COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, December 5, 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 : 160,164: 40,261 58,714 11,827 90,655 79,102 142,743 149,643: 17,421 10,521
Old : 141,358: 34,080 60,439 7,923 84,079 62,990 126,082 131,352: 15,276 10,006
Other: 18,806: 9,434 1,528 651 6,576 16,112 16,661 18,291: 2,145 515
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,890: 4,655 -4,852 277 -5,072 7,474 -140 2,899: 2,030 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 36.7 7.4 56.6 49.4 89.1 93.4: 10.9 6.6
Old : 100.0: 24.1 42.8 5.6 59.5 44.6 89.2 92.9: 10.8 7.1
Other: 100.0: 50.2 8.1 3.5 35.0 85.7 88.6 97.3: 11.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 81 90 43 56 51 165 161:
Old : 255: 78 92 38 53 48 156 158:
Other: 81: 32 14 10 19 24 57 43:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 29.7 40.7 38.6 27.1 27.8 40.5 36.7
Old : 28.6 26.8 42.9 34.9 28.6 24.8 42.9 33.0
Other: 38.1 68.9 57.6 84.0 38.1 68.2 57.6 82.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, December 5, 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 : 28,788: 12,662 3,499 2,705 10,701 20,773 26,068 26,977: 2,720 1,811
Old : 28,715: 12,661 3,526 2,664 10,681 20,717 26,006 26,907: 2,709 1,808
Other: 73: 31 3 11 20 56 62 70: 11 3
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,372: 964 308 -1,288 -383 -410 -707 -1,390: -665 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 12.2 9.4 37.2 72.2 90.6 93.7: 9.4 6.3
Old : 100.0: 44.1 12.3 9.3 37.2 72.1 90.6 93.7: 9.4 6.3
Other: 100.0: 42.5 4.1 15.1 27.4 76.7 84.9 95.9: 15.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 56 19 25 19 21 90 56:
Old : 112: 57 20 24 19 21 89 56:
Other: 8: 3 2 2 1 1 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 47.3 37.1 66.0 24.9 44.1 37.1 60.4
Old : 25.0 47.2 37.2 65.9 25.0 44.0 37.2 60.4
Other: 83.6 94.5 84.9 95.9 69.9 80.8 69.9 80.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, December 5, 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 : 135,071: 39,587 27,320 2,068 82,871 98,917 124,526 128,305: 10,545 6,766
Old : 115,953: 38,895 26,377 1,518 65,235 81,547 105,648 109,442: 10,305 6,511
Other: 19,118: 1,026 1,277 216 17,636 17,370 18,878 18,863: 240 255
: : :
: : Changes in Commitments from: November 28, 2006 :
: 3,081: 4,405 -4,325 370 -2,319 6,313 2,456 2,358: 625 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 20.2 1.5 61.4 73.2 92.2 95.0: 7.8 5.0
Old : 100.0: 33.5 22.7 1.3 56.3 70.3 91.1 94.4: 8.9 5.6
Other: 100.0: 5.4 6.7 1.1 92.2 90.9 98.7 98.7: 1.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 49 43 12 51 38 107 87:
Old : 154: 51 40 12 50 37 105 85:
Other: 35: 5 5 3 13 16 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 : 29.0 35.6 44.6 54.5 20.9 26.2 30.9 34.9
Old : 26.3 34.3 41.1 53.6 22.3 25.6 32.7 35.8
Other: 64.1 75.4 85.2 87.1 41.6 54.1 61.4 63.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, December 5, 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 : 550,143: 86,166 59,893 54,468 338,149 380,257 478,783 494,618: 71,360 55,525
Old : 550,143: 86,166 59,893 54,468 338,149 380,257 478,783 494,618: 71,360 55,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 26,106: 655 1,204 8,006 9,798 14,147 18,459 23,357: 7,647 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.9 9.9 61.5 69.1 87.0 89.9: 13.0 10.1
Old : 100.0: 15.7 10.9 9.9 61.5 69.1 87.0 89.9: 13.0 10.1
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 : 189: 48 53 48 71 61 149 136:
Old : 189: 48 53 48 71 61 149 136:
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 : 24.2 32.1 37.2 46.4 15.7 19.0 23.8 27.4
Old : 24.2 32.1 37.2 46.4 15.7 19.0 23.8 27.4
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, December 5, 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 : 118,588: 46,298 23,610 7,670 52,676 81,131 106,644 112,411: 11,944 6,177
Old : 108,772: 45,307 24,503 4,699 47,289 73,799 97,295 103,001: 11,477 5,771
Other: 9,816: 2,166 282 1,796 5,387 7,332 9,349 9,410: 467 406
: : :
: : Changes in Commitments from: November 28, 2006 :
: 4,019: 2,599 1,219 216 824 2,856 3,639 4,291: 380 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 19.9 6.5 44.4 68.4 89.9 94.8: 10.1 5.2
Old : 100.0: 41.7 22.5 4.3 43.5 67.8 89.4 94.7: 10.6 5.3
Other: 100.0: 22.1 2.9 18.3 54.9 74.7 95.2 95.9: 4.8 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 172 60 59 89 103 293 198:
Old : 372: 172 63 54 88 100 288 192:
Other: 76: 26 4 18 19 34 48 55:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 28.0 30.0 41.6 18.4 22.5 26.9 33.6
Old : 20.1 28.9 31.0 41.3 20.1 27.2 29.4 39.3
Other: 56.3 58.3 70.3 67.2 42.8 46.2 49.5 52.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, December 5, 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 : 39,682: 17,985 21,342 2,701 17,903 11,204 38,589 35,247: 1,093 4,435
Old : 39,682: 17,985 21,342 2,701 17,903 11,204 38,589 35,247: 1,093 4,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,392: 7,674 3,710 408 -4,955 -1,663 3,127 2,455: -735 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 53.8 6.8 45.1 28.2 97.2 88.8: 2.8 11.2
Old : 100.0: 45.3 53.8 6.8 45.1 28.2 97.2 88.8: 2.8 11.2
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 : 70: 13 41 8 5 10 22 57:
Old : 70: 13 41 8 5 10 22 57:
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 : 74.9 42.4 89.4 59.9 74.7 42.4 85.9 57.9
Old : 74.9 42.4 89.4 59.9 74.7 42.4 85.9 57.9
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, December 5, 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 : 50,094: 31,741 759 0 12,441 45,983 44,182 46,742: 5,912 3,352
Old : 50,094: 31,741 759 0 12,441 45,983 44,182 46,742: 5,912 3,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 6,465: -1,757 306 -1 7,935 6,017 6,177 6,322: 288 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 1.5 0.0 24.8 91.8 88.2 93.3: 11.8 6.7
Old : 100.0: 63.4 1.5 0.0 24.8 91.8 88.2 93.3: 11.8 6.7
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 : 26: 9 1 0 7 12 16 13:
Old : 26: 9 1 0 7 12 16 13:
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 : 72.3 77.1 80.6 88.3 58.7 65.2 65.8 72.3
Old : 72.3 77.1 80.6 88.3 58.7 65.2 65.8 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006