COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,950
COMMITMENTS
34,583 56,934 42,698 104,905 88,749 182,185 188,380 19,764 13,569
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -17,715)
279 2,480 -5,745 -8,803 -11,500 -14,269 -14,764 -3,446 -2,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 28.2 21.1 51.9 43.9 90.2 93.3 9.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
84 99 59 63 59 172 196
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,132
COMMITMENTS
11,514 1,578 13,254 19,321 31,261 44,089 46,093 5,043 3,039
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 124)
646 0 896 -612 -396 930 500 -806 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.2 27.0 39.3 63.6 89.7 93.8 10.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
59 41 38 22 22 99 88
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,439
COMMITMENTS
33,012 27,384 8,219 84,527 93,538 125,758 129,141 10,681 7,298
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,153)
-1,268 2,691 -392 4,959 1,653 3,299 3,951 -146 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 20.1 6.0 62.0 68.6 92.2 94.7 7.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 45 32 52 42 116 109
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 698,652
COMMITMENTS
89,093 40,243 158,680 379,540 436,258 627,312 635,181 71,340 63,471
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 12,463)
-4,058 1,997 3,843 16,014 10,699 15,799 16,539 -3,336 -4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.8 22.7 54.3 62.4 89.8 90.9 10.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
64 37 53 80 69 165 141
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 155,139
COMMITMENTS
40,325 16,947 43,069 59,476 87,919 142,870 147,936 12,269 7,203
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -224)
420 -40 780 186 -620 1,387 120 -1,611 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 10.9 27.8 38.3 56.7 92.1 95.4 7.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
158 82 105 104 113 326 244
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,281
COMMITMENTS
12,689 12,014 2,750 17,263 16,045 32,702 30,809 1,579 3,472
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -950)
-42 -1,281 -27 -1,005 131 -1,074 -1,177 124 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 35.0 8.0 50.4 46.8 95.4 89.9 4.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 38 12 5 11 24 57
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 43,381
COMMITMENTS
35,295 972 1 2,692 39,230 37,988 40,203 5,393 3,178
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 81)
311 34 0 1 12 312 46 -231 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 2.2 0.0 6.2 90.4 87.6 92.7 12.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 2 1 4 10 13 13
Updated November 27, 2006