COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 219,665 COMMITMENTS 34,304 54,454 48,443 113,708 100,248 196,455 203,145 23,210 16,520 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -38,946) -608 4,253 -22,375 -13,023 -19,636 -36,005 -37,758 -2,941 -1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 24.8 22.1 51.8 45.6 89.4 92.5 10.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 82 101 69 70 55 186 198 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,008 COMMITMENTS 10,868 1,577 12,358 19,933 31,657 43,159 45,593 5,849 3,415 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -107) -1,243 -160 39 627 -744 -577 -864 469 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 3.2 25.2 40.7 64.6 88.1 93.0 11.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 58 35 39 25 22 99 85 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,286 COMMITMENTS 34,280 24,694 8,611 79,568 91,885 122,459 125,189 10,827 8,096 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -18,706) 315 -7,507 -2,730 -13,889 -8,573 -16,304 -18,810 -2,402 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 18.5 6.5 59.7 68.9 91.9 93.9 8.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 48 44 30 50 42 116 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 686,189 COMMITMENTS 93,151 38,246 154,837 363,526 425,559 611,513 618,642 74,675 67,547 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 8,904) -2,652 -4,529 -2,256 12,088 13,765 7,181 6,980 1,724 1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 5.6 22.6 53.0 62.0 89.1 90.2 10.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 61 41 53 79 69 163 142 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 155,363 COMMITMENTS 39,905 16,987 42,289 59,289 88,539 141,483 147,815 13,880 7,548 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -10,210) 3,640 -3,600 -8,891 -6,131 1,804 -11,382 -10,687 1,172 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 10.9 27.2 38.2 57.0 91.1 95.1 8.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 169 71 116 103 116 334 260 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,231 COMMITMENTS 12,731 13,295 2,777 18,268 15,914 33,776 31,986 1,455 3,245 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 31) -275 3,054 -1,045 2,418 -1,738 1,099 270 -1,067 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 37.7 7.9 51.9 45.2 95.9 90.8 4.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 36 12 5 11 24 57 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 43,300 COMMITMENTS 34,984 937 1 2,691 39,218 37,676 40,156 5,624 3,144 CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -307) 1,061 -269 0 -203 1,337 858 1,068 -1,165 -1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.8 2.2 0.0 6.2 90.6 87.0 92.7 13.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 2 1 4 10 12 13
Updated November 17, 2006