COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 215,913 COMMITMENTS 42,088 49,433 48,355 103,011 106,549 193,454 204,337 22,459 11,576 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 7,530) 4,852 -3,123 2,808 -2,542 8,783 5,118 8,468 2,412 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 22.9 22.4 47.7 49.3 89.6 94.6 10.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 104 84 68 69 63 199 193 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,941 COMMITMENTS 12,445 1,532 13,608 17,625 30,017 43,678 45,157 4,263 2,784 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,855) 1,137 -231 -809 -1,432 -180 -1,105 -1,220 -751 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 3.2 28.4 36.8 62.6 91.1 94.2 8.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 65 44 42 22 25 103 100 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,167 COMMITMENTS 37,682 27,298 8,756 85,004 100,495 131,443 136,550 12,725 7,618 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 4,632) 4,339 -4,031 961 -2,119 6,756 3,181 3,687 1,451 945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 18.9 6.1 59.0 69.7 91.2 94.7 8.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 53 47 30 53 42 121 105 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 756,391 COMMITMENTS 93,059 43,948 173,703 407,515 475,780 674,277 693,431 82,114 62,960 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 31,510) -867 7,547 7,702 19,252 15,544 26,087 30,794 5,423 716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 5.8 23.0 53.9 62.9 89.1 91.7 10.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 60 50 61 83 72 176 152 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 171,839 COMMITMENTS 45,869 18,001 50,738 61,215 95,342 157,821 164,081 14,018 7,758 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 9,003) 2,856 1,019 4,195 1,201 3,875 8,253 9,089 750 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 10.5 29.5 35.6 55.5 91.8 95.5 8.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 183 87 113 111 121 354 269 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,275 COMMITMENTS 18,343 21,761 3,096 18,405 11,206 39,844 36,062 1,431 5,212 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,800) 7,677 3,919 503 -4,727 -1,661 3,453 2,761 -653 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 52.7 7.5 44.6 27.1 96.5 87.4 3.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 47 11 6 10 24 65 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 50,987 COMMITMENTS 31,741 759 0 12,754 46,240 44,495 46,999 6,493 3,989 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 6,464) -2,338 -244 -1 7,935 6,017 5,596 5,772 869 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.3 1.5 0.0 25.0 90.7 87.3 92.2 12.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 1 0 8 12 17 13
Updated December 8, 2006