COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 223,543 COMMITMENTS 41,951 45,188 52,050 105,010 114,019 199,011 211,257 24,532 12,286 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 7,630) -137 -4,245 3,695 1,999 7,470 5,557 6,920 2,073 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 20.2 23.3 47.0 51.0 89.0 94.5 11.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 106 76 69 71 62 203 185 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,974 COMMITMENTS 11,409 1,623 11,660 13,099 23,821 36,168 37,104 6,806 5,870 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -4,967) -1,036 91 -1,947 -4,527 -6,196 -7,510 -8,053 2,543 3,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 3.8 27.1 30.5 55.4 84.2 86.3 15.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 60 49 39 22 24 100 98 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 148,243 COMMITMENTS 41,010 13,312 11,217 82,755 115,414 134,982 139,943 13,260 8,300 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 4,075) 3,328 -13,987 2,461 -2,249 14,919 3,540 3,393 536 682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 9.0 7.6 55.8 77.9 91.1 94.4 8.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 61 38 38 56 45 141 101 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 761,757 COMMITMENTS 96,997 53,934 160,993 413,982 466,344 671,972 681,271 89,786 80,486 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 5,366) 3,938 9,987 -12,710 6,467 -9,437 -2,306 -12,160 7,672 17,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 7.1 21.1 54.3 61.2 88.2 89.4 11.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 54 56 57 84 72 172 154 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 170,384 COMMITMENTS 47,566 17,605 45,551 62,409 98,529 155,527 161,685 14,858 8,699 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -1,455) 1,697 -396 -5,186 1,194 3,187 -2,295 -2,396 840 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 10.3 26.7 36.6 57.8 91.3 94.9 8.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 189 64 98 107 113 343 240 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,549 COMMITMENTS 12,854 25,112 3,887 29,611 13,749 46,352 42,747 1,196 4,801 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 6,274) -5,489 3,351 791 11,206 2,543 6,509 6,685 -234 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 52.8 8.2 62.3 28.9 97.5 89.9 2.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 49 12 8 11 24 68 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 50,254 COMMITMENTS 28,769 719 29 14,271 44,132 43,069 44,880 7,185 5,375 CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -733) -2,972 -40 29 1,517 -2,108 -1,426 -2,119 692 1,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.2 1.4 0.1 28.4 87.8 85.7 89.3 14.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 1 1 9 13 18 15
Updated December 15, 2006