COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 242,661 COMMITMENTS 47,859 33,377 58,645 108,933 139,612 215,438 231,635 27,223 11,026 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 8,402) 1,941 -2,413 3,339 1,721 8,929 7,001 9,854 1,400 -1,453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 13.8 24.2 44.9 57.5 88.8 95.5 11.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 129 66 81 74 66 235 187 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,170 COMMITMENTS 10,425 1,216 8,459 12,524 21,688 31,408 31,363 4,762 4,807 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 672) -93 -186 8 1,095 748 1,009 570 -337 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 3.4 23.4 34.6 60.0 86.8 86.7 13.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 51 36 35 23 25 86 87 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 155,390 COMMITMENTS 47,906 13,572 12,588 81,331 121,441 141,824 147,601 13,566 7,790 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -2,109) -279 116 -905 -589 -387 -1,774 -1,175 -336 -934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 8.7 8.1 52.3 78.2 91.3 95.0 8.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 64 46 39 59 47 152 106 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 778,203 COMMITMENTS 99,203 44,345 175,918 424,277 497,175 699,398 717,438 78,805 60,765 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 396) 477 1,394 -235 3,460 14,418 3,701 15,577 -3,305 -15,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 5.7 22.6 54.5 63.9 89.9 92.2 10.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 62 46 63 78 71 170 153 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 175,013 COMMITMENTS 45,391 16,602 48,461 66,785 101,815 160,637 166,878 14,375 8,135 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 7,377) 1,715 -852 3,336 2,127 5,016 7,178 7,500 199 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 9.5 27.7 38.2 58.2 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 183 67 108 109 111 340 248 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,331 COMMITMENTS 8,192 20,556 2,859 18,294 3,228 29,345 26,643 986 3,688 CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -934) -822 -727 -31 -92 58 -944 -700 11 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 67.8 9.4 60.3 10.6 96.7 87.8 3.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 8 45 9 6 12 19 62
Updated December 29, 2006