COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 208,383: 37,237 52,556 45,547 105,553 97,766 188,337 195,869: 20,047 12,515
Old : 181,861: 30,539 54,175 36,515 96,821 79,224 163,874 169,914: 17,986 11,946
Other: 26,523: 9,315 998 6,414 8,733 18,542 24,462 25,955: 2,060 568
: : :
: : Changes in Commitments from: November 21, 2006 :
: 6,434: 2,653 -4,378 2,849 649 9,017 6,151 7,489: 283 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.2 21.9 50.7 46.9 90.4 94.0: 9.6 6.0
Old : 100.0: 16.8 29.8 20.1 53.2 43.6 90.1 93.4: 9.9 6.6
Other: 100.0: 35.1 3.8 24.2 32.9 69.9 92.2 97.9: 7.8 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 85 93 63 71 60 186 193:
Old : 271: 81 99 60 70 59 181 192:
Other: 91: 32 16 31 28 25 78 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 : 20.7 28.6 32.5 38.1 20.7 24.4 31.1 32.4
Old : 21.7 26.1 33.6 35.0 21.7 21.7 32.8 29.4
Other: 32.4 51.5 48.1 68.2 32.4 48.9 45.6 61.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 49,796: 11,308 1,763 14,417 19,057 30,197 44,782 46,377: 5,014 3,419
Old : 49,723: 11,308 1,790 14,376 19,037 30,141 44,721 46,307: 5,002 3,416
Other: 73: 30 3 11 20 56 61 70: 12 3
: : :
: : Changes in Commitments from: November 21, 2006 :
: 664: -206 185 1,163 -263 -1,064 694 284: -30 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.5 29.0 38.3 60.6 89.9 93.1: 10.1 6.9
Old : 100.0: 22.7 3.6 28.9 38.3 60.6 89.9 93.1: 10.1 6.9
Other: 100.0: 41.1 4.1 15.1 27.4 76.7 83.6 95.9: 16.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 58 42 42 21 22 101 91:
Old : 138: 59 43 42 21 22 101 91:
Other: 7: 2 2 2 1 1 4 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 : 24.6 41.1 37.7 56.6 10.2 25.3 16.9 35.4
Old : 24.6 41.0 37.7 56.6 10.2 25.2 16.9 35.3
Other: 83.6 94.5 83.6 95.9 68.5 80.8 68.5 80.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 139,535: 33,344 31,329 7,795 87,123 93,739 128,262 132,863: 11,274 6,673
Old : 120,662: 32,772 30,544 6,866 70,062 76,815 109,701 114,226: 10,961 6,437
Other: 18,873: 957 1,171 543 17,061 16,924 18,561 18,637: 313 236
: : :
: : Changes in Commitments from: November 21, 2006 :
: 3,096: 331 3,945 -424 2,597 201 2,504 3,722: 592 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.5 5.6 62.4 67.2 91.9 95.2: 8.1 4.8
Old : 100.0: 27.2 25.3 5.7 58.1 63.7 90.9 94.7: 9.1 5.3
Other: 100.0: 5.1 6.2 2.9 90.4 89.7 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 51 48 30 53 40 119 106:
Old : 163: 53 47 29 53 39 117 104:
Other: 34: 5 6 7 12 15 21 24:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 32.5 42.6 50.7 19.8 23.0 29.9 33.6
Old : 23.0 30.7 39.0 49.9 20.7 23.6 32.3 33.6
Other: 64.4 75.7 84.0 87.2 40.4 53.0 58.7 61.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 724,881: 93,926 36,401 166,001 388,263 460,236 648,190 662,637: 76,691 62,244
Old : 724,881: 93,926 36,401 166,001 388,263 460,236 648,190 662,637: 76,691 62,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 26,229: 4,833 -3,842 7,321 8,723 23,978 20,877 27,456: 5,352 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 5.0 22.9 53.6 63.5 89.4 91.4: 10.6 8.6
Old : 100.0: 13.0 5.0 22.9 53.6 63.5 89.4 91.4: 10.6 8.6
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 : 191: 64 38 57 81 70 170 144:
Old : 191: 64 38 57 81 70 170 144:
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 : 21.1 30.3 32.1 44.5 11.7 15.0 18.3 22.5
Old : 21.1 30.3 32.1 44.5 11.7 15.0 18.3 22.5
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 28, 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 : 162,836: 43,013 16,982 46,542 60,014 91,467 149,569 154,992: 13,268 7,844
Old : 150,777: 41,321 17,228 42,075 54,553 84,054 137,948 143,358: 12,829 7,420
Other: 12,059: 2,696 758 3,463 5,461 7,413 11,621 11,634: 438 425
: : :
: : Changes in Commitments from: November 21, 2006 :
: 7,698: 2,688 35 3,473 538 3,549 6,699 7,056: 998 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 10.4 28.6 36.9 56.2 91.9 95.2: 8.1 4.8
Old : 100.0: 27.4 11.4 27.9 36.2 55.7 91.5 95.1: 8.5 4.9
Other: 100.0: 22.4 6.3 28.7 45.3 61.5 96.4 96.5: 3.6 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 177 76 106 106 113 337 249:
Old : 397: 179 76 104 106 112 334 247:
Other: 81: 19 15 27 24 35 56 67:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 23.6 26.0 34.9 12.6 14.9 18.5 23.2
Old : 16.1 22.0 25.8 33.3 13.6 17.0 19.7 25.2
Other: 51.5 51.6 66.8 61.9 39.6 37.6 47.3 42.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 38,474: 10,666 17,841 2,593 23,132 12,867 36,391 33,301: 2,083 5,173
Old : 38,474: 10,666 17,841 2,593 23,132 12,867 36,391 33,301: 2,083 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 4,193: -2,023 5,827 -157 5,869 -3,178 3,689 2,492: 504 1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 46.4 6.7 60.1 33.4 94.6 86.6: 5.4 13.4
Old : 100.0: 27.7 46.4 6.7 60.1 33.4 94.6 86.6: 5.4 13.4
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 : 71: 12 43 9 8 9 22 60:
Old : 71: 12 43 9 8 9 22 60:
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 : 74.1 47.9 86.6 60.1 72.5 46.3 81.2 57.1
Old : 74.1 47.9 86.6 60.1 72.5 46.3 81.2 57.1
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 28, 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 : 44,523: 34,079 1,003 1 4,819 40,223 38,899 41,227: 5,624 3,296
Old : 44,523: 34,079 1,003 1 4,819 40,223 38,899 41,227: 5,624 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 1,142: -1,216 31 0 2,127 993 911 1,024: 231 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 2.3 0.0 10.8 90.3 87.4 92.6: 12.6 7.4
Old : 100.0: 76.5 2.3 0.0 10.8 90.3 87.4 92.6: 12.6 7.4
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 : 28: 9 2 1 7 13 16 16:
Old : 28: 9 2 1 7 13 16 16:
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 : 70.3 75.9 79.5 84.4 70.3 75.9 79.2 84.4
Old : 70.3 75.9 79.5 84.4 70.3 75.9 79.2 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006