COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 242,661: 47,859 33,377 58,645 108,933 139,612 215,438 231,635: 27,223 11,026
Old : 203,077: 38,938 36,189 44,357 95,347 112,444 178,642 192,990: 24,435 10,087
Other: 39,584: 12,630 897 10,580 13,586 27,168 36,796 38,645: 2,788 939
: : :
: : Changes in Commitments from: December 19, 2006 :
: 8,402: 1,941 -2,413 3,339 1,721 8,929 7,001 9,854: 1,400 -1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.8 24.2 44.9 57.5 88.8 95.5: 11.2 4.5
Old : 100.0: 19.2 17.8 21.8 47.0 55.4 88.0 95.0: 12.0 5.0
Other: 100.0: 31.9 2.3 26.7 34.3 68.6 93.0 97.6: 7.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 129 66 81 74 66 235 187:
Old : 284: 120 70 77 74 64 227 184:
Other: 110: 44 16 35 34 32 95 68:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 33.6 29.8 42.9 19.4 28.4 28.0 35.5
Old : 20.7 30.5 31.3 39.7 20.7 25.2 29.9 33.3
Other: 26.7 51.2 41.1 65.7 26.3 45.2 37.3 54.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 36,170: 10,425 1,216 8,459 12,524 21,688 31,408 31,363: 4,762 4,807
Old : 35,986: 10,428 1,239 8,412 12,396 21,532 31,236 31,182: 4,751 4,804
Other: 184: 26 6 18 129 157 173 181: 11 3
: : :
: : Changes in Commitments from: December 19, 2006 :
: 672: -93 -186 8 1,095 748 1,009 570: -337 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 3.4 23.4 34.6 60.0 86.8 86.7: 13.2 13.3
Old : 100.0: 29.0 3.4 23.4 34.4 59.8 86.8 86.7: 13.2 13.3
Other: 100.0: 14.1 3.3 9.8 70.0 85.3 94.0 98.4: 6.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 51 36 35 23 25 86 87:
Old : 124: 52 37 35 22 24 85 86:
Other: 11: 3 4 4 3 2 9 8:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 35.4 29.7 50.0 13.1 32.2 22.6 40.9
Old : 18.7 35.2 29.7 49.8 13.0 32.4 22.5 40.7
Other: 83.6 93.4 93.5 98.4 62.5 66.8 63.0 67.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 155,390: 47,906 13,572 12,588 81,331 121,441 141,824 147,601: 13,566 7,790
Old : 133,226: 46,548 13,124 11,166 62,427 101,439 120,140 125,729: 13,086 7,497
Other: 22,165: 1,976 1,066 804 18,904 20,002 21,684 21,872: 481 293
: : :
: : Changes in Commitments from: December 19, 2006 :
: -2,109: -279 116 -905 -589 -387 -1,774 -1,175: -336 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 8.7 8.1 52.3 78.2 91.3 95.0: 8.7 5.0
Old : 100.0: 34.9 9.9 8.4 46.9 76.1 90.2 94.4: 9.8 5.6
Other: 100.0: 8.9 4.8 3.6 85.3 90.2 97.8 98.7: 2.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 64 46 39 59 47 152 106:
Old : 182: 63 48 37 58 46 148 104:
Other: 43: 12 5 9 12 18 28 29:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 40.2 37.1 56.3 18.0 29.3 27.6 37.2
Old : 21.1 41.0 34.6 57.3 19.2 31.1 28.8 40.0
Other: 57.2 55.7 76.0 76.1 45.8 43.5 63.7 61.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 778,203: 99,203 44,345 175,918 424,277 497,175 699,398 717,438: 78,805 60,765
Old : 778,203: 99,203 44,345 175,918 424,277 497,175 699,398 717,438: 78,805 60,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 396: 477 1,394 -235 3,460 14,418 3,701 15,577: -3,305 -15,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.7 22.6 54.5 63.9 89.9 92.2: 10.1 7.8
Old : 100.0: 12.7 5.7 22.6 54.5 63.9 89.9 92.2: 10.1 7.8
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 : 195: 62 46 63 78 71 170 153:
Old : 195: 62 46 63 78 71 170 153:
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 : 23.3 31.4 34.0 43.9 11.5 13.2 17.9 20.3
Old : 23.3 31.4 34.0 43.9 11.5 13.2 17.9 20.3
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, December 26, 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 : 175,013: 45,391 16,602 48,461 66,785 101,815 160,637 166,878: 14,375 8,135
Old : 159,943: 43,364 17,005 44,107 58,558 91,116 146,029 152,228: 13,914 7,715
Other: 15,070: 3,017 587 3,365 8,226 10,699 14,608 14,650: 461 419
: : :
: : Changes in Commitments from: December 19, 2006 :
: 7,377: 1,715 -852 3,336 2,127 5,016 7,178 7,500: 199 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.5 27.7 38.2 58.2 91.8 95.4: 8.2 4.6
Old : 100.0: 27.1 10.6 27.6 36.6 57.0 91.3 95.2: 8.7 4.8
Other: 100.0: 20.0 3.9 22.3 54.6 71.0 96.9 97.2: 3.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 183 67 108 109 111 340 248:
Old : 390: 178 76 106 108 110 336 247:
Other: 93: 30 9 29 25 42 65 74:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 25.7 27.9 37.4 12.9 15.7 19.2 24.3
Old : 16.9 23.3 28.1 35.7 14.2 19.1 20.6 27.6
Other: 54.3 52.4 69.5 64.7 37.2 35.0 43.9 39.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 30,331: 8,192 20,556 2,859 18,294 3,228 29,345 26,643: 986 3,688
Old : 30,331: 8,192 20,556 2,859 18,294 3,228 29,345 26,643: 986 3,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -934: -822 -727 -31 -92 58 -944 -700: 11 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 67.8 9.4 60.3 10.6 96.7 87.8: 3.3 12.2
Old : 100.0: 27.0 67.8 9.4 60.3 10.6 96.7 87.8: 3.3 12.2
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: 8 45 9 6 12 19 62:
Old : 70: 8 45 9 6 12 19 62:
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 : 75.5 38.4 93.3 55.9 73.2 38.2 81.0 51.5
Old : 75.5 38.4 93.3 55.9 73.2 38.2 81.0 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006