COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 253,572: 31,449 54,119 70,624 128,665 112,358 230,737 237,101: 22,835 16,472
Old : 237,727: 27,811 55,051 65,914 122,407 100,797 216,132 221,762: 21,595 15,965
Other: 15,845: 4,966 396 3,382 6,257 11,561 14,605 15,339: 1,240 507
: : :
: : Changes in Commitments from: October 17, 2006 :
: -838: 181 -1,944 305 -3,605 201 -3,119 -1,438: 2,281 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 21.3 27.9 50.7 44.3 91.0 93.5: 9.0 6.5
Old : 100.0: 11.7 23.2 27.7 51.5 42.4 90.9 93.3: 9.1 6.7
Other: 100.0: 31.3 2.5 21.3 39.5 73.0 92.2 96.8: 7.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 95 106 81 84 60 220 213:
Old : 299: 91 110 81 84 60 220 213:
Other: 66: 24 9 25 21 23 54 49:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 31.4 30.5 39.6 17.0 20.8 25.5 26.9
Old : 18.4 31.0 30.7 39.1 16.9 19.7 25.5 25.7
Other: 46.4 55.3 63.1 68.5 46.4 54.3 60.4 64.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 48,412: 10,596 1,226 11,272 20,910 33,350 42,778 45,848: 5,634 2,563
Old : 6,243: 1,872 462 0 3,771 5,279 5,643 5,741: 600 502
Other: 42,169: 9,705 1,746 10,291 17,139 28,071 37,135 40,107: 5,034 2,061
: : :
: : Changes in Commitments from: October 17, 2006 :
: -10,366: 435 -340 -6,713 -3,184 -2,247 -9,461 -9,299: -904 -1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 2.5 23.3 43.2 68.9 88.4 94.7: 11.6 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: 23.0 4.1 24.4 40.6 66.6 88.1 95.1: 11.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 62 26 35 25 22 99 73:
Old : 40: 13 8 0 13 6 26 14:
Other: 120: 57 28 31 24 21 92 70:
:----------------------------------------------------------------------------------------------------
: 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 : 25.0 47.0 35.9 63.4 9.5 31.1 16.2 40.1
Old : 50.7 82.6 74.9 89.8 50.7 82.6 74.9 89.8
Other: 28.7 44.7 40.4 62.2 10.5 31.2 17.4 39.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 173,480: 32,716 47,189 15,321 110,037 101,223 158,075 163,733: 15,406 9,748
Old : 157,722: 32,089 46,620 14,699 95,734 86,691 142,522 148,009: 15,200 9,713
Other: 15,758: 824 766 426 14,303 14,532 15,553 15,724: 205 35
: : :
: : Changes in Commitments from: October 17, 2006 :
: 5,096: 3,180 3,650 1,820 45 -878 5,044 4,592: 52 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 27.2 8.8 63.4 58.3 91.1 94.4: 8.9 5.6
Old : 100.0: 20.3 29.6 9.3 60.7 55.0 90.4 93.8: 9.6 6.2
Other: 100.0: 5.2 4.9 2.7 90.8 92.2 98.7 99.8: 1.3 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 61 55 42 59 38 139 124:
Old : 186: 61 56 41 59 37 138 122:
Other: 29: 5 6 7 11 11 19 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 : 30.0 33.5 42.6 50.7 17.8 20.7 25.6 30.2
Old : 28.9 33.0 41.6 49.3 17.6 22.8 27.8 33.2
Other: 70.4 82.0 88.5 94.1 48.4 63.3 66.1 71.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 643,592: 95,252 37,957 153,986 329,397 385,126 578,635 577,069: 64,957 66,523
Old : 643,592: 95,252 37,957 153,986 329,397 385,126 578,635 577,069: 64,957 66,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 6,290: -2,133 2,308 -2,848 12,192 9,269 7,211 8,729: -921 -2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.9 23.9 51.2 59.8 89.9 89.7: 10.1 10.3
Old : 100.0: 14.8 5.9 23.9 51.2 59.8 89.9 89.7: 10.1 10.3
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 : 179: 57 40 54 72 66 154 137:
Old : 179: 57 40 54 72 66 154 137:
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 : 17.4 25.5 30.7 41.6 14.0 16.6 21.6 24.2
Old : 17.4 25.5 30.7 41.6 14.0 16.6 21.6 24.2
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 with Delta-adjusted Options and Futures Combined, 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 : 143,758: 29,002 28,011 35,846 67,180 73,323 132,027 137,180: 11,730 6,578
Old : 134,782: 28,873 28,355 31,835 62,712 68,419 123,420 128,609: 11,362 6,173
Other: 8,976: 1,906 1,433 2,234 4,468 4,904 8,607 8,571: 368 405
: : :
: : Changes in Commitments from: October 17, 2006 :
: 4,413: 1,985 -5,004 1,798 -948 7,393 2,835 4,187: 1,578 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.5 24.9 46.7 51.0 91.8 95.4: 8.2 4.6
Old : 100.0: 21.4 21.0 23.6 46.5 50.8 91.6 95.4: 8.4 4.6
Other: 100.0: 21.2 16.0 24.9 49.8 54.6 95.9 95.5: 4.1 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 121 104 112 104 105 287 271:
Old : 368: 129 100 112 104 104 286 270:
Other: 55: 9 19 22 15 16 42 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 : 18.2 22.7 28.5 32.1 16.6 13.0 23.7 20.3
Old : 18.5 21.3 28.4 31.2 17.7 16.1 25.2 23.5
Other: 56.8 63.0 74.7 73.1 48.9 47.1 56.0 52.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 34,556: 21,865 7,630 2,881 5,977 21,682 30,723 32,193: 3,833 2,364
Old : 34,556: 21,865 7,630 2,881 5,977 21,682 30,723 32,193: 3,833 2,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,987: -2,877 -512 93 -443 -2,785 -3,227 -3,204: 240 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 22.1 8.3 17.3 62.7 88.9 93.2: 11.1 6.8
Old : 100.0: 63.3 22.1 8.3 17.3 62.7 88.9 93.2: 11.1 6.8
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 : 77: 41 21 9 5 11 52 36:
Old : 77: 41 21 9 5 11 52 36:
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 : 36.8 66.3 57.9 80.8 35.2 66.0 52.1 75.9
Old : 36.8 66.3 57.9 80.8 35.2 66.0 52.1 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006