COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 183,770: 30,568 64,191 24,510 109,097 79,897 164,175 168,598: 19,595 15,172
Old : 172,449: 27,536 63,541 22,827 103,674 71,391 154,037 157,759: 18,412 14,690
Other: 11,321: 4,341 1,959 374 5,423 8,506 10,138 10,839: 1,183 482
: : :
: : Changes in Commitments from: October 17, 2006 :
: -735: -235 2,409 -800 -1,703 -3,339 -2,738 -1,730: 2,003 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 34.9 13.3 59.4 43.5 89.3 91.7: 10.7 8.3
Old : 100.0: 16.0 36.8 13.2 60.1 41.4 89.3 91.5: 10.7 8.5
Other: 100.0: 38.3 17.3 3.3 47.9 75.1 89.6 95.7: 10.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 63 110 56 67 46 167 185:
Old : 260: 63 111 55 66 45 165 184:
Other: 58: 10 20 6 17 19 31 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 29.9 37.7 38.9 22.8 24.1 34.6 31.7
Old : 24.2 29.8 37.9 38.7 22.9 23.8 34.8 31.0
Other: 58.3 62.4 77.9 74.3 58.3 61.9 77.8 73.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,594: 11,222 1,587 3,330 12,584 24,060 27,136 28,977: 3,458 1,617
Old : 6,243: 1,872 462 0 3,771 5,279 5,643 5,741: 600 502
Other: 24,351: 10,315 2,090 2,365 8,813 18,781 21,493 23,236: 2,858 1,115
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,486: -2,343 -1,051 -320 -107 -920 -2,770 -2,291: 284 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 5.2 10.9 41.1 78.6 88.7 94.7: 11.3 5.3
Old : 100.0: 30.0 7.4 0.0 60.4 84.6 90.4 92.0: 9.6 8.0
Other: 100.0: 42.4 8.6 9.7 36.2 77.1 88.3 95.4: 11.7 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 53 16 24 22 18 88 48:
Old : 40: 13 8 0 13 6 26 14:
Other: 99: 47 19 17 21 17 80 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 54.0 32.6 71.5 19.8 50.3 30.9 65.5
Old : 50.7 82.6 74.9 89.8 50.7 82.6 74.9 89.8
Other: 23.0 53.4 36.0 70.3 23.0 53.4 36.0 69.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 161,449: 36,738 47,956 4,890 106,197 99,939 147,825 152,785: 13,624 8,664
Old : 145,962: 35,978 47,255 4,670 91,894 85,407 132,542 137,332: 13,420 8,630
Other: 15,487: 925 866 55 14,303 14,532 15,283 15,453: 204 34
: : :
: : Changes in Commitments from: October 17, 2006 :
: 4,763: 3,058 3,868 1,436 377 -954 4,871 4,350: -108 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 29.7 3.0 65.8 61.9 91.6 94.6: 8.4 5.4
Old : 100.0: 24.6 32.4 3.2 63.0 58.5 90.8 94.1: 9.2 5.9
Other: 100.0: 6.0 5.6 0.4 92.4 93.8 98.7 99.8: 1.3 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 54 52 26 56 36 123 110:
Old : 175: 57 51 26 55 35 122 108:
Other: 29: 6 5 3 11 11 18 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 35.8 45.2 53.9 19.0 23.1 27.2 33.3
Old : 30.8 35.4 43.9 52.6 19.0 25.6 29.7 36.8
Other: 71.7 83.4 90.0 95.7 49.3 64.4 67.2 73.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 457,173: 90,993 55,833 36,384 277,490 310,277 404,867 402,494: 52,306 54,679
Old : 457,173: 90,993 55,833 36,384 277,490 310,277 404,867 402,494: 52,306 54,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,046: -3,482 2,952 -3,763 8,745 4,115 1,500 3,304: 546 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 12.2 8.0 60.7 67.9 88.6 88.0: 11.4 12.0
Old : 100.0: 19.9 12.2 8.0 60.7 67.9 88.6 88.0: 11.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 44 47 40 64 54 134 118:
Old : 171: 44 47 40 64 54 134 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 31.0 36.5 44.4 19.6 22.9 29.7 31.9
Old : 21.0 31.0 36.5 44.4 19.6 22.9 29.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 112,676: 30,203 30,904 11,230 61,017 64,970 102,450 107,104: 10,226 5,572
Old : 104,612: 30,262 31,555 7,816 56,656 60,074 94,734 99,445: 9,878 5,167
Other: 8,064: 1,788 1,196 1,567 4,361 4,896 7,716 7,659: 348 405
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,169: 777 -3,663 666 -736 5,279 707 2,282: 1,462 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 27.4 10.0 54.2 57.7 90.9 95.1: 9.1 4.9
Old : 100.0: 28.9 30.2 7.5 54.2 57.4 90.6 95.1: 9.4 4.9
Other: 100.0: 22.2 14.8 19.4 54.1 60.7 95.7 95.0: 4.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 107 88 59 90 91 233 214:
Old : 334: 112 87 56 90 90 230 211:
Other: 46: 13 9 13 11 15 33 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 26.4 34.6 37.6 21.0 18.4 30.1 27.0
Old : 23.4 26.1 34.7 36.7 22.6 22.4 32.4 32.0
Other: 63.1 69.0 77.5 78.3 50.3 52.7 57.9 58.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 33,789: 21,741 7,513 2,541 5,855 21,682 30,137 31,736: 3,652 2,053
Old : 33,789: 21,741 7,513 2,541 5,855 21,682 30,137 31,736: 3,652 2,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,956: -2,908 -488 126 -427 -2,785 -3,209 -3,147: 253 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 22.2 7.5 17.3 64.2 89.2 93.9: 10.8 6.1
Old : 100.0: 64.3 22.2 7.5 17.3 64.2 89.2 93.9: 10.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 39 14 4 4 11 45 28:
Old : 68: 39 14 4 4 11 45 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 67.6 58.5 82.4 35.7 67.6 53.1 77.7
Old : 37.3 67.6 58.5 82.4 35.7 67.6 53.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006