COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,259 COMMITMENTS 45,918 35,790 55,307 107,212 130,683 208,437 221,781 25,822 12,479 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 10,716) 3,967 -9,398 3,257 2,202 16,664 9,426 10,523 1,291 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 15.3 23.6 45.8 55.8 89.0 94.7 11.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 122 68 73 73 65 224 180 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,498 COMMITMENTS 10,519 1,402 8,451 11,430 20,940 30,399 30,793 5,098 4,705 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -7,476) -890 -221 -3,209 -1,669 -2,881 -5,768 -6,311 -1,708 -1,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 3.9 23.8 32.2 59.0 85.6 86.7 14.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 51 39 32 21 23 85 83 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 157,500 COMMITMENTS 48,185 13,456 13,493 81,920 121,828 143,598 148,776 13,902 8,724 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 9,257) 7,175 144 2,276 -836 6,414 8,615 8,833 642 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 8.5 8.6 52.0 77.4 91.2 94.5 8.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 75 37 41 56 46 155 107 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 777,807 COMMITMENTS 98,727 42,952 176,153 420,818 482,757 695,697 701,862 82,110 75,946 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 16,050) 1,730 -10,983 15,160 6,836 16,413 23,726 20,591 -7,675 -4,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 5.5 22.6 54.1 62.1 89.4 90.2 10.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 69 40 62 78 70 168 153 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 167,635 COMMITMENTS 43,676 17,454 45,126 64,658 96,799 153,459 159,378 14,176 8,257 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -2,749) -3,891 -151 -426 2,249 -1,730 -2,068 -2,307 -681 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 10.4 26.9 38.6 57.7 91.5 95.1 8.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 179 63 103 110 110 335 241 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,265 COMMITMENTS 9,014 21,283 2,891 18,385 3,170 30,290 27,343 976 3,922 CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -16,284) -3,840 -3,829 -996 -11,226 -10,579 -16,063 -15,404 -221 -879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 68.1 9.2 58.8 10.1 96.9 87.5 3.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 9 49 9 6 12 19 67
Updated December 22, 2006