94.1 8.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 103 98 85 88 64 229 218 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,942 COMMITMENTS 11,539 1,275 11,594 20,203 33,422 43,336 46,292 5,606 2,651 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 531) 943 49 322 -706 72 558 443 -28 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 2.6 23.7 41.3 68.3 88.5 94.6 11.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 61 31 35 24 22 97 80 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 166,240 COMMITMENTS 33,074 39,641 16,608 102,577 100,908 152,259 157,157 13,980 9,082 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -7,241) 358 -7,548 1,287 -7,460 -314 -5,816 -6,575 -1,425 -666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 23.8 10.0 61.7 60.7 91.6 94.5 8.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 54 61 46 54 39 139 123 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 661,406 COMMITMENTS 96,915 40,261 156,735 339,880 397,869 593,530 594,866 67,875 66,540 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 17,813) 1,662 2,304 2,750 10,483 12,743 14,895 17,797 2,918 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 6.1 23.7 51.4 60.2 89.7 89.9 10.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 58 40 53 76 66 158 136 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,090 COMMITMENTS 31,185 24,640 41,033 65,915 78,794 138,132 144,467 12,957 6,623 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 7,332) 2,183 -3,372 5,187 -1,265 5,471 6,105 7,287 1,227 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 16.3 27.2 43.6 52.2 91.4 95.6 8.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 132 106 131 106 105 317 283 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,700 COMMITMENTS 12,096 8,173 3,313 15,321 18,825 30,730 30,312 2,971 3,389 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -856) -9,769 544 432 9,343 -2,857 6 -1,881 -862 1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 24.3 9.8 45.5 55.9 91.2 89.9 8.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 23 22 11 7 9 32 41
Updated November 3, 2006