COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 257,078: 33,556 51,539 71,384 129,812 118,880 234,752 241,803: 22,327 15,275
Old : 239,858: 29,277 52,545 66,531 123,042 106,016 218,850 225,092: 21,008 14,766
Other: 17,220: 5,730 445 3,402 6,769 12,864 15,902 16,711: 1,318 509
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,506: 2,107 -2,580 760 1,147 6,523 4,014 4,702: -508 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 20.0 27.8 50.5 46.2 91.3 94.1: 8.7 5.9
Old : 100.0: 12.2 21.9 27.7 51.3 44.2 91.2 93.8: 8.8 6.2
Other: 100.0: 33.3 2.6 19.8 39.3 74.7 92.3 97.0: 7.7 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 103 98 85 88 64 229 218:
Old : 305: 100 103 85 88 64 229 218:
Other: 74: 28 12 28 22 24 62 52:
:----------------------------------------------------------------------------------------------------
: 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 31.4 30.2 39.7 16.8 21.6 25.4 27.6
Old : 18.0 30.8 30.4 38.8 16.5 20.2 25.3 26.0
Other: 47.4 54.3 63.1 68.8 47.4 53.2 61.6 65.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 48,942: 11,539 1,275 11,594 20,203 33,422 43,336 46,292: 5,606 2,651
Old : 2,731: 56 112 0 2,603 2,458 2,659 2,570: 72 161
Other: 46,211: 11,642 1,322 11,435 17,600 30,964 40,677 43,722: 5,534 2,490
: : :
: : Changes in Commitments from: October 24, 2006 :
: 531: 943 49 322 -706 72 558 443: -28 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.6 23.7 41.3 68.3 88.5 94.6: 11.5 5.4
Old : 100.0: 2.1 4.1 0.0 95.3 90.0 97.4 94.1: 2.6 5.9
Other: 100.0: 25.2 2.9 24.7 38.1 67.0 88.0 94.6: 12.0 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 61 31 35 24 22 97 80:
Old : 18: 3 3 0 9 3 12 6:
Other: 129: 63 31 34 22 22 95 79:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 48.9 37.7 65.0 10.4 31.2 17.0 40.1
Old : 79.9 93.2 93.5 94.1 79.9 93.2 93.5 94.1
Other: 26.7 46.8 39.3 63.7 11.0 30.5 17.7 40.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 166,240: 33,074 39,641 16,608 102,577 100,908 152,259 157,157: 13,980 9,082
Old : 148,979: 32,652 38,833 15,877 86,873 85,473 135,403 140,183: 13,577 8,797
Other: 17,260: 741 1,128 411 15,704 15,435 16,857 16,975: 404 286
: : :
: : Changes in Commitments from: October 24, 2006 :
: -7,241: 358 -7,548 1,287 -7,460 -314 -5,816 -6,575: -1,425 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.8 10.0 61.7 60.7 91.6 94.5: 8.4 5.5
Old : 100.0: 21.9 26.1 10.7 58.3 57.4 90.9 94.1: 9.1 5.9
Other: 100.0: 4.3 6.5 2.4 91.0 89.4 97.7 98.3: 2.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 54 61 46 54 39 139 123:
Old : 182: 56 60 45 54 39 138 122:
Other: 31: 5 6 6 12 12 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 33.1 42.4 50.5 18.0 21.9 26.9 30.4
Old : 29.3 32.4 41.0 49.5 18.4 24.6 29.2 34.0
Other: 67.8 78.6 85.7 90.3 44.0 58.4 61.9 66.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 661,406: 96,915 40,261 156,735 339,880 397,869 593,530 594,866: 67,875 66,540
Old : 661,406: 96,915 40,261 156,735 339,880 397,869 593,530 594,866: 67,875 66,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 17,813: 1,662 2,304 2,750 10,483 12,743 14,895 17,797: 2,918 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.1 23.7 51.4 60.2 89.7 89.9: 10.3 10.1
Old : 100.0: 14.7 6.1 23.7 51.4 60.2 89.7 89.9: 10.3 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 : 180: 58 40 53 76 66 158 136:
Old : 180: 58 40 53 76 66 158 136:
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 : 18.1 25.8 31.2 41.9 13.6 15.2 21.0 22.3
Old : 18.1 25.8 31.2 41.9 13.6 15.2 21.0 22.3
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 31, 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 : 151,090: 31,185 24,640 41,033 65,915 78,794 138,132 144,467: 12,957 6,623
Old : 140,628: 30,643 24,950 36,513 60,816 72,917 127,972 134,380: 12,656 6,248
Other: 10,461: 2,384 1,531 2,678 5,098 5,877 10,160 10,086: 301 375
: : :
: : Changes in Commitments from: October 24, 2006 :
: 7,332: 2,183 -3,372 5,187 -1,265 5,471 6,105 7,287: 1,227 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.3 27.2 43.6 52.2 91.4 95.6: 8.6 4.4
Old : 100.0: 21.8 17.7 26.0 43.2 51.9 91.0 95.6: 9.0 4.4
Other: 100.0: 22.8 14.6 25.6 48.7 56.2 97.1 96.4: 2.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 132 106 131 106 105 317 283:
Old : 389: 146 98 130 106 104 316 281:
Other: 64: 8 24 27 18 20 51 50:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 23.1 27.2 31.4 15.1 12.5 21.9 20.0
Old : 17.3 21.3 27.2 30.1 16.3 15.4 23.5 23.0
Other: 54.2 59.2 72.5 68.6 44.4 42.8 53.1 47.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 33,700: 12,096 8,173 3,313 15,321 18,825 30,730 30,312: 2,971 3,389
Old : 33,700: 12,096 8,173 3,313 15,321 18,825 30,730 30,312: 2,971 3,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -856: -9,769 544 432 9,343 -2,857 6 -1,881: -862 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 24.3 9.8 45.5 55.9 91.2 89.9: 8.8 10.1
Old : 100.0: 35.9 24.3 9.8 45.5 55.9 91.2 89.9: 8.8 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 : 60: 23 22 11 7 9 32 41:
Old : 60: 23 22 11 7 9 32 41:
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 : 60.1 64.5 77.3 76.8 57.5 62.2 69.7 71.8
Old : 60.1 64.5 77.3 76.8 57.5 62.2 69.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006