COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 258,611: 34,912 50,201 70,818 126,731 119,884 232,460 240,902: 26,151 17,709
Old : 239,323: 29,352 51,382 65,687 119,795 105,064 214,834 222,133: 24,489 17,190
Other: 19,288: 7,098 357 3,593 6,935 14,820 17,626 18,769: 1,662 518
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,533: 1,356 -1,338 -566 -3,081 1,004 -2,292 -901: 3,825 2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.4 27.4 49.0 46.4 89.9 93.2: 10.1 6.8
Old : 100.0: 12.3 21.5 27.4 50.1 43.9 89.8 92.8: 10.2 7.2
Other: 100.0: 36.8 1.8 18.6 36.0 76.8 91.4 97.3: 8.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 104 95 89 93 66 239 218:
Old : 308: 99 100 89 92 66 237 218:
Other: 78: 26 16 27 23 23 66 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 : 17.3 31.4 30.3 39.8 16.7 21.6 25.2 27.6
Old : 18.1 30.5 30.7 38.6 16.5 19.7 25.2 25.5
Other: 42.7 55.8 59.8 70.8 42.7 54.8 58.7 68.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 49,115: 12,111 1,737 12,319 19,306 32,401 43,735 46,457: 5,380 2,658
Old : 49,082: 12,111 1,755 12,297 19,306 32,375 43,713 46,427: 5,369 2,655
Other: 33: 21 3 1 0 26 22 30: 11 3
: : :
: : Changes in Commitments from: October 31, 2006 :
: 173: 572 462 724 -897 -1,021 399 165: -226 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.5 25.1 39.3 66.0 89.0 94.6: 11.0 5.4
Old : 100.0: 24.7 3.6 25.1 39.3 66.0 89.1 94.6: 10.9 5.4
Other: 100.0: 63.6 9.1 3.0 0.0 78.8 66.7 90.9: 33.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 65 32 38 23 22 101 84:
Old : 134: 65 33 38 23 22 101 84:
Other: 6: 3 2 1 0 1 3 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 : 24.4 47.7 37.1 63.5 10.3 31.6 16.7 40.6
Old : 24.4 47.7 37.1 63.5 10.3 31.5 16.7 40.6
Other: 66.7 90.9 66.7 90.9 63.6 87.9 63.6 87.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 151,991: 33,965 32,200 11,341 93,457 100,458 138,762 143,999: 13,229 7,992
Old : 134,442: 33,692 31,390 10,433 77,267 84,683 121,392 126,506: 13,049 7,936
Other: 17,550: 766 1,304 414 16,190 15,775 17,370 17,493: 180 57
: : :
: : Changes in Commitments from: October 31, 2006 :
: -14,248: 891 -7,441 -5,267 -9,121 -450 -13,497 -13,158: -752 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.2 7.5 61.5 66.1 91.3 94.7: 8.7 5.3
Old : 100.0: 25.1 23.3 7.8 57.5 63.0 90.3 94.1: 9.7 5.9
Other: 100.0: 4.4 7.4 2.4 92.3 89.9 99.0 99.7: 1.0 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 55 44 39 51 40 127 108:
Old : 161: 54 46 38 51 39 126 106:
Other: 32: 5 6 6 12 15 21 23:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 32.9 44.6 49.3 18.1 21.0 28.1 29.8
Old : 29.0 31.6 42.2 47.5 18.4 23.8 29.3 33.1
Other: 68.9 77.6 86.5 89.1 45.4 57.7 63.0 66.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 677,284: 95,803 42,775 157,092 351,437 411,794 604,333 611,661: 72,951 65,623
Old : 677,284: 95,803 42,775 157,092 351,437 411,794 604,333 611,661: 72,951 65,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 15,879: -1,112 2,514 357 11,557 13,925 10,803 16,796: 5,076 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 6.3 23.2 51.9 60.8 89.2 90.3: 10.8 9.7
Old : 100.0: 14.1 6.3 23.2 51.9 60.8 89.2 90.3: 10.8 9.7
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 : 186: 59 39 53 79 70 161 142:
Old : 186: 59 39 53 79 70 161 142:
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 : 18.7 27.4 31.7 43.2 13.3 15.4 20.5 23.0
Old : 18.7 27.4 31.7 43.2 13.3 15.4 20.5 23.0
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 with Delta-adjusted Options and Futures Combined, November 7, 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 : 165,573: 36,265 20,587 51,180 65,420 86,735 152,865 158,502: 12,708 7,071
Old : 154,700: 35,657 20,915 46,388 60,284 80,635 142,329 147,938: 12,371 6,762
Other: 10,874: 2,508 1,572 2,893 5,136 6,100 10,536 10,565: 337 309
: : :
: : Changes in Commitments from: October 31, 2006 :
: 14,484: 5,080 -4,052 10,147 -495 7,941 14,733 14,036: -249 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 12.4 30.9 39.5 52.4 92.3 95.7: 7.7 4.3
Old : 100.0: 23.0 13.5 30.0 39.0 52.1 92.0 95.6: 8.0 4.4
Other: 100.0: 23.1 14.5 26.6 47.2 56.1 96.9 97.2: 3.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 169 89 137 112 116 356 290:
Old : 421: 184 82 137 111 114 354 288:
Other: 71: 10 26 26 19 25 51 56:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 23.8 25.7 33.0 12.5 12.1 18.3 19.7
Old : 15.2 22.3 25.4 31.7 13.4 14.4 19.6 22.0
Other: 53.9 59.3 72.0 68.6 43.3 41.7 51.7 46.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 35,200: 13,006 10,242 3,822 15,849 17,652 32,677 31,716: 2,523 3,484
Old : 35,200: 13,006 10,242 3,822 15,849 17,652 32,677 31,716: 2,523 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,500: 910 2,068 509 529 -1,173 1,948 1,404: -448 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 29.1 10.9 45.0 50.1 92.8 90.1: 7.2 9.9
Old : 100.0: 36.9 29.1 10.9 45.0 50.1 92.8 90.1: 7.2 9.9
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 : 64: 20 28 12 5 12 28 50:
Old : 64: 20 28 12 5 12 28 50:
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 : 60.2 58.3 78.0 73.3 57.9 58.2 70.6 67.9
Old : 60.2 58.3 78.0 73.3 57.9 58.2 70.6 67.9
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 with Delta-adjusted Options and Futures Combined, November 7, 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 : 43,607: 33,923 1,207 1 2,894 37,881 36,818 39,089: 6,789 4,518
Old : 43,607: 33,923 1,207 1 2,894 37,881 36,818 39,089: 6,789 4,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 2.8 0.0 6.6 86.9 84.4 89.6: 15.6 10.4
Old : 100.0: 77.8 2.8 0.0 6.6 86.9 84.4 89.6: 15.6 10.4
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 : 23: 8 2 1 4 10 12 13:
Old : 23: 8 2 1 4 10 12 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 : 72.6 77.3 80.7 85.3 72.6 77.3 80.7 85.3
Old : 72.6 77.3 80.7 85.3 72.6 77.3 80.7 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006