COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 14, 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 : 172,689: 32,827 69,136 15,403 105,352 72,716 153,582 157,255: 19,107 15,434
Old : 157,441: 28,593 70,271 12,182 99,135 59,935 139,910 142,388: 17,531 15,053
Other: 15,248: 6,798 1,429 657 6,217 12,781 13,672 14,867: 1,576 381
: : :
: : Changes in Commitments from: November 7, 2006 :
: -11,107: 150 9,436 -8,378 -1,023 -11,306 -9,251 -10,248: -1,856 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 40.0 8.9 61.0 42.1 88.9 91.1: 11.1 8.9
Old : 100.0: 18.2 44.6 7.7 63.0 38.1 88.9 90.4: 11.1 9.6
Other: 100.0: 44.6 9.4 4.3 40.8 83.8 89.7 97.5: 10.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 60 111 54 65 49 167 180:
Old : 254: 60 114 49 65 48 161 179:
Other: 77: 30 16 12 19 19 56 41:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 25.8 39.1 35.2 24.5 20.4 37.2 29.4
Old : 25.2 23.9 40.1 32.7 25.0 19.3 38.0 26.9
Other: 47.7 66.4 66.0 83.9 47.7 65.5 66.0 81.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 14, 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 : 29,367: 11,573 2,818 2,947 11,429 21,588 25,949 27,353: 3,418 2,014
Old : 29,304: 11,559 2,823 2,929 11,409 21,542 25,897 27,294: 3,407 2,010
Other: 63: 21 2 11 20 46 52 59: 11 4
: : :
: : Changes in Commitments from: November 7, 2006 :
: -795: -1,353 -258 -63 422 -804 -994 -1,125: 199 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 9.6 10.0 38.9 73.5 88.4 93.1: 11.6 6.9
Old : 100.0: 39.4 9.6 10.0 38.9 73.5 88.4 93.1: 11.6 6.9
Other: 100.0: 33.3 3.2 17.5 31.7 73.0 82.5 93.7: 17.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 48 20 21 21 18 84 49:
Old : 105: 47 22 21 21 18 84 49:
Other: 7: 3 1 2 1 1 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 51.5 35.0 70.9 23.8 49.3 34.7 65.0
Old : 23.9 51.4 35.0 70.9 23.9 49.2 34.8 65.0
Other: 81.0 93.7 82.5 93.7 65.1 76.2 65.1 76.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 14, 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 : 125,906: 36,365 25,272 2,334 77,632 90,761 116,331 118,367: 9,575 7,539
Old : 108,211: 35,782 24,448 1,762 61,299 74,697 98,843 100,907: 9,368 7,304
Other: 17,695: 1,110 1,351 45 16,333 16,064 17,488 17,460: 207 235
: : :
: : Changes in Commitments from: November 7, 2006 :
: -19,268: 801 -7,549 -3,253 -14,458 -8,520 -16,910 -19,322: -2,358 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 20.1 1.9 61.7 72.1 92.4 94.0: 7.6 6.0
Old : 100.0: 33.1 22.6 1.6 56.6 69.0 91.3 93.3: 8.7 6.7
Other: 100.0: 6.3 7.6 0.3 92.3 90.8 98.8 98.7: 1.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 47 39 10 46 38 100 83:
Old : 147: 48 38 10 46 37 99 81:
Other: 34: 6 6 3 12 15 21 21:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 35.3 44.1 51.3 20.8 23.8 31.7 32.8
Old : 25.3 34.3 41.9 49.1 21.6 24.0 34.4 33.3
Other: 69.1 77.3 86.6 88.7 46.1 57.9 63.6 66.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 14, 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 : 500,291: 87,770 58,243 41,856 308,911 343,666 438,537 443,765: 61,754 56,526
Old : 500,291: 87,770 58,243 41,856 308,911 343,666 438,537 443,765: 61,754 56,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 12,391: -3,826 -5,705 4,594 10,141 11,459 10,909 10,348: 1,482 2,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.6 8.4 61.7 68.7 87.7 88.7: 12.3 11.3
Old : 100.0: 17.5 11.6 8.4 61.7 68.7 87.7 88.7: 12.3 11.3
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 : 178: 43 52 38 71 57 140 123:
Old : 178: 43 52 38 71 57 140 123:
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 : 22.0 31.2 36.7 46.6 17.0 18.7 26.2 27.0
Old : 22.0 31.2 36.7 46.6 17.0 18.7 26.2 27.0
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, November 14, 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 : 118,573: 39,957 20,921 13,231 52,983 78,016 106,171 112,168: 12,402 6,405
Old : 108,802: 39,627 21,531 9,430 47,650 71,739 96,707 102,700: 12,095 6,102
Other: 9,771: 1,881 941 2,250 5,333 6,277 9,464 9,468: 307 303
: : :
: : Changes in Commitments from: November 7, 2006 :
: -3,739: 2,633 -4,643 -3,798 -4,010 3,743 -5,175 -4,698: 1,436 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 17.6 11.2 44.7 65.8 89.5 94.6: 10.5 5.4
Old : 100.0: 36.4 19.8 8.7 43.8 65.9 88.9 94.4: 11.1 5.6
Other: 100.0: 19.3 9.6 23.0 54.6 64.2 96.9 96.9: 3.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 153 58 74 88 105 287 212:
Old : 363: 155 61 72 87 103 285 208:
Other: 66: 19 10 18 20 25 47 46:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 28.1 27.7 39.8 17.0 20.3 24.2 31.3
Old : 18.5 28.1 27.9 40.0 18.5 24.9 26.4 36.8
Other: 54.7 64.3 72.9 73.6 42.7 46.3 50.6 51.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 14, 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 : 34,532: 12,566 13,312 2,433 18,210 15,914 33,209 31,659: 1,323 2,873
Old : 34,532: 12,566 13,312 2,433 18,210 15,914 33,209 31,659: 1,323 2,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 54: -260 3,077 -1,048 2,430 -1,738 1,122 291: -1,068 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 38.5 7.0 52.7 46.1 96.2 91.7: 3.8 8.3
Old : 100.0: 36.4 38.5 7.0 52.7 46.1 96.2 91.7: 3.8 8.3
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 : 59: 15 29 10 4 11 22 48:
Old : 59: 15 29 10 4 11 22 48:
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 : 67.5 58.7 86.8 72.0 65.5 56.5 80.8 68.2
Old : 67.5 58.7 86.8 72.0 65.5 56.5 80.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 42,768: 34,452 406 1 2,691 39,218 37,144 39,625: 5,624 3,143
Old : 42,768: 34,452 406 1 2,691 39,218 37,144 39,625: 5,624 3,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -326: 1,042 -289 0 -203 1,337 839 1,048: -1,165 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 0.9 0.0 6.3 91.7 86.8 92.7: 13.2 7.3
Old : 100.0: 80.6 0.9 0.0 6.3 91.7 86.8 92.7: 13.2 7.3
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 : 22: 8 1 1 3 10 11 12:
Old : 22: 8 1 1 3 10 11 12:
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 : 76.5 81.0 84.5 89.2 76.5 81.0 84.5 89.2
Old : 76.5 81.0 84.5 89.2 76.5 81.0 84.5 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006